Related papers: Global universality via discrete-time signatures
Neural networks (NNs) are known for their high predictive accuracy in complex learning problems. Beside practical advantages, NNs also indicate favourable theoretical properties such as universal approximation (UA) theorems. Binarized…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. Even though this problem is extremely important in applications, its systematic study has begun recently. In this paper we…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
In this note, we prove a sharp $L^p$-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel $p$-variation estimates ($2 < p < \infty$) for the number of upcrossings of the…
We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…
Let $A_t=\sum_{s\le t} F(X_{s-},X_s)$ be a purely discontinuous additive functional of a subordinate Brownian motion $X=(X_t, \mathbb P_x)$. We give a sufficient condition on the non-negative function $F$ that guarantees that finiteness of…
We prove that random walks on a family of tilings of d-dimensional Euclidean space, with a canonical choice of conductances, converge to Brownian motion modulo time parameterization. This class of tilings includes Delaunay triangulations…
In this paper we give an explicit description of the universal unitary completion of certain locally Q_p-analytic representations of GL_2(F), where F is a finite extension of Q_p (this generalizes some results of Berger-Breuil for F=Q_p).…
The universal approximation theorem, in one of its most general versions, says that if we consider only continuous activation functions $\sigma$, then a standard feedforward neural network with one hidden layer is able to approximate any…
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
In recent years, interest in approximation methods for stochastic differential equations (SDEs) with non-Lipschitz continuous coefficients has increased. We show lower bounds for the $L^p$-error of such methods in the case of approximation…
The paper considers a global version of the notion of log canonical threshold for plurisubharmonic functions $u$ of logarithmic growth in $\mathbb{C}^n$, aiming at description of the range of all $p>0$ such that $e^{-u}\in…
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…
We prove existence of infinite volume Gibbs measures relative to Brownian motion. We require the pair potential W to fulfill a uniform integrability condition, but otherwise our restrictions on the potentials are relatively weak. In…
In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…