Related papers: A probabilistic approach to the $\Phi$-variation o…

We consider a probabilistic approach to compute the Wiener--Young $\Phi$-variation of fractal functions in the Takagi class. Here, the $\Phi$-variation is understood as a generalization of the quadratic variation or, more generally, the…

The concept of the $p^{\text{th}}$ variation of a continuous function $f$ along a refining sequence of partitions is the key to a pathwise It\^o integration theory with integrator $f$. Here, we analyze the $p^{\text{th}}$ variation of a…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

The Takagi-van der Waerden functions are a well-known class of continuous but nowhere differentiable functions. In this paper, we study their weighted versions, the Takagi-van der Waerden class functions $f_{r,a}(x)$, from a probabilistic…

Extending the notion of bounded variation, a function $u \in L_c^1(\mathbb R^n)$ is of bounded fractional variation with respect to some exponent $\alpha$ if there is a finite constant $C \geq 0$ such that the estimate \[ \biggl|\int u(x)…

We establish the weighted fractional Orlicz-Hardy inequalities for various Orlicz functions. Further, we identify the critical cases for each Orlicz function and prove the weighted fractional Orlicz-Hardy inequalities with logarithmic…

In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…

We introduce the Takagi--van der Waerden function with parameters $a{>}b{>}0$ by setting $f_{a,b}(x)=\sum\limits_{n=1}^\infty b^n d\big(x,S_n\big)$, where $S_n$ is a maximal $\frac1{a^n}$-separated set in a metric space $X$. So, if…

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number theory, the winding number of complex brownian motion and the…

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

In this paper we analyze in detail a few questions related to the theory of functions with bounded $p$-Hessian-Schatten total variation, which are relevant in connection with the theory of inverse problems and machine learning. We prove an…

In this paper, we focus on Strichartz's derivatives, a family of derivatives including the normal derivative, on p.c.f. (post critically finite) fractals, which are defined at vertex points in the graphs that approximate the fractal. We…

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

In this paper, we establish a universal variational characterization of the non-martingale components associated with weakly differentiable Wiener functionals in the sense of Le\~ao, Ohashi and Simas. It is shown that any Dirichlet process…

We establish the H\"older continuity of bounded nonnegative weak solutions to \begin{align*} \big(\Phi^{-1}(w)\big)_t=\Delta w+\nabla\cdot\big(a(x,t)\Phi^{-1}(w)\big)+b\big(x,t,\Phi^{-1}(w)\big), \end{align*} with convex $\Phi\in…

We prove that for supercritical percolation on every infinite transitive graph, the probability that the origin belongs to a finite cluster of size at least $n$ decays exponentially in $\Phi(n)$, where $\Phi$ is the isoperimetric function…

We give an alternative proof of the general chain rule for functions of bounded variation ([ADM90]), which allows to compute the distributional differential of $\varphi\circ F$, where $\varphi\in \mathrm{LIP}(\mathbb{R}^m)$ and…

The paper demonstrates the basic properties of the local fractional variation operators (termed fractal variation operators). The action of the operators is demonstrated for local characterization of Holderian functions. In particular, it…

Let M be a smooth manifold and $\Phi$ a differential 1-form on M with values in the tangent bundle TM. We construct canonical solutions $e_\Phi$ of Maurer-Cartan equation in the DGLA of graded derivations D*(M) of differential forms on M by…