Related papers: Transformations of L\'evy Processes

Given a collection of modules of a vertex algebra parametrized by an abelian group, together with one dimensional spaces of composable intertwining operators, we assign a canonical element of the cohomology of an Eilenberg-Mac Lane space.…

We describe basic motivations behind quantum or noncommutative probability, introduce quantum L\'evy processes on compact quantum groups, and discuss several aspects of the study of the latter in the example of quantum permutation groups.…

Let $\mathbb K$ be an algebraically closed field of characteristic zero. Let $V$ be a module over the polynomial ring $\mathbb K[x,y]$. The actions of $x$ and $y$ determine linear operators $P$ and $Q$ on $V$ as a vector space over $\mathbb…

We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…

The logarithmic representation of infinitesimal generators is generalized to the cases when the evolution operator is unbounded. The generalized result is applicable to the representation of infinitesimal generators of unbounded evolution…

We introduce crossed products of a $C^*$-algebra $A$ by a completely positive map $\varrho:A\to A$ relative to an ideal in $A$. They generalize various crossed products by endomorphisms when $\varrho$ is multiplicative. When $A$ is…

We consider the transformation $\ev$ which associates to any element in a K-algebra A a function on the the set of its K-points. This is the analogue of the fundamental Gelfand transform. Both $\ev$ and its dual $\ev^*$ are the maps from a…

In this paper we study E^*BV_k, where E=BP<m,n> is a cohomology theory with coefficient ring F_p[v_m,...,v_n] (if m>0) or Z_(p)[v_1,...,v_n] (if m=0). We use ideas from the theory of multiple level structures, developed in earlier work of…

Subordinating a multivariate L\'evy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new L\'evy process, provided the subordinator and the subordinate are independent processes. The…

We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…

We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…

We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…

In previous works by the authors, a bifunctor was associated to any operadic twisting morphism, taking a coalgebra over a cooperad and an algebra over an operad, and giving back the space of (graded) linear maps between them endowed with a…

We put two C*-algebras together in a noncommutative tensor product using quantum group coactions on them and a bicharacter relating the two quantum groups that act. We describe this twisted tensor product in two equivalent ways. The first…

We show that every biorthogonal wavelet determines a representation by operators on Hilbert space satisfying simple identities, which captures the established relationship between orthogonal wavelets and Cuntz-algebra representations in…

Convolution admits a natural formulation as a functional operation on matrices. Motivated by the functional and entrywise calculi, this leads to a framework in which convolution defines a matrix transform that preserves positivity. Within…

Let V be a finite dimensional complex superspace and G a simple (or a ``close'' to simple) Lie superalgebra of matrix type, i.e., a Lie subsuperalgebra in GL(V). Under the classical invariant theory for G we mean the description of…

The Verma modules over the quantum groups $\mathrm U_q(\mathfrak{gl}_{l + 1})$ for arbitrary values of $l$ are analysed. The explicit expressions for the action of the generators on the elements of the natural basis are obtained. The…

Using the notion of truncating twisting function from a simplicial set to a cubical set a special, bitwisted, Cartesian product of these sets is defined. For the universal truncating twisting function, the (co)chain complex of the…

We study homogeneous quantum L\'{e}vy processes and fields with independent additive increments over a noncommutative *-monoid. These are described by infinitely divisible generating state functionals, invariant with respect to an…