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This note investigates cover levels of finite sets in the random interlacements model introduced in [Ann. of Math. (2) 171 (2010) 2039-2087], that is, the least level such that the set is completely contained in the random interlacement at…

Probability · Mathematics 2012-07-25 David Belius

We discuss various infinite-dimensional configuration spaces that carry measures quasiinvariant under compactly-supported diffeomorphisms of a manifold M corresponding to a physical space. Such measures allow the construction of unitary…

Mathematical Physics · Physics 2009-11-10 Gerald A. Goldin , Ugo Moschella , Takao Sakuraba

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

Probability · Mathematics 2015-01-16 Takashi Owada , Gennady Samorodnitsky

We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…

Statistics Theory · Mathematics 2020-11-23 Yaozhong Hu , Junxi Zhang

Recently George Bergman proved that the symmetric group of an infinite set possesses the following property which we call by the {\it universality of finite width}: given any generating set $X$ of the symmetric group of an infinite set…

Group Theory · Mathematics 2007-05-23 Vladimir Tolstykh

We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to infinity. Our results extend the existing law of large numbers…

Probability · Mathematics 2025-06-03 Fabio Coppini , Anna De Crescenzo , Huyen Pham

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…

Machine Learning · Statistics 2025-06-09 Jakiw Pidstrigach , Youssef Marzouk , Sebastian Reich , Sven Wang

We construct a class of infinite-dimensional Frobenius manifolds on the spaces of pairs of meromorphic functions with a pole at infinity and a movable pole. Such Frobenius manifolds are shown to be underlying the universal Whitham…

Mathematical Physics · Physics 2020-05-12 Shilin Ma , Chao-Zhong Wu , Dafeng Zuo

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Based on an integration by parts formula for closed and convex subsets $\Gamma$ of a separable real Hilbert space $H$ with respect to a Gaussian measure, we first construct and identify the infinite dimensional analogue of the obliquely…

Probability · Mathematics 2015-12-31 Michael Röckner , Gerald Trutnau

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

Statistics Theory · Mathematics 2011-08-03 A. Murillo-Salas , F. J. Rubio

In this paper, we unify various approaches to generalized covering space theory by introducing a categorical framework in which coverings are defined purely in terms of unique lifting properties. For each category $\mathcal{C}$ of…

Algebraic Topology · Mathematics 2015-09-25 Jeremy Brazas

We consider an indecomposable Galton-Watson branching process with countably infinitely many types. Assuming that the process is critical and allowing for infinite variance of the offspring sizes of some (or all) types of particles we…

Probability · Mathematics 2020-03-02 V. A. Topchii , V. A. Vatutin , E. E. Dyakonova

We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…

Probability · Mathematics 2017-10-11 Mark Freidlin , Leonid Koralov , Alexander Wentzell

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Probability · Mathematics 2007-05-23 Liqun Wang , Klaus Pötzelberger

Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…

Probability · Mathematics 2013-06-28 Anita Behme , Alexander Lindner

We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…

Methodology · Statistics 2022-11-18 Mai Ngoc Bui , Yvo Pokern , Petros Dellaportas

In random sequential covering, identical objects are deposited randomly, irreversibly, and sequentially; only attempts increasing the coverage are accepted. A finite system eventually gets congested, and we study the statistics of congested…

Probability · Mathematics 2023-03-28 P. L. Krapivsky

We establish generic existence of Universal Taylor Series on products $\Omega = \prod \Omega_i$ of planar simply connected domains $\Omega_i$ where the universal approximation holds on products $K$ of planar compact sets with connected…

Complex Variables · Mathematics 2020-08-18 Giorgos Gavrilopoulos , Konstantinos Maronikolakis , Vassili Nestoridis

We consider the interaction between passing to finite covers and ergodic properties of the straight-line flow on finite area translation surfaces with infinite topological type. Infinite type provides for a rich family of degree $d$ covers…

Dynamical Systems · Mathematics 2023-05-26 W. Patrick Hooper , Rodrigo Treviño
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