Related papers: Non-commutative L\'evy processes for generalized (…
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical L\'evy process $L$ is established. The coefficients $F$…
We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…
We consider Fock representations of the $Q$-deformed commutation relations $$\partial_s\partial^\dag_t=Q(s,t)\partial_t^\dag\partial_s+\delta(s,t), \quad s,t\in T.$$ Here $T:=\mathbb R^d$ (or more generally $T$ is a locally compact Polish…
It is shown by simple and straightforward considerations that discreteness of basic physical variables is, at least, essential for generalized statistical mechanics with non-logarithmic entropy to be thermodynamically applicable to…
In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…
Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…
In this paper, we develop a novel theory that generalizes the concept of anyon statistics to Abelian topological excitations of any dimension. We axiomatize excitations as a selected collection of states and operators satisfying the…
The goal of the present paper is to introduce and study noncommutative Hardy spaces associated with the regular $\Lambda$-polyball, to develop a functional calculus on noncommutative Hardy spaces for the completely non-coisometric (c.n.c.)…
Within the framework of likelihood-based statistical tests for high energy physics measurements, we derive generalized expressions for estimating the statistical significance of discovery using the asymptotic approximations of Wilks and…
In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…
Usual quantum statistics is written in Fock space but it is not an algebraic theory. We show that at a deeper level it can be algebraically formalized defining the different statistics as (multi-mode) coherent states of the appropriate (but…
A procedure to derive the partition function of non-interacting particles with exotic or intermediate statistics is presented. The partition function is directly related to the associated creation and annihilation operators that obey some…
We observe a stochastic process $Y$ on $[0,1]^d$ ($d\geq 1$) satisfying $dY(t)=n^{1/2}f(t)dt$ + $dW(t)$, $t \in [0,1]^d$, where $n \geq 1$ is a given scale parameter (`sample size'), $W$ is the standard Brownian sheet on $[0,1]^d$ and $f…
We study continuous variable systems, in which quantum and classical degrees of freedom are combined and treated on the same footing. Thus all systems, including the inputs or outputs to a channel, may be quantum-classical hybrids. This…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…