Related papers: Generalized Fock space and moments

We propose a new modeling paradigm for large dimensional aggregates of stochastic systems by Generalized Factor Analysis (GFA) models. These models describe the data as the sum of a flocking plus an uncorrelated idiosyncratic component. The…

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

This paper presents an abstraction of Hoare logic to traced symmetric monoidal categories, a very general framework for the theory of systems. Our abstraction is based on a traced monoidal functor from an arbitrary traced monoidal category…

We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the…

A generalization of Gy's theory for the variance of the fundamental sampling error is reviewed. Practical situations where the generalized model potentially leads to more accurate variance estimates are identified as: clustering of…

We prove the It\^o-Wentzell formula for processes with values in the space of generalized functions by using the stochastic Fubini theorem and the It\^o-Wentzell formula for real-valued processes, appropriate versions of which are also…

We generalize the notion of a bornology by omitting the condition that a one-point-subset is bounded and obtain a complete and co-complete generalization of the category of bornological coarse spaces. Then we imitate the construction of…

In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

This paper concerns the instantaneous frequency (IF) of continuous-time, zero-mean, complex-valued, proper, mean-square differentiable nonstationary Gaussian stochastic processes. We compute the probability density function for the IF for…

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

We unify and generalize the notions of vacuum and amplitude in linear quantum field theory in curved spacetime. Crucially, the generalized notion admits a localization in spacetime regions and on hypersurfaces. The underlying concept is…

In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…

We study a well-known estimator of the fractal index of a stochastic process. Our framework is very general and encompasses many models of interest; we show how to extend the theory of the estimator to a large class of non-Gaussian…

Partial actions of Hopf algebras can be considered as a generalization of partial actions of groups on algebras. Among important properties of partial Hopf actions, it is possible to assure the existence of enveloping actions. This allows…

We give estimates for the first two moments of arithmetical sequences in progressions. Instead of using the standard approximation, we work with a generalization of Vaughan's major arcs approximation which is similar to that appearing in…

In this work we present expansions of intersection local times of fractional Brownian motions in $\R^d$, for any dimension $d\geq 1$, with arbitrary Hurst coefficients in $(0,1)^d$. The expansions are in terms of Wick powers of white noises…