Related papers: Affine Dunkl processes
A discrete analog of a skew selfadjoint canonical (Zakharov-Shabat or AKNS) system with a pseudo-exponential potential is introduced. For the corresponding Weyl function the direct and inverse problem are solved explicitly in terms of three…
We define the analogue of Jack's (Jacobi) polynomials, which were defined for finite-dimensional root system by Heckman and Opdam as eigenfunctions of trigonometric Sutherland operator for the affine root system $\hat A_{n-1}$. In the…
A Weyl group multiple Dirichlet series is a Dirichlet series in several complex variables attached to a root system Phi. The number of variables equals the rank r of the root system, and the series satisfies a group of functional equations…
This paper provides a unified approach to results on representations of affine Hecke algebras, cyclotomic Hecke algebras, affine BMW algebras, cyclotomic BMW algebras, Markov traces, Jacobi-Trudi type identities, dual pairs (Zelevinsky),…
We study the action of the formal affine Hecke algebra on the formal group algebra, and show that the the formal affine Hecke algebra has a basis indexed by the Weyl group as a module over the formal group algebra. We also define a concept…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…
It is well known that a supercritical single-type Bienyam\'e-Galton-Watson process can be viewed as a decomposable branching process formed by two subtypes of particles: those having infinite line of descent and those who have finite number…
For every element w in the Weyl group of a simple Lie algebra g, De Concini, Kac, and Procesi defined a subalgebra U_q^w of the quantized universal enveloping algebra U_q(g). The algebra U_q^w is a deformation of the universal enveloping…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
Inspired by the Weierstrass representation of smooth affine minimal surfaces with indefinite metric, we propose a constructive process producing a large class of discrete surfaces that we call discrete affine minimal surfaces. We show that…
We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…
In this note we present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice {1,2,...} or on the open half-line (0,+\infty). The main result is the computation of the…
In this article, we introduce \textit{Mallows processes}, defined to be continuous-time c\`adl\`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural…
We define a compactification of an affine building $\I$ indexed by a family of partitions of the director space $\vec A$ of one of its appartments $A$. This compactification is similar to Satake's compatification of a symetric space, and it…
Procedures to recover explicitly discrete and continuous skew-selfadjoint Dirac systems on semi-axis from rational Weyl matrix functions are considered. Their stability is shown. Some new facts on asymptotics of pseudo-exponential…
The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…
We show that a fundamental sandwich algebra has an analogue of a root system of a semisimple Lie algebra. This leads to an analogue of a Weyl group, which we study in another paper.
We study generalised core partitions arising from affine Grassmannian elements in arbitrary Dynkin type. The corresponding notion of size is given by the atomic length in the sense of [CLG22]. In this paper, we first develop the theory for…
This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…