skip to main content

Attention:

The NSF Public Access Repository (PAR) system and access will be unavailable from 11:00 PM ET on Thursday, January 16 until 2:00 AM ET on Friday, January 17 due to maintenance. We apologize for the inconvenience.


Title: Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions
Abstract

Based on the recent development of the framework of Volterra rough paths (Harang and Tindel in Stoch Process Appl 142:34–78, 2021), we consider here the probabilistic construction of the Volterra rough path associated to the fractional Brownian motion with$$H>\frac{1}{2}$$H>12and for the standard Brownian motion. The Volterra kernelk(ts) is allowed to be singular, and behaving similar to$$|t-s|^{-\gamma }$$|t-s|-γfor some$$\gamma \ge 0$$γ0. The construction is done in both the Stratonovich and Itô senses. It is based on a modified Garsia–Rodemich–Romsey lemma which is of interest in its own right, as well as tools from Malliavin calculus. A discussion of challenges and potential extensions is provided.

 
more » « less
PAR ID:
10411866
Author(s) / Creator(s):
; ;
Publisher / Repository:
Springer Science + Business Media
Date Published:
Journal Name:
Journal of Theoretical Probability
Volume:
37
Issue:
1
ISSN:
0894-9840
Format(s):
Medium: X Size: p. 307-351
Size(s):
p. 307-351
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract

    We consider integral area-minimizing 2-dimensional currents$T$Tin$U\subset \mathbf {R}^{2+n}$UR2+nwith$\partial T = Q\left [\!\![{\Gamma }\right ]\!\!]$T=QΓ, where$Q\in \mathbf {N} \setminus \{0\}$QN{0}and$\Gamma $Γis sufficiently smooth. We prove that, if$q\in \Gamma $qΓis a point where the density of$T$Tis strictly below$\frac{Q+1}{2}$Q+12, then the current is regular at$q$q. The regularity is understood in the following sense: there is a neighborhood of$q$qin which$T$Tconsists of a finite number of regular minimal submanifolds meeting transversally at$\Gamma $Γ(and counted with the appropriate integer multiplicity). In view of well-known examples, our result is optimal, and it is the first nontrivial generalization of a classical theorem of Allard for$Q=1$Q=1. As a corollary, if$\Omega \subset \mathbf {R}^{2+n}$ΩR2+nis a bounded uniformly convex set and$\Gamma \subset \partial \Omega $ΓΩa smooth 1-dimensional closed submanifold, then any area-minimizing current$T$Twith$\partial T = Q \left [\!\![{\Gamma }\right ]\!\!]$T=QΓis regular in a neighborhood of $\Gamma $Γ.

     
    more » « less
  2. Abstract

    It has been recently established in David and Mayboroda (Approximation of green functions and domains with uniformly rectifiable boundaries of all dimensions.arXiv:2010.09793) that on uniformly rectifiable sets the Green function is almost affine in the weak sense, and moreover, in some scenarios such Green function estimates are equivalent to the uniform rectifiability of a set. The present paper tackles a strong analogue of these results, starting with the “flagship degenerate operators on sets with lower dimensional boundaries. We consider the elliptic operators$$L_{\beta ,\gamma } =- {\text {div}}D^{d+1+\gamma -n} \nabla $$Lβ,γ=-divDd+1+γ-nassociated to a domain$$\Omega \subset {\mathbb {R}}^n$$ΩRnwith a uniformly rectifiable boundary$$\Gamma $$Γof dimension$$d < n-1$$d<n-1, the now usual distance to the boundary$$D = D_\beta $$D=Dβgiven by$$D_\beta (X)^{-\beta } = \int _{\Gamma } |X-y|^{-d-\beta } d\sigma (y)$$Dβ(X)-β=Γ|X-y|-d-βdσ(y)for$$X \in \Omega $$XΩ, where$$\beta >0$$β>0and$$\gamma \in (-1,1)$$γ(-1,1). In this paper we show that the Green functionGfor$$L_{\beta ,\gamma }$$Lβ,γ, with pole at infinity, is well approximated by multiples of$$D^{1-\gamma }$$D1-γ, in the sense that the function$$\big | D\nabla \big (\ln \big ( \frac{G}{D^{1-\gamma }} \big )\big )\big |^2$$|D(ln(GD1-γ))|2satisfies a Carleson measure estimate on$$\Omega $$Ω. We underline that the strong and the weak results are different in nature and, of course, at the level of the proofs: the latter extensively used compactness arguments, while the present paper relies on some intricate integration by parts and the properties of the “magical distance function from David et al. (Duke Math J, to appear).

