相关论文: Strong approximations of three-dimensional Wiener …

We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M^{p, q}_s and Wiener amalgam spaces W^{p, q}_s. We show that the periodic Brownian motion belongs locally in time to M^{p,…

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval.…

In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative trace-class noise. The key step in our proof is to establish…

We describe how to approximate the Riemann curvature tensor as well as sectional curvatures on possibly infinite-dimensional shape spaces that can be thought of as Riemannian manifolds. To this end, we extend the variational time…

Suppose $B$ is a Brownian motion and $B^n$ is an approximating sequence of rescaled random walks on the same probability space converging to $B$ pointwise in probability. We provide necessary and sufficient conditions for weak and strong…

We show that multiplication can be done in polynomial time on a three counter machine that receives its input as the contents of two counters. The technique is generalized to functions of two variables computable by deterministic Turing…

In this paper, we consider a $d$-dimensional continuous It\^{o} process which is observed at $n$ regularly spaced times on a given time interval $[0,T]$. This process is driven by a multidimensional Wiener process and our aim is to provide…

The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…

In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $(t,x)$. The rate of convergence is $n^{\frac14} (\log…

The Brownian loop soup introduced in Lawler and Werner (2004) is a Poissonian realization from a sigma-finite measure on unrooted loops. This measure satisfies both conformal invariance and a restriction property. In this paper, we define a…

We propose an approximation algorithm for efficient correlation search in time series data. In our method, we use Fourier transform and neural network to embed time series into a low-dimensional Euclidean space. The given space is learned…

We consider the one-dimensional squared Bessel process given by the stochastic differential equation (SDE) \begin{align*} dX_t = 1\,dt + 2\sqrt{X_t}\,dW_t, \quad X_0=x_0, \quad t\in[0,1], \end{align*} and study strong (pathwise)…

This paper is a continuation of work arXiv:2006.09583 devoted to establishment of the convergence rate in the strong invariance principle for cumulative processes. We establish optimal rate of convergence for the case when regeneration…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

In this paper we show the validity, under certain geometric conditions, of Wheeler's thin sandwich conjecture for higher dimensional theories of gravity. We extend the results shown by R. Bartnik and G. Fodor for the 3-dimensional case in…

We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm.

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Meshes composed of well-centered simplices have nice orthogonal dual meshes (the dual Voronoi diagram). This is useful for certain numerical algorithms that prefer such primal-dual mesh pairs. We prove that well-centered meshes also have…

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…