搜索结果: 1-15 共查到“概率论 q-Gaussian”相关记录15条 . 查询时间(0.215 秒)
A Gaussian upper bound for the iterated kernels of Markov chains is obtained under some natural conditions. This result applies in particular to simple random walks on any locally compact unimodular g...
Critical Gaussian Multiplicative Chaos: Convergence of the Derivative Martingale
Critical Gaussian Multiplicative Chaos Convergence of the Derivative Martingale Probability
2012/6/29
In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching rand...
From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields
Gaussian processes Hausdorff dimension (multi)fractional Brownian motion multiparameter processes Holder regularity stationarity
2012/6/19
Fine regularity of stochastic processes is usually measured in a local way by local H\"older exponents and in a global way by fractal dimensions. Following a previous work of Adler, we connect these t...
Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields
Gaussian random determinant Wishart matrix Gaussian random parallelotope mixed volumes of ellipsoids location-dispersion ellipsoid
2012/6/15
Consider a $d\times d$ matrix $M$ whose rows are independent centered non-degenerate Gaussian vectors $\xi_1,...,\xi_d$ with covariance matrices $\Sigma_1,...,\Sigma_d$. Denote by $\mathcal{E}_i$ the ...
Extreme values for two-dimensional discrete Gaussian free field
Extreme values two-dimensional discrete Gaussian free field Probability
2012/6/15
We consider in this paper the collection of near maxima of the discrete, two dimensional Gaussian free field in a box with Dirichlet boundary conditions. We provide a rough description of the geometry...
A Structure Theorem for Poorly Anticoncentrated Gaussian Chaoses and Applications to the Study of Polynomial Threshold Functions
Structure Theorem Anticoncentrated Gaussian Chaoses Study of Polynomial Threshold Functions
2012/4/18
We prove a structural result for degree-$d$ polynomials. In particular, we show that any degree-$d$ polynomial, $p$ can be approximated by another polynomial, $p_0$, which can be decomposed as some fu...
On the existence of paths between points in high level excursion sets of Gaussian random fields
Gaussian process excursion set large deviations exceedence probabilities connected component optimal path
2012/4/17
The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more poin...
A Chernoff-type Lower Bound for the Gaussian Q-function
Chernoff-type Lower Bound the Gaussian Q-function Probability
2012/3/1
A lower bound for the Gaussian Q-function is presented in the form of a single exponential function with parametric order and weight. The bound combines the simplicity of the classical Chernoff bound ...
A canonical form for Gaussian periodic processes
gaussian processes Karhunen-Loeve's theorem periodic processes stationary processes
2012/2/29
This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonome...
Accuracy of empirical projections of high-dimensional Gaussian matrices
high-dimensional Gaussian matrices Probability
2011/9/22
Abstract: Let $epsilon\in\R^{M\times M}$ be a centered Gaussian matrix whose entries are independent with variance $\sigma^2$. The accuracy of reduced-rank projections of $X=C+epsilon$ with a determin...
Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes
tail asymptotic Laplace method self-similar processes Gaussian processes locally stationary processes
2011/9/15
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
A generalized Isserlis theorem for location mixtures of Gaussian random vectors
Isserlis theorem normal-variance mixture generalized hyperbolic distribution
2011/9/2
Abstract: In a recent paper, Michalowicz et al. provide an extension of Isserlis theorem to the case of a Bernoulli location mixture of a Gaussian vector. We extend here this result to the case of any...
Lipschitz-continuity of the integrated density of states for Gaussian random potentials
Lipschitz-continuity integrated density states for Gaussian random potentials
2011/1/17
The integrated density of states of a Schr¨odinger operator with random potential given by a homogeneous Gaussian field whose covariance function is continuous, compactly supported and has positive me...
Bounding Standard Gaussian Tail Probabilities
Bounding Standard Gaussian Tail Probabilities
2011/1/20
We review various inequalities for Mills' ratio (1 )= , where and denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving nit...
Random Gaussian sums on trees
Gaussian processes processes indexed by trees bounded processes
2011/1/21
Let T be a tree with induced partial order . We investigate centered Gaussian processes
X = (Xt)t∈T represented as Xt = σ(t) X vt α(v)ξv for given weight functions α and σ on T and with (ξv)v∈T i.i...