Related papers: Infinitesimal generators of q-Meixner processes

The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables…

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Bounded weak solutions are constructed for a degenerate parabolic system with a full diffusion matrix, which is a generalized version of the thin film Muskat system. Boundedness is achieved with the help of a sequence $(\mathcal{E}_n)_{n\ge…

Let $G$ be an amenable discrete countable infinite group, $A$ a finite set, and $(\mu_g)_{g\in G}$ a family of probability measures on $A$ such that $\inf_{g\in G}\min_{a\in A}\mu_g(a)>0$. It is shown (among other results) that if the…

We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…

A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…

An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…

We study the infinitesimal generator of the Poisson semigroup in $L^p$ associated with homogeneous, second-order, strongly elliptic systems with constant complex coefficients in the upper-half space, which is proved to be the…

In the algebra $\Cal A=\Cal L(PSL(2,\Bbb Z)\otimes B(H)=\Cal L(F_N)\otimes B(H)$, $N$ finite, there exists a bounded subnormal operator $Z$, such that $\Cal A$ is the weak closure of linear span of the set ${(Z^*)^n Z^m| n,m=0,1,2...}$.

We prove a weak-type estimate for a class of operators extending some of the almost orthogonality issues involved in the study of the bilinear Hilbert transform by Lacey and Thiele.

We construct a class of Fourier multipliers whose associated operators are weak (1,1) bounded but fail to be weak (p, p) bounded for any 1 < p \leq \infty. Moreover, we show that this result is sharp.

Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…

We show that the class of inductive limits of the representations of finite symmetric groups with simple spectrum coinsides with the class of Markov representations of the infinite symmetric group associated with Markov measures on the…

We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.

In this article almost semi-continuous processes with stationary independent increments on a finite irreducible Markov chain are considered. For these processes the components of matrix factorization identity are concretely defined. On the…

The definition of conservative-irreversible functions is extended to smooth manifolds. The local representation of these functions is studied and reveals that not each conservative-irreversible function is given by the weighted product of…

In this short note we use ideas from systems theory to define a functional calculus for infinitesimal generators of strongly continuous semigroups on a Hilbert space. Among others, we show how this leads to new proofs of (known) results in…

In this note it is shown that two key results on transcendental singularities for meromorphic functions of finite lower order have refinements which hold under the weaker hypothesis that the logarithmic derivative has finite lower order.

Let $G$ be a branch group acting by automorphisms on a rooted tree $T$. Stabilizers of infinite rays in $T$ are examples of weakly maximal subgroups of $G$ (subgroups that are maximal among subgroups of infinite index), but in general they…

We consider two fractional versions of a family of nonnegative integer valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equations, and we show the overdispersion of these processes. As…