相关论文: Generalized covariation and extended Fukushima dec…
For a general class of Gaussian processes $W$, indexed by a sigma-algebra $\mathscr F$ of a general measure space $(M,\mathscr F, \sigma)$, we give necessary and sufficient conditions for the validity of a quadratic variation representation…
The general problem of how to construct stochastic processes which are confined to stay in a predefined cone (in the one-dimensional but also multi-dimensional case also referred to as \emph{subordinators}) is of course known to be of great…
We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitrary dependent variable. We use it to model dynamic (e.g. time…
As objects of study in functional analysis, Hilbert spaces stand out as special objects of study as do nuclear spaces in view of a rich geometrical structure they possess as Banach and Frechet spaces, respectively. On the other hand, there…
This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…
In this work, we present a complete characterization of the covariance structure of number statistics in boxes for hyperuniform point processes. Under a standard integrability assumption, the covariance depends solely on the overlap of the…
This paper presents a generalization of quantum mechanics from conventional Hilbert space formalism to Banach space one. We construct quantum theory starting with any complex Banach space beyond a complex Hilbert space, through using a…
Here we show how universal quantum computers based on the quantum circuit model can handle mathematical analysis calculations for functions with continuous domains, without any digitalization, and with remarkably few qubits. The basic…
We explore the covariance of error terms coming from Weyl's conjecture regarding the number of Dirichlet eigenvalues up to size $X$. We also consider this problem in short intervals, i.e. the error term of the number of eigenvalues in the…
Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…
We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to…
We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function. We study the Gaussian…
We observe a multilinearity preserving property of conditional expectation for infinite dimensional independent increment processes defined on some abstract Banach space $B$. It is similar in nature to the polynomial preserving property…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…
In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…
We consider the coorbit theory associated to general continuous wavelet transforms arising from a square-integrable, irreducible quasi-regular representation of a semidirect product group $G = \mathbb{R}^d \rtimes H$. The existence of…
The Darboux transformation applied recurrently on a Schroedinger operator generates what is called a {\em dressing chain}, or from a different point of view, a set of supersymmetric shape invariant potentials. The finite-gap potential…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
We develop a theory of bounded variation functions and Besov spaces in abstract Dirichlet spaces which unifies several known examples and applies to new situations, including fractals.