相关论文: The Expectation of a Multiplicative Functional und…

In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral,…

Suppose the expectation $E(F(X))$ is to be estimated by the empirical averages of the values of $F$ on independent and identically distributed samples $\{X_i\}$. A sampling rule called the "screened" estimator is introduced, and its…

This paper proves a Krylov-Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process…

Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…

We provide examples of multiplicative functions $f$ supported on the $k$-free integers such that at primes $f(p)=\pm 1$ and such that the partial sums of $f$ up to $x$ are $o(x^{1/k})$. Further, if we assume the Generalized Riemann…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

In a previous paper of the second author with K. Ono, surprising multiplicative properties of the partition function were presented. Here, we deal with $k$-regular partitions. Extending the generating function for $k$-regular partitions…

We prove a regularity result in weighted Sobolev spaces (or Babuska--Kondratiev spaces) for the eigenfunctions of a Schr\"odinger operator. More precisely, let K_{a}^{m}(\mathbb{R}^{3N}) be the weighted Sobolev space obtained by blowing up…

In this paper we obtain asymptotic expansion for the geometric mean of the values of positive strongly multiplicative function $f$ satisfying $f(p)=\alpha(d)\,p^d+O(p^{d-\delta})$ for any prime $p$ with $d$ real and $\alpha(d),\delta>0$.

We propose methods to estimate the individual $\beta$-mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path $X_0,X_1, \dots,X_n$. Under standard smoothness conditions on the densities, namely,…

We present a probabilistic construction of $\mathbb{R}^d$-valued non-linear affine processes with jumps. Given a set $\Theta$ of affine parameters, we define a family of sublinear expectations on the Skorokhod space under which the…

The aim of this paper is to establish various factorization results and then to derive estimates for linear functionals through the use of a generalized Taylor theorem. Additionally, several error bounds are established including…

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

The article is devoted to the expansions of iterated Stratonovich stochastic integrals on the basis of the method of generalized multiple Fourier series that converge in the sense of norm in Hilbert space $L_2([t, T]^k),$ $k\in\mathbb{N}.$…

We study the finite-temperature expectation values of exponential fields in the sine-Gordon model. Using finite-volume regularization, we give a low-temperature expansion of such quantities in terms of the connected diagonal matrix…

In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals. We also discuss the connection between…

This paper proposes and analyses a new multilevel Monte Carlo method for the estimation of mean exit times for multi-dimensional Brownian diffusions, and associated functionals which correspond to solutions to high-dimensional parabolic…

Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

The entropy of a binary symmetric Hidden Markov Process is calculated as an expansion in the noise parameter epsilon. We map the problem onto a one-dimensional Ising model in a large field of random signs and calculate the expansion…