相关论文: On the eigenproblem for Gaussian bridges

This appendix provides a short proof for sample path continuity of the Brownian motion induced by an arbitrary centered Gaussian measure on a separable Banach space, and also some perturbation results for the spectrum of compact…

We consider the median of n independent Brownian motions, and show that this process, when properly scaled, converges weakly to a centered Gaussian process. The chief difficulty is establishing tightness, which is proved through direct…

We give general spectral and eigenvalue perturbation bounds for a selfadjoint operator perturbed in the sense of the pseudo-Friedrichs extension. We also give several generalisations of the aforementioned extension. The spectral bounds for…

The flow equation approach investigated by Wegner et al. is applied to an unbounded Hamiltonian system with a generalization. We show that a well-known quantized complex energy eigenvalues which is related to decay widths can be given with…

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Based on empirical evidence, quantum systems appear to be strictly linear and gauge invariant. This work uses concise mathematics to show that quantum eigenvalue equations on a one dimensional ring can either be gauge invariant or have a…

In this study, we consider a Gaussian Boson Sampler for solving a Flight Gate Assignment problem. We employ a Variational Quantum Eigensolver approach using the Conditional Value-at-risk cost function. We provide proof of principle by…

In this paper, we introduce an extension of a Brownian bridge with a random length by including uncertainty also in the pinning level of the bridge. The main result of this work is that unlike for deterministic pinning point, the bridge…

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…

Link prediction aims to reveal missing edges in a graph. We address this task with a Gaussian process that is transformed using simplified graph convolutions to better leverage the inductive bias of the domain. To scale the Gaussian process…

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.

Path transformations are fundamental to the study of Brownian motion and related stochastic processes, offering elegant constructions of the Brownian bridge, meander, and excursion. Central to this theory is the well-established link…

Using the notion of spectral flow, we suggest a simple approach to various asymptotic problems involving eigenvalues in the gaps of the essential spectrum of self-adjoint operators. Our approach uses some elements of the spectral shift…

We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…

This work presents a novel method for extracting potential barrier distributions from experimental fusion cross sections. We utilize a simple Gaussian process regression (GPR) framework to model the observed cross sections as a function of…

Let U be a Haar distributed unitary matrix in U(n)or O(n). We show that after centering the double index process $$ W^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor} |U_{ij}|^2 $$ converges in distribution to the…

We consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on…

In this paper we study periodical stochastic processes, and we define the conditions that are needed by a model to be a good noise model on the circumference. The classes of processes that fit the required conditions are studied together…