相关论文: Infinitely divisible distributions over locally co…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
We introduce the notion of a field of covariances, a contravariant functor from non-commutative probability spaces to Hilbert spaces, as the natural categorical analogue of statistical covariance. In the case of finite-dimensional…
In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…
We consider the space of convex functions defined in the Euclidean $n$-dimensional space, which are lower semi-continuous and tend to infinity at infinity. We study real-valued valuations defined on this space of functions, which are…
We discuss, in a non-Archimedean setting, the distribution of the coefficients of $L$-polynomials of curves of genus $g$ over $\mathbb{F}_q$. Among other results, this allows us to prove that the $\mathbb{Q}$-vector space spanned by such…
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifunctions for which we obtain measurable selection results.…
Near-vector spaces extend linear algebra tools to non-linear algebraic structures, enabling the study of non-linear problems. However, explicit constructions remain rare. This paper introduces a broad computable family of near-vector…
This paper deals with a new kind of generalized functions, called "ultrafunctions" which have been introduced recently and developed in some previous works. Their peculiarity is that they are based on a Non-Archimedean field namely on a…
In this paper, we mainly focus on the set-valued (stochastic) analysis on the space of convex, closed, but possibly unbounded sets, and try to establish a useful theoretical framework for studying the set-valued stochastic differential…
The purpose of this work is to extend the formalism of stochastic calculus to the case of spaces with local anisotropy (modeled as vector bundles with compatible nonlinear and distinguished connections and metric structures and containing…
In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube…
We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We prove that the classical normal distribution is infinitely divisible with respect to the free additive convolution. We study the Voiculescu transform first by giving a survey of its combinatorial implications and then analytically,…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
Paper is devoted to extremal problems in geometric function theory of complex variables associated with estimates of functionals defined on the systems of non-overlapping domains. In particular, we strengthen some known result in this…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
Given an m-dimensional compact submanifold $\mathbf{M}$ of Euclidean space $\mathbf{R}^s$, the concept of mean location of a distribution, related to mean or expected vector, is generalized to more general $\mathbf{R}^s$-valued functionals…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…