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We show that every operator in $L^{2}$ has an associated measure on a space of functions and prove that it can be used to find solutions to abstract Cauchy problems, including partial differential equations. We find explicit formulas to…
We construct a probability model seemingly unrelated to the considered stochastic process of coagulation and fragmentation. By proving for this model the local limit theorem, we establish the asymptotic formula for the partition function of…
Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate L\'evy process. In the asymptotic regime the sampling frequencies increase to infinity and the limiting…
We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…
We establish eigenfunctions estimates, in the semi-classical regime, for critical energy levels associated to an isolated singularity. For Schr\"odinger operators, the asymptotic repartition of eigenvectors is the same as in the regular…
An asymptotic theory is established for linear functionals of the predictive function given by kernel ridge regression, when the reproducing kernel Hilbert space is equivalent to a Sobolev space. The theory covers a wide variety of linear…
We offer new results and new directions in the study of operator-valued kernels and their factorizations. Our approach provides both more explicit realizations and new results, as well as new applications. These include: (i) an explicit…
This article studies nonparametric methods to estimate the co-integrated volatility for multi-dimensional L\'evy processes with high frequency data. We construct a spectral estimator for the co-integrated volatility and prove minimax rates…
Consider in $L^2 (\R^l)$ the operator family $H(\epsilon):=P_0(\hbar,\omega)+\epsilon Q_0$. $P_0$ is the quantum harmonic oscillator with diophantine frequency vector $\om$, $Q_0$ a bounded pseudodifferential operator with symbol…
In this paper we present new theoretical results on optimal estimation of certain random quantities based on high frequency observations of a L\'evy process. More specifically, we investigate the asymptotic theory for the conditional mean…
We evaluate the three point function for arbitrary states in bosonic minimal models on the sphere coupled to quantum gravity in two dimensions. The validity of the formal continuation in the number of Liouville screening charge insertions…
This paper considers the problem of reconstructing missing parts of functions based on their observed segments. It provides, for Gaussian processes and arbitrary bijective transformations thereof, theoretical expressions for the…
The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…
In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…
It is shown that, while Wigner and Liouville functions transform in an identical way under linear symplectic maps, in general they do not transform identically for nonlinear symplectic maps. Instead there are ``quantum corrections'' whose…
The main goal of this paper is to extend and apply the principle of maximum entropy (MaxEnt) to incomplete quantum process estimation tasks. We will define a so-called process entropy function being the von Neumann entropy of the state…
We find an explicit integral formula for the eigenfunctions of a fourth order differential operator against the kernel involving two Bessel functions. Our formula establishes the relation between K-types in two different realizations of the…
We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…
A generic unital positive operator-valued measure (POVM), which transforms a given stationary pure state to an arbitrary statistical state with perfect decoherence, is presented. This allows one to operationally realize thermalization as a…
This paper addresses the problem of finding an asymptotic solution for first and second order integro-differential equations containing an arbitrary kernel, by evaluating the corresponding inverse Laplace and Fourier transforms. The aim of…