Results 1 to 10 of about 309 (72)
A topological proof of Sklar’s theorem in arbitrary dimensions
Dependence Modeling, 2022 Copulas are appealing tools in multivariate probability theory and statistics. Nevertheless, the transfer of this concept to infinite dimensions entails some nontrivial topological and functional analytic issues, making a deeper theoretical understanding
Benth Fred Espen +2 more
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Polymer Measure: Varadhan's Renormalization Revisited [PDF]
, 2014 Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.Comment: 5 ...
Bock, Wolfgang +3 more
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Self-avoiding fractional Brownian motion - The Edwards model [PDF]
, 2010 In this work we extend Varadhan's construction of the Edwards polymer model to the case of fractional Brownian motions in $\R^d$, for any dimension $d\geq 2$, with arbitrary Hurst parameters $H\leq 1/d$.Comment: 14 ...
A. Pelissetto +21 more
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Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors [PDF]
, 2016 This article extends the framework of Bayesian inverse problems in infinite-dimensional parameter spaces, as advocated by Stuart (Acta Numer. 19:451--559, 2010) and others, to the case of a heavy-tailed prior measure in the family of stable distributions,
Sullivan, T. J.
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The Gaussian Radon Transform in Classical Wiener Space [PDF]
, 2014 We study the Gaussian Radon transform in the classical Wiener space of Brownian motion. We determine explicit formulas for transforms of Brownian functionals specified by stochastic integrals.
Holmes, Irina, Sengupta, Ambar N.
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Surface measures in infinite dimension [PDF]
, 2014 We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts ...
Da Prato, Giuseppe +2 more
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Intersection local times of independent fractional Brownian motions as generalized white noise functionals [PDF]
, 2010 In this work we present expansions of intersection local times of fractional Brownian motions in $\R^d$, for any dimension $d\geq 1$, with arbitrary Hurst coefficients in $(0,1)^d$.
C. Bender +22 more
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Some Fine Properties of BV Functions on Wiener Spaces
Analysis and Geometry in Metric Spaces, 2015 In this paper we define jump set and approximate limits for BV functions on Wiener spaces and show that the weak gradient admits a decomposition similar to the finite dimensional case.
Ambrosio Luigi +2 more
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Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals [PDF]
, 2008 In $\R^d$, for any dimension $d\geq 1$, expansions of self-intersection local times of fractional Brownian motions with arbitrary Hurst coefficients in $(0,1)$ are presented.
Christopher C. Bernido +4 more
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Inequalities for the Gaussian measure of convex sets [PDF]
, 2018 This note presents families of inequalities for the Gaussian measure of convex sets which extend the recently proven Gaussian correlation inequality in various ...
Tehranchi, MR
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