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In this paper, we are concerned with the stochastic process \begin{equation} \beta_{n}(q_{t},t)=\beta_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_{t}(Y_{j}(t)), \tag{A} \end{equation} where for…

Methodology · Statistics 2014-05-23 Gane Samb Lo

In a number of recent papers, the idea of generalized boundaries has found use in fractal and in multiresolution analysis; many of the papers having a focus on specific examples. Parallel with this new insight, and motivated by quantum…

Functional Analysis · Mathematics 2018-05-17 Palle Jorgensen , Feng Tian

We derive a generalised It\=o formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred L\'evy process. This formula has a unifying character in the sense that it contains the classical…

Probability · Mathematics 2015-03-03 Christian Bender , Robert Knobloch , Philip Oberacker

The statistics of $q$-oscillators, quons and to some extent, of anyons are studied and the basic differences among these objects are pointed out. In particular, the statistical distributions for different bosonic and fermionic…

High Energy Physics - Theory · Physics 2009-10-22 M. Chaichian , R. Gonzales Felipe , C. Montonen

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

Logic · Mathematics 2009-10-27 Siu-Ah Ng

Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…

Statistics Theory · Mathematics 2020-10-15 Niels Lundtorp Olsen

We generalize classical statistical mechanics to describe the kinematics and the dynamics of systems whose variables are constrained by a single quantum postulate (discreteness of the spectrum of values of at least one variable of the…

Quantum Physics · Physics 2009-10-31 Marcello Cini

In this initial paper in a series, we first discuss why classical motions of small particles should be treated statistically. Then we show that any attempted statistical description of any nonrelativistic classical system inevitably yields…

Quantum Physics · Physics 2014-09-22 G. H. Goedecke

It is possible to construct L\'evy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two…

Probability · Mathematics 2021-02-03 Julien Fageot , Thomas Humeau

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

Probability · Mathematics 2022-04-20 G. L. Feltes , S. R. C. Lopes

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

The statistics of particles and extended excitations, such as loops and membranes, are fundamental to modern condensed matter physics, high-energy physics, and quantum information science, yet a comprehensive lattice-level framework for…

Quantum Physics · Physics 2026-01-16 Ryohei Kobayashi , Yuyang Li , Hanyu Xue , Po-Shen Hsin , Yu-An Chen

The outcome statistics of an informationally complete quantum measurement for a system in a given state can be used to evaluate the ensemble expectation of any linear operator in the same state, by averaging a function of the outcomes that…

Quantum Physics · Physics 2009-12-21 G. M. D'Ariano , D. F. Magnani , P. Perinotti

Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…

General Mathematics · Mathematics 2007-05-23 S. V. Ludkovsky

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

Operator Algebras · Mathematics 2023-04-07 Michael Anshelevich , Zhichao Wang

Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this the non-Archimedean analog of the Kolmogorov theorem…

Classical Analysis and ODEs · Mathematics 2007-05-23 S. Ludkovsky , A. Khrennikov

We introduce a two-parameter deformation of the classical Bosonic, Fermionic, and Boltzmann Fock spaces that is a refinement of the $q$-Fock space of [BS91]. Starting with a real, separable Hilbert space $H$, we construct the $(q,t)$-Fock…

Operator Algebras · Mathematics 2012-03-22 Natasha Blitvić

A simple axiomatic characterization of the noncommutative Ito algebra is given and a pseudo-Euclidean fundamental representation for such algebra is described. It is proved that every quotient Ito algebra has a faithful representation in a…

Mathematical Physics · Physics 2007-05-23 V. P. Belavkin

The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…

Statistical Mechanics · Physics 2015-05-14 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg

We review the main features of the Weyl-Wigner formulation of noncommutative quantum mechanics. In particular, we present a $\star$-product and a Moyal bracket suitable for this theory as well as the concept of noncommutative Wigner…

High Energy Physics - Theory · Physics 2008-11-26 C. Bastos , O. Bertolami , N. C. Dias , J. N. Prata