Related papers: Non-commutative L\'evy processes for generalized (…
We study the formulation of quantum statistical mechanics in noncommutative spaces. We construct microcanonical and canonical ensemble theory in noncommutative spaces. We consider for illustration some basic and important examples in the…
We present an outline of the theory of certain L\'evy-driven, multivariate stochastic processes, where the processes are represented by rational transfer functions (Continuous-time AutoRegressive Moving Average or CARMA models) and their…
We propose a novel approach to intrinsic decoherence without adding new assumptions to standard Quantum Mechanics. We generalize the Liouville equation just by requiring the dynamical semigroup property of time evolution and dropping the…
Quantum theory is based on a mathematical structure totally different from conventional arithmetic. Due to the symmetric nature of bosonic particles, annihilation or creation of single particles translates a quantum state depending on how…
We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…
We obtain the Ward identities and the gauge-dependence of Green's functions in non-Abelian gauge theories by using only the canonical commutation relations and the equations of motion for the Heisenberg operators. The consideration is…
Gentile statistics describes fractional statistical systems in the occupation number representation. Anyon statistics researches those systems in the winding number representation. Both of them are intermediate statistics between…
We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…
There ought to exist a description of quantum field theory which does not depend on an external classical time. To achieve this goal, in a recent paper we have proposed a non-commutative special relativity in which space-time and matter…
We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…
We study the distribution of the positive sojourn time $$ A_t:= \int_0^t \mathbf 1\{ X_s>0 \}ds $$ of an arbitrary L\'evy process $X:= (X_t)_{t\geq 0}$. For an exponential random variable $E^{(q)}$ of rate $q>0$ independent of $X$ we show…
In this paper, we study nonparametric estimation of the L\'{e}vy density for L\'{e}vy processes, with and without Brownian component. For this, we consider $n$ discrete time observations with step $\Delta$. The asymptotic framework is: $n$…
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…
Traditional statistical mechanics is constrained by the binary paradigms of identical/distinguishable and bosonic/fermionic particle statistics, leading to a fundamental logical gap in describing systems with partial distinguishability. We…
We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…
We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…
We generalize the previously given algebraic version of "Feynman's proof of Maxwell's equations" to noncommutative configuration spaces. By doing so, we also obtain an axiomatic formulation of nonrelativistic quantum mechanics over such…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
We treat observable operator models (OOM) and their non-commutative generalisation, which we call NC-OOMs. A natural characteristic of a stochastic process in the context of classical OOM theory is the process dimension. We investigate its…
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) or multifractional Brownian motion (mBm), has raised strong interest in recent years, motivated in particular by applications in finance,…