Related papers: On L\'evy's Brownian motion indexed by the element…
We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a…
We discuss kernels on complact classical groups $G=\U(n)$, $\OO(2n)$, $\Sp(n)$ defined by the formula $K(z,u)=|\det(1-zu^*)|^s$. We obtain the explicit Plancherel formula for these kernels and the interval of positive-definiteness. We also…
We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…
We have proved in a previous paper that a space-time Brownian motion conditioned to remain in a Weyl chamber associated to an affine Kac-Moody Lie algebra is distributed as the radial part process of a Brownian sheet on the compact real…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…
We show that the braid group associated to the complex reflection group $G(d,d,n)$ is an index $d$ subgroup of the braid group of the orbifold quotient of the complex numbers by a cyclic group of order $d$. We also give a compatible…
We consider a kernel based harmonic analysis of "boundary," and boundary representations. Our setting is general: certain classes of positive definite kernels. Our theorems extend (and are motivated by) results and notions from classical…
We study Brownian motion on the space of distinct landmarks in $\mathbb{R}^d$, considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on the diffeomorphism group. As of yet, there is no proof of…
This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…
We obtain global pointwise estimates for kernels of the resolvents $(I-T)^{-1}$ of integral operators \[Tf(x) = \int_{\Omega} K(x, y) f(y) d \omega(y)\] on $L^2(\Omega, \omega)$ under the assumptions that $||T||_{L^2(\omega) \rightarrow L^2…
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel measure satisfy a strong definition of smoothness.
A new approach to the generalised Brownian motion introduced by M. Bozejko and R. Speicher is described, based on symmetry rather than deformation. The symmetrisation principle is provided by Joyal's notions of tensorial and combinatorial…
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
Let T be a measurable transformation of a probability space $(E,\mathcal {E},\pi)$, preserving the measure {\pi}. Let X be a random variable with law \pi. Call K(\cdot, \cdot) a regular version of the conditional law of X given T(X). Fix…