FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2949444313> ?p ?o ?g. }

• W2949444313 abstract "We consider a random variable X satisfying almost-sure conditions involving G:= where DX is X's Malliavin derivative and L^{-1} is the inverse Ornstein-Uhlenbeck operator. A lower- (resp. upper-) bound condition on G is proved to imply a Gaussian-type lower (resp. upper) bound on the tail P[X>z]. Bounds of other natures are also given. A key ingredient is the use of Stein's lemma, including the explicit form of the solution of Stein's equation relative to the function 1_{x>z}, and its relation to G. Another set of comparable results is established, without the use of Stein's lemma, using instead a formula for the density of a random variable based on G, recently devised by the author and Ivan Nourdin. As an application, via a Mehler-type formula for G, we show that the Brownian polymer in a Gaussian environment which is white-noise in time and positively correlated in space has deviations of Gaussian type and a fluctuation exponent chi=1/2. We also show this exponent remains 1/2 after a non-linear transformation of the polymer's Hamiltonian." @default.
• W2949444313 created "2019-06-27" @default.
• W2949444313 creator A5033321277 @default.
• W2949444313 date "2009-01-04" @default.
• W2949444313 modified "2023-09-27" @default.
• W2949444313 title "Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent" @default.
• W2949444313 cites W1606625080 @default.
• W2949444313 cites W183224012 @default.
• W2949444313 cites W1873595945 @default.
• W2949444313 cites W1986441650 @default.
• W2949444313 cites W2009410460 @default.
• W2949444313 cites W2056898310 @default.
• W2949444313 cites W2058142146 @default.
• W2949444313 cites W2062643619 @default.
• W2949444313 cites W2077532179 @default.
• W2949444313 cites W2104741469 @default.
• W2949444313 cites W2911730943 @default.
• W2949444313 cites W2949607559 @default.
• W2949444313 cites W299670235 @default.
• W2949444313 hasPublicationYear "2009" @default.
• W2949444313 type Work @default.
• W2949444313 sameAs 2949444313 @default.
• W2949444313 citedByCount "0" @default.
• W2949444313 crossrefType "posted-content" @default.
• W2949444313 hasAuthorship W2949444313A5033321277 @default.
• W2949444313 hasConcept C105795698 @default.
• W2949444313 hasConcept C112401455 @default.
• W2949444313 hasConcept C114614502 @default.
• W2949444313 hasConcept C11505638 @default.
• W2949444313 hasConcept C121332964 @default.
• W2949444313 hasConcept C122123141 @default.
• W2949444313 hasConcept C126255220 @default.
• W2949444313 hasConcept C130787639 @default.
• W2949444313 hasConcept C134306372 @default.
• W2949444313 hasConcept C138885662 @default.
• W2949444313 hasConcept C163716315 @default.
• W2949444313 hasConcept C18903297 @default.
• W2949444313 hasConcept C202444582 @default.
• W2949444313 hasConcept C207467116 @default.
• W2949444313 hasConcept C2524010 @default.
• W2949444313 hasConcept C2777759810 @default.
• W2949444313 hasConcept C2780388253 @default.
• W2949444313 hasConcept C33923547 @default.
• W2949444313 hasConcept C37914503 @default.
• W2949444313 hasConcept C41895202 @default.
• W2949444313 hasConcept C46757340 @default.
• W2949444313 hasConcept C62520636 @default.
• W2949444313 hasConcept C77553402 @default.
• W2949444313 hasConcept C78045399 @default.
• W2949444313 hasConcept C84629840 @default.
• W2949444313 hasConcept C86803240 @default.
• W2949444313 hasConceptScore W2949444313C105795698 @default.
• W2949444313 hasConceptScore W2949444313C112401455 @default.
• W2949444313 hasConceptScore W2949444313C114614502 @default.
• W2949444313 hasConceptScore W2949444313C11505638 @default.
• W2949444313 hasConceptScore W2949444313C121332964 @default.
• W2949444313 hasConceptScore W2949444313C122123141 @default.
• W2949444313 hasConceptScore W2949444313C126255220 @default.
• W2949444313 hasConceptScore W2949444313C130787639 @default.
• W2949444313 hasConceptScore W2949444313C134306372 @default.
• W2949444313 hasConceptScore W2949444313C138885662 @default.
• W2949444313 hasConceptScore W2949444313C163716315 @default.
• W2949444313 hasConceptScore W2949444313C18903297 @default.
• W2949444313 hasConceptScore W2949444313C202444582 @default.
• W2949444313 hasConceptScore W2949444313C207467116 @default.
• W2949444313 hasConceptScore W2949444313C2524010 @default.
• W2949444313 hasConceptScore W2949444313C2777759810 @default.
• W2949444313 hasConceptScore W2949444313C2780388253 @default.
• W2949444313 hasConceptScore W2949444313C33923547 @default.
• W2949444313 hasConceptScore W2949444313C37914503 @default.
• W2949444313 hasConceptScore W2949444313C41895202 @default.
• W2949444313 hasConceptScore W2949444313C46757340 @default.
• W2949444313 hasConceptScore W2949444313C62520636 @default.
• W2949444313 hasConceptScore W2949444313C77553402 @default.
• W2949444313 hasConceptScore W2949444313C78045399 @default.
• W2949444313 hasConceptScore W2949444313C84629840 @default.
• W2949444313 hasConceptScore W2949444313C86803240 @default.
• W2949444313 hasLocation W29494443131 @default.
• W2949444313 hasOpenAccess W2949444313 @default.
• W2949444313 hasPrimaryLocation W29494443131 @default.
• W2949444313 hasRelatedWork W1595042790 @default.
• W2949444313 hasRelatedWork W1984629873 @default.
• W2949444313 hasRelatedWork W1989279935 @default.
• W2949444313 hasRelatedWork W2055360854 @default.
• W2949444313 hasRelatedWork W2066565047 @default.
• W2949444313 hasRelatedWork W2095852781 @default.
• W2949444313 hasRelatedWork W2102334247 @default.
• W2949444313 hasRelatedWork W2134526275 @default.
• W2949444313 hasRelatedWork W2296908909 @default.
• W2949444313 hasRelatedWork W2764184559 @default.
• W2949444313 hasRelatedWork W2792772107 @default.
• W2949444313 hasRelatedWork W2802946215 @default.
• W2949444313 hasRelatedWork W2902167491 @default.
• W2949444313 hasRelatedWork W2962822213 @default.
• W2949444313 hasRelatedWork W3047065631 @default.
• W2949444313 hasRelatedWork W3080769727 @default.
• W2949444313 hasRelatedWork W3096770387 @default.
• W2949444313 hasRelatedWork W2164047450 @default.
• W2949444313 hasRelatedWork W2611575274 @default.
• W2949444313 hasRelatedWork W3213176225 @default.

• next