Related papers: Holomorphic transforms with application to affine …
The classical Fourier transform is, in essence, a way to take data and extract components (in the form of complex exponentials) which are invariant under cyclic shifts. We consider a case in which the components must instead be invariant…
The evolution of spin network states in loop quantum gravity can be described by introducing a time variable, defined by the surfaces of constant value of an auxiliary scalar field. We regulate the Hamiltonian, generating such an evolution,…
The Special Affine Fourier Transformation(SAFT), which generalizes several well-known unitary transformations, has been demonstrated as a valuable tool in signal processing and optics. In this paper, we explore the multivariate dynamical…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
This article presents a convenient approach to Fourier analysis for the investigation of functions and distributions defined in $\mathbb{T}^m \times \mathbb{R}^n$. Our approach involves the utilization of a mixed Fourier transform,…
We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
We present a general diagrammatic approach to the construction of efficient algorithms for computing the Fourier transform of a function on a finite group. By extending work which connects Bratteli diagrams to the construction of Fast…
Let $f$ be a holomorphic function on the strip $\{z\in C: -\alpha<Im z<\alpha\}, \alpha > 0$, belonging to the class $H(\alpha,-\alpha;\epsilon)$ defined below. It is shown that there exist holomorphic functions $w_1$ on $\{z\in C: 0<Im z…
The covariance of a stationary process $X$ is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
We present and demonstrate a version of Levinson's theorem especially dedicated to the asymptotic behavior of form factor phases. Indeed, as required by analyticity, form factors are multi-valued complex functions of a square four-momentum…
We consider the category of perverse sheaves on a complex vector space smooth with respect to a stratification given by an arrangement of hyperplanes with real equations. As shown in an earlier wotk of two of the authors, this category can…
Let $B_{R}$ be the ball in the euclidean space $\mathbb{R}^{n}$ with center 0 and radius $R$ and let $f$ be a complex-valued, infinitely differentiable function on $B_{R}.$ We show that the Laplace-Fourier series of $f$ has a holomorphic…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
The 2-step staggered (also called leap-frog) time discretisation of linear 2nd-order Hamiltonian systems (typically linear elastodynamics in a stress-velocity form) is extended for a 3-step staggered discretisation applicable for systems…
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…
The main result of the paper is the following generalization of Forelli's theorem: Suppose F is a holomorphic vector field with singular point at p, such that F is linearizable at p and the matrix is diagonalizable with the eigenvalues…
We introduce a general variational framework to address the tunneling of hot Fermi systems. We use the representation of the trace of the imaginary time $\tau=it$ propagator as a functional integral type of a sum over complete sets of…
We show the existence of a broad class of affine Markov processes in the cone of positive self-adjoint Hilbert-Schmidt operators. Such processes are well-suited as infinite dimensional stochastic volatility models. The class of processes we…