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19932026
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7 papers · 2 filters

math.PR2020

Dimension-free Harnack inequalities for conjugate heat equations and their applications to geometric flows

Li-Juan Cheng, Anton Thalmaier

Let be a differentiable manifold endowed with a family of complete Riemannian metrics evolving under a geometric flow over the time interval . In this article, we…

math.PR2020★ 2 cited

Power variations for fractional type infinitely divisible random fields

Andreas Basse-O'Connor, Vytautė Pilipauskaitė, Mark Podolskij

This paper presents new limit theorems for power variation of fractional type symmetric infinitely divisible random fields. More specifically, the random field $X = (X(\boldsymbol{…

math.PR2020

Spatial stationarity, ergodicity and CLT for parabolic Anderson model with delta initial condition in dimension

Davar Khoshnevisan, David Nualart, Fei Pu

Suppose that is the solution to a -dimensional parabolic Anderson model with delta initial condition and driven by a Gaussian noise tha…

math.PR2020★ 6 cited

Stein's method of exchangeable pairs in multivariate functional approximations

Christian Döbler, Mikołaj J. Kasprzak

In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approxima…

math.PR2020

Transport inequalities for random point measures

Nathael Gozlan, Ronan Herry, Giovanni Peccati

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand t…

math.PR2020★ 4 cited

Approximation of Riemannian measures by Stein's method

James Thompson

In this article, we present the theoretical basis for an approach to Stein's method for probability distributions on Riemannian manifolds. Using a semigroup representation for the…