Related papers: Brownian motion on Lie groups and open quantum sys…
We obtain slow dynamics for self-adjoint semigroups and unitary evolution groups. For semigroups, the slow dynamics is for orbits, and for the average return probability in the case of unitary evolution groups. We present an application to…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
We study an abstract group of reversible Turing machines. In our model, each machine is interpreted as a homeomorphism over a space which represents a tape filled with symbols and a head carrying a state. These homeomorphisms can only…
The Dirichlet forms related to various infinite systems of interacting Brownian motions are studied. For a given random point field $ \mu $, there exist two natural infinite-volume Dirichlet forms $…
Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…
We introduce an axiomatization of the notion of a semidirect product of locally compact quantum groups and study properties. Our approach is slightly different from the one introduced in the thesis of S.~Roy and, unlike the investigations…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…
Dynamical aspects of quantum Brownian motion in a low temperature environment are investigated. We give a systematic calculation of quantum entanglement among two Brownian oscillators without invoking Born-Markov approximation widely used…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
We prove that the spaces of smooth and ultradifferentiable vectors associated with a representation of a real Lie group on a Fr\'{e}chet space $E$ are quasinormable if $E$ is so. A similar result is shown to hold for the linear topological…
Dynamic properties of fermionic systems, like contollability, reachability, and simulability, are investigated in a general Lie-theoretical frame for quantum systems theory. Observing the parity superselection rule, we treat the fully…
Semiuniform semigroups provide a natural setting for the convolution of generalized finite measures on semigroups. A semiuniform semigroup is said to be ambitable if each uniformly bounded uniformly equicontinuous set of functions on the…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…
With a view towards applications in the theory of infinite-dimensional representations of finite-dimensional Lie supergroups, we introduce a new category of supermanifolds. In this category, supermanifolds of `maps' and `fields' (fibre…
We consider the dynamics associated with an arbitrary semigroup of transcendental entire functions. Fatou-Julia theory is used to investigate the dynamics of these semigroups. Several results of the dynamics associated with iteration of a…
Operator fractional Brownian motions (OFBMs) are zero mean, operator self-similar (o.s.s.), Gaussian processes with stationary increments. They generalize univariate fractional Brownian motions to the multivariate context. It is well-known…
A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them…