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We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…

Probability · Mathematics 2020-06-15 Pei-Sen Li , Xiaowen Zhou

A general form of contractive idempotent functionals on coamenable locally compact quantum groups is obtained, generalising the result of Greenleaf on contractive measures on locally compact groups. The image of a convolution operator…

Operator Algebras · Mathematics 2013-03-08 Matthias Neufang , Pekka Salmi , Adam Skalski , Nico Spronk

In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…

Probability · Mathematics 2019-07-19 Adam Barker , Mladen Savov

We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between $*$-representations, which provides (generalized)…

Probability · Mathematics 2021-03-29 Wolter Groenevelt

The subject of this paper is the study of convolution semigroups of states on a locally compact quantum group, generalising classical families of distributions of a L\'{e}vy process on a locally compact group. In particular a definitive…

Operator Algebras · Mathematics 2019-03-19 Adam Skalski , Ami Viselter

L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…

Probability · Mathematics 2007-05-23 V. K. Dobrev , H. -D. Doebner , U. Franz , R. Schott

In a nutshell, we intend to extend Schoenberg's classical theorem connecting conditionally positive semidefinite functions $F\colon \mathbb{R}^n \to \mathbb{C}$, $n \in \mathbb{N}$, and their positive semidefinite exponentials $\exp(tF)$,…

Classical Analysis and ODEs · Mathematics 2017-01-25 Fritz Gesztesy , Michael Pang

The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a L\'evy process drifting to $\infty$ and its inverse, the clock of the corresponding positive self-similar process. We describe…

Probability · Mathematics 2014-11-21 Alain Rouault , Nizar Demni , Marguerite Zani

By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…

Probability · Mathematics 2016-08-16 Maria Emilia Caballero , Loïc Chaumont

Every symmetric generating functional of a convolution semigroup of states on a locally compact quantum group is shown to admit a dense unital $*$-subalgebra with core-like properties in its domain. On the other hand we prove that every…

Operator Algebras · Mathematics 2021-07-15 Adam Skalski , Ami Viselter

In this article, we investigate the Variational Principle and develop thermodynamic formalism for correspondences. We define the measure-theoretic entropy for transition probability kernels and topological pressure for correspondences.…

Dynamical Systems · Mathematics 2025-12-23 Xiaoran Li , Zhiqiang Li , Yiwei Zhang

We find a L\'evy-Khinchin formula for radial functions on free groups. As a corollary we obtain a linear bound on the growth of radial, conditionally negative definite functions on free groups of two or more generators.

Group Theory · Mathematics 2016-09-19 Uffe Haagerup , Søren Knudby

We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…

Functional Analysis · Mathematics 2025-04-17 Robert Denk , Markus Kunze , Michael Kupper

Two kinds of conditionings for one-dimensional stable L\'evy processes are discussed via $ h $-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.

Probability · Mathematics 2009-05-15 Kouji Yano

A function of positive type can be defined as a positive functional on a convolution algebra of a locally compact group. In the case where the group is abelian, by Bochner's theorem a function of positive type is, up to normalization, the…

Mathematical Physics · Physics 2014-11-06 Paolo Aniello

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

Probability · Mathematics 2011-07-05 Pierre Patie , Mladen Savov

The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov , RuiXin Lee

A search for fundamental (Galilean invariant) dynamical equations for two and four-component spinor wave functions is conducted in Galilean space-time. A dynamical equation is considered as fundamental if it is invariant under the symmetry…

Mathematical Physics · Physics 2012-01-16 R. Huegele , Z. E. Musielak , J. L. Fry

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

Probability · Mathematics 2011-03-22 David Applebaum

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

Statistical Mechanics · Physics 2020-09-15 Maike A. F. dos Santos , Fernando D. Nobre , Evaldo M. F. Curado