Related papers: On L\'evy's Brownian motion indexed by the element…
We give a new and intrinsic proof of the transitivity of the braid group action on the set of full exceptional sequences of coherent sheaves on a weighted projective line. We do not use here the corresponding result of Crawley-Boevey for…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…
We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous…
Bifractional Brownian motion on $\mathbb{R}_+$ is a two parameter centered Gaussian process with covariance function: \[ R_{H,K} (t,s)=\frac 1{2^K}\left(\left(t^{2H}+s^{2H}\right)^K-\ |{t-s}\ |^{2HK}\right), \qquad s,t\ge 0. \] This process…
The smooth action of a compact Lie group on a compact manifold can be resolved to an iterated space, as made explicit by Pierre Albin and the second author. On the resolution the lifted action has fixed isotropy type, in an iterated sense,…
The semidirect product $\mathbb{G}=\mathbb{L}\rtimes \mathbb{K}$ attached to a compact-group action on a connected, simply-connected solvable Lie group has a dense set of compact elements precisely when the $s\in \mathbb{K}$ operating on…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
For functions that take values in the Clifford algebra, we study the Clifford-Fourier transform on $R^m$ defined with a kernel function $K(x,y) := e^{\frac{i \pi}{2} \Gamma_{y}}e^{-i <x,y>}$, replacing the kernel $e^{i <x,y>}$ of the…
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…
The following question is proposed in [4, Question 1.20]: Let $G$ be a compact group, and suppose that $$\mathcal{N}_k(G) = \{(x1,\dots,x_{k+1}) \in G^{k+1} \;\|; [x_1,\dots, x_{k+1}] = 1\}$$ has positive Haar measure in $G^{k+1}$. Does $G$…
The composition operators preserving total non-negativity and total positivity for various classes of kernels are classified, following three themes. Letting a function act by post composition on kernels with arbitrary domains, it is shown…
We establish a duality for two factorization questions, one for general positive definite (p.d) kernels $K$, and the other for Gaussian processes, say $V$. The latter notion, for Gaussian processes is stated via Ito-integration. Our…
This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…
We study the Fourier characterisation of strictly positive definite functions on compact abelian groups. Our main result settles the case $G = F \times \mathbb{T}^r$, with $r \in \mathbb{N}$ and $F$ finite. The characterisation obtained for…
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt where B is a fractional Brownian motion. Our principal motivation is to describe one of the simplest theory - from our point of view -…
We show that an isometric action of a compact quantum group on the underlying geodesic metric space of a compact connected Riemannian manifold $(M,g)$ with strictly negative curvature is automatically classical, in the sense that it factors…
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…
Excursion reflected Brownian motion (ERBM) is a strong Markov process defined in a finitely connected domain $D \subset \mathbb{C}$ that behaves like a Brownian motion away from the boundary of $D$ and picks a point according to harmonic…
In this paper, we study compact complex orbifolds. In the first part, we shows the equivalence of two notions of compact K\"ahler orbifold. In the second part, we shows various versions of Demailly's regularisation theorems for compact…
Let k be a field, and A a finite-dimensional k-algebra. Let d be an integer. Denote by Gr(d,A) the Grassmannian of d-subspaces of A (viewed as a k-vector space), and by GL_1(A) the algebraic k-group whose points are invertible elements of…