Related papers: Schoenberg Correspondence on Dual Groups
We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…
We consider global pseudodifferential operators on symmetric spaces of noncompact type, defined using spherical functions. The associated symbols have a natural probabilistic form that extend the notion of the characteristic exponent…
A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…
We consider a L\'evy process that starts from $x<0$ and conditioned on having a positive maximum. When Cram\'er's condition holds, we provide two weak limit theorems as $x\to -\infty$ for the law of the (two-sided) path shifted at the first…
We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse…
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment estimates for subordinators. As a by-product we establish moment…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…
This paper treats two functional equations, the Kannppan-Van Vleck functional equation $$\mu(y)f(x\tau(y)z_0)\pm f(xyz_0) =2f(x)f(y), \;x,y\in S$$ and the following variant of it $$\mu(y)f(\tau(y)xz_0)\pm f(xyz_0) = 2f(x)f(y), \;x,y\in S,$$…
Let ${\mathcal A}$ be the ${\mathcal L}^q-$functional of a stable L\'evy process starting from one and killed when crossing zero. We observe that ${\mathcal A}$ can be represented as the independent quotient of two infinite products of…
A special class of states of 2-qubits which are simultaneously separable and have positive semidefinite Wigner functions is described.
We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…
We establish a link between the distribution of an exponential functional I and the undershoots of a subordinator, which is given in terms of the associated harmonic potential measure. This allows us to give a necessary and sufficient…
We argue that Lagrangian correspondences are the correct framework to study functoriality of virtual fundamental classes arising from a $-2$-symplectic derived structure.
The Eilenberg correspondence relates varieties of regular languages to pseudovarieties of finite monoids. Various modifications of this correspondence have been found with more general classes of regular languages on one hand and classes of…
Refined forms of the local Langlands correspondence seek to relate representations of reductive groups over local fields with sheaves on stacks of Langlands parameters. But what kind of sheaves? Conjectures in the spirit of Kazhdan-Lusztig…
We consider a pair of coupled queues driven by independent spectrally-positive Levy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with…