Results 31 to 40 of about 1,549 (83)
Asymptotic for the quantization error for a Wiener process with Gaussian starting point [PDF]
, 2014 The asymptotics for quantization error for a Wiener process with Gaussian starting point (GSP-Wiener process) is investigated. Using the classical methodology and some analytical approach a first result is obtained.
Salomón, Luis A.
core
Nonstandard limit theorem for infinite variance functionals
, 2008 We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range dependence, the ...
Heyde, Chris, Sly, Allan
core +1 more source
An improved bound for the Gaussian concentration inequality
, 2019 In this note, we provide an improved bound for the Gaussian concentration inequality. Our proof is short and bases on the integration-by-parts formula for the gaussian measure.Comment: 4 ...
Dung, Nguyen Tien
core
Representation of self-similar Gaussian processes [PDF]
, 2014 We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation under the ...
Yazigi, Adil
core +1 more source
The Multiparameter Fractional Brownian Motion
, 2006 We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed. Relations with the
Herbin, Erick, Merzbach, Ely
core +1 more source
An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process. [PDF]
Probab Theory Relat Fields, 2023 Assaf E, Buckley J, Feldheim N.
europepmc +1 more source
Burkholder's submartingales from a stochastic calculus perspective
, 2007 We provide a simple proof, as well as several generalizations, of a recent result by Davis and Suh, characterizing a class of continuous submartingales and supermartingales that can be expressed in terms of a squared Brownian motion and of some ...
Peccati, Giovanni, Yor, Marc
core +2 more sources
Discrimination between Gaussian process models: active learning and static constructions. [PDF]
Stat Pap (Berl), 2023 Yousefi E +4 more
europepmc +1 more source
Pandemic-type failures in multivariate Brownian risk models. [PDF]
Extremes (Boston), 2022 Dȩbicki K, Hashorva E, Kriukov N.
europepmc +1 more source
Density of imaginary multiplicative chaos via Malliavin calculus. [PDF]
Probab Theory Relat Fields, 2022 Aru J, Jego A, Junnila J.
europepmc +1 more source