Harald Luschgy, Gilles Pagès
We derive a high-resolution formula for the $L^2$-quantization errors of Riemann-Liouville processes and the sharp Kolmogorov entropy asymptotics for related Sobolev balls. We describe a quantization procedure which leads to asymptotically optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role.
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In this paper, we first introduce multifrational Riemann-Liouville Brownian sheets. Then, we show a result of approximation in law of the multifractional Riemann-Liouville Brownian sheet. The construction of these approximations is based on a sequence of I.I.D random variables.
It is proved in this paper that Riemann-Liouville processes can arise from the temporal structures of the scaled occupation time fluctuation limits of the site-dependent (d,α,σ(x))branching particle systems in the case of 1=d<α<2 and \int_{\R}σ(x)\d x<\infty.
We show that Haar-based series representation of the critical Riemann--Liouville process $R^α$ with $α=3/2$ is rearrangement non-optimal in the sense of convergence rate in ${\mathbf C}[0,1]$.
The novelty of our paper is to establish results on asymptotic stability of mild solutions in $p$th moment to Riemann-Liouville fractional stochastic neutral differential equations (for short Riemann-Liouville FSNDEs) of order $α\in (\frac{1}{2},1)$ using a Banach's contraction mapping principle. The core point of this paper is to derive the mild solution of FSNDEs involving Riemann-Liouville fractional time-derivative by applying the stochastic version of variation of constants formula. The results are obtained with the help of the theory of fractional differential equations, some properties …
In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show that a fractional Brownian motion and the related Riemann-Liouville process behave like constant multiples of each other with regard to large deviations for their local and intersection local times. As a consequence of our large deviation estimates, we derive laws of iterated logarithm for the corresponding local times. The key points of our methods: (1) logarithmic superadditivity of a normalized sequence of moments of…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we obtain well-posedness results and explicit solutions (in terms of the transition densities of the underlying stochastic processes). The problems studied here include fractional linear differential equations, well analyzed in the literature, as well as their far reaching extensions.
Forward stochastic integration for adapted processes w.r.t. Riemann-Liouville fractional Brownian motion (Full version)
本文研究了针对Riemann-Liouville分数布朗运动的前向随机积分的$L^2$-鞅表示及其精确等距性。
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $α\in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to the central rule, for the fractional integral of standard Brownian motion and of the non-stationary/stationary Ornstein-Uhlenbeck processes, the covariance functions are carried out in closed-form. In order to clarify how the fractional order parameter $α$ affects these functions, their numerical evaluations are shown and compared also with those of the correspondin…
The main goal of this paper is to construct a wavelet-type random series representation for a random field $X$, defined by a multistable stochastic integral, which generates a multifractional multistable Riemann-Liouville (mmRL) process $Y$. Such a representation provides, among other things, an efficient method of simulation of paths of $Y$. In order to obtain it, we expand in the Haar basis the integrand associated with $X$ and we use some fundamental properties of multistable stochastic integrals. Then, thanks to the Abel's summation rule and the Doob's maximal inequality for discrete subma…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable Lévy motions interrupted on crossing a boundary. This interpretation naturally suggests fully mixed, two-sided or even multidimensional generalizations of these derivatives, as well as a probabilistic approach to the analysis of the related equations. These extensions are introduced and some well-posedness results are obtained that generalize, simplify and unify lots of known facts. This probabilistic analysis leads one to study…
We discuss in a stochastic framework the interplay between Riemann-Liouville type operators applied to stochastic processes, real interpolation, bounded mean oscillation, and an approximation problem for stochastic integrals. We provide upper and lower bounds for gradient processes on the Lévy-Itô space, which arise in the special case of the Wiener space from the Feynman-Kac theory for parabolic PDEs. The upper bounds are formulated in terms of BMO-conditions on the fractional integrated gradient, the lower bounds in terms of oscillatory quantities. On the general Lévy-Itô space we are concer…
In this paper, we rigorously construct $2d$ Liouville Quantum Field Theory on the Riemann sphere introduced in the 1981 seminal work by Polyakov "Quantum Geometry of bosonic strings". We also establish some of its fundamental properties like conformal covariance under PSL$_2(\mathbb{C})$-action, Seiberg bounds, KPZ scaling laws, KPZ formula and the Weyl anomaly (Polyakov-Ray-Singer) formula for Liouville Quantum Gravity.
In this note, we give a unified rigorous construction for the Liouville conformal field theory on compact Riemann surface with boundaries for $γ\in (0,2]$ and prove a certain type of Markov property. We also prove some fusion-type estimates in the Boundary LCFT. This note will serve as a reference for a program leading to the conformal bootstrap for the Riemann surface with boundaries and several related projects.
The circle packing and Riemann uniformization embedding of the tree-weighted planar maps converges to Liouville quantum gravity
本文证明树加权平面地图在圆堆积和黎曼均匀化嵌入下收敛于$\sqrt{2}$-LQG，并附带证明自然路径收敛于SLE$_8$。
The circle packing and Riemann uniformization embedding of the mated-CRT map converges to Liouville quantum gravity
本文证明 mated-CRT 映射在圆填充和黎曼均匀化嵌入下收敛于刘维尔量子引力，并推广了 He-Schramm 的收敛结果，为后续生成树加权平面映射的收敛奠定基础。
We derive the conformal Ward identities for the correlation functions of the Stress--Energy tensor in probabilistic Liouville Conformal Field Theory on compact Riemann surfaces by varying the correlation functions with respect to the background metric. The conformal Ward identities show that the correlation functions of the Stress--Energy tensor can be expressed as a differential operator with meromorphic coefficient acting on the correlation functions of the primary fields of Liouville Conformal Field Theory. Variations of the metric come in three different forms: reparametrizations, conforma…
We study a nonlinear stochastic heat equation forced by a space-time white noise on closed surfaces, with nonlinearity $e^{βu}$. This equation corresponds to the stochastic quantization of the Liouville quantum gravity (LQG) measure. (i) We first revisit the construction of the LQG measure in Liouville conformal field theory (LCFT) in the $L^2$ regime $0<β<\sqrt{2}$. This uniformizes in this regime the approaches of David-Kupiainen-Rhodes-Vargas (2016), David-Rhodes-Vargas (2016) and Guillarmou-Rhodes-Vargas (2019) which treated the case of a closed surface with genus 0, 1 and $> 1$ respective…
Our purpose is to pursue the rigorous construction of Liouville Quantum Field Theory on Riemann surfaces initiated by F. David, A. Kupiainen and the last two authors in the context of the Riemann sphere and inspired by the 1981 seminal work by Polyakov. In this paper, we investigate the case of simply connected domains with boundary. We also make precise conjectures about the relationship of this theory to scaling limits of random planar maps with boundary conformally embedded onto the disk.
Yor's generalized meander is a temporally inhomogeneous modification of the $2(ν+1)$-dimensional Bessel process with $ν> -1$, in which the inhomogeneity is indexed by $κ\in [0, 2(ν+1))$. We introduce the non-colliding particle systems of the generalized meanders and prove that they are the Pfaffian processes, in the sense that any multitime correlation function is given by a Pfaffian. In the infinite particle limit, we show that the elements of matrix kernels of the obtained infinite Pfaffian processes are generally expressed by the Riemann-Liouville differintegrals of functions comprising the…
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