The Cameron–Martin Theorem for (p-)Slepian Processes
نویسندگان
چکیده
منابع مشابه
A limit theorem for recursively defined processes in L p
In this paper we derive a limit theorem for recursively defined processes. For several instances of recursive processes like for depth first search processes in random trees with logarithmic height or for fractal processes it turns out that convergence can not be expected in the space of continuous functions or in the Skorohod space D. We therefore weaken the Skorohod topology and establish a c...
متن کاملGENERALIZATION OF TITCHMARSH'S THEOREM FOR THE DUNKL TRANSFORM IN THE SPACE $L^P(R)$
In this paper, using a generalized Dunkl translation operator, we obtain a generalization of Titchmarsh's Theorem for the Dunkl transform for functions satisfying the$(psi,p)$-Lipschitz Dunkl condition in the space $mathrm{L}_{p,alpha}=mathrm{L}^{p}(mathbb{R},|x|^{2alpha+1}dx)$, where $alpha>-frac{1}{2}$.
متن کاملA proof of the data compression theorem of Slepian and Wolf for ergodic sources (Corresp.)
Let P(i) = (1 0)B’ be a peobability assignment on the set of nonnegative integers where 0 is an arbitrary real number, 0 < 0 < 1. We show that an optimal binary source code for this probabiliiy assignment is constructed as follows. Let I be the integer satisfying 0’ + @+ 1 < 1 < 8’ + @-I and represent each nonnegative integer i as i = b’+ r when j = [i/l], the integer part of i/l, and r = [i] m...
متن کاملSupport theorem for jump processes
Let X be the solution of an Itô di erential equation with jumps over R. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary di erential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem. c © 2000 P...
متن کاملOptimal probabilistic polynomial time compression and the Slepian-Wolf theorem: tighter version and simple proofs
We give simplify the proofs of the 2 results in Marius Zimand’s paper Kolmogorov complexity version of Slepian-Wolf coding, proceedings of STOC 2017, p22–32. The first is a universal polynomial time compression algorithm: on input ε > 0, a number k and a string x, computes in polynomial time with probability 1 − ε a program of length k+O(log(|x|/ε)) that outputs x, provided that there exists su...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2015
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-014-0591-7