Results 51 to 60 of about 3,092 (108)
Continuity of Random Fields on Riemannian Manifolds [PDF]
arXiv, 2016 A theorem of the Kolmogorov--Chentsov type is proved for random fields on a Riemannian manifold.
arxiv
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
, 2011 Let SH and S̃H be two independent d-dimensional sub-fractional Brownian motions with indices H ∈ (0, 1). Assume d ≥ 2, we investigate the intersection local time of subfractional Brownian motions ℓT=∫0T∫0TδStH-S̃sHdsdt,T>0, where δ denotes the Dirac ...
Guangjun Shen
semanticscholar +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
Brownian Sheet Images and Bessel-Riesz Capacity [PDF]
arXiv, 1998 We show that the image of a 2-dimensional set under d-dimensional, 2-parameter Brownian sheet can have positive Lebesgue measure, if and only if the set in question has positive (d/2)-dimensional Bessel-Riesz capacity. Our methods solve a problem of J.-P. Kahane.
arxiv
Some Comparisons for Gaussian Processes [PDF]
Proc. Amer. Math. Soc. 128 (2000), 3043-3046, 2000 Extensions and variants are given for the well-known comparison principle for Gaussian processes based on ordering by pairwise distance.
arxiv
Random processes via the combinatorial dimension: introductory notes [PDF]
arXiv, 2004 This is an informal discussion on one of the basic problems in the theory of empirical processes, addressed in our preprint "Combinatorics of random processes and sections of convex bodies", which is available at ArXiV and from our web pages.
arxiv
On the Brownian meander and excursion conditioned to have a fixed time average [PDF]
arXiv, 2006 We study the density of the time average of the Brownian meander/excursion over the time interval [0,1]. Moreover we give an expression for the Brownian meander/excursion conditioned to have a fixed time average.
arxiv
An arithmetic model for the total disorder process [PDF]
arXiv, 2006 We prove a multidimensional extension of Selberg's central limit theorem for the logarithm of the Riemann zeta function on the critical line. The limit is a totally disordered process, whose coordinates are all independent and Gaussian.
arxiv
Dominos and the Gaussian free field [PDF]
arXiv, 2000 We define a scaling limit of the height function on the domino tiling model (dimer model) on simply-connected regions in Z^2 and show that it is the ``massless free field'', a Gaussian process with independent coefficients when expanded in the eigenbasis of the Laplacian.
arxiv