- Zeros and critical points of Gaussian fields: cumulants asymptotics and limit theorems
2025/01/17 by Ancona, Michele, Gass, Louis, Letendre, Thomas +1 · 2 citations
#60D05 #60F05 #60F15 #60F25 #60G15 #60G60 #FOS: Mathematics #Probability (math.PR)
- The averaging process on infinite graphs
2024/08/13 by Nina Gantert, Timo Vilkas, Gantert, Nina +1 · 1 citation
Mathematics · #60F25 #60K35 #FOS: Mathematics #Probability (math.PR) #advanced mathematical theories
- Wasserstein Asymptotics for Brownian Motion on the Flat Torus and Brownian Interlacements
2023/07/19 by Mariani, Mauro, Trevisan, Dario · 1 citation
#35J05 #39B62 #60D05 #60F25 #90C05 #FOS: Mathematics #Probability (math.PR)
- Strong completeness of a class of L2-type Riesz spaces
2023/02/02 by Kalauch, Anke, Kuo, Wenchi, Watson, Bruce · 1 citation
#46B40 #60F15 #60F25 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
- Optimal transport methods for combinatorial optimization over two random point sets
2022/09/29 by Goldman, Michael, Trevisan, Dario · 1 citation
#35J05 #39B62 #60D05 #60F25 #90C05 #Combinatorics (math.CO) #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
- Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in ℝd
2022/09/02 by Fournier, Nicolas · 4 citations
#60F25 #65C05 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions
2022/02/16 by Bayraktar, Erhan, Wu, Ruoyu, Zhang, Xin · 6 citations
#49N80 #60F25 #91A06 #91A15 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Limit theorems for multifractal products of random fields
2022/02/06 by Donhauzer, Illia, Olenko, Andriy · 1 citation
#60F17 #60F25 #60G57 #60G60 #FOS: Mathematics #Probability (math.PR)
- Empirical approximation to invariant measures for McKean--Vlasov processes: mean-field interaction vs self-interaction
2021/12/28 by Kai Du, Du, Kai, Yi‐Fan Jiang +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #37M25 #60B10 #60F25 #60H10 #Advanced Thermodynamics and Statistical Mechanics #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and financial applications
- Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation
2021/06/25 by Sharrock, Louis, Kantas, Nikolas, Parpas, Panos +1 · 2 citations
#60F05 #60F25 #60H10 #62F12 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST)
- Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
2020/06/29 by Chong, Carsten, Dalang, Robert C. · 3 citations
#11M41 #46E35 #60F25 #60G17 #60H15 #FOS: Mathematics #Probability (math.PR)
- Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise
2020/02/22 by Chen, Yong, Zhou, Hongjuan · 2 citations
#60F25 #60H07 #62M09 #FOS: Mathematics #Probability (math.PR)
- Statistical estimation of the Kullback-Leibler divergence
2019/06/29 by Bulinski, Alexander, Dimitrov, Denis · 1 citation
#60F25 #62G20 #62H12 #FOS: Mathematics #Statistics Theory (math.ST)
- Statistical Estimation of Conditional Shannon Entropy
2018/04/23 by Bulinski, Alexander, Kozhevin, Alexey · 1 citation
#60F25 #62G20 #62H12 #FOS: Mathematics #Statistics Theory (math.ST)
- Statistical estimation of the Shannon entropy
2018/01/06 by Bulinski, Alexander, Dimitrov, Denis · 2 citations
#60F25 #62G20 #62H12 #FOS: Mathematics #Statistics Theory (math.ST)
- A high order time discretization of the solution of the non-linear filtering problem
2017/11/21 by Dan Crisan, Crisan, Dan, Salvador Ortiz-Latorre +1 · 1 citation
Decision Sciences · Engineering · Mathematics · #60F05 #60F25 #60G35 #60H07 #60H35 #93E11 #Elasticity and Wave Propagation #FOS: Mathematics #Numerical methods in inverse problems #Probabilistic and Robust Engineering Design #Probability (math.PR)
- Normalizing constants of log-concave densities
2017/07/03 by Nicolas Brosse, Alain Durmus, Brosse, Nicolas +3 · 1 citation
Computer Science · Mathematics · #60F25 #60J05 #62L10 (Primary) 65C40 #65C05 #74G10 #74G15 (Secondary) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference #Stochastic Gradient Optimization Techniques
- Distance covariance for stochastic processes
2017/03/30 by Muneya Matsui, Thomas Mikosch, Matsui, Muneya +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60F05 #60F25 #62M99 #Advanced Statistical Methods and Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary 62E20 #Secondary 62G20 #Statistical Methods and Inference #Statistics Theory (math.ST)
- Random walk on unipotent matrix groups
2015/12/20 by Diaconis, Persi, Hough, Bob · 3 citations
#20B25 #22E25 #60B15 #60E10 #60F05 #60F25 #60G42 #60J10 #FOS: Mathematics #Group Theory (math.GR) #Probability (math.PR)
- Constructive quantization: approximation by empirical measures
2011/08/26 by Dereich, Steffen, Scheutzow, Michael, Schottstedt, Reik · 11 citations
#60F25 #65D23 #FOS: Mathematics #Probability (math.PR)
- Stochastic order characterization of uniform integrability and tightness
2011/06/03 by Lasse Leskelä, Leskelä, Lasse, Matti Vihola +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60B10 #60E15 #60F25 #FOS: Mathematics #Functional Analysis (math.FA) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Laws of large numbers and nearest neighbor distances
2009/11/02 by Penrose, Mathew D., Yukich, J. E. · 1 citation
#60D05 #60F25 #FOS: Mathematics #Probability (math.PR)