Related papers: Non-commutative L\'evy processes for generalized (…
We present a new form of intermittency, L\'evy on-off intermittency, which arises from multiplicative $\alpha$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both…
Exploring the analogy between quantum mechanics and statistical mechanics we formulate an integrated version of the Quantropy functional [1]. With this prescription we compute the propagator associated to Boltzmann-Gibbs statistics in the…
In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
The structure of the state-vector space of identical bosons in noncommutative spaces is investigated. To maintain Bose-Einstein statistics the commutation relations of phase space variables should simultaneously include…
The distributional support of the sample paths of L\'evy processes is an important issue for the construction of sparse statistical models, theories of integration in infinite dimensions and the existence of generalized solutions of…
The concept of wavefunction reduction should be introduced to standard quantum mechanics in any physical processes where effective reduction of wavefunction occurs, as well as in the measurement processes. When the overlap is negligible,…
Let $\xi=(\xi_t, t\ge 0)$ be a real-valued L\'evy process and define its associated exponential functional as follows \[ I_t(\xi):=\int_0^t \exp\{-\xi_s\}{\rm d} s, \qquad t\ge 0. \] Motivated by important applications to stochastic…
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…
We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
In a recent paper, the author introduced a rich class $NC^k(\mathbb{R})$ of "noncommutative $C^k$" functions $\mathbb{R} \to \mathbb{C}$ whose operator functional calculus is $k$-times differentiable and has derivatives expressible in terms…
We study concave trace functions of several operator variables and formulate and prove multivariate generalisations of the Golden-Thompson inequality. The obtained results imply that certain functionals in quantum statistical mechanics have…
We consider the problem of representing in Hilbert space commutation relations of the form $$ a_ia_j^*=\delta_{ij}{\bold1} + \sum_{k\ell}T_{ij}^{k\ell} a_\ell^*a_k \quad,$$ where the $T_{ij}^{k\ell}$ are essentially arbitrary scalar…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
This article, addressed to a general audience of functional analysts, is intended to be an illustration of a few basic principles from `noncommutative functional analysis', more specifically the new field of {\em operator spaces.} In our…
We present here a quantum mechanical framework for defining the statistics of measurements of time integrals of A(t), A(t) being a quantum mechanical variable. This is a generalization of the so-called full counting statistics proposed…
A new approach to the generalised Brownian motion introduced by M. Bozejko and R. Speicher is described, based on symmetry rather than deformation. The symmetrisation principle is provided by Joyal's notions of tensorial and combinatorial…
We propose a derivation of the full counting statistics of electronic current based on a positive-operator-valued measure. Our approach justifies the Levitov-Lesovik formula in the long-time limit, but can be generalized to the detection of…
The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…