Related papers: Transformations of L\'evy Processes

We construct the Heisenberg counterpart of a Clifford categorification. It is a modification of Khovanov's Heisenberg categorification. We express generators of the Heisenberg category as a complex of generators of the Clifford category.…

We give necessary and sufficient conditions for a family of inner products in a finite-dimensional vector space $V$ over an arbitrary field $\mathbb{K}$ to have an orthogonal basis relative to all the inner products. Some applications to…

There is considerable current interest in applications of generalised Lie algebras graded by an abelian group $\Gamma$ with a commutative factor $\omega$. This calls for a systematic development of the theory of such algebraic structures.…

Suppose $A$ is a positive real linear transformation on a finite dimensional complex inner product space $V$. The reproducing kernel for the Fock space of square integrable holomorphic functions on $V$ relative to the Gaussian measure…

We give an overview of some properties of Lie algebras generated by at most 5 extremal elements. In particular, for any finite graph {\Gamma} and any field K of characteristic not 2, we consider an algebraic variety X over K whose K-points…

Multiplicatively invariant (MI) spaces are closed subspaces of $L^2(\Omega,\mathcal{H})$ that are invariant under multiplications of (some) functions in $L^{\infty}(\Omega)$. In this paper we work with MI spaces that are finitely generated.…

Let $V$ be a plane smooth cubic curve over a finitely generated field $k.$ The Mordell-Weil theorem for $V$ states that there is a finite subset $P\subset V(k)$ such that the whole $V(k)$ can be obtained from $P$ by drawing secants and…

This is a noncommutative version of the previous work entitled "Deformation Expression for Elements of Algebras (I)." In general in a noncommutative algebra, there is no canonical way to express elements in univalent way, which is often…

For a complete lattice $L$ and a relational structure $\mathfrak{X}=(X,(R_i)_I)$, we introduce the convolution algebra $L^{\mathfrak{X}}$. This algebra consists of the lattice $L^X$ equipped with an additional $n_i$-ary operation $f_i$ for…

The purpose of this paper is to construct the law of a L\'evy process conditioned to avoid zero, under mild technicals conditions, two of them being that the point zero is regular for itself and the L\'evy process is not a compound Poisson…

Let $\{X_{1}(t)\}_{0\leq t\leq1}$ and $\{X_{2}(t)\}_{0\leq t\leq1}$ be two independent continuous centered Gaussian processes with covariance functions$R_{1}$ and $R_{2}$. This paper shows that if the covariance functions are of finite…

For a Lie groupoid G over a smooth manifold M we construct the adjoint action of the etale Lie groupoid G# of germs of local bisections of G on the Lie algebroid g of G. With this action, we form the associated convolution…

The infinitesimal generator of a one-dimensional strictly $\alpha$-stable process can be represented as a weighted sum of (right and left) Riemann-Liouville fractional derivatives of order $\alpha$ and one obtains the fractional Laplacian…

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

Let $V$ be a finite dimensional real vector space. In the article we construct an isomorphism between the space of smooth translation invariant valuations on convex subsets of $V$ and the space of such valuations (twisted by densities) on…

We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…

We study quantization of a class of inhomogeneous Lie bialgebras which are crossproducts in dual sectors with Abelian invariant parts. This class forms a category stable under dualization and the double operations. The quantization turns…

Let End(V) denote the ring of all linear transformations of an arbitrary k-vector space V over a field k. We define a subset X of End(V) to be "triangularizable" if V has a well-ordered basis such that X sends each vector in that basis to…

Khoshnevisan and Xiao showed in [Ann. Probab. 33 (2005) 841--878] that the statement about almost surely vanishing Bessel--Riesz capacity of the image of a Borel set $G\subset\mathbb{R}_+$ under a symmetric L\'{e}vy process $X$ in…

Wright showed that, if a 1-ended simply connected locally compact ANR Y with pro-monomorphic fundamental group at infinity admits a proper Z-action, then that fundamental group at infinity can be represented by an inverse sequence of…