Related papers: Stable convergence of multiple Wiener-It\^{o} inte…

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

In this paper, we prove the Fourth Moment Theorem for sequences of (noncommutative) random variables given as sums of two stochastic integrals in two different parity orders of chaos, both in the free Wigner chaos setting and a $q$-Gaussian…

It was recently demonstrated in [5] that the non-linear bilateral filter [14] can be efficiently implemented using a constant-time or O(1) algorithm. At the heart of this algorithm was the idea of approximating the Gaussian range kernel of…

We establish It\^o's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on It\^o processes. Our approach is to first establish It\^o's formula for…

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…

This paper is devoted to a construction of the stochastic It\^o integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The…

Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Interference of randomly scattered classical waves naturally leads to familiar speckle patterns, where the wave intensity follows an exponential distribution while the wave field itself is described by a circularly symmetric complex normal…

We prove a sampling theorem for infinite-dimensional Paley-Wiener spaces on graphs which allows for stable frame reconstruction. We prove that all sampling sets for a fixed Paley-Wiener space are complements of lambda-sets (i.e. sets where…

We show the $L^2$-Wasserstein contraction for the transition kernel of a discretised diffusion process, under a contractivity at infinity condition on the drift and a sufficiently high diffusivity requirement. This extends recent results…

We study irreducible Smale spaces with totally disconnected stable sets and their associated $K$-theoretic invariants. Such Smale spaces arise as Wieler solenoids, and we restrict to those arising from open surjections. The paper follows…

We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…

Motivated by a recent use of Glauber dynamics for Monte-Carlo simulations of path integral representation of quantum spin models [Krzakala, Rosso, Semerjian, and Zamponi, Phys. Rev. B (2008)], we analyse a natural Glauber dynamics for the…

This work studies the problem of estimating a two-dimensional superposition of point sources or spikes from samples of their convolution with a Gaussian kernel. Our results show that minimizing a continuous counterpart of the $\ell_1$ norm…

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes…

We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an…

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…

We propose to take advantage of using the Wiener path integrals as the formal solution for the joint probability densities of coupled Langevin equations describing particles suspended in a fluid under the effect of viscous and random…