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We first prove the L^p-convergence (p\geq 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian…

Probability · Mathematics 2016-09-07 Xiang Dong Li

In this paper we study best \(m\)-term trigonometric approximation in weighted Wiener spaces and its consequences for Besov and Sobolev spaces with bounded mixed derivative/difference. We obtain several sharp asymptotic bounds for weighted…

Functional Analysis · Mathematics 2025-11-21 Moritz Moeller , Serhii Stasyuk , Tino Ullrich

Social science research often hinges on the relationship between categorical variables and outcomes. We introduce CAVIAR, a novel method for embedding categorical variables that assume values in a high-dimensional ambient space but are…

Econometrics · Economics 2024-04-12 Anirban Mukherjee , Hannah Hanwen Chang

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

Probability · Mathematics 2013-08-30 Yaozhong Hu , Fei Lu , David Nualart

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

We introduce the notion of scale to generalize and compare different invariants of metric spaces and their measures. Several versions of scales are introduced such as Hausdorff, packing, box, local and quantization. They moreover are…

Dynamical Systems · Mathematics 2025-02-11 Mathieu Helfter

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the…

Optimization and Control · Mathematics 2020-05-15 Gennaro Auricchio , Andrea Codegoni , Stefano Gualandi , Giuseppe Toscani , Marco Veneroni

In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$…

Probability · Mathematics 2025-06-24 Anna Vidotto , Guangqu Zheng

We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…

Probability · Mathematics 2009-10-13 Ivan Nourdin , Giovanni Peccati

The aim of this study is to clarify the consequences of recent theoretical results for the numerical computation of expectation by the shift method, and in particular to yield sufficient criteria for the existence of speed of convergence of…

Probability · Mathematics 2007-05-23 Nicolas Bouleau

We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available--a commonly encountered situation in many disciplines.…

Statistics Theory · Mathematics 2007-06-13 Ian L. Dryden

The formalism of Wiener filtering is developed here for the purpose of reconstructing the large scale structure of the universe from noisy, sparse and incomplete data. The method is based on a linear minimum variance solution, given data…

Astrophysics · Physics 2009-10-22 S. Zaroubi , Y. Hoffman , K. B. Fisher , O. Lahav

We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…

Probability · Mathematics 2024-05-10 Kensuke Ishitani , Soma Nishino

A review of some facts concerning classical spacetime geometry is presented together with a description of the most elementary aspects of the two-component spinor formalisms of Infeld and van der Waerden. Special attention is concentrated…

Mathematical Physics · Physics 2016-12-22 Jorge G. Cardoso

We consider integrable systems that are connected with orthogonal separation of variables in complex Riemannian spaces of constant curvature. An isomorphism with the hyperbolic Gaudin magnet, previously pointed out by one of us, extends to…

High Energy Physics - Theory · Physics 2012-08-27 E. G. Kalnins , V. B. Kuznetsov , Willard Miller,

In this paper we introduce the concept of a convolution type operation of functionals on Wiener space. It contains several kinds of the concepts of convolution products on Wiener space, which have been studied by many authors. We then…

Probability · Mathematics 2017-10-18 Jae Gil Choi , Seung Jun Chang

We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…

Probability · Mathematics 2014-09-23 Paolo Da Pelo , Alberto Lanconelli , Aurel I. Stan

The space of Gaussian measures on a Euclidean space is geodesically convex in the $L^2$-Wasserstein space. This space is a finite dimensional manifold since Gaussian measures are parameterized by means and covariance matrices. By…

Differential Geometry · Mathematics 2009-02-11 Asuka Takatsu

In this paper we address the problem of estimating the operator norm of the embeddings between multidimensional weighted Paley-Wiener spaces. These can be equivalently thought as Fourier uncertainty principles for bandlimited functions. By…

The aim of this paper is to present some structural equations for generalized quasi-Einstein metrics which was defined recently by Catino in [12]. In addition, supposing that the Riemannian manifold is Einstein we shall show that it is a…

Differential Geometry · Mathematics 2012-09-13 Abdênago Barros , Ernani Ribeiro