相关论文: A sophisticated proof of the multiplication formul…

We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…

We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its real and imaginary parts. Conversely, consider a…

We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…

In this paper we present parallel theories on constructing Wiener algebras in the bicomplex setting. With the appropriate symmetry condition, the bicomplex matrix valued case can be seen as a complex valued case and, in this matrix valued…

In the paper, we give the proof of the polar decomposition of the Wiener measure according to the orbits of the group of diffeomorphisms.

We define and study the counterpart of the Wiener algebra in the quaternionic setting, both for the discrete and continuous case. We prove a Wiener-L\'evy type theorem and a factorization theorem. We give applications to Toeplitz and…

In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-It\^{o} chaos and the complex Wiener-It\^{o} chaos (or: multiple integrals) is shown. By this relation and the known multivariate…

We define an almost periodic extension of the Wiener algebras in the quaternionic setting and prove a Wiener-Levy type theorem for it, as well as extending the theorem to the matrix-valued case. We prove a Wiener-Hopf factorization theorem…

We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2,…

An analytic proof is proposed of Wiener's theorem on factorization of positive definite matrix-functions.

In this article, some properties of complex Wiener-It\^o multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock's formula, Hu-Meyer formula, Clark-Ocone formula and the…

We give a purely complex geometric proof of the existence of the Bergman kernel expansion. Our method provides a sharper estimate, and in the case that the metrics are real analytic, we prove that the remainder decays faster than any…

The Riesz transform of $u$ : $\mathcal{S}(\mathbb{R}^n) \rightarrow \mathcal{S'}(\mathbb{R}^n)$ is defined as a convolution by a singular kernel, and can be conveniently expressed using the Fourier Transform and a simple multiplier. We…

We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…

We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…

Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is presented as well as more easily verifiable sufficient…

The Demazure operator associated to a simple reflection satisfies the twisted Leibniz rule. In this paper we introduce a generalization of the twisted Leibniz rule for the Demazure operator associated to any atomic double coset. We prove…

For a sequence of complex Wiener-Ito multiple integrals, the equivalence between the convergence of the symmetrized contraction norms and that of the non-symmetrized contraction norms is shown directly by means of a new version of complex…

We propose a framework for bilinear multiplier operators defined via the (bivariate) spectral theorem. Under this framework we prove Coifman-Meyer type multiplier theorems and fractional Leibniz rules. Our theory applies to bilinear…

In this paper, we will derive the first and 2nd order Wiener chaos decomposition for the multivariate linear statistics of the determinantal point processes associated with the spectral projection kernels on the unit spheres $S^d$. We will…