21 citations · 22 across the 5 of their papers we have counts for
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math.PR2017
Levy processes in cones of fuzzy vectors
Jan Schneider, Roman Urban
The general problem of how to construct stochastic processes which are confined to stay in a predefined cone (in the one-dimensional but also multi-dimensional case also referred t…
math.PR2017
Convergence of fuzzy random walks to a standard Brownian motion
Jan Schneider, Roman Urban
In this note - starting from -dimensional (with ) fuzzy vectors - we prove Donsker's classical invariance principle. We consider a fuzzy random walk ${S^*_n}=X^*_1+\cdots+X…
math.NA2017
Quantized-CP Approximation and Sparse Tensor Interpolation of Function Generated Data
Boris N. Khoromskij, Kishore K. Naraparaju, Jan Schneider
In this article we consider the iterative schemes to compute the canonical (CP) approximation of quantized data generated by a function discretized on a large uniform grid in an in…