Related papers: Karhunen Lo\`eve Expansions of Hilbert Space-Value…

In statistical learning theory, interpolation spaces of the form $[\mathrm{L}^2,H]_{\theta,r}$, where $H$ is a reproducing kernel Hilbert space, are in widespread use. So far, however, they are only well understood for fine index $r=2$. We…

We provide the spectral expansion in a weighted Hilbert space of a substantial class of invariant non-self-adjoint and non-local Markov operators which appear in limit theorems for positive-valued Markov processes. We show that this class…

The development of kinetic energy (KE) functionals is one of the current challenges in density functional theory (DFT). The Yukawa non-local KE functionals [Phys. Rev. B 103, 155127 (2021)] have been shown to describe accurately the…

Homomorphic encryption (HE) is pivotal for secure computation on encrypted data, crucial in privacy-preserving data analysis. However, efficiently processing high-dimensional data in HE, especially for machine learning and statistical…

This is an expository article that concerns the various related notions of algebraic idele class characters, the Groessencharaktere of Hecke, and cohomological automorphic representations of GL(1), all under the general title of algebraic…

In analogy with the definition of ``extended Sobolev scale" on $\mathbb{R}^n$ by Mikhailets and Murach, working in the setting of the lattice $\mathbb{Z}^n$, we define the ``extended Sobolev scale" $H^{\varphi}(\mathbb{Z}^n)$, where…

The Stochastic Loewner equation, introduced by Schramm, gives us a powerful way to study and classify critical random curves and interfaces in two-dimensional statistical mechanics. New kind of stochastic Loewner equation, called fractional…

The one variable Krawtchouk polynomials, a special case of the $_2F_1$ function did appear in the spectral representation of the transition kernel for a Markov chain studied a long time ago by M. Hoare and M. Rahman. A multivariable…

This paper addresses the problem of regularity properties of functions represented as an expansion in a wavelet basis with random coefficients in terms of finiteness of their Besov norm with probability 1. Such representations are used to…

In this work we show that high dimensional expansion implies locally testable code. Specifically, we define a notion that we call high-dimensional-expanding-system (HDE-system). This is a set system defined by incidence relations with…

In this note we analyze the Caffarelli-Silvestre extension function using tools from the theory of stochastic analysis applied to Dirichlet problems. We use a stochastic approach to give the explicit formulation of the kernel associated to…

We establish Hermite expansion characterizations for several subspaces of the Fr\'{e}chet space of functions on the real line satisfying \begin{equation*} |f(x)| \lesssim e^{-(\frac{1}{2} - \lambda ) x^{2}} , \qquad | \widehat{f}(\xi )|…

Stochastic expansion-based methods of uncertainty quantification, such as polynomial chaos and separated representations, require basis functions orthogonal with respect to the density of random inputs. Many modern engineering problems…

A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…

This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the…

In recent years we have witnessed a growing interest in various non-equilibrium systems described in terms of stochastic non-linear field theories. In some of those systems like the KPZ and related models, the interesting behavior is in the…

In $\mathbb R^d$, it is well-known that cumulants provide an alternative to moments that can achieve the same goals with numerous benefits such as lower variance estimators. In this paper we extend cumulants to reproducing kernel Hilbert…

Let $(\lambda_f(n))_{n\geq 1}$ be the Hecke eigenvalues of either a holomorphic Hecke eigencuspform or a Hecke-Maass cusp form $f$. We prove that, for any fixed $\eta>0$, under the Ramanujan-Petersson conjecture for $\rm GL_2$ Maass forms,…

Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…

We obtain a first order extension of the large deviation estimates in the G\"{a}rtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order…