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20192022
most citedFunctional limit theorems for the fractional Ornstein-Uhlenbeck process

11 citations · 26 across the 6 of their papers we have counts for

collaborators

7 papers

stat.ML2022

Quantitative Universal Approximation Bounds for Deep Belief Networks

Julian Sieber, Johann Gehringer

We show that deep belief networks with binary hidden units can approximate any multivariate probability density under very mild integrability requirements on the parental density o…

math.PR2021★ 5 cited

Functional Limit Theorems for Volterra Processes and Applications to Homogenization

Johann Gehringer, Xue-Mei Li, Julian Sieber

We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process in the rough path topology. As an application, we establish we…

math.PR2020

Rough Homogenisation with Fractional Dynamics

Johann Gehringer, Xue-Mei Li

We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing…

math.PR2020★ 1 cited

Functional Limit Theorems of moving averages of Hermite processes and an application to homogenization

Johann Gehringer

We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gaußian noise to also cover fractional non-Gaußian…

math.PR2020★ 4 cited

Diffusive and rough homogenisation in fractional noise field

Johann Gehringer, Xue-Mei Li

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily d…

math.PR2020★ 11 cited

Functional limit theorems for the fractional Ornstein-Uhlenbeck process

Johann Gehringer, Xue-Mei Li

We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast sys…

math.PR2019★ 5 cited

Homogenization with fractional random fields

Johann Gehringer, Xue-Mei Li

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effect…