Related papers: Generalized Gaussian Estimates and Local Limit The…
Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…
\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…
Gaussian process regression techniques have been used in fluid mechanics for the reconstruction of flow fields from a reduction-of-dimension perspective. A main ingredient in this setting is the construction of adapted covariance functions,…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
A Gauss-Lucas theorem is proved for multivariate entire functions, using a natural notion of separate convexity to obtain sharp results. Previous work in this area is mostly restricted to univariate entire functions (of genus no greater…
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…
We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral…
We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…
This paper introduces a very fast method for the computation of the resolvent of fractional powers of operators. The analysis is kept in the continuous setting of (potentially unbounded) self adjoint positive operators in Hilbert spaces.…
We provide several Tauberian theorems for Laplace transforms with local pseudofunction boundary behavior. Our results generalize and improve various known versions of the Ingham-Fatou-Riesz theorem and the Wiener-Ikehara theorem. Using…
A variety of problems in computational physics and engineering require the convolution of the heat kernel (a Gaussian) with either discrete sources, densities supported on boundaries, or continuous volume distributions. We present a unified…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
Motivated by problems on random differences in Szemer\'{e}di's theorem and on large deviations for arithmetic progressions in random sets, we prove upper bounds on the Gaussian width of point sets that are formed by the image of the…
Generalized translation operators for orthogonal expansions with respect to families of weight functions on the unit ball and on the standard simplex are studied. They are used to define convolution structures and modulus of smoothness for…
We establish novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters (weights and biases) and Lipschitz activation functions, in the wide limit. Our bounds apply for the joint output of a network…
The required set of operations for universal continuous-variable quantum computation can be divided into two primary categories: Gaussian and non-Gaussian operations. Furthermore, any Gaussian operation can be decomposed as a sequence of…
In this paper we show that a closed form formula for the generalized Clebsch-Gordan integral and the Fourier-Legendre expansion theory allow to evaluate hypergeometric series involving powers of the normalized central binomial coefficient…
In this paper, we aim to present new extensions of incomplete gamma, beta, Gauss hypergeometric, confluent hypergeometric function and Appell-Lauricella hypergeometric functions, by using the extended Bessel function due to Boudjelkha [4].…
We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to…
In this paper we provide key estimates used in the stability and error analysis of discontinuous Galerkin finite element methods (DGFEMs) on domains with curved boundaries. In particular, we review trace estimates, inverse estimates,…