Related papers: Transformations of L\'evy Processes

It is well known that results on zero-sum sequences over a finitely generated abelian group can be translated to statements on generators of rings of invariants of the dual group. Here the direction of the transfer of information between…

We observe that a system of irreducible, fiber-linear, first class constraints on T*M is equivalent to the definition of a foliation Lie algebroid over M. The BFV formulation of the constrained system is given by the Hamiltonian lift of the…

Given a $n$-dimensional Lie algebra $g$ over a field $k \supset \mathbb Q$, together with its vector space basis $X^0_1,..., X^0_n$, we give a formula, depending only on the structure constants, representing the infinitesimal generators,…

Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We…

Various recent results on quantum L\'evy processes are presented. The first part provides an introduction to the theory of L\'evy processes on involutive bialgebras. The notion of independence used for these processes is tensor…

We prove a necessary and sufficient condition for the Liouville and strong Liouville properties of the infinitesimal generator of a L\'evy process and subordinate L\'evy processes. Combining our criterion with the necessary and sufficient…

Let $F$ be a field of characteristic not $2$ . An associative $F$-algebra $R$ gives rise to the commutator Lie algebra $R^{(-)}=(R,[a,b]=ab-ba).$ If the algebra $R$ is equipped with an involution $*:R\rightarrow R$ then the space of the…

Let $E(\mathscr{A})$ denote the shift-invariant space associated with a countable family $\mathscr{A}$ of functions in $L^{2}(\mathbb{H}^{n})$ with mutually orthogonal generators, where $\mathbb{H}^{n}$ denotes the Heisenberg group. The…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…

An ability to model a generative process and learn a latent representation for speech in an unsupervised fashion will be crucial to process vast quantities of unlabelled speech data. Recently, deep probabilistic generative models such as…

Let ${\mathcal A}$ be the ${\mathcal L}^q-$functional of a stable L\'evy process starting from one and killed when crossing zero. We observe that ${\mathcal A}$ can be represented as the independent quotient of two infinite products of…

One may obtain, using operator transformations, algebraic relations between the Fourier transforms of the causal propagators of different exactly solvable potentials. These relations are derived for the shape invariant potentials. Also,…

In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we…

Let $D$ be a division ring, $\mathcal V$ and $ \mathcal W$ vector spaces over $D$, and ${\mathcal L(\mathcal V,\mathcal W)}$ the ${\mathcal L(\mathcal W)}$-${\mathcal L(\mathcal V)}$ bimodule of all linear transformations from $\mathcal V$…

We introduce the concepts of the Fourier transform and convolution generated by an arbitrary restriction of the differentiation operator in the space $L_{2}(0,b).$ In contrast to the classical convolution, the introduced convolution…

A nonzero locally nilpotent linear derivation of the polynomial algebra K[X] in d variables over a field K of characteristic 0 is called a Weitzenboeck derivation. The classical theorem of Weitzenboeck states that the algebra of constants…

Operator representation of Cole-Hopf transform is obtained based on the logarithmic representation of infinitesimal generators. For this purpose the relativistic formulation of abstract evolution equation is introduced. Even independent of…

We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…

Consider a multivariate L\'evy-driven Ornstein-Uhlenbeck process where the stationary distribution or background driving L\'evy process is from a parametric family. We derive the likelihood function assuming that the innovation term is…