Results 71 to 80 of about 3,092 (108)
Remarks on the fractional Brownian motion [PDF]
arXiv, 2009 We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
arxiv
Density of imaginary multiplicative chaos via Malliavin calculus. [PDF]
Probab Theory Relat Fields, 2022 Aru J, Jego A, Junnila J.
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The maximum of the Gaussian $1/f^α$-noise in the case $α<1$ [PDF]
arXiv, 2010 We prove that the appropriately normalized maximum of the Gaussian $1/f^{\alpha}$-noise with $\alpha<1$ converges in distribution to the Gumbel double-exponential law.
arxiv
Smoothness of Density for the Area Process of Fractional Brownian Motion [PDF]
arXiv, 2010 We consider a process given by a two-dimensional fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, along with an associated L\'evy area, and prove the smoothness of a density for this process with respect to Lebesgue measure.
arxiv
Maximum expected entropy transformed Latin hypercube designs. [PDF]
J Appl Stat, 2021 Sheng C, Tan MHY, Zou L.
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On critical points of Gaussian random fields under diffeomorphic transformations. [PDF]
Stat Probab Lett, 2020 Cheng D, Schwartzman A.
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Convergence in law to operator fractional Brownian motions [PDF]
Journal of Theoretical Probability (2011), 2011 In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (1975).
arxiv
Zeros of Gaussian Weyl-Heisenberg Functions and Hyperuniformity of Charge. [PDF]
J Stat Phys, 2022 Haimi A, Koliander G, Romero JL.
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A Note on a Brunn-Minkowski Inequality for the Gaussian Measure [PDF]
Proc. Amer. Math. Soc. 141 (2013), no. 11, 4027-4030, 2012 We give the counter-examples related to a Gaussian Brunn-Minkowski inequality and the (B) conjecture.
arxiv
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. [PDF]
Stoch Partial Differ Equ, 2022 Balan RM +3 more
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