Zobrazeno 1 - 10
of 248
pro vyhledávání: '"60G30"'
Autor:
Kim, Yujin H., Kriechbaum, Xaver
In this article, we consider the multiplicative chaos measure associated to the log-correlated random Fourier series, or random wave model, with i.i.d. coefficients taken from a general class of distributions. This measure was shown to be non-degener
Externí odkaz:
http://arxiv.org/abs/2410.19979
Autor:
Crowell, Robert Alexander
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes absolutely
Externí odkaz:
http://arxiv.org/abs/2409.03459
Autor:
Okamura, Kazuki
We consider the conjugate equation driven by two families of finite maps on the unit interval satisfying a compatibility condition. This framework contains de Rham's functional equations. We give sufficient conditions for singularity of the solution
Externí odkaz:
http://arxiv.org/abs/2407.11565
This paper is partly an exposition, and partly an extension of our work [1] to the multiparameter case. We consider certain classes of parametrized dynamically defined measures. These are push-forwards, under the natural projection, of ergodic measur
Externí odkaz:
http://arxiv.org/abs/2405.06466
Autor:
Kleijn, B. J. K., Rizzelli, S.
Asymptotic properties of random graph sequences, like occurrence of a giant component or full connectivity in Erd\H{o}s-R\'enyi graphs, are usually derived with very specific choices for defining parameters. The question arises to which extent those
Externí odkaz:
http://arxiv.org/abs/2402.11334
The aim of this paper is to develop estimation and inference methods for the drift parameters of multivariate L\'evy-driven continuous-time autoregressive processes of order $p\in\mathbb{N}$. Starting from a continuous-time observation of the process
Externí odkaz:
http://arxiv.org/abs/2307.13020
Even the best scientific equipment can only partially observe reality. Recorded data is often lower-dimensional, e.g., two-dimensional pictures of the three-dimensional world. Combining data from multiple experiments then results in a marginal densit
Externí odkaz:
http://arxiv.org/abs/2305.16227
Autor:
Erreygers, Alexander, De Bock, Jasper
The Daniell-Kolmogorov Extension Theorem is a fundamental result in the theory of stochastic processes, as it allows one to construct a stochastic process with prescribed finite-dimensional distributions. However, it is well-known that the domain of
Externí odkaz:
http://arxiv.org/abs/2301.07992
Autor:
Furrer, Reinhard, Hediger, Michael
For a stationary random function $\xi$, sampled on a subset $D$ of $\mathbb{R}^{d}$, we examine the equivalence and orthogonality of two zero-mean Gaussian measures $\mathbb{P}_{1}$ and $\mathbb{P}_{2}$ associated with $\xi$. We give the isotropic an
Externí odkaz:
http://arxiv.org/abs/2212.10239
Autor:
Hariya, Yuu
In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses exponential functionals as anticipating factors. Our result unifies existing
Externí odkaz:
http://arxiv.org/abs/2211.12755