Related papers: Non-commutative L\'evy processes for generalized (…
By considering generalized logarithm and exponential functions used in nonextensive statistics, the four usual algebraic operators : addition, subtraction, product and division, are generalized. The properties of the generalized operators…
Let ${\mathcal A}$ be the ${\mathcal L}^q-$functional of a stable L\'evy process starting from one and killed when crossing zero. We observe that ${\mathcal A}$ can be represented as the independent quotient of two infinite products of…
We present an approach to generalised fermionic statistics which relates the existence of a generalised statistical behaviour to non-invariant ground states. Considering the thermal average of an operatorial generalization of the Heisenberg…
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
In this paper we present new theoretical results on optimal estimation of certain random quantities based on high frequency observations of a L\'evy process. More specifically, we investigate the asymptotic theory for the conditional mean…
These notes are intended as an introduction to a study of applications of noncommutative calculus to quantum statistical Physics. Centered on noncommutative calculus we describe the physical concepts and mathematical structures appearing in…
We continue our program of unifying general relativity and quantum mechanics in terms of a noncommutative algebra ${\cal A}$ on a transformation groupoid $\Gamma = E \times G$ where $E$ is the total space of a principal fibre bundle over…
Generalized quantum statistics, such as paraboson and parafermion statistics, are characterized by triple relations which are related to Lie (super)algebras of type B. The correspondence of the Fock spaces of parabosons, parafermions as…
In this paper we generalize known workload decomposition results for L\'{e}vy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases are polling systems with either compound Poisson or…
Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…
The idea that a system obeying interpolating statistics can be described by a deformed oscillator algebra has been an outstanding issue. This original concept introduced long ago by Greenberg is the motivation for this investigation. We…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…
Statistical functions such as the moment-generating function, characteristic function, cumulant-generating function, and second characteristic function are cornerstone tools in classical statistics and probability theory. They provide a…
We consider the problem of obtaining effective representations for the solutions of linear, vector-valued stochastic differential equations (SDEs) driven by non-Gaussian pure-jump L\'evy processes, and we show how such representations lead…
We present a parallel between commutative and non-commutative polymorphisms. Our emphasis is the applications to conditional distributions from stochastic processes. In the classical case, both the measures and the positive definite kernels…
Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values,…
Interacting systems of particles with generalized statistics are considered on both classical and quantum level. It is shown that all possible quantum states and corresponding processes can be represented in terms of certain specific…