Related papers: A Haar-like Construction for the Ornstein Uhlenbec…

Although statistical inference in stochastic differential equations (SDEs) driven by Wiener process has received significant attention in the literature, inference in those driven by fractional Brownian motion seem to have seen much less…

We present an alternative scheme to the widely used method of representing the basis of one-band Hubbard model through the relation $I=I_{\uparrow}+2^{M}I_{\downarrow}$ given by H. Q. Lin and J. E. Gubernatis [Comput. Phys. 7, 400 (1993)],…

Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…

We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…

We construct combinatorial Hubbard trees for all unicritical polynomials, and for all exponential maps, for which the critical (singular) value does not escape. More precisely, out of an external angle, or more generally a kneading…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

We solve elliptic systems of equations posed on highly heterogeneous materials. Examples of this class of problems are composite structures and geological processes. We focus on a model problem which is a second-order elliptic equation with…

Symbolic integration over the Haar measure of compact groups is a computational cornerstone in quantum information science and random matrix theory. We present \texttt{IntegrateUnitary.jl}, a comprehensive Julia package for computing exact…

We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These results are used to construct strongly consistent parameter…

We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the…

This article addresses the overlooked but crucial role of the Haar measure in solid mechanics, a concept well-established in mathematical literature but frequently misunderstood by mechanicians. The aim is to provide practical insights and…

It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each contstituent mean iterated integral is a sum of hypergeometric…

We consider fractional Brownian motion with the Hurst parameters from (1/2,1). We found that the increment of a fractional Brownian motion can be represented as the sum of a two independent Gaussian processes one of which is smooth in the…

We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…

We construct in this article a rough path over fractional Brownian motion with arbitrary Hurst index by (i) using the Fourier normal ordering algorithm introduced in \cite{Unt-Holder} to reduce the problem to that of regularizing tree…

Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…

The Haar functional on the quantum $SU(2)$ group is the analogue of invariant integration on the group $SU(2)$. If restricted to a subalgebra generated by a self-adjoint element the Haar functional can be expressed as an integral with a…

A systematic method is presented for constructing effective Hamiltonians for general phonon-related structural transitions. The key feature is the application of group theoretical methods to identify the subspace in which the effective…

We consider the nonautonomous Ornstein-Uhlenbeck operator in some weighted spaces of continuous functions in $\R^N$. We prove sharp uniform estimates for the spatial derivatives of the associated evolution operator $\OU$, which we use to…

We consider a Hilbert space that is a product of a finite number of Hilbert spaces and operators that are represented by "componental operators" acting on the Hilbert spaces that form the product space. We attribute operatorial properties…