Related papers: Infinite dimensional reflecting Ornstein-Uhlenbeck…
Let $G$ be a connected semisimple Lie group with finite center. Let $\Gamma \subset G$ be a discrete subgroup. We study closed admissible irreducible subrepresentations of the space of distributions $\mathcal S(\Gamma \backslash G)'$…
Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of…
Given the observation of a high-dimensional Ornstein-Uhlenbeck (OU) process in continuous time, we proceed to the inference of the drift parameter under a row-sparsity assumption. Towards that aim, we consider the negative log-likelihood of…
Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…
We study the motion of a random string in a convex domain $O$ in $\R^d$, namely the solution of a vector-valued stochastic heat equation, confined in the closure of $O$ and reflected at the boundary of $O$. We study the structure of the…
This paper explores the geometry of the space of codimension-2 submanifolds. We implicitly represent these submanifolds by a class of complex-valued functions. We show that the space of all these implicit representations admits a prequantum…
For $m$ number of bosons, carrying spin ($S$=1) degree of freedom, in $\Omega$ number of single particle orbitals, each triply degenerate, we introduce and analyze embedded Gaussian orthogonal ensemble of random matrices generated by random…
We extend a Poincar\'{e}-type inequality for functions with large zero-sets by Jiang and Lin to fractional Sobolev spaces. As a consequence, we obtain a Hausdorff dimension estimate on the size of zero sets for fractional Sobolev functions…
A functional integral representation is given for a large class of quantum mechanical models with a non--L2 ground state. As a prototype the particle in a periodic potential is discussed: a unique ground state is shown to exist as a state…
We develop here a stochastic framework for modeling and segmenting transient spindle-like oscillatory bursts in electroencephalogram (EEG) signals. At the modeling level, individual spindles are represented as path realizations of a…
We construct a family of infinite-dimensional reduced Heisenberg groups which can be viewed as infinite-dimensional homogeneous spaces. Such a space is an analogue of finite-dimensional reduced Heisenberg groups in infinite dimensions. We…
In this paper, we introduce the anisotropic Sobolev capacity with fractional order and develop some basic properties for this new object. Applications to the theory of anisotropic fractional Sobolev spaces are provided. In particular, we…
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…
We introduce a new infinite class of superintegrable quantum systems in the plane. Their Hamiltonians involve reflection operators. The associated Schr\"odinger equations admit separation of variables in polar coordinates and are exactly…
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…
Let $G$ denote an infinite-dimensional Heisenberg-like group, which is a class of infinite-dimensional step 2 stratified Lie groups. We consider holomorphic functions on $G$ that are square integrable with respect to a heat kernel measure…
Let $\gamma$ be an automorphism of a polarized complex projective manifold $(M,L)$. Then $\gamma$ induces an automorphism $\gamma_k$ of the space of global holomorphic sections of the $k$-th tensor power of $L$, for every $k=1,2,...$; for…
The goal of this paper is to construct ergodic estimators for the parameters in the double exponential Ornstein-Uhlenbeck process, observed at discrete time instants with time step size h. The existence and uniqueness, the strong…
We establish a pointwise limit theorem for a broad class of pa\-ra\-me\-ter-\-de\-pen\-dent BMO-type seminorms as the parameter tends to zero. By introducing novel BMO-type seminorms, we provide a unified framework that extends several…
We introduce and develop a theory of orthogonality with respect to Sobolev inner products on the real line for sequences of functions with a tridiagonal, skew-Hermitian differentiation matrix. While a theory of such L2-orthogