Related papers: Holomorphic transforms with application to affine …
We consider a L\'evy process reflected at the origin with additional i.i.d. collapses that occur at Poisson epochs, where a collapse is a jump downward to a state which is a random fraction of the state just before the jump. We first study…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…
Last passage times arise in a number of areas of applied probability, including risk theory and degradation models. Such times are obviously not stopping times since they depend on the whole path of the underlying process. We consider 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…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
Transform methods, like Laplace and Fourier, are frequently used for analyzing the dynamical behaviour of engineering and physical systems, based on their transfer function, and frequency response or the solutions of their corresponding…
In view of recently demonstrated joint use of novel Fourier-transform techniques and effective high-accuracy frequency domain solvers related to the Method of Moments, it is argued that a set of transformative innovations could be developed…
Varying the curvature, quantum phase transitions are investigated in holographic confining QFTs defined on a fixed constant positive curvature background. We find a competition between two branches of solutions and a phase transition as one…
This paper is part of a project that aims at modelling wave propagation in random media by means of Fourier integral operators. A partial aspect is addressed here, namely explicit models of stochastic, highly irregular transport speeds in…
The front dynamics in the Harper (or Aubry-Andr\'e) model (which has a localization transition) is investigated using two different settings, particle number front where the system is at zero temperature, and initially, the particle numbers…
In this work we provide a meromorphic continuation in three complex variables of two types of triple shifted convolution sums of Fourier coefficients of holomorphic cusp forms. The foundations of this construction are based in the…
Local Fourier trnasforms, analogous to the $\ell$-adic Fourier transforms, are constructed for connections over $k((t))$. Following a program of Katz, a meromorphic connection on a curve is shown to be rigid, i.e. determined by local data…
We investigate learning the eigenfunctions of evolution operators for time-reversal invariant stochastic processes, a prime example being the Langevin equation used in molecular dynamics. Many physical or chemical processes described by…
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…
This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…
We investigate high-harmonic generation in closed systems, using the two-level atom as a simplified model. By means of a windowed Fourier transform of the time-dependent dipole acceleration, we extract the main contributions to this process…
Lately, there has been a surge in interest surrounding generative modeling of time series data. Most existing approaches are designed either to process short sequences or to handle long-range sequences. This dichotomy can be attributed to…
We consider a class of L\'evy-type processes with unbounded coefficients, arising as Doob $h$-transforms of Feynman-Kac type representations of non-local Schr\"odinger operators, where the function $h$ is chosen to be the ground state of…
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…