     
    more » « less
  3. Abstract

    We report on a measurement of Spin Density Matrix Elements (SDMEs) in hard exclusive$$\rho ^0$$ρ0meson muoproduction at COMPASS using 160 GeV/cpolarised$$ \mu ^{+}$$μ+and$$ \mu ^{-}$$μ-beams impinging on a liquid hydrogen target. The measurement covers the kinematic range 5.0 GeV/$$c^2$$c2$$< W<$$<W<17.0 GeV/$$c^2$$c2, 1.0 (GeV/c)$$^2$$2$$< Q^2<$$<Q2<10.0 (GeV/c)$$^2$$2and 0.01 (GeV/c)$$^2$$2$$< p_{\textrm{T}}^2<$$<pT2<0.5 (GeV/c)$$^2$$2. Here,Wdenotes the mass of the final hadronic system,$$Q^2$$Q2the virtuality of the exchanged photon, and$$p_{\textrm{T}}$$pTthe transverse momentum of the$$\rho ^0$$ρ0meson with respect to the virtual-photon direction. The measured non-zero SDMEs for the transitions of transversely polarised virtual photons to longitudinally polarised vector mesons ($$\gamma ^*_T \rightarrow V^{ }_L$$γTVL) indicate a violation ofs-channel helicity conservation. Additionally, we observe a dominant contribution of natural-parity-exchange transitions and a very small contribution of unnatural-parity-exchange transitions, which is compatible with zero within experimental uncertainties. The results provide important input for modelling Generalised Parton Distributions (GPDs). In particular, they may allow one to evaluate in a model-dependent way the role of parton helicity-flip GPDs in exclusive$$\rho ^0$$ρ0production.

     
    more » « less
  4. Abstract

    The softmax policy gradient (PG) method, which performs gradient ascent under softmax policy parameterization, is arguably one of the de facto implementations of policy optimization in modern reinforcement learning. For$$\gamma $$γ-discounted infinite-horizon tabular Markov decision processes (MDPs), remarkable progress has recently been achieved towards establishing global convergence of softmax PG methods in finding a near-optimal policy. However, prior results fall short of delineating clear dependencies of convergence rates on salient parameters such as the cardinality of the state space$${\mathcal {S}}$$Sand the effective horizon$$\frac{1}{1-\gamma }$$11-γ, both of which could be excessively large. In this paper, we deliver a pessimistic message regarding the iteration complexity of softmax PG methods, despite assuming access to exact gradient computation. Specifically, we demonstrate that the softmax PG method with stepsize$$\eta $$ηcan take$$\begin{aligned} \frac{1}{\eta } |{\mathcal {S}}|^{2^{\Omega \big (\frac{1}{1-\gamma }\big )}} ~\text {iterations} \end{aligned}$$1η|S|2Ω(11-γ)iterationsto converge, even in the presence of a benign policy initialization and an initial state distribution amenable to exploration (so that the distribution mismatch coefficient is not exceedingly large). This is accomplished by characterizing the algorithmic dynamics over a carefully-constructed MDP containing only three actions. Our exponential lower bound hints at the necessity of carefully adjusting update rules or enforcing proper regularization in accelerating PG methods.

     
    more » « less
  5. Abstract

    The electricE1 and magneticM1 dipole responses of the$$N=Z$$N=Znucleus$$^{24}$$24Mg were investigated in an inelastic photon scattering experiment. The 13.0 MeV electrons, which were used to produce the unpolarised bremsstrahlung in the entrance channel of the$$^{24}$$24Mg($$\gamma ,\gamma ^{\prime }$$γ,γ) reaction, were delivered by the ELBE accelerator of the Helmholtz-Zentrum Dresden-Rossendorf. The collimated bremsstrahlung photons excited one$$J^{\pi }=1^-$$Jπ=1-, four$$J^{\pi }=1^+$$Jπ=1+, and six$$J^{\pi }=2^+$$Jπ=2+states in$$^{24}$$24Mg. De-excitation$$\gamma $$γrays were detected using the four high-purity germanium detectors of the$$\gamma $$γELBE setup, which is dedicated to nuclear resonance fluorescence experiments. In the energy region up to 13.0 MeV a total$$B(M1)\uparrow = 2.7(3)~\mu _N^2$$B(M1)=2.7(3)μN2is observed, but this$$N=Z$$N=Znucleus exhibits only marginalE1 strength of less than$$\sum B(E1)\uparrow \le 0.61 \times 10^{-3}$$B(E1)0.61×10-3 e$$^2 \, $$2fm$$^2$$2. The$$B(\varPi 1, 1^{\pi }_i \rightarrow 2^+_1)/B(\varPi 1, 1^{\pi }_i \rightarrow 0^+_{gs})$$B(Π1,1iπ21+)/B(Π1,1iπ0gs+)branching ratios in combination with the expected results from the Alaga rules demonstrate thatKis a good approximative quantum number for$$^{24}$$24Mg. The use of the known$$\rho ^2(E0, 0^+_2 \rightarrow 0^+_{gs})$$ρ2(E0,02+0gs+)strength and the measured$$B(M1, 1^+ \rightarrow 0^+_2)/B(M1, 1^+ \rightarrow 0^+_{gs})$$B(M1,1+02+)/B(M1,1+0gs+)branching ratio of the 10.712 MeV$$1^+$$1+level allows, in a two-state mixing model, an extraction of the difference$$\varDelta \beta _2^2$$Δβ22between the prolate ground-state structure and shape-coexisting superdeformed structure built upon the 6432-keV$$0^+_2$$02+level.

     
    more » « less