Related papers: Integration formulas for Brownian motion on classi…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
We show that the Laplace transforms of traces of words in independant unitary Brownian motions converge towards an analytic function on a non trivial disc. This results allow to study asymptotics of Wilson loops under the unitary Yang-Mills…
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
A Poisson--Hopf algebra of smooth functions on the (1+1) Cayley--Klein groups is constructed by using a classical $r$--matrix which is invariant under contraction. The quantization of this algebra for the Euclidean, Galilei and Poincar\'e…
We present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. Our result can be viewed as a new improvement to the LIL.
Following the formalism of Gell-Mann and Hartle, phenomenological equations of motion are derived from the decoherence functional formalism of quantum mechanics, using a path-integral description. This is done explicitly for the case of a…
Actions of locally compact groups and quantum groups on W*-ternary rings of operators are discussed and related crossed products introduced. The results generalise those for von Neumann algebraic actions with proofs based mostly on passing…
A general Hamiltonian theory for the adiabatic motion of relativistic charged particles confined by slowly-varying background electromagnetic fields is presented based on a unified Lie-transform perturbation analysis in extended phase space…
We provide a general expression of the Haar measure $-$ that is, the essentially unique translation-invariant measure $-$ on a $p$-adic Lie group. We then argue that this measure can be regarded as the measure naturally induced by the…
The classical Haar construction of Brownian motion uses a binary tree of triangular wedge-shaped functions. This basis has compactness properties which make it especially suited for certain classes of numerical algorithms. We present a…
In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
We present a rigorous framework for determining equilibrium configurations of uniformly rotating self-gravitating fluid bodies. This work addresses the longstanding challenge of modeling rotational deformation in celestial objects such as…
The Levy transform of a Brownian motion B is the Brownian motion B't, the integral over (O,t) of sign of Bs with respect to dBs. Call T the corresponding transformation on the Wiener space W. We establish that a.s. the orbit of w in W under…
Symbolic integration over the Haar measure of compact groups is a computational cornerstone in quantum information science and random matrix theory. We present \texttt{IntegrateUnitary.jl}, a comprehensive Julia package for computing exact…
Recently the correlation functions of the so-called Itzykson-Zuber/Harish-Chandra integrals were computed (by one of the authors and collaborators) for all classical groups using an integration formula that relates integrals over compact…
We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.
We proof a limit theorem for moments in space of the increments of Brownian local time. As special cases for the second and third moments, previous results by Chen et al. (Ann. Prob. 38, 2010, no. 1) and Rosen (Stoch. Dyn. 11, 2011, no. 1),…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…