相关论文: Gaussian Approximations of Multiple Integrals

In many contexts Gaussian Mixtures (GM) are used to approximate probability distributions, possibly time-varying. In some applications the number of GM components exponentially increases over time, and reduction procedures are required to…

Let K be a self-similar or self-affine set in R^d, let \mu be a self-similar or self-affine measure on it, and let G be the group of affine maps, similitudes, isometries or translations of R^d. Under various assumptions (such as separation…

We study the order of convergence of Galerkin variational integrators for ordinary differential equations. Galerkin variational integrators approximate a variational (Lagrangian) problem by restricting the space of curves to the set of…

We prove a vector-valued almost sure invariance principle for some classes of time dependent non-uniformly distance expanding dynamical systems. The models we have in mind are certain sequential versions of the smooth non-uniformly distance…

The modern definition of optical coherence highlights a frequency dependent function based on a matrix of spectra and cross-spectra. Due to general properties of matrices, such a function is invariant in changes of basis. In this article,…

The Palatini action is based on vector-valued one forms or frames and SL(2,C) connections on R^4. Using the spacetime split of R^4 as a direct sum of R^3 and R^1, the Gauss law in this paper is treated on a Hilbert space. This is achieved…

We consider the problem of approximating sums of high-dimensional stationary time series by Gaussian vectors, using the framework of functional dependence measure. The validity of the Gaussian approximation depends on the sample size $n$,…

We give a simple proof of a well-known theorem of G\'al and of the recent related results of Aistleitner, Berkes and Seip [1] regarding the size of GCD sums. In fact, our method obtains the asymptotically sharp constant in G\'al's theorem,…

The $\text{v}$-function of a graded filtration $\mathcal{I}=\{I_{[k]}\}_{k\ge0}$ is introduced. Under the assumption that $\mathcal{I}$ is Noetherian, we prove that the $\text{v}$-function $\text{v}(I_{[k]})$ is an eventually quasi-linear…

We define a Gaussian invariant measure for the two-dimensional averaged-Euler equation and show the existence of its solution with initial conditions on the support of the measure. An invariant surface measure on the level sets of the…

This note provides an effective bound in the Gauss-Kuzmin-L\'evy problem for some Gauss type shifts associated with nearest integer continued fractions, acting on the interval $I_0=[0,\frac{1}{2}]$ or $I_0=[-\frac{1}{2},\frac{1}{2}]$. We…

We formulate gauge invariance for the equilibrium statistical mechanics of classical multi-component systems. Species-resolved phase space shifting constitutes a gauge transformation which we analyze using Noether's theorem and shifting…

Normal forms for wide classes of closed IL formulas were given in [4]. Here we quantify asymptotically, in exact numbers, how wide those classes are. As a consequence, we show that the "majority" of closed IL formulas have GL-equivalents,…

The periodic DNLS gauge is an anticipative map with singular generator which revealed crucial in the study of the periodic derivative NLS. We prove quasi-invariance of the Gaussian measure on $L^2(\T)$ with covariance $[1+(-\D)^{s}]^{-1}$…

This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned with multivariate self-decomposable laws without finite…

In the setting of CAT(k) spaces, common fixed point iterations built from prox mappings (e.g. prox-prox, Krasnoselsky-Mann relaxations, nonlinear projected-gradients) converge locally linearly under the assumption of linear metric…

We give a simple inequality that compares the laws of two random variables taking values in a convex subset of a normed vector space. By combining this with Arratia's coupling, recently refined by Koukoulopoulos and the author, we obtain a…

In recent work, we have developed a variational principle for large N multi-matrix models based on the extremization of non-commutative entropy. Here, we test the simplest variational ansatz for our entropic variational principle with…

We show how it is possible to assess the rate of convergence in the Gaussian approximation of triangular arrays of $U$-statistics, built from wavelets coefficients evaluated on a homogeneous spherical Poisson field of arbitrary dimension.…

Let $X$ be a $d$-dimensional random vector and $X_\theta$ its projection onto the span of a set of orthonormal vectors $\{\theta_1,...,\theta_k\}$. Conditions on the distribution of $X$ are given such that if $\theta$ is chosen according to…