Image de couverture de livre

A Class of Gaussian Fields on $\mathbb{Z}_q^d$

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Griffiths, Robert, Mano, Shuhei
Format:	Preprint
Publié:	2026
Sujets:	Probability 60G07
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Random Walks on $\mathbb{Z}_q^d$
par: Griffiths, Robert, et autres
Publié: (2025)

Gaussian free fields on Hamming graphs and lattice spin systems
par: Mano, Shuhei
Publié: (2025)

A Counterexample to Small-time Limit Theorems for Stochastic Processes
par: Sparago, Pietro Maria
Publié: (2026)

Regularisation of cylindrical Lévy processes in Besov spaces
par: Griffiths, Matthew, et autres
Publié: (2024)

Composition schemes: q-enumerations and phase transitions
par: Banderier, Cyril, et autres
Publié: (2023)

A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
par: Es-Sebaiy, Khalifa
Publié: (2024)

Quantitative bounds for high-dimensional non-linear functionals of Gaussian processes
par: Basse-O'Connor, Andreas, et autres
Publié: (2025)

An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
par: Fontes, Ramiro
Publié: (2026)

Note on the Weak Convergence of Hyperplane $α$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology
par: Sparago, Pietro Maria
Publié: (2026)

Thorin processes and their subordination
par: Torricelli, Lorenzo
Publié: (2025)

On the shapes of bilateral Gamma densities
par: Küchler, Uwe, et autres
Publié: (2019)

Optimal Stopping Under Model Uncertainty in a General Setting
par: Arharas, Ihsan, et autres
Publié: (2023)

Unparalleled instances of prolifickness, random walks, and square root boundaries
par: Gerhold, Stefan, et autres
Publié: (2025)

Poisson imbedding meets the Clark-Ocone formula
par: Hillairet, Caroline, et autres
Publié: (2024)

The maximum-entropy median-martingale
par: Shah, Rikhav, et autres
Publié: (2026)

Paths of Stochastic Processes: a Sudden Turnaround
par: Schaback, Robert, et autres
Publié: (2024)

Local moduli of continuity for permanental processes that are zero at zero
par: Marcus, Michael B., et autres
Publié: (2024)

The bilateral generalized inverse Gaussian process with applications to financial modeling
par: Agazzotti, Gaetano, et autres
Publié: (2024)

Phase Transitions in the Fluctuations of Functionals of Random Neural Networks
par: Di Lillo, Simmaco, et autres
Publié: (2026)

Analyzing the birth-death model of Oncostreams in Glioma, and the effects of Cytochalasin D treatment
par: Poffenbarger, Kai, et autres
Publié: (2024)

Clark-Ocone formula for the maximum of processes with the stochastic intensity and its application
par: Tahmasebi, Mahdieh
Publié: (2025)

Integer-valued multifractal processes
par: Grahovac, Danijel
Publié: (2025)

Symmetric quantum walks on Hamming graphs and their limit distributions
par: Griffiths, Robert, et autres
Publié: (2025)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
par: Przybyłowicz, Paweł, et autres
Publié: (2022)

Large deviation principles and functional limit theorems in the deep limit of wide random neural networks
par: Di Lillo, Simmaco, et autres
Publié: (2026)

A Probabilistic Proof for Stable Fluctuations in the Extremal Process of Branching Brownian Motion
par: Hartung, Lisa, et autres
Publié: (2025)

Higher-Order Multifractional Stable Motion: Definition and Fundamental Properties
par: Lechiheb, Atef
Publié: (2026)

Yaglom theorem for critical branching random walk on $\mathbb{Z}^d$
par: Chen, Xinxin, et autres
Publié: (2025)

Cover times of many random walkers on a discrete network
par: Kim, Hyunjoong, et autres
Publié: (2023)

Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation
par: Halconruy, Hélène
Publié: (2021)

Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus
par: Nkosi, Siboniso Confrence, et autres
Publié: (2025)

Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
par: Loosveldt, Laurent, et autres
Publié: (2025)

Malliavin Calculus and Stochastic Differential Equations
par: Fang, Shizan, et autres
Publié: (2025)

An asymptotic expansion of the norm of $e^{-|{t-s}|}{1}_{\{0\le s,t\le T\}}$ in the canonical Hilbert space of fractional Brownian motion
par: Chen, Yong
Publié: (2025)

Mean field limits of interacting particle systems with positive stable jumps
par: Loukianova, Dasha, et autres
Publié: (2023)

Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
par: Jin, Xinghu, et autres
Publié: (2025)

Optimal local central limit theorems on Wiener chaos
par: Ebina, Masahisa, et autres
Publié: (2025)

Existence of density functions for SDEs driven by pure-jump processes
par: Nakagawa, Takuya, et autres
Publié: (2023)

Strong propagation of chaos for systems of interacting particles with nearly stable jumps
par: Löcherbach, Eva, et autres
Publié: (2024)

Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
par: Rickelhoff, Sebastian, et autres
Publié: (2024)