Related papers: Unitary Processes with Independent Increments
We provide a new perspective on non-Hermitian evolution in quantum mechanics by emphasizing the same method as in the Hermitian quantum evolution. We first give a precise description of the non unitary evolution, and collecting the basic…
We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…
Mixed moving average processes appear in the ergodic decomposition of stationary symmetric \alpha-stable (S\alpha S) processes. They correspond to the dissipative part of "deterministic" flows generating S\alpha S processes (Rosinski,…
In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the…
First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…
Traditionally, Hawkes processes are used to model time--continuous point processes with history dependence. Here we propose an extended model where the self--effects are of both excitatory and inhibitory type and follow a Gaussian Process.…
We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional H\"older continuous Gaussian processes of order gamma in (1/2,1). Using the stochastic calculus with…
In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
We introduce G-L\'{e}vy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the L\'{e}vy-Khintchine formula and the existence for…
We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…
In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model,…
We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functional convergence of this sequence to a stationary solution to…
We briefly review the use of unitary evolution as a uniqueness criterion in the selection of quantum representations, in the context of scalar fields in non-stationary situations.
Let N, N' and N'' be point processes such that N' is obtained from N by homogeneous independent thinning and N''= N- N'. We give a new elementary proof that N' and N'' are independent if and only if N is a Poisson point process. We present…
The study of quantum systems evolving from initial states to distinguishable, orthogonal final states is important for information processing applications such as quantum computing and quantum metrology. However, for most unitary evolutions…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation…
The well-known Koml\'os-Major-Tusn\'ady inequalities [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] provide sharp inequalities to partial sums of iid standard exponential random variables by a…