Convergence rates for the full gaussian rough paths

Peter Friz; Sebastian Riedel

Displaying similar documents to “Convergence rates for the full gaussian rough paths”

Limit theorems for one and two-dimensional random walks in random scenery

Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Random walks in random scenery are processes defined by $Z_{n} : = \sum_{k = 1}^{n} ξ_{X_{1} + \dots + X_{k}}$ , where $(X_{k}, k \geq 1)$ and $(ξ_{y}, y \in ℤ^{d})$ are two independent sequences of i.i.d. random variables with values in $ℤ^{d}$ and $ℝ$ respectively. We suppose that the distributions of $X_{1}$ and $ξ_{0}$ belong to the normal basin of attraction of stable distribution of index $α \in (0, 2]$ and $β \in (0, 2]$ . When $d = 1$ and $α \neq 1$ , a functional limit theorem has been established in ( (1979) 5–25) and a local limit theorem in (To appear). In this paper, we establish the convergence in distribution...

Ergodic behaviour of “signed voter models”

G. Maillard, T. S. Mountford (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We answer some questions raised by Gantert, Löwe and Steif ( (2005) 767–780) concerning “signed” voter models on locally finite graphs. These are voter model like processes with the difference that the edges are considered to be either positive or negative. If an edge between a site $x$ and a site $y$ is negative (respectively positive) the site $y$ will contribute towards the flip rate of $x$ if and only if the two current spin values are equal (respectively opposed). ...

Large scale behaviour of the spatial $𝛬$ -Fleming–Viot process

N. Berestycki, A. M. Etheridge, A. Véber (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We consider the spatial $𝛬$ -Fleming–Viot process model ( (2010) 162–216) for frequencies of genetic types in a population living in $ℝ^{d}$ , in the special case in which there are just two types of individuals, labelled $0$ and $1$ . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type $0$ . We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the...

The fundamental theorem of prehomogeneous vector spaces modulo $p^{m}$ (With an appendix by F. Sato)

Raf Cluckers, Adriaan Herremans (2007)

Bulletin de la Société Mathématique de France

Similarity:

For a number field $K$ with ring of integers $𝒪_{K}$ , we prove an analogue over finite rings of the form $𝒪_{K} / 𝒫^{m}$ of the fundamental theorem on the Fourier transform of a relative invariant of prehomogeneous vector spaces, where $𝒫$ is a big enough prime ideal of $𝒪_{K}$ and $m > 1$ . In the appendix, F.Sato gives an application of the Theorems 1.1, 1.3 and the Theorems A, B, C in J.Denef and A.Gyoja [, Compos. Math., (1998), 237–346] to the functional equation of $L$ -functions of Dirichlet type associated with prehomogeneous...

Localization and delocalization for heavy tailed band matrices

Florent Benaych-Georges, Sandrine Péché (2014)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We consider some random band matrices with band-width $N^{μ}$ whose entries are independent random variables with distribution tail in $x^{- α}$ . We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when $α l t; 2 (1 + μ^{- 1})$ , the largest eigenvalues have order $N^{(1 + μ) / α}$ , are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked for full matrices...

Spatially adaptive density estimation by localised Haar projections

Florian Gach, Richard Nickl, Vladimir Spokoiny (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Given a random sample from some unknown density $f_{0} : ℝ \to [0, \infty)$ we devise Haar wavelet estimators for $f_{0}$ with variable resolution levels constructed from localised test procedures (as in Lepski, Mammen and Spokoiny ( (1997) 927–947)). We show that these estimators satisfy an oracle inequality that adapts to heterogeneous smoothness of $f_{0}$ , simultaneously for every point $x$ in a fixed interval, in sup-norm loss. The thresholding constants involved in the test procedures can be chosen in...

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

In the present work, we consider spectrally positive Lévy processes $(X_{t}, t \geq 0)$ not drifting to $+ \infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with $X$ ) before hitting $0$ . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law $ℙ_{x}^{☆}$ of this conditioned process (starting at $x g t; 0$ ) is defined as a Doob $h$ -transform via a martingale. For Lévy processes with infinite variation paths,...

The critical barrier for the survival of branching random walk with absorption

Bruno Jaffuel (2012)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We study a branching random walk on $ℝ$ with an absorbing barrier. The position of the barrier depends on the generation. In each generation, only the individuals born below the barrier survive and reproduce. Given a reproduction law, Biggins et al. [ (1991) 573–581] determined whether a linear barrier allows the process to survive. In this paper, we refine their result: in the boundary case in which the speed of the barrier matches the speed of the minimal position of a...

Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Philip S. Griffin, Ross A. Maller (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

This paper is concerned with the small time behaviour of a Lévy process $X$ . In particular, we investigate theof the times, ${\bar{T}}_{b} (r)$ and $T_{b}^{*} (r)$ , at which $X$ , started with $X_{0} = 0$ , first leaves the space-time regions ${(t, y) \in ℝ^{2} : y \leq r t^{b}, t \geq 0}$ (one-sided exit), or ${(t, y) \in ℝ^{2} : | y | \leq r t^{b}, t \geq 0}$ (two-sided exit), $0 \leq b l t; 1$ , as $r ↓ 0$ . Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^{p}$ . In many instances these are...

Some results on spaces with $ℵ_{1}$ -calibre

Wei-Feng Xuan, Wei-Xue Shi (2016)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

We prove that, assuming , if $X$ is a space with $ℵ_{1}$ -calibre and a zeroset diagonal, then $X$ is submetrizable. This gives a consistent positive answer to the question of Buzyakova in Observations on spaces with zeroset or regular $G_{δ}$ -diagonals, Comment. Math. Univ. Carolin. 46 (2005), no. 3, 469–473. We also make some observations on spaces with $ℵ_{1}$ -calibre.