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We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener measure has a quasi-invariance property with respect to…

Probability · Mathematics 2019-06-10 Fabrice Baudoin , Maria Gordina , Qi Feng

The purpose of this paper is to expose and investigate natural phase-space formulations of two longstanding problems in the restriction theory of the Fourier transform. These problems, often referred to as the Stein and Mizohata--Takeuchi…

Classical Analysis and ODEs · Mathematics 2025-10-07 Jonathan Bennett , Susana Gutierrez , Shohei Nakamura , Itamar Oliveira

This paper gives new insights into the class of Generalized Douglas Weyl ($GDW$)-metrics. This projective invariant class of Finsler metrics, contains some well-known Finsler metrics such as Douglas, Weyl and $R$-quadratic metrics. Here,…

Differential Geometry · Mathematics 2025-11-10 Nasrin Sadeghzadeh , Najmeh Sajjadi Moghadam

We introduce a novel concept of coarse extrinsic curvature for Riemannian submanifolds, inspired by Ollivier's notion of coarse Ricci curvature. This curvature is derived from the Wasserstein 1-distance between probability measures…

Differential Geometry · Mathematics 2025-04-11 Marc Arnaudon , Xue-Mei Li , Benedikt Petko

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…

Probability · Mathematics 2014-06-23 Damir Filipovic , Stefan Tappe , Josef Teichmann

We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…

Statistics Theory · Mathematics 2026-05-26 Shunsuke Imai

In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…

Probability · Mathematics 2008-06-10 Thibaud Taillefumier

We completely classify Fourier summation formulas, and in particular, all crystalline measures with quadratic decay. Our classification employs techniques from almost periodic functions, Hermite-Biehler functions, de Branges spaces and…

Classical Analysis and ODEs · Mathematics 2026-01-27 Felipe Gonçalves

The results of Koml\'{o}s, Major and Tusn\'{a}dy give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and statistical inference. Recently Wu [Ann. Probab. 35…

Probability · Mathematics 2012-02-14 István Berkes , Siegfried Hörmann , Johannes Schauer

We establish Schauder-type estimates for linear parabolic systems driven by variable-coefficient nonlocal pseudo-differential operators of order $s>0$. These estimates are formulated in critical time-weighted H\"older/Besov-type spaces and…

Analysis of PDEs · Mathematics 2026-04-14 Ke Chen , Ruilin Hu , Quoc-Hung Nguyen

We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…

Mathematical Physics · Physics 2022-05-17 Folkert Kuipers

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

Numerical Analysis · Mathematics 2025-02-04 T. Chaumont-Frelet , V. Dolean , M. Ingremeau

Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…

Computation · Statistics 2025-10-09 Aoxiang Chen , David J. Nott , Linda S. L. Tan

We prove quasi-invariance of Gaussian measures $\mu_s$ with Cameron-Martin space $H^s$ under the flow of the defocusing nonlinear wave equation with polynomial nonlinearities of any order for all $s>5/2$, including fractional $s$. This…

Analysis of PDEs · Mathematics 2021-03-26 Philippe Sosoe , William J. Trenberth , Tianhao Xian

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive…

Optimization and Control · Mathematics 2009-10-21 Silvere Bonnabel , Rodolphe Sepulchre

We give the solution of the Monge-Kantorovitch problem on the Wiener space for the singular Wasserstein metric which is defined with respect to the distance of the underlying Cameron-Martin space. We show, under the hypothesis that this…

Probability · Mathematics 2007-05-23 D. Feyel , A. S. Ustunel

We study the geometric structure of weighted Einstein smooth metric measure spaces with weighted harmonic Weyl tensor. A complete local classification is provided, showing that either the underlying manifold is Einstein, or decomposes as a…

Differential Geometry · Mathematics 2023-05-16 Miguel Brozos-Vázquez , Diego Mojón-Álvarez

A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to…

Methodology · Statistics 2017-04-26 Panagiotis Tsilifis , Roger Ghanem

The super Weil-Petersson metric defined over the moduli space of smooth super curves produces a natural measure over the moduli space of smooth curves. The construction of the measure uses the extra data of a spin structure on each smooth…

Algebraic Geometry · Mathematics 2024-11-04 Paul Norbury

A representation for the Kantorovich--Rubinstein distance between probability measures on an abstract Wiener space in terms of the extended stochastic integral (or, divergence) operator is obtained.

Probability · Mathematics 2016-08-26 Georgii Riabov