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Related papers: Higher order Lions-Taylor expansions

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The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…

Optimization and Control · Mathematics 2015-07-21 Boris S. Mordukhovich , M. Ebrahim Sarabi

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expansion theory for a sequence of vector-valued random variables. Our asymptotic expansion formulas give the development of the characteristic…

Probability · Mathematics 2019-09-20 Ciprian Tudor , Nakahiro Yoshida

We use the displacement operator to derive an infinite series of integer order derivatives for the Gr\"{u}nwald-Letnikov fractional derivative and show its correspondence to the Riemann-Liouville and Caputo fractional derivatives. We…

Numerical Analysis · Mathematics 2018-01-12 Anastasia Gladkina , Gavriil Shchedrin , U. Al Khawaja , Lincoln D. Carr

In this paper, we establish the It\^o-Wentzell-Lions formulae for flows of both full and conditional measures on general semimartingales. This generalizes the existing works on flows of measures on It\^o processes. The key technical…

Probability · Mathematics 2025-11-11 Liu Jisheng , Zhang Jing

Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…

Probability · Mathematics 2013-09-19 Ken R. Duffy , Sean P. Meyn

Infinite order differential equations have come to play an increasingly significant role in theoretical physics. Field theories with infinitely many derivatives are ubiquitous in string field theory and have attracted interest recently also…

High Energy Physics - Theory · Physics 2008-12-18 Neil Barnaby , Niky Kamran

The aim of this paper is to establish various factorization results and then to derive estimates for linear functionals through the use of a generalized Taylor theorem. Additionally, several error bounds are established including…

Classical Analysis and ODEs · Mathematics 2024-12-10 Ali Hasan Ali , Zsolt Páles

In this work we consider the Taylor expansion of the exponential map of a submanifold immersed in R^n up to order three, in order to introduce the concepts of lateral and frontal deviation. We compute the directions of extreme lateral and…

Differential Geometry · Mathematics 2012-10-23 M. G. Monera , A. Montesinos-Amilibia , E. Sanabria-Codesal

We address the scaling behaviour of contour-shape-dependent ultra-violet singularities of the light-like cusped Wilson loops in Yang-Mills and ${\cal N} = 4$ super-Yang-Mills theories in the higher orders of the perturbative expansion. We…

High Energy Physics - Theory · Physics 2014-06-17 T. Mertens , I. Cherednikov

This paper is concerned with the problem of sampling and interpolation involving derivatives in shift-invariant spaces and the error analysis of the derivative sampling expansions for fundamentally large classes of functions. A new type of…

Functional Analysis · Mathematics 2024-02-15 Kumari Priyanka , A. Antony Selvan

We classify transcendental entire functions that are compositions of a polynomial and the exponential for which all singular values escape on disjoint rays. The construction involves an iteration procedure on an infinite-dimensional…

Dynamical Systems · Mathematics 2025-07-29 Konstantin Bogdanov

In this paper we study the {\it pathwise stochastic Taylor expansion}, in the sense of our previous work \cite{Buckdahn_Ma_02}, for a class of It\^o-type random fields in which the diffusion part is allowed to contain both the random field…

Probability · Mathematics 2010-08-20 Rainer Buckdahn , Ingo Bulla , Jin Ma

We analyse a new notion of total anisotropic higher-order variation which, differently from the Total Generalized Variation by Bredies et al., quantifies for possibly non-symmetric tensor fields their variations at arbitrary order weighted…

Numerical Analysis · Mathematics 2020-01-09 Simone Parisotto , Simon Masnou , Carola-Bibiane Schönlieb

We give upper bounds on the Walsh coefficients of functions for which the derivative of order at least one has bounded variation of fractional order. Further, we also consider the Walsh coefficients of functions in periodic and non-periodic…

Functional Analysis · Mathematics 2013-04-04 Josef Dick

A systematic mathematical methodology for derivation of boundary layer expansions is presented. An explicit calculation of boundary layer sizes is given and proved to be coordinates system independent. It relies on asymptotic properties of…

Analysis of PDEs · Mathematics 2007-05-23 David Gerard-Varet , Thierry Paul

We study a statistical model for infinite dimensional Gaussian random variables with unknown parameters. For this model we derive linear estimators for the mean and the variance of the Gaussian distribution. Furthermore, we construct…

Statistics Theory · Mathematics 2025-11-21 Stefan Tappe

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

We introduce higher-order Stein kernels relative to the standard Gaussian measure, which generalize the usual Stein kernels by involving higher-order derivatives of test functions. We relate the associated discrepancies to various metrics…

Probability · Mathematics 2018-12-07 Max Fathi

Using topological Yang-Mills theory as example, we discuss the definition and determination of observables in topological field theories (of Witten-type) within the superspace formulation proposed by Horne. This approach to the equivariant…

High Energy Physics - Theory · Physics 2009-11-10 Jose Luis Boldo , Clisthenis P. Constantinidis , Francois Gieres , Matthieu Lefrancois , Olivier Piguet