Related papers: Karhunen Lo\`eve Expansions of Hilbert Space-Value…
We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…
Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the…
We study the semiclassical Wigner-Kirkwood (WK) expansion of the partition function $Z(t)$ for arbitrary even homogeneous potentials, starting from the Bloch equation. As is well known, the phase-space kernel of $Z$ satisfies the so-called…
The present paper is devoted to new, improved bounds for the eigenfunctions of random operators in the localized regime. We prove that, in the localized regime with good probability, each eigenfunction is exponentially decaying outside a…
We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy $E$ in the localized phase. Assume the density of states function is not…
The theory of positive kernels and associated reproducing kernel Hilbert spaces, especially in the setting of holomorphic functions, has been an important tool for the last several decades in a number of areas of complex analysis and…
Many growth processes lead to intriguing stochastic patterns and complex fractal structures which exhibit local scale invariance properties. Such structures can often be described effectively by space-time trajectories of interacting…
Loop Vertex Expansion (LVE) was developed to construct QFT models with local and non-local interactions. Using LVE, one can prove the analyticity in the finite cardioid-like domain in the complex plain of the coupling constant of the free…
We consider the stochastic quantization equation associated with the weighted exponential quantum field model (or the H{\o}egh-Krohn model) on the two dimensional torus. Unlike in the case of the usual (unweighted) exponential model, the…
New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…
This work is a follow-up to our previous contribution ("Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs)", SIAM J. Numer. Anal., 2018), and contains further…
In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…
Stochastic quantisation normally involves the introduction of a fictitious extra time parameter, which is taken to infinity so that the system evolves to an equilibrium state.In the case of a locally supersymmetric theory, an interesting…
In [11] it has been proved some variational formula on the Legendre-Fenchel transform of the cumulant generating function (the Cram\'er function) of Rademacher series with coefficients in the space $\ell^1$. In this paper we show a…
Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…
We discuss how to define a kernel for Signal Temporal Logic (STL) formulae. Such a kernel allows us to embed the space of formulae into a Hilbert space, and opens up the use of kernel-based machine learning algorithms in the context of STL.…
In this paper we study the Hilbert scales defined by the associated Legendre functions for arbitrary integer values of the parameter. This problem is equivalent to study the left-definite spectral theory associated to the modified Legendre…