Related papers: Pathwise It\^o isometry for scaled quadratic varia…
We present three new identities in law for quadratic functionals of conditioned bivariate Gaussian processes. In particular, our results provide a two-parameter generalization of a celebrated identity in law, involving the path variance of…
Conventional variational autoencoders fail in modeling correlations between data points due to their use of factorized priors. Amortized Gaussian process inference through GP-VAEs has led to significant improvements in this regard, but is…
Maximizing the likelihood has been widely used for estimating the unknown covariance parameters of spatial Gaussian processes. However, evaluating and optimizing the likelihood function can be computationally intractable, particularly for…
We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwise integration without any assumption on the variation index…
We consider 5d $\mathcal{N}=1$ SU(2) super Yang-Mills theory on $X\times S^1$, with $X$ a closed smooth four-manifold. A partial topological twisting along $X$ renders the theory formally independent of the metric on $X$. The theory depends…
Given a planar curve, imagine rolling a sphere along that curve without slipping or twisting, and by this means tracing out a curve on the sphere. It is well known that such a rolling operation induces a local isometry between the sphere…
We define a new class of Gaussian processes on compact metric graphs such as street or river networks. The proposed models, the Whittle--Mat\'ern fields, are defined via a fractional stochastic differential equation on the compact metric…
We present fixed domain asymptotic results that establish consistent estimates of the variance and scale parameters for a Gaussian random field with a geometric anisotropic Mat\'ern autocovariance in dimension $d>4$. When $d<4$ this is…
We propose a transfer principle to study the adapted 2-Wasserstein distance between stochastic processes. First, we obtain an explicit formula for the distance between real-valued mean-square continuous Gaussian processes by introducing the…
We employ the method used by Barbashov and collaborators in Quantum Field Theory to derive a path-integral representation of the $T$-matrix in nonrelativistic potential scattering which is free of functional integration over fictitious…
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with realized range-based variance -- a statistic that replaces every squared return of realized variance with a normalized squared…
Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of c\`adl\`ag functions possessing a mild restriction on the jumps directed…
We explore the concept of scaling invariance in a type of dynamical systems that undergo a transition from order (regularity) to disorder (chaos). The systems are described by a two-dimensional, nonlinear mapping that preserves the area in…
Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…
The action $A$ of Quadratic Gravity in FLRW metric is invariant under the group of diffeomorphisms of the time coordinate and can be written in terms of the only dynamical variable $g(\tau)\,.$ We construct perturbation theory for…
In this paper we give a central limit theorem for the weighted quadratic variations process of a two-parameter Brownian motion. As an application, we show that the discretized quadratic variations $\sum_{i=1}^{[n s]} \sum_{j=1}^{[n t]} |…
We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…
We give a conjectural formula for sheaves supported on (irreducible) conormal varieties inside the cotangent bundle of the Grassmannian, such that their equivariant $K$-class is given by the partition function of an integrable loop model,…
Quantum walks function as essential means to implement quantum simulators, allowing one to study complex and often directly inaccessible quantum processes in controllable systems. In this contribution, the notion of a driven Gaussian…
It is apparent to anyone who thinks about it that, to a large degree, the basic concepts of Newtonian physics are quite intuitive, but quantum mechanics is not. My purpose in this talk is to introduce you to a new, much more intuitive way…