Related papers: $L_2$-small ball asymptotics for some demeaned Gau…

In the present paper we study the asymptotic behavior of the auto-covariance function for Ornstein-Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-stationary increments and for Hermite OU processes. Our results…

This talk discusses the relative impact of running-coupling and other higher-order corrections on the small-x gluon-gluon splitting function. Comments are made on similarities with some aspects of the Balitsky-Kovchegov equation, which…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\exists_{t \in [0,T]} \forall_{i=1 ... n} X_i(t)> u \right) $$…

This article is concerned with the asymptotic behaviour, at infinity and at the origin, of Green functions of operators of the form $Lu = -\text{div} (A \nabla u),$ where $A$ is a periodic, coercive and bounded matrix.

We consider the Feynman-Kac functional associated with a Brownian motion in a random potential. The potential is defined by attaching a heavy tailed positive potential around the Poisson point process. This model was first considered by…

For the density of Galton-Watson processes in the Schr\"oder case, we derive a complete left tail asymptotic series consisting of power terms multiplied by periodic factors.

The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.

Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…

The Gaussian mixed-effects model driven by a stationary integrated Ornstein-Uhlenbeck process has been used for analyzing longitudinal data having an explicit and simple serial-correlation structure in each individual. However, the…

By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to L\'evy processes: the Kailath-Segall and the time-space harmonic polynomials. We provide the…

This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…

This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonometric series. We show via Karhunen-Love…

We describe all Gaussian generating functionals on several easy quantum groups given by non-crossing partitions. This includes in particular the free unitary, orthogonal and symplectic quantum groups. We further characterize central…

We construct Green's functions for second order parabolic operators of the form $Pu=\partial_t u-{\rm div}({\bf A} \nabla u+ \boldsymbol{b}u)+ \boldsymbol{c} \cdot \nabla u+du$ in $(-\infty, \infty) \times \Omega$, where $\Omega$ is an open…

We study the notions of differentiating and non-differentiating sigma-fields in the general framework of (possibly drifted) Gaussian processes, and characterize their invariance properties under equivalent changes of probability measure. As…

We write explicit and self-contained asymptotic expressions for the tensorial B, C and D Passarino-Veltman functions. These include quadratic and linear logarithmic terms, as well as subleading constant terms. Only mass-suppressed O(m^2/s)…

This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and…

We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…

We investigate the Gaussian small ball probabilities with random centers, find their deterministic a.s.-equivalents and establish a relation to infinite-dimensional high-resolution quantization.

We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a…