Related papers: Functional Expansions
Let ${\mathcal P}$ be a family of probability measures on a measurable space $(S,{\mathcal A}).$ Given a Banach space $E,$ a functional $f:E\mapsto {\mathbb R}$ and a mapping $\theta: {\mathcal P}\mapsto E,$ our goal is to estimate…
We investigate the approximation of path functionals. In particular, we advocate the use of the Karhunen-Lo\`eve expansion, the continuous analogue of Principal Component Analysis, to extract relevant information from the image of a…
This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…
We prove various results in infinite-dimensional differential calculus which relate differentiability properties of functions and associated operator-valued functions (e.g., differentials). The results are applied in two areas: 1. in the…
A consistent functional calculus approach to the spectral theorem for strongly commuting normal operators on Hilbert spaces is presented. In contrast to the common approaches using projection-valued measures or multiplication operators,…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
We develop a path integral representation for the dynamics of quantum systems with a finite-dimensional Hilbert space, formulated entirely within a discrete phase space. Starting from the discrete Wigner function defined on $\mathbb{Z}_d…
Turing progressions have been often used to measure the proof-theoretic strength of mathematical theories. Turing progressions based on $n$-provability give rise to a $\Pi_{n+1}$ proof-theoretic ordinal. As such, to each theory $U$ we can…
A space of entire functions of several complex variables rapidly decreasing on ${\mathbb R}^n$ and such that their growth along $i{\mathbb R}^n$ is majorized with the help of a family of weight functions is considered in this paper. For…
We introduce the novel concept of a non-stationary iterated function system by considering a countable sequence of distinct set-valued maps $\{\mathcal{F}_k\}_{k\in \mathbb{N}}$ where each $\mathcal{F}_k$ maps $\mathcal{H}(X)\to…
Generalized Effective Field Theory (GEFT) is the non-renormalizable extension of an Effective Field Theory where the Wilson coefficients are endowed by their own, independent scale dependence. Such an effective theory can be constructed by…
We consider the problem of the observability of positively expansive maps by the time series associated to continuous real functions. For this purpose we prove a general result on the generic observability of a locally injective map of a…
In this article, we will showcase some analytical concepts that can be used to tackle Functional Equations (FE) in the positive real numbers domain. Such concepts and related techniques have occasionally appeared in recent High School Math…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
This habilitation thesis centres on linearisation of vector-valued functions which means that vector-valued functions are represented by continuous linear operators. The first question we face is which vector-valued functions may be…
A simple version for the extension of the Taylor theorem to the operator functions was found. The expansion was done with respect to a value given by a diagonal matrix for the non-commutative case, and the coefficients are given both by…
In this paper we establish a Taylor-like expansion in the context of the rough path theory for a family of It ^{o} maps indexed by a small parameter. We treat not only the case that the roughness $p$ satisfies $[p]=2$, but also the case…
We use pathwise It\^o calculus to prove two strictly pathwise versions of the master formula in Fernholz' stochastic portfolio theory. Our first version is set within the framework of F\"ollmer's pathwise It\^o calculus and works for…
Variational Autoencoders (VAEs) are powerful generative models widely used for learning interpretable latent spaces, quantifying uncertainty, and compressing data for downstream generative tasks. VAEs typically rely on diagonal Gaussian…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…