Related papers: Schoenberg Correspondence on Dual Groups
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…
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…
Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family…
There exist a number of well known multiplicative generating functions for series of Schur functions. Amongst these are some related to the dual Cauchy identity whose expansion coefficients are rather simple, and in some cases periodic in…
L\'evy copulas are an important tool which can be used to build dependent L\'evy processes. In a classical setting, they have been used to model financial applications. In a Bayesian framework they have been employed to introduce dependent…
We consider a unitary cocycle or Sch\"urmann triple on the non-commutative unitary group fixed by a complex matrix which induces an additive free white noise or an additive free L\'evy process on the tensor algebra over the full Fock space.…
We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…
We study homogeneous quantum L\'{e}vy processes and fields with independent additive increments over a noncommutative *-monoid. These are described by infinitely divisible generating state functionals, invariant with respect to an…
In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of…
In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
This paper provides a multivariate extension of Bertoin's pathwise construction of a L\'evy process conditioned to stay positive/negative. Thus obtained processes conditioned to stay in half-spaces are closely related to the original…
We study the properties of the exponential functional $\int\_0^{+ \infty} e^{- X^{\uparrow} (t)}dt$ where $X^{\uparrow}$ is a spectrally one-sided L{\'e}vy process conditioned to stay positive. In particular, we study finiteness,…
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…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…
We examine positive and negative results for the Gromov-Lawson-Rosenberg Conjecture within the class of crystallographic groups. We give necessary conditions within the class of split extensions of free abelian by cyclic groups to satisfy…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
The aim of this paper is to study some properties of left translates of a square integrable function on the Heisenberg group. First, a necessary and sufficient condition for the existence of the canonical dual to a function $\varphi\in…
A simpler definition for a class of two-parameter quantum groups associated to semisimple Lie algebras is given in terms of Euler form. Their positive parts turn out to be 2-cocycle deformations of each other under some conditions. An…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…