Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 17971

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

3 votes

Regularity of Gaussian process sample paths

This paper provides general results on the smoothness of sample paths of second order random fields. In particular, if the covariance is $C^k$ near the diagonal, the sample paths a.s lie in the local …
S.Z.'s user avatar
  • 505
5 votes
0 answers
129 views

Criteria for tightness of Gaussian measures on Banach spaces

In Bogachev's book "Gaussian Measures" (Example 3.8.13) sufficient conditions for the (uniform) tightness of a sequence of centered Borel Gaussian probability measures on a separable Hilbert spaces in …
S.Z.'s user avatar
  • 505
2 votes
0 answers
61 views

On a real smooth version of white noise distribution theory

In white noise analysis, one starts with a real Gelfand triple $\mathcal{N}\subset \mathcal{H} \subset \mathcal{N}^{*}$ and produces out of it, using complexifications along the way, the complex spa …
S.Z.'s user avatar
  • 505
1 vote
1 answer
114 views

On the growth of sample paths of Gaussian random fields

Consider a centered Gaussian random field on $\mathbb{R}^n$ with continuous covariance and a.s. continuous sample paths. What is known about the growth of the sample paths at infinity of such a random …
S.Z.'s user avatar
  • 505
0 votes
0 answers
112 views

On certain integrals of exponential functions with respect to Gaussian measures

I have questions about the integral $$F(a,b,c)=\sqrt{\frac{a}{\pi}}\int_{0}^{\infty}e^{-bx^4+cx^3-ax^2}dx$$ for $a,b,c>0$. What is the asymptotic behavior of $F(a,b,c)$ for small $a,b,c$? In particu …
S.Z.'s user avatar
  • 505
0 votes
1 answer
93 views

Lower bounds for truncated moments of Gaussian measures on Hilbert space

Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at …
S.Z.'s user avatar
  • 505