Related papers: Infinite dimensional reflecting Ornstein-Uhlenbeck…
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…
Many physical and biological systems rely on the progression of material through multiple independent stages. In viral replication, for example, virions enter a cell to undergo a complex process comprising several disparate stages before…
In this paper, we investigate the approximation problem for functions in Gaussian Sobolev spaces $W^s_p(\mathbb{R}^d, \gamma)$ of smoothness $s > 0$, where the approximation error is measured in the Gaussian Lebesgue space…
A stochastic process with self-interaction as a model of quantum field theory is studied. We consider an Ornstein-Uhlenbeck stochastic process x(t) with interaction of the form x^{(\alpha)}(t)^4, where $\alpha$ indicates the fractional…
We prove that an infinitesimally Hilbertian CD(0,N) space containing a line splits as the product of $R$ and an infinitesimally Hilbertian CD(0,N-1) space. By `infinitesimally Hilbertian' we mean that the Sobolev space $W^{1,2}(X,d,m)$,…
In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential…
We study a family of Laguerre--Sobolev orthogonal polynomials associated with a Sobolev inner product arising from second--order boundary value problems on the semi--infinite interval $(0,+\infty)$. These polynomials generate an orthogonal…
The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…
In [Kac77, Section 5.4] and [Kac 98], V. G. Kac tried to raise, and finished a classification of infinite-dimensional primitive Lie superalgebras. The series $\mathbf{W}(m,n)$ with $m,n$ being positive integers are the fundamental ones. In…
The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…
In an infinite dimensional separable Hilbert space $X$, we study the realizations of Ornstein-Uhlenbeck evolution operators $\pst$ in the spaces $L^p(X,\g_t)$, $\{\g_t\}_{t\in\R}$ being the unique evolution system of measures for $\pst$ in…
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…
It is proved that there exists an (omega-1,omega-1) Souslin gap in the Boolean algebra (L(nu)/Fin,subseteq^*_ae) for every nonseparable measure nu. Thus a Souslin, also known as destructible, (omega-1,omega-1) gap in P(N)/Fin can always be…
Using the sine-Gordon model as the prime example an alternative approach to integrable boundary conditions for a theory restricted to a half-line is proposed. The main idea is to explore the consequences of taking into account the…
Let $\Omega \subseteq \mathbb{R}^n$ be an open set, where $n \geq 2$. Suppose $\omega $ is a locally finite Borel measure on $\Omega$. For $\alpha \in (0,2)$, define the fractional Laplacian $(-\triangle )^{\alpha/2}$ via the Fourier…
For any finite reflection group $W$ on $\mathbb{R}^{N}$ and any irreducible $W$-module $V$ there is a space of polynomials on $\mathbb{R}^{N}$ with values in $V$. There are Dunkl operators parametrized by a multiplicity function, that is,…
Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…
The irreducible unitary representations of the Banach Lie group $U_0(\H)$ (which is the norm-closure of the inductive limit $\cup_k U(k)$) of unitary operators on a separable Hilbert space $\H$, which were found by Kirillov and Ol'shanskii,…
This paper is the first in a series of three. The main result, Theorem 1.11, gives an explicit description of the ergodic decomposition for infinite Pickrell measures on spaces of infinite complex matrices. The main construction is that of…
For many known non-compact embeddings of two Banach spaces $E\hookrightarrow F$, every bounded sequence in $E$ has a subsequence that takes form of a profile decomposition - a sum of clearly structured terms with asymptotically disjoint…