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Subordinating a multivariate L\'evy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new L\'evy process, provided the subordinator and the subordinate are independent processes. The…

Probability · Mathematics 2017-11-13 Boris Buchmann , Kevin Lu , Dilip B. Madan

We construct a modular generalized Springer correspondence for any classical group, by generalizing to the modular setting various results of Lusztig in the case of characteristic-$0$ coefficients. We determine the cuspidal pairs in all…

Representation Theory · Mathematics 2017-04-11 Pramod N. Achar , Anthony Henderson , Daniel Juteau , Simon Riche

Multiple Schramm-Loewner Evolutions (SLE) are conformally invariant random processes of several curves, whose construction by growth processes relies on partition functions: M\"obius covariant solutions to a system of second order partial…

Mathematical Physics · Physics 2018-02-13 Kalle Kytölä , Eveliina Peltola

We consider semigroups of operators for hierarchies of evolution equations of large particle systems, namely, of the dual BBGKY hierarchy for marginal observables and the BBGKY hierarchy for marginal distribution functions. We establish…

Mathematical Physics · Physics 2014-12-11 V. I. Gerasimenko , Yu. Yu. Fedchun

In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…

Probability · Mathematics 2017-02-09 Franziska Kühn

We show that a large subclass of variograms is closed under products and that some desirable stability properties, such as the product of special compositions, can be obtained within the proposed setting. We introduce new classes of kernels…

Statistics Theory · Mathematics 2013-12-23 Emilio Porcu , René L. Schilling

We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…

Probability · Mathematics 2021-09-14 Aleksandar Mijatović , Veno Mramor

We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…

Probability · Mathematics 2011-05-17 Björn Böttcher , René L. Schilling , Jian Wang

We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…

Probability · Mathematics 2023-09-08 Frank Redig , Federico Sau

The central result of this paper is an analytic duality relation for real-valued L\'evy processes killed upon exiting a half-line. By Nagasawa's theorem, this yields a remarkable time-reversal identity involving the L\'evy process…

Probability · Mathematics 2014-02-26 Jean Bertoin , Mladen Savov

The functional calculus of semigroup generators, based on the class of Bernstein functions in several variables is developed, the condition for holomorphy of semigroups, generated by operators which arisen in the calculus is given, and in…

Functional Analysis · Mathematics 2019-02-26 A. R. Mirotin

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

Probability · Mathematics 2007-08-20 Loic Chaumont , Andreas Kyprianou , Juan Carlos Pardo Millan

We show how a classically vanishing interaction generates entanglement between two initially nonentangled particles, without affecting their classical dynamics. For chaotic dynamics, the rate of entanglement is shown to saturate at the…

Quantum Physics · Physics 2009-11-11 C. Petitjean , Ph. Jacquod

We formalize the correspondence between quantum states and quantum operations isometrically, and harness its consequences. This correspondence was already implicit in the various proofs of the operator sum representation of Completely…

Quantum Physics · Physics 2009-11-10 Pablo Arrighi , Christophe Patricot

A L\'evy process is said to creep through a curve if, at its first passage time across this curve, the process reaches it with positive probability. We first study this property for bivariate subordinators. Given the graph…

Probability · Mathematics 2022-05-17 Loïc Chaumont , Thomas Pellas

We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. This family includes, in a limit case, the family of Brownian…

Probability · Mathematics 2007-12-10 P. Patie

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

Probability · Mathematics 2017-02-01 Chiara Franceschini , Cristian Giardinà

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

Probability · Mathematics 2014-02-11 Paul Balança

We extend classical duality results by Weiss on admissible operators to settings where the dual semigroup lacks strong continuity. This is possible using the sun-dual framework, which is not immediate from the duality of the input and…

Functional Analysis · Mathematics 2025-12-09 Sahiba Arora , Felix L. Schwenninger

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…

Probability · Mathematics 2019-07-02 Tomasz Grzywny , Karol Szczypkowski
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