Related papers: Martingale transform and L\'evy Processes on Lie G…
We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…
We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motion. This is done by using a weak extension of the Dupire…
We establish the $L^p$ boundedness of Hilbert transforms and maximal functions along flat curves in the Heisenberg group. This generalizes the $\mathbb{R}^n$ result by Carbery, Christ, Vance, Wainger, and Watson. What is new about our…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
The main result of this paper is an explicit formula for the Fourier transform of the canonical measure on a nilpotent coadjoint orbit for GL(n,R). This paper also includes some results on limit formulas for reductive Lie groups including…
Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…
We show that for a quantum $L^p$-martingale $(X(t))$, $p>2$, there exists a Doob-Meyer decomposition of the submartingale $(|X(t)|^2)$. A noncommutative counterpart of a classical process continuous with probability one is introduced, and a…
We prove an $L^p$-spectral multiplier theorem under the sharp regularity condition $s > d\left|1/p - 1/2\right|$ for sub-Laplacians on M\'etivier groups. The proof is based on a restriction type estimate which, at first sight, seems to be…
We prove a weighted inequality which controls conic Fourier multiplier operators in terms of lacunary directional maximal operators. By bounding the maximal operators, this enables us to conclude that the multiplier operators are bounded on…
We show sufficient conditions on matrix weights $U$ and $V$ for the martingale transforms to be uniformly bounded from $L^2(V)$ to $L^2(U)$. We also show that these conditions imply the uniform boundedness of the dyadic shifts as well as…
Let $G$ be a Lie Group with a left invariant connection such that its connection function is skew-symmetric. Our main goal is to show a version of Pluzhnikov's Theorem for this kind of connection. To this end, we use the stochastic…
In this note we announce Lp multiplier theorems for invariant and non-invariant operators on compact Lie groups in the spirit of the well-known Hormander-Mikhlin theorem on Rn and its variants on tori Tn. Applications are given to the…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…
We observe that the iterated tangent group of a Lie group may be realized as a double cross product of the 2nd order tangent group, with the Lie algebra of the base Lie group. Based on this observation, we derive the 2nd order…
To a closed wide Lie subgroupoid $\mathbf{A}$ of a Lie groupoid $\mathbf{L}$, i.e. a Lie groupoid pair, we associate an Atiyah class which we interpret as the obstruction to the existence of $\mathbf{L}$-invariant fibrewise affine…
Matrix Lie groups provide a language for describing motion in such fields as robotics, computer vision, and graphics. When using these tools, we are often faced with turning infinite-series expressions into more compact finite series (e.g.,…
Let $\mathfrak{g}$ be a nilpotent Lie algebra which is also regarded as a homogeneous Lie group with the Campbell-Hausdorff multiplication. This allows to define a generalized multiplication $f \# g = (f^{\vee} * g^{\vee})^{\wedge}$ of two…
We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described by an infinitely divisible random measure (L\'evy base) and…
In this paper we establish $L^p$-boundedness properties for variation, oscillation and jump operators associated with Riesz transforms and Poisson semigroups related to Laguerre polynomial expansions.
Assume that $X$ is a continuous square integrable process with zero mean, defined on some probability space $(\Omega,\mathrm {F},\mathrm {P})$. The classical characterization due to P. L\'{e}vy says that $X$ is a Brownian motion if and only…