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Convergence of frozen Gaussian approximation for high frequency wave propagation
Convergence of frozen Gaussian high frequency wave propagation
2011/2/25
The frozen Gaussian approximation provides a highly efficient computational method for high frequency wave propagation. The derivation of the method is based on asymptotic analysis. In this paper, fo...
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
suprema of Gaussian processes omega results random multiplicative function
2011/1/17
We prove new lower bounds for the upper tail probabilities of suprema of Gaussian processes. Unlike many existing bounds, our results are not asymptotic,but supply strong information when one is only ...
On the Gaussian approximation of vector-valued multiple integrals
Central limit theorem Cumulants Malliavin calculus Multiple integrals
2010/12/1
By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals Fn towards a centered Gaus...
Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
Degenerate self-similar measures spectral asymptotics small deviations of Gaussian processes
2010/12/1
The problem of small ball behavior for the norms of Gaussian processes is intensively studied
in recent years. The simplest and most explored case is that of L2-norm. Let us consider a
Gaussian proc...