Related papers: On L\'evy's Brownian motion indexed by the element…

T. In this study, we construct an analog of the Brownian motion on free reflection quantum groups and compute its cutoff profile.

Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…

Let $G$ be a classical group defined over the complex numbers with a Borel subgroup $B$. Choose a holomorphic involution of $G$ and let $K$ be its set of fixed points. The group $K$ acts on the flag variety $G/B$ with finitely many orbits…

We consider the Klein-Gordon equation in FRW-like spacetimes, with compact space sections (not necessarily isotropic neither homogeneous). The bi-scalar kernel allowing to select the positive-frequency part of any solution is developed on…

We generalize classical kinematic formulas for convex bodies in a real vector space $V$ to the setting of non-compact Lie groups admitting a Cartan decomposition. Specifically, let $G$ be a closed linear group with Cartan decomposition $G…

These are notes on seminal work of Freed, and subsequent developments, on the curvature properties of (Sobolev Lie) groups of maps from a Riemannian manifold into a compact Lie group. We are mainly interested in critical cases which are…

We generalize a fundamental theorem on positive matrix semigroups stating that each component is either strictly positive for all times or identically zero ("L\'evy's Theorem"). Our proof of this fact that does not require the matrices to…

We construct Dyson Brownian motion for $\beta \in (0,\infty]$ by adapting the extrinsic construction of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When $\beta$ is…

A family of log-correlated Gaussian processes indexed by metric spaces is introduced, when the metric is conditionally negative definite. These processes arise as the limit of bi-fractional Brownian motions indexed by $(H,K)$ scaled by…

We study the equation of motion appropriate to an inspiralling binary star system whose constituent stars have strong internal gravity. We use the post-Newtonian approximation with the strong field point particle limit by which we can…

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

We give positive descriptions for certain Schubert structure constants $c_{u,v}^w$ for the full flag variety in Lie types $C$ and $D$. This is accomplished by first observing that a number of the $K=GL(n,\C)$-orbit closures on these flag…

In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…

By using the Malliavin calculus and finite-jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic differential equations with noises containing a subordinate Brownian…

The group theoretical approach to the relativistic wave equations on the real reducible spaces for spin~0, 1/2 and~1 massless particles is considered. The invariant wave equations which determine the appropriate irreducible representations…

We provide a characterization for the continuous positive definite kernels on $\mathbb R^d$ that are invariant to linear isometries, i.e. invariant under the orthogonal group $O(d)$. Furthermore, we provide necessary and sufficient…

The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on noise processes of pseudo-moving-average type. On account of…

Consider a proper, isometric action by a unimodular locally compact group $G$ on a Riemannian manifold $M$ with boundary, such that $M/G$ is compact. For an equivariant, elliptic operator $D$ on $M$, and an element $g \in G$, we define a…

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

Excursion reflected Brownian motion (ERBM) is a strong Markov process defined in a finitely connected domain $D \subset \C$ that behaves like a Brownian motion away from the boundary of $D$ and picks a point according to harmonic measure…