Results 31 to 40 of about 3,092 (108)
Journal of Inequalities and Applications, 2013 In this paper, using the recent results on Stein’s method combining with Malliavin calculus and the almost sure central limit theorem for sequences of functionals of general Gaussian fields developed by Nourdin and Peccati, we derive the explicit bounds ...
Guangjun Shen, Litan Yan, Jing Cui
semanticscholar +1 more source
$L_2$-small ball asymptotics for some demeaned Gaussian processes [PDF]
arXiv, 2023 We discuss the centering operation for the Green Gaussian processes and calculate $L_2$-small ball asymptotics for some centered (demeaned) processes.
arxiv
A new proof of fractional Hu-Meyer formula and its applications
Journal of Inequalities and Applications, 2012 This paper is concerned with the Hu-Meyer formula for fractional Brownian motion with the Hurst parameter less than 1/2. By the mollifier approximation, the Hu-Meyer formula is explicitly obtained based on the multiple Stratonovich integral, and the ...
Baobin Wang, Ting Hu
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On the Equality of Sharp and Germ - Fields for Gaussian Processes and Fields [PDF]
, 2004 2000 Mathematics Subject Classification: 60G15, 60G60; secondary 31B15, 31B25, 60H15We investigate the relationship between the sigma-field and the infinitesimal or germ sigma ...
Pitt, Loren D., Robeva, Raina S.
core
On the second moment of the number of crossings by a stationary Gaussian process
, 2006 Cram\'{e}r and Leadbetter introduced in 1967 the sufficient condition \[\frac{r''(s)-r''(0)}{s}\in L^1([0,\delta],dx),\qquad \delta>0,\] to have a finite variance of the number of zeros of a centered stationary Gaussian process with twice differentiable ...
Kratz, Marie F., León, José R.
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An Approach to Wealth Modelling [PDF]
, 2003 2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance.
Stoynov, Pavel
core
A Universality Property of Gaussian Analytic Functions [PDF]
, 2010 We consider random analytic functions defined on the unit disk of the complex plane as power series such that the coefficients are i.i.d., complex valued random variables, with mean zero and unit variance.
Ledoan, Andrew +2 more
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A problem concerning Riemann sums [PDF]
arXiv, 2020 An open problem concerning Riemann sums, posed by O. Furdui, is considered.
arxiv
Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields [PDF]
, 2012 Consider a $d\times d$ matrix $M$ whose rows are independent centered non-degenerate Gaussian vectors $\xi_1,...,\xi_d$ with covariance matrices $\Sigma_1,...,\Sigma_d$. Denote by $\mathcal{E}_i$ the location-dispersion ellipsoid of $\xi_i:\mathcal{E}_i={
Kabluchko, Zakhar, Zaporozhets, Dmitry
core
S-inequality for certain product measures
, 2013 In this paper we prove the S-inequality for certain product probability measures and ideals in R^n . As a result, for the Weibull and Gamma product distributions we derive concentration of measure type estimates as well as optimal comparison of moments ...
Nayar, Piotr, Tkocz, Tomasz
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