相关论文: On the Semi-Classical Brownian Bridge Measure

We prove theorems about the Gaussian asymptotics of an empirical bridge built from linear model regressors with multiple regressor ordering. We study the testing of the hypothesis of a linear model for the components of a random vector: one…

Motivated by the Brownian bridge on random interval considered by Bedini et al \cite{BBE}, we introduce and study Gaussian bridges with random length with special emphasis to the Markov property. We prove that if the starting process is…

We constructed in a previous work the $\Phi^4_3$ measures on compact boundaryless $3$-dimensional Riemannian manifolds as some invariant probability measures of some Markovian dynamics. We prove in the present work that these dynamics have…

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

Tusnady's inequality is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian bridge. We present an elementary proof of a result that sharpens the Tusnady inequality, modulo constants. Our…

We prove a semisimplicity criterion for a large class of algebras by a new method. This can be applied to Brauer, BMW, and $q$-Brauer algebras.

We develop algorithms for sampling from a probability distribution on a submanifold embedded in Rn. Applications are given to the evaluation of algorithms in 'Topological Statistics'; to goodness of fit tests in exponential families and to…

We establish sufficient conditions for the upper semicontinuity and the continuity of the entropy of Sinai probability measures invariant by partially hyperbolic diffeomorphisms and discuss their application in several examples.

We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time…

A simple example of especially constructed potential barrier enables to show analytically (not numerically) the existence of tunneling effect for a Sommerfeld particle.

An efficient conditioning technique, the so-called Brownian Bridge simulation, has previously been applied to eliminate pricing bias that arises in applications of the standard discrete-time Monte Carlo method to evaluate options written on…

In this paper, we consider a Riemannian manifold (M, g) endowed with a Riemannian flow and we study the curvature term in the Bochner-Weitzenb{\"o}ck formula of the basic Laplacian on M. We prove that this term splits into two parts. The…

Certain semi-Riemannian metrics can be decomposed into a Riemannian part and an isochronal part. The properties of such metrics are particularly easy to visualize in a coordinate-free way, using isometric embedding. We present such an…

We classify the semi-Riemannian submersions from a pseudo-hyperbolic space onto a Riemannian manifold under the assumption that the fibres are connected and totally geodesic. Also we obtain the classification of the semi-Riemannian…

We consider an empirical process based upon ratio of selected pair of the non-overlapping $m$-spacings generated by independent samples of arbitrary sizes. As a main result, we show that when both samples are uniformly distributed on…

The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particular, we outline that the intensity measure of an…

We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…

We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…

Interpolation of data represented in curvilinear coordinates and possibly having some non-trivial, typically Riemannian or semi-Riemannian geometry is an ubiquitous task in all of physics. In this work we present a covariant generalization…

If a graph is in bridge position in a 3-manifold so that the graph complement is irreducible and boundary irreducible, we generalize a result of Bachman and Schleimer to prove that the complexity of a surface properly embedded in the…