Related papers: Fourth Moment Theorem and q-Brownian Chaos
A gauge-invariant Wigner quantum mechanical theory is obtained by applying the Weyl-Stratonovich transform to the von Neumann equation for the density matrix. The transform reduces to the Weyl transform in the electrostatic limit, when the…
The aim of the dissertation is threefold: the first two parts are devoted to explore the Fourth Moment Theorem and universality properties for homogeneous sums, while the last part approaches the classical theory of orthogonal polynomials…
Combinatorial formulas for the moments of the Brownian motion on classical compact Lie groups are obtained. These expressions are deformations of formulas of B. Collins and P. \'Sniady for moments of the Haar measure and yield a proof of…
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers…
In the present paper we show that the processes $X_n = \{X_n(t) \colon t \in [0,1]\}$, $n \in \mathbb{N}$, defined by $X_n(t) = \sqrt{n}C\int_0^t (-1)^{L(nu)} du$, where $L = \{L(t) \colon t \geq 0\}$ is a renewal processes whose…
The third Newton law for mean velocity fields is utilised to generate anomalous (enhanced) or non-dispersive diffusion-type processes which, in particular, can be interpreted as a probabilistic counterpart of the Schr\"{o}dinger picture…
Quantum group Fourier transform methods are applied to the study of processes on noncommutative Minkowski spacetime $[x^i,t]=\imath\lambda x^i$. A natural wave equation is derived and the associated phenomena of {\it in vacuo} dispersion…
We study the noncommutative \phi^4_4-quantum field theory at the self-duality point. This model is renormalisable to all orders as shown in earlier work of us and does not have a Landau ghost problem. Using the Ward identity of Disertori,…
Consider $Z^f_t(u)=\int_0^{tu}f(N_s) ds$, $t>0$, $u\in[0,1]$, where $N=(N_t)_{t\in\mathbb{R}}$ is a normal process and $f$ is a measurable real-valued function satisfying $Ef(N_0)^2<\infty$ and $Ef(N_0)=0$. If the dependence is sufficiently…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
We establish that the exact quantum dynamics of a Brownian particle in the Caldeira-Leggett model can be mapped, at any temperature, onto a classical, non-Markovian stochastic process in phase space. Starting from a correlated thermal…
Let $X=(X_t)_{t\ge0}$ be a transient diffusion process in $(0,\infty)$ with the diffusion coefficient $\sigma>0$ and the scale function $L$ such that $X_t\rightarrow\infty$ as $t\rightarrow \infty$, let $I_t$ denote its running minimum for…
In this note we give some remarks on the BRST formulation of a renormalizable and diffemorphism invariant 4D quantum gravity recently proposed by the author, which satisfies the integrability condition by Riegard, Fradkin and Tseytlin at…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…
We define and compute the renormalized four-momentum of the composed physical system: classical Maxwell field interacting with charged point particles. As a `reference' configuration for the field surrounding the particle, we take the Born…
It is shown that many dissipative phenomena of "old" quantum mechanics which appeared 100 years ago in the form of the statistics of quantum thermal noise and quantum spontaneous jumps, have never been explained by the "new" conservative…
It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
We summarize recent evidence supporting the conjecture that four-dimensional Quantum Einstein Gravity (QEG) is nonperturbatively renormalizable along the lines of Weinberg's asymptotic safety scenario. This would mean that QEG is…