相关论文: Pathwise Taylor Expansions for Random Fields on Mu…

Assumed that the parameters of a generalized hypergeometric function depend linearly on a small variable $\varepsilon$, the successive derivatives of the function with respect to that small variable are evaluated at $\varepsilon=0$ to…

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…

We derive a functional It\^o-formula for non-anticipative maps of rough paths, based on the approximation properties of the signature of c\`adl\`ag rough paths. This result is a functional extension of the It\^o-formula for c\`adl\`ag rough…

We present a new proof of the Burkholder-Davis-Gundy inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have a…

We introduce the theory $\mathrm{PF}^{+,\times}$ of pseudofinite fields with generic additive and multiplicative character added as continuous logic predicates. Using the Weil bounds on character sums over finite fields as well as the…

Ever since the proof of asymptotic normality of maximum likelihood estimator by Cramer (1946), it has been understood that a basic technique of the Taylor series expansion suffices for asymptotics of $M$-estimators with…

In this paper, we extend the G-expectation theory to infinite dimensions. Such notions as a covariation set of G-normal distributed random variables, viscosity solution, a stochastic integral driven by G-Brownian motion are introduced and…

This work investigates the long-time asymptotic behavior of a diffusing passive scalar advected by fluid flow in a straight channel with a periodically varying cross-section. The goal is to derive an asymptotic expansion for the scalar…

Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic functions. As a powerful method for distributional…

By using nonstandard analysis, and in particular iterated hyper-extensions, we give foundations to a peculiar way of manipulating ultrafilters on the natural numbers and their pseudo-sums. The resulting formalism is suitable for…

We establish the existence and uniqueness of the maximal pathwise solution for an abstract nonlinear stochastic evolutional equation, which takes the two and three dimensional stochastic Navier-Stokes equations as a typical model, forced by…

We describe Stochastic Loewner Evolution on arbitrary Riemann surfaces with boundary using Conformal Field Theory methods. We propose in particular a CFT construction for a probability measure on (clouded) paths, and check it against known…

Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one is interested in analyzing the stochastic response of the…

Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…

We prove the Stability Property for the call-by-value $\lambda$-calculus (CbV in the following). This result states necessary conditions under which the contexts of the CbV $\lambda$-calculus commute with intersections of approximants. This…

In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable…

The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…

Let X_i, i\in N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let \Phi be a smooth enough mapping from B into R. An asymptotic evaluation of Z_n=E(\exp (n\Phi (\sum_{i=1}^nX_i/n))), up to a factor (1+o(1)),…

We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are…