Related papers: Martingale transform and L\'evy Processes on Lie G…
Let $E(\mathscr{A})$ denote the shift-invariant space associated with a countable family $\mathscr{A}$ of functions in $L^{2}(\mathbb{H}^{n})$ with mutually orthogonal generators, where $\mathbb{H}^{n}$ denotes the Heisenberg group. The…
We endow the group of invertible Fourier integral operators on an open}manifold with the structure of an ILH Lie group. This is done by establishing such structures for the groups of invertible pseudodifferential operators and contact…
We establish precise regularity conditions for $L_p$-boundedness of Fourier multipliers in the group algebra of $SL_n(\mathbf{R})$. Our main result is inspired by H\"ormander-Mikhlin criterion from classical harmonic analysis, although it…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals for scaled Brownian motion and L\'evy processes with…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…
In this paper we study algebraic structures of the classes of the $L_2$ analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian…
We investigate Fourier multipliers associated with the Strichartz Fourier transform on the Heisenberg group. In particular, we establish H\"ormander-type $L^{p}-L^{q}$ boundedness results for the range $1<p\leq 2\leq q<\infty$. The analysis…
We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra $\mathfrak{g}$ considering tensor product of irreducible highest weight modules of $\mathfrak{g}$ and specializations of the characters…
Let $N$ be a simply connected, connected non-commutative nilpotent Lie group with Lie algebra $\mathfrak{n}$ having rational structure constants. We assume that $N=P\rtimes M,$ $M$ is commutative, and for all $\lambda\in…
The Laplacian on the rotation group is invariant by conjugation. Hence, it maps class functions to class functions. A maximal torus consists of block diagonal matrices whose blocks are planar rotations. Class functions are determined by…
In the space-of-histories approach to gauge fields and their quantization, the Maxwell, Yang--Mills and gravitational field are well known to share the property of being type-I theories, i.e. Lie brackets of the vector fields which leave…
We define a notion of Markov process indexed by curves drawn on a compact surface and taking its values in a compact Lie group. We call such a process a two-dimensional Markovian holonomy field. The prototype of this class of processes, and…
It is shown that the Bellman function method can be applied to study the $L^p$-norms of general operators on martingales, i.e., of operators that are not necessarily martingale transforms. Informally, we provide a single Bellman-type…
L\'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form…
We construct an equivariant L-class for orientation preserving actions of a compact Lie group on a Whitney stratified compact oriented pseudomanifold that satisfies the Witt condition, for example on a compact pure-dimensional complex…
We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.
We establish the well-definedness of the barycenter (in the sense of Buser and Karcher) for every integrable measure on the free nilpotent Lie group of step $L$ (over $\mathbb{R}^d$). We provide two algorithms for computing it, using…
In this paper we complete the results of Sullivant and Sturmfels proving that many of the algebraic group-based models for Markov processes on trees are pseudo-toric. We also show in which cases these varieties are normal. This is done by…