Related papers: Brownian motion on Lie groups and open quantum sys…
A unitary representation of a, possibly infinite dimensional, Lie group $G$ is called semibounded if the corresponding operators $i\dd\pi(x)$ from the derived representation are uniformly bounded from above on some non-empty open subset of…
We review the geometrical formulation of Quantum Mechanics to identify, according to Klein's programme, the corresponding group of transformations. For closed systems, it is the unitary group. For open quantum systems, the semigroup of…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
The Liouville Brownian motion which was introduced in \cite{GRV} is a natural diffusion process associated with a random metric in two dimensional Liouville quantum gravity. In this paper we construct the Liouville Brownian motion via…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
We point out a precise connection between Brownian motion, Chern-Simons theory on S^3, and 2d Yang-Mills theory on the cylinder. The probability of reunion for N vicious walkers on a line gives the partition function of Chern-Simons theory…
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…
An embedding of the group $\Diff(S^{1})$ of orientation preserving diffeomorphims of the unit circle $S^1$ into an infinite-dimensional symplectic group, $\Sp(\infty)$, is studied. The authors prove that this embedding is not surjective. A…
We develop a semigroup approach to representation theory for pro-Lie groups satisfying suitable amenability conditions. As an application of our approach, we establish a one-to-one correspondence between equivalence classes of unitary…
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…
In this note we describe the recent progress in the classification of bounded and semibounded representations of infinite dimensional Lie groups. We start with a discussion of the semiboundedness condition and how the new concept of a…
We study the behavior of a subsystem (harmonic oscillator) in contact with a thermal reservoir (finite set of uncoupled harmonic oscillators). We exactly solve the eigenvalue problem and obtain the temporal evolution of the dynamical…
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…