Related papers: Functional second-order Gaussian Poincar\'e inequa…

Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to…

The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

We offer new results and new directions in the study of operator-valued kernels and their factorizations. Our approach provides both more explicit realizations and new results, as well as new applications. These include: (i) an explicit…

In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function…

We establish two-sided Gaussian bounds for the fundamental solution of second-order parabolic operators in non-divergence form under minimal regularity assumptions. Specifically, we show that the upper and lower bounds follow from the local…

In this paper we give a new proof of the second order Boltzmann-Gibbs principle. The proof does not impose the knowledge on the spectral gap inequality for the underlying model and it relies on a proper decomposition of the antisymmetric…

We construct new examples of Einstein metrics by perturbing the conformal infinity of geometrically finite hyperbolic metrics and by applying the inverse function theorem in suitable weighted H\"older spaces.

We establish generalized Gaussian bounds and local limit theorems with Gaussian-type error for the convolution powers of certain complex-valued functions on $\mathbb{Z}^d$. These global space-times estimates/error, which are sharp in…

We consider the problem of numerically approximating the solutions to an elliptic partial differential equation (PDE) for which the boundary conditions are lacking. To alleviate this missing information, we assume to be given measurement…

A theorem of Dorronsoro from the 1980s quantifies the fact that real-valued Sobolev functions on Euclidean spaces can be approximated by affine functions almost everywhere, and at all sufficiently small scales. We prove a variant of…

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

This manuscript is devoted to the study of a class of nonlinear non-instantaneous impulsive first order abstract retarded type functional differential equations in an arbitrary separable Hilbert space H. A new set of sufficient conditions…

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

We approximate the solution of some linear systems of SDEs driven by a fractional Brownian motion $B^H$ with Hurst parameter $H\in(\frac{1}{2},1)$ in the Wick--It\^{o} sense, including a geometric fractional Brownian motion. To this end, we…

The paper deals with the expected maxima of continuous Gaussian processes $X = (X_t)_{t\ge 0}$ that are H\"older continuous in $L_2$-norm and/or satisfy the opposite inequality for the $L_2$-norms of their increments. Examples of such…

We construct Green's functions for divergence form, second order parabolic systems in non-smooth time-varying domains whose boundaries are locally represented as graph of functions that are Lipschitz continuous in the spatial variables and…

Because of its ineffectiveness, the usual arithmetic Hilbert-Samuel formula is not applicable in the context of Diophantine Approximation. In order to overcome this difficulty, the present paper presents explicit estimates for arithmetic…

This work studies finite sample approximations of the exact and entropic regularized Wasserstein distances between centered Gaussian processes and, more generally, covariance operators of functional random processes. We first show that…

In this paper we study algebraic structures of the classes of the $L_2$ analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian…