相关论文: On the eigenproblem for Gaussian bridges

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Let $(B(t))_{t\in [0,1]}$ be the linear Brownian motion and $(X_n(t))_{t\in [0,1]}$ be the $(n-1)$-fold integral of Brownian motion, $n$ being a positive integer: $$ X_n(t)=\int_0^t \frac{(t-s)^{n-1}}{(n-1)!} \,\dd B(s) for any $t\in[0,1]$.…

We demonstrate that quantum Hamiltonian operator for a free transverse field within the framework of the second quantization reveals an alternative set of states satisfying the eigenstate functional equations. The construction is based upon…

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support…

We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the…

In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $…

Consider N Brownian bridges B_i:[-N,N] -> R, B_i(-N) = B_i(N) = 0, 1 <= i <= N, conditioned not to intersect. The edge-scaling limit of this system is obtained by taking a limit as N -> infinity of these curves scaled around (0,2^{1/2} N)…

For one boundary problem of fourth order with a spectral parameter in the boundary condition we prove the simplicity of the spectrum and the oscillation properties of the system of the eigenfunctions derivatives.

We are interested in diagonal perturbations of a periodic Jacobi operator that introduce embedded eigenvalues in its essential spectrum. Embedding multiple points in the essential spectrum has been known to be difficult, given that…

The graph partition problem is the problem of partitioning the vertex set of a graph into a fixed number of sets of given sizes such that the sum of weights of edges joining different sets is optimized. In this paper we simplify a known…

We use a Gaussian Process Regression (GPR) strategy that was recently developed [3,16,17] to analyze different types of curves that are commonly encountered in parametric eigenvalue problems. We employ an offline-online decomposition…

Normalizing constant (also called partition function, Bayesian evidence, or marginal likelihood) is one of the central goals of Bayesian inference, yet most of the existing methods are both expensive and inaccurate. Here we develop a new…

We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some…

We consider the class of selfsimilar Gaussian generalized random fields introduced by Dobrushin in 1979. These fields are indexed by Schwartz functions on $\mathbb{R}^d$ and parametrized by a self-similarity index and the degree of…

McDonald and Clerk [Phys.\ Rev.\ Research 5, 033107 (2023)] showed that for linear open quantum systems the Liouvillian spectrum is independent of the noise strength. We first make this noise-independence principle precise in continuous…

We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary…

For a continuous function $f \in \mathcal{C}([0,1])$, define the Vervaat transform $V(f)(t):=f(\tau(f)+t \mod1)+f(1)1_{\{t+\tau(f) \geq 1\}}-f(\tau(f))$, where $\tau(f)$ corresponds to the first time at which the minimum of $f$ is attained.…

We first recall several historical oscillating bridges that, in some cases, led to collapses. Some of them are quite recent and show that, nowadays, oscillations in suspension bridges are not yet well understood. Next, we survey some…