Related papers: Sobolev regularity of Gaussian random fields

This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…

In this article, we give probabilistic versions of Sobolev embeddings on any Riemannian manifold $(M,g)$. More precisely, we prove that for natural probability measures on $L^2(M)$, almost every function belong to all spaces $L^p(M)$,…

Motivated by an open question going back to P.Malliavin and P.-A.Meyer (and closely related to the foundational work of S.Watanabe) on whether Malliavin-Watanabe-Sobolev regularity admits a characterization in terms of a holomorphic Laplace…

We define abstract Sobolev type spaces on $\mathsf{L}^p$-scales, $p\in [1,\infty)$, on Hermitian vector bundles over possibly noncompact manifolds, which are induced by smooth measures and families $\mathfrak{P}$ of linear partial…

We study removable sets for Newtonian Sobolev functions in metric measure spaces satisfying the usual (local) assumptions of a doubling measure and a Poincar\'e inequality. In particular, when restricted to Euclidean spaces, a closed set…

Let a family of gradient Gaussian vector fields on $ \mathbb{Z}^d $ be given. We show the existence of a uniform finite range decomposition of the corresponding covariance operators, that is, the covariance operator can be written as a sum…

The focus of this work is the convergence of non-stationary and deep Gaussian process regression. More precisely, we follow a Bayesian approach to regression or interpolation, where the prior placed on the unknown function $f$ is a…

A regular generalized sampling theory in some structured T-invariant subspaces of a Hilbert space H, where T denotes a bounded invertible operator in H, is established in this paper. This is done by walking through the most important cases…

We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and H\"older functions. In the former case, we are able to define Gaussian…

We define the operator $D^+_VD^-_W:=\Delta_{W,V}$ on the one-dimensional torus $\mathbb{T}$. Here, $W$ and $V$ are functions inducing (possibly atomic) positive Borel measures on $\mathbb{T}$, and the derivatives are generalized lateral…

This paper presents regularity results and associated high-order numerical methods for one-dimensional Fractional-Laplacian boundary-value problems. On the basis of a factorization of solutions as a product of a certain edge-singular weight…

The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…

This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact…

A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure $\sigma$ on $\mathbb R^n$. The case when $\sigma$ is assumed absolutely continuous with respect to…

A theory of Sobolev inequalities in arbitrary open sets of Euclidean space is established. Boundary regularity of domains is replaced with information on boundary traces of trial functions and of their derivatives up to some explicit…

{We provide a probabilistic approach in order to investigate the smoothness of the solution to the Poisson and Dirichlet problems in $L$-shaped domains. In particular, we obtain (probabilistic) integral representations for the solution. We…

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…

In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…

In a doubling metric measure space $(X,\rho,\mu)$ supporting a Poincar\'e inequality, we give a new characterisation of first-order Sobolev spaces by mean oscillations, and extend previous characterisations of constant functions in terms of…