Related papers: A decomposition of Markov processes via group acti…
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…
We study the structure of quantum Markov Processes from the point of view of product systems and their representations.
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
This paper constructs a foundation to analyze semi-group actions, group actions, filtrations, and decompositions in a unified manner. In fact, though the studies of decomposition can be applied to foliated spaces and group actions, they can…
We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by…
We give a characterization of those Alexandrov spaces admitting a cohomogeneity one action of a compact connected Lie group $G$ for which the action is Cohen--Macaulay. This generalizes a similar result for manifolds to the singular setting…
We study the topology of compact manifolds with a Lie group action for which there are only finitely many non-principal orbits, and describe the possible orbit spaces which can occur. If some non-principal orbit is singular, we show that…
In this paper, we investigate spectral properties of explosive symmetric Markov processes. Under a condition on its life time, we prove the $L^1$-semigroup of Markov processes become compact operators.
In this study, we analytically formulated the path integral representation of the conditional probabilities for non-Markovian kinetic processes in terms of the free energy of the thermodynamic system. We carry out analytically the…
We study the actions of a Lie group $G$ by birationally extendible automorphisms on a domain $D\subset C^n$. For a large class of such domains defined by polynomial inequalities, all automorphisms are of this type. In the cases 1) $G$ has…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…
We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…
We show that the decomposition group of a line $L$ in the plane, i.e. the subgroup of plane birational transformations that send $L$ to itself birationally, is generated by its elements of degree 1 and one element of degree 2, and that it…
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…
We consider a class of homogeneous manifolds including all semisimple coadjoint orbits. We describe manifolds of that class admitting deformation q uantizations equivariant under the action of $G$ and the corresponding quantum group. We…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…
We exhibit explicit orthogonal decompositions of every multidimensional restricted root space of a real semi-simple Lie algebra. We then show a link between this result and a radiality property of smooth functions on G-homogeneous spaces…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…