Related papers: Transformations of L\'evy Processes
Let $\mathfrak{g}$ be a reductive Lie algebra and let $\vec{V}(\vec{\lambda})$ be a tensor product of $k$ copies of finite dimensional irreducible $\mathfrak{g}$-modules. Choosing $k$ points in $\mathbb{C}$, $\vec{V}(\vec{\lambda})$…
A large class of orbifold quiver gauge theories admits the action of finite Heisenberg groups of the form \prod_i Heis(Z_{q_i} x Z_{q_i}). For an Abelian orbifold generated by \Gamma, the Z_{q_i} shift generator in each Heisenberg group is…
We provide a general treatment of perturbations of a class of functionals modeled on convolution energies with integrable kernel which approximate the $p$-th norm of the gradient as the kernel is scaled by letting a small parameter…
We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…
Modern relativistic theory of the second quantization of fermion and boson fields is based on the use of the mathematical apparatus of C*-algebras and Lie superalgebras. In this case, for fermions, the Lorentz transformations are considered…
Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…
In this paper we study a family of commutative algebras generated by two infinite sets of generators. These algebras are parametrized by Young diagrams. We explain a connection of these algebras with the fusion product of integrable…
It is shown that the series derived by Mizrahi, giving the Husimi transform (or covariant symbol) of an operator product, is absolutely convergent for a large class of operators. In particular, the generalized Liouville equation, describing…
In this paper we study algebraic structures of the classes of the $L_2$ analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian…
L\'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form…
A commutative associative algebra A with an identity over the field of real numbers which has a basis, where all elements are invertible, is considered in the work. Moreover, among matrixes consisting of the structure constants of A, there…
We classify L\'evy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is relevant for applications such as for solving PIDEs numerically…
We study the semigroup of Bogoliubov endomorphisms of the canonical commutation relations which give rise to representations of the Cuntz algebra $O_\infty$ on Fock space and describe the corresponding Cuntz algebra generators in detail.
We extend the BMS(4) group by adding logarithmic supertranslations. This is done by relaxing the boundary conditions on the metric and its conjugate momentum at spatial infinity in order to allow logarithmic terms of carefully designed form…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
We consider the 2-generated free metabelian associative and Lie algebras over the complex field and the invariants of the dihedral groups of finite order acting on these algebras. In the associative case we find a finite set of generators…
Twisting process for quantum linear spaces is defined. It consists in a particular kind of globally defined deformations on finitely generated algebras. Given a quantum space (A_1,A), a multiplicative cosimplicial quasicomplex C[A_1] in the…
There exist three vector fields with complete polynomial flows on $\mathbb{C}^n$, $n \geq 2$, which generate the Lie algebra generated by all algebraic vector fields on $\mathbb{C}^n$ with complete polynomial flows. In particular, the flows…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
The conformal symmetry in the Liouville theory is analysed by using the Hamiltonian light--front formalism. The boundary conditions of dynamical variables are seen to involve an arbitrary function of time, so that the standard methods for…