Small Deviations of Smooth Stationary Gaussian Processes F. Aurzada, I. Ibragimov, M. Lifshits, and J.H. van Zanten We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculations are based on the appropriate modification of the entropy method due to Kuelbs, Li, and Linde as well as on classical results about the entropy of classes of analytic functions. They also involve Tsirelson’s upper bound for small deviations and shed some light on the limits of sharpness for that estimate.
Small Deviations of Smooth Stationary Gaussian ...
F. Aurzada, I. Ibragimov, M. Lifshits, and J.H. van Zanten. We investigate the small deviation probabilities of a class of very smooth stationary Gaussian ...
We investigate small deviation properties of Gaussian random fields in the space Lq(RN ,µ) where µ is an arbitrary finite compactly supported Borel measure. Of special interest are hereby âthinâ measures µ, i.e., those which are singular with
We investigate the existence of local times for Gaussian processes. Let. µÏ(A) = â«. 1 ... process with a spectral measure F satisfying two conditions. â« +â. ââ.
provided the weight function Ï satisfies a condition slightly stronger than the râintegrability. Thus we extend earlier results for Brown- ian motion, i.e. H = 1/2, to the fractional case. Our basic tools are entropy estimates for fractional integ
In 1986 V. M. Zolotarev announced an explicit description of the behavior of P(â. â j=1 Ï(j)ξ2 j ⤠r) with Ï decreasing and logarithmically convex. We show that ...
Let {Rt, 0 ⤠t ⤠1} be a symmetric α-stable Riemann-Liouville process with Hurst parameter H > 0. Consider a translation invari- ant, β-self-similar, and ...
should be sent to G. Villejoubert, Leeds University Business School,. Maurice Keyworth .... nary complementarity also has been found (see, e.g., Mac- chi, Osherson .... p(H|D)] 3 3 (expected magnitude of deviation: small, medium, large) ..... Informa
1/f noise charge noise: -charge noise: charged defects in barrier, substrate or ... Simmonds et al, PRL 2004. SC. SC. JJ. TLS coherence time longer than that of ...
Mar 2, 2016 - âAffiliation: Dept. of Economics and Queen's College, University of Oxford, UK. E-mail: ... Technical parts of the proof appear in the appendix.
Sign in. Loading⦠Whoops! There was a problem loading more pages. Whoops! There was a problem previewing this document. Retrying... Download. Connect ...
A conventional technique for simulating a Gaussian time history generates the Gaussian signal by summing up a number of sine waves with random phase angles and either deterministic or random amplitudes. After this sim- ulated process has been used as
we maintain a distribution over alternative weight vectors, rather than committing to ..... We implemented in matlab a Hildreth-like algorithm (Cen- sor and Zenios ...
Associate Supervisor: Dr Todd Oliynyk. A thesis submitted for the degree of .... accepted for the award of any other degree or diploma in any university or.
Ba Tuong Vo. Ba-Ngu Vo. Department of ... The University of Western Australia ...... gineering) degrees with first class hon- .... Orlando, Florida [6235-29],. 2006.
Section 4.2 describes the databases and the experimental ... presents our results on this database. ... We use the limited memory BFGS algorithm [7] with the.
separable samples, we can relax the inequality constraints by introducing a slack variable ξi for each point xi and aug- menting the objective function with a ...
Dec 1, 2016 - Reuse of AIP Publishing content is subject to the terms: ... Directly related to the definition of GBSs is the notion of Gaussian transformations,1,3,4 i.e., ... distribution W ËÏ(r) of a state ËÏ of n Bosonic modes, yields the func
This model, which we call additive Gaussian processes, is a sum of functions of all ... way on an interaction between all input variables, a Dth-order term is ... 3. 1.2 Defining additive kernels. To define the additive kernels introduced in this ...
'Prof, of Civ. Engrg., Texas A&M Univ., College Station, TX 77843-3136. 2Grad. ... This paper is part of the Journal of Engineering Mechanics, Vol. 117, No. 1,.
First and foremost to Dr Maria Athanassenas for introducing me to geometric flows and differential geometry in general. Her continuing support and guidance ...
i}Nt i=1}T t=1 . We assume that in each frame data are approximated well by a mixture-of-Gaussians, where each Gaussian corresponds to a single source neuron. ..... 3.1. Problem formulation. A probabilistic account of transitions between mixtures-of-
Sign in. Loading⦠Whoops! There was a problem loading more pages. Whoops! There was a problem previewing this document. Retrying... Download. Connect ...
between Canada and the US, as well as between five OECD countries, ..... website avg . price, weight approximated. W ine liter. 5.96. USD. 1.3. 4.58. BLS avg.
avenues for the importance of marginal transaction costs in accounting for real exchange rate persistence: through (a) generating persistence in individual real exchange rate components, and (b) accentuating it by the aggregation of heterogeneous com
