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Displaying 81 – 100 of 169

On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields *

Florin Avram, Nikolai Leonenko, Ludmila Sakhno (2010)

ESAIM: Probability and Statistics

Many statistical applications require establishing central limit theorems for sums/integrals $S_{T} (h) = \int_{t \in I_{T}} h (X_{t}) d t$ or for quadratic forms $Q_{T} (h) = \int_{t, s \in I_{T}} \hat{b} (t - s) h (X_{t}, X_{s}) d s d t$ , where Xt is a stationary process. A particularly important case is that of Appell polynomials h(Xt) = Pm(Xt), h(Xt,Xs) = Pm,n (Xt,Xs), since the “Appell expansion rank" determines typically the type of central limit theorem satisfied by the functionals ST(h), QT(h). We review and extend here to multidimensional indices, along lines conjectured in [F. Avram and M.S. Taqqu,...

On a theorem in multi-parameter potential theory.

Yang, Ming (2007)

Electronic Communications in Probability [electronic only]

On compact Ito's formulas for martingales of mc4.

María Jolis (1990)

Publicacions Matemàtiques

We prove that the class mc4 of continuous martingales with parameter set [0,1]2, bounded in L4, is included in the class of semi-martingales Sc∞(L0(P)) defined by Allain in [A]. As a consequence we obtain a compact Itô's formula. Finally we relate this result with the compact Itô formula obtained by Sanz in [S] for martingales of mc4.

On estimates of mean values of random AR-fields.

Malishić, J. (1986)

Publications de l'Institut Mathématique. Nouvelle Série

On estimation in random fields generated by linear stochastic partial differential equations

Jaroslav Mohapl (1999)

Mathematica Slovaca

On Lévy's Brownian motion indexed by elements of compact groups

Paolo Baldi, Maurizia Rossi (2013)

Colloquium Mathematicae

We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).

On m-dimensional stochastic processes in Banach spaces.

Rodolfo De Dominicis, Elvira Mascolo (1981)

Stochastica

In the present paper the authors prove a weak law of large numbers for multidimensional processes of random elements by means of the random weighting. The results obtained generalize those of Padgett and Taylor.

On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.

Baldi, Paolo, Marinucci, Domenico, Varadarajan, Veeravalli S. (2007)

Electronic Communications in Probability [electronic only]

On the concept of the asymptotic Rényi distances for random fields

Martin Janžura (1999)

Kybernetika

The asymptotic Rényi distances are explicitly defined and rigorously studied for a convenient class of Gibbs random fields, which are introduced as a natural infinite-dimensional generalization of exponential distributions.

On the existence of continuous modifications of vector-valued random fields.

Mittmann, Katrin, Steinwart, Ingo (2003)

Georgian Mathematical Journal

On the explosion of the local times along lines of brownian sheet

Davar Khoshnevisan, Pál Révész, Zhan Shi (2004)

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

On the integrability of Banach space valued Walsh polynomials

Christer Borell (1979)

Séminaire de probabilités de Strasbourg

On the rate of strong mixing in stationary Gaussian random fields

Raymond Cheng (1992)

Studia Mathematica

Rosenblatt showed that a stationary Gaussian random field is strongly mixing if it has a positive, continuous spectral density. In this article, spectral criteria are given for the rate of strong mixing in such a field.

On the regularity of stochastic currents, fractional brownian motion and applications to a turbulence model

Franco Flandoli, Massimiliano Gubinelli, Francesco Russo (2009)

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

We study the pathwise regularity of the map φ↦I(φ)=∫0T〈φ(Xt), dXt〉, where φ is a vector function on ℝd belonging to some Banach space V, X is a stochastic process and the integral is some version of a stochastic integral defined via regularization. A continuous version of this map, seen as a random element of the topological dual of V will be called stochastic current. We give sufficient conditions for the current to live in some Sobolev space of distributions and we provide elements to conjecture...

On trajectories of Gaussian Markov random fields

D. Surgailis (1979)

Banach Center Publications

On Walsh's brownian motions

Martin T. Barlow, Jim Pitman, Marc Yor (1989)

Séminaire de probabilités de Strasbourg

PDE's for the Dyson, Airy and Sine processes

Mark Adler (2005)

Annales de l’institut Fourier

In 1962, Dyson showed that the spectrum of a $n \times n$ random Hermitian matrix, whose entries (real and imaginary) diffuse according to $n^{2}$ independent Ornstein-Uhlenbeck processes, evolves as $n$ non-colliding Brownian particles held together by a drift term. When $n \to \infty$ , the largest eigenvalue, with time and space properly rescaled, tends to the so-called Airy process, which is a non-markovian continuous stationary process. Similarly the eigenvalues in the bulk, with a different time and space rescaling, tend...

Currently displaying 81 – 100 of 169

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Displaying 81 – 100 of 169

On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields *

On a theorem in multi-parameter potential theory.

On compact Ito's formulas for martingales of mc4.

On estimates of mean values of random AR-fields.

On estimation in random fields generated by linear stochastic partial differential equations

On Lévy's Brownian motion indexed by elements of compact groups

On m-dimensional stochastic processes in Banach spaces.

On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.

On the concept of the asymptotic Rényi distances for random fields

On the existence of continuous modifications of vector-valued random fields.

On the explosion of the local times along lines of brownian sheet

On the integrability of Banach space valued Walsh polynomials

On the rate of strong mixing in stationary Gaussian random fields

On the regularity of stochastic currents, fractional brownian motion and applications to a turbulence model

On trajectories of Gaussian Markov random fields

On Walsh's brownian motions

PDE's for the Dyson, Airy and Sine processes

Planar semimartingales obtained by transformations of two-parameter martingales

Poisson Random Fields with Control Measures. I

Poisson stochastic integration in Hilbert spaces

Currently displaying 81 – 100 of 169