Related papers: On L\'evy's Brownian motion indexed by the element…
We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel…
Given a locally compact Polish space X, a necessary and sufficient condition for a group G of homeomorphisms of X to be the full isometry group of (X,d) for some proper metric d on X is given. It is shown that every locally compact Polish…
Suppose that $X=G/K$ is the quotient of a locally compact group by a closed subgroup. If $X$ is locally contractible and connected, we prove that $X$ is a manifold. If the $G$-action is faithful, then $G$ is a Lie group.
In this note we give a simple, dimension independent, proof of the logarithmic Sobolev inequality on the Heisenberg groups $H_n=\R^{2n+1}$ using the measure preserving transformations of the Brownian motion. We have corrected some serious…
We prove that for any pair of i.i.d. random variables $X,Y$ with finite moment of order $a \in (0,2]$ it is true that $E |X-Y|^a \leq E |X+Y|^a$. Surprisingly, this inequality turns out to be related with bifractional Brownian motion. We…
The motion of compact binaries is influenced by the spin of their components starting at the 1.5 post-Newtonian (PN) order. On the other hand, in the large mass ratio limit, the spin of the lighter object appears in the equations of motion…
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
Consider the pseidounitary group $G=U(p,q)$ and its compact subgroup $K=U(p)$. We construct an explicit unitary intertwining operator from the tensor product of a holomorphic representation and a antiholomorphic representation of $G$ to the…
We consider a connected compact Lie group K acting on a symplectic manifold M such that a moment map m exists. A pull-back function via m Poisson commutes with all K-invariants. Guillemin-Sternberg raised the problem to find a converse. In…
In this paper we define twisted equivariant K-theory for actions of Lie groupoids. For a Bredon-compatible Lie groupoid, this defines a periodic cohomology theory on the category of finite CW-complexes with equivariant stable projective…
Given a magnetic finite group, we consider the similarity classes of magnetic equivariant central simple graded algebras over the complex numbers. We call this set the magnetic equivariant graded Brauer group and its structure as an abelian…
We study the total positivity of the kernel $1/(x^2 + 2 \cos(\pi\a)xy +y^2).$ The case of infinite order is characterized by an application of Schoenberg's theorem. We then give necessary conditions for the cases of any given finite order…
We supply a Fourier characterization for the real, continuous, isotropic and strictly positive definite kernels on a product of circles.
In this note we study the dynamics of the natural evaluation action of the group of isometries $G$ of a locally compact metric space $(X,d)$ with one end. Using the notion of pseudo-components introduced by S. Gao and A. S. Kechris we show…
We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Ito's Wiener process. We then apply the…
We explicit Ozawa kernels for classical group theoretical constructions, for discrete metric spaces of finite asymptotic dimension, of large enough Hilbert space compression, and for suitable actions of countable groups on metric spaces. We…
We study positive operator-valued measures generated by orbits of projective unitary representations of locally compact Abelian groups. It is shown that integration over such a measure defines a family of contractions being multiples of…
Consider a Brownian motion $W$ in ${\bf C}$ started from $0$ and run for time 1. Let $A(1),A(2),\dots$ denote the bounded connected components of ${\bf C}-W([0,1])$. Let $R(i)$ (resp. $r(i)$) denote the out-radius (resp. in-radius) of…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
Attempts to extend our previous work using the octonions to describe fundamental particles lead naturally to the consideration of a particular real, noncompact form of the exceptional Lie group E6, and of its subgroups. We are therefore led…