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We study states on the universal noncommutative *-algebra generated by the coefficients of a unitary matrix, or equivalently states on the unitary dual group. Its structure of dual group in the sense of Voiculescu allows to define five…

Probability · Mathematics 2015-06-01 Guillaume Cébron , Michaël Ulrich

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

Probability · Mathematics 2010-06-23 V. Knopova , R. Schilling

We show that the separability of states in quantum mechanics has a close counterpart in classical physics, and that conditional mutual information (a.k.a. conditional information transmission) is a very useful quantity in the study of both…

Quantum Physics · Physics 2007-05-23 Robert R. Tucci

We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…

Probability · Mathematics 2014-05-15 Sebastian Engelke , Jevgenijs Ivanovs

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…

Probability · Mathematics 2015-01-27 Jian Wang

A L\'evy processes resurrected in the positive half-line is a Markov process obtained by removing successively all jumps that make it negative. A natural question, given this construction, is whether the resulting process is absorbed at 0…

Probability · Mathematics 2024-09-26 María Emilia Caballero , Loïc Chaumont , Víctor Rivero

In this paper we consider the Baum-Connes correspondence for the affine and extended affine Weyl groups of a compact connected semisimple Lie group. We show that the Baum-Connes correspondence in this context arises from Langlands duality…

K-Theory and Homology · Mathematics 2016-01-13 Graham A. Niblo , Roger Plymen , Nick Wright

We study causality and criticality in a one-dimensional fractional multiscale transverse-field Ising model, where fractional derivatives generate long range interactions beyond the scope of standard power laws. Such fractional responses are…

Quantum Physics · Physics 2025-05-12 Joshua M Lewis , Zhexuan Gong , Lincoln D Carr

We consider Kallenberg's hypothesis on the characteristic function of a L\'{e}vy process and show that it allows the construction of weakly continuous bridges of the L\'{e}vy process conditioned to stay positive. We therefore provide a…

Probability · Mathematics 2014-02-06 Gerónimo Uribe Bravo

We generalize a fundamental theorem on positive matrix semigroups stating that each component is either strictly positive for all times or identically zero ("L\'evy's Theorem"). Our proof of this fact that does not require the matrices to…

Functional Analysis · Mathematics 2024-03-19 Moritz Gerlach

General semifinite factor representations of the diffeomorphism group of euclidean space are constructed by means of a canonical correspondence with the finite factor representations of the inductive limit unitary group. This construction…

Representation Theory · Mathematics 2007-05-23 Robert P Boyer

The purpose of this paper is to construct the law of a L\'evy process conditioned to avoid zero, under mild technicals conditions, two of them being that the point zero is regular for itself and the L\'evy process is not a compound Poisson…

Probability · Mathematics 2016-10-17 Henry Pantí

There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…

Probability · Mathematics 2012-06-15 Zbigniew J. Jurek

Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…

Probability · Mathematics 2025-03-18 Shosei Takeda

Various recent results on quantum L\'evy processes are presented. The first part provides an introduction to the theory of L\'evy processes on involutive bialgebras. The notion of independence used for these processes is tensor…

Probability · Mathematics 2007-05-23 Uwe Franz

The random integral mappings (some type of functionals of L\'evy processes) are continuous homomorphisms between convolution subsemigroups of the semigroup of all infinitely divisible measures. Compositions of those random integrals…

Probability · Mathematics 2021-09-07 Zbigniew J. Jurek

Higher genus partition functions of two-dimensional conformal field theories have to be invariants under linear actions of mapping class groups. We illustrate recent results [4,6] on the construction of such invariants by concrete…

High Energy Physics - Theory · Physics 2013-02-20 Jens Fjelstad , Jurgen Fuchs , Christoph Schweigert , Carl Stigner

This survey aims to review two decades of progress on exponential functionals of (possibly killed) real-valued L\'evy processes. Since the publication of the seminal survey by Bertoin and Yor, substantial advances have been made in…

Probability · Mathematics 2026-05-29 Martin Minchev , Mladen Savov

We study whether a multivariate L\'evy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional…

Probability · Mathematics 2017-05-16 Mikko S. Pakkanen , Tommi Sottinen , Adil Yazigi

Every Markov-regular quantum Levy process on a multiplier C*-bialgebra is shown to be equivalent to one governed by a quantum stochastic differential equation, and the generating functionals of norm-continuous convolution semigroups on a…

Quantum Algebra · Mathematics 2011-10-19 J. Martin Lindsay , Adam G. Skalski
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