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

We give a new proof of a classical result which provides a one-to-one correspondence between positive definite radial kernels on a homogeneous tree and finite Borel measures on the interval $[-1,1]$. Our methods allow us to find a new…

We prove the strong convergence of the spectrum of the kinetic Brownian motion to the spectrum of base Laplacian for a large class of compact locally Riemannian homogeneous spaces, in particular all compact locally symmetric spaces. This…

We show how to build a kernel \[ K_X(x,y)=\sum_{m=0}^Xh(\lambda_m/{\lambda_X})\varphi_m(x)\overline{\varphi_m(y)} \] on a compact Riemannian manifold $M$, which is positive up to a negligible error and such that $K_X(x,x)\approx X$. Here…

We give a description of the kernel of the induction map K_0(R)->K_0(S), where S is a commutative ring and R is the ring of invariants of the action of a finite group G on S. The description is in terms of H^1(G,GL(S)).

To numerically approximate Borel probability measures by finite atomic measures, we study the spectral decomposition of discrepancy kernels when restricted to compact subsets of $\mathbb{R}^d$. For restrictions to the Euclidean ball in odd…

This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…

For two continuous and isotropic positive definite kernels on the same compact two-point homogeneous space, we determine necessary and sufficient conditions in order that their product be strictly positive definite. We also provide a…

An essential generalization of the Lebedev index transform with the square of the Macdonald function is investigated. Namely, we consider a family of integral operators with the positive kernel $|K_{(i\tau+\alpha)/2}(x)|^2, \alpha \ge 0,\ x…

In a recent work the present authors have shown that the eigenvalue probability density function for Dyson Brownian motion from the identity on $U(N)$ is an example of a newly identified class of random unitary matrices called cyclic…

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the…

For a general c\`adl\`ag L\'evy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ \psi\left( \Vert X - Y \Vert_\infty\right) + \mathrm{TV}(Y[0,T]) \right\}$, where ${\cal A}_X$ is the…

We present a uniform version of a result of M. Gromov on the surjunctivity of maps commuting with expansive group actions and discuss several applications. We prove in particular that for any group $\Gamma$ and any field $\K$, the space of…

In this paper we present some new limit theorems for power variations of stationary increment L\'{e}vy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab. 45(6B) (2017), 4477--4528,…

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $\epsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a…

In this paper, we shall study the basic absolute properties of $G$-Brownian motion, i.e., those properties which hold for q.s. $\omega$. These include the characterization of the zero set and the local maxima of the $G$-Brownian motion…

Spaces of constant curvature and their motion groups are described most naturally in Cartesian basis. All these motion groups also known as CK groups are obtained from orthogonal group by contractions and analytical continuations. On the…

Let $\mathbf{D}=(D_{n})_{n\geq 1}$ be an elliptic divisibility sequence associated to the pair $(E,P)$. For a fixed integer $k$, we define $\mathscr{A}_{E,k}=\{n\geq 1 : \gcd(n,D_{n})=k\}$. We give an explicit structural description of…

Brownian motion is a building block in modern probability theory. In this paper, we describe a formalization of Brownian motion using the Lean theorem prover. We build on the existing measure-theoretic foundations in Lean's mathematical…

In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our result holds over the entire subcritical regime and can be…