Related papers: A Stochastic Heisenberg Inequality

The stochastic leverage effect, defined as the standardized covariation between the returns and their related volatility, is analyzed in a stochastic volatility model set-up. A novel estimator of the effect is defined using a pre-estimation…

We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…

As a generalization of the Fourier transform, the fractional Fourier transform was introduced and has been further investigated both in theory and in applications of signal processing. We obtain a sampling theorem on shift-invariant spaces…

In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…

We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in…

A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

We prove Hardy inequalities for the conformally invariant fractional powers of the sublaplacian on the Heisenberg group $\mathbb{H}^n$. We prove two versions of such inequalities depending on whether the weights involved are non-homogeneous…

In this paper, we establish an exponential inequality for random fields, which is applied in the context of convergence rates in the law of large numbers and H\"olderian weak invariance principle.

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

In this paper, we prove an asymptotic formula for the quantum variance for Eisenstein series on $\mathrm{PSL}_2(\mathbb{Z})\backslash \mathbb{H}$. The resulting quadratic form is compared with the classical variance and the quantum variance…

Advantage is taken of the arbitrariness in energy reference to consider anew integral transcriptions of Schrodinger's equation in the presence of potentials which at infinity acquire constant, nonvanishing values. It is found possible to…

We prove a martingale analog of van Schaftingen's theorem and give sharp estimates on the lower Hausdorff dimension of measures in martingale shift invariant spaces. We also provide martingale analogs of trace theorems for Sobolev…

In this paper we prove pointwise and distributional Fourier transform inversion theorems for functions on the real line that are locally of bounded variation, while in a neighbourhood of infinity are Lebesgue integrable or have polynomial…

In this paper, we extend the quadratic phase Fourier transform of a complex valued functions to that of the quaternion valued functions of two variables. We call it the quaternion quadratic phase Fourier transform (QQPFT). Based on the…

In this manuscript, we introduce the quadratic--phase Fourier--Bessel transform and develop its foundational properties, including continuity, the Riemann--Lebesgue lemma, reversibility, and Parseval's identity. We define the associated…

The quadratic phase Fourier transform has gained much popularity in recent years because of its applications in image and signal processing. However, the QPFT is inadequate for localizing the quadratic phase spectrum which is required in…

Computing the permanent of a non-negative matrix is a computationally challenging, \#P-complete problem with wide-ranging applications. We introduce a novel permanental analogue of Schur's determinant formula, leveraging a newly defined…

A product quadrature rule, based on the filtered de la Vall\'ee Poussin polynomial approximation, is proposed for evaluating the finite Hilbert transform in [-1; 1]. Convergence results are stated in weighted uniform norm for functions…

Under certain conditions on an integrable function f having a real-valued Fourier transform Tf=F, we obtain a certain estimate for the oscillation of F in the interval [-C||f'||/||f||,C||f'||/||f||] with C>0 an absolute constant. Given q>0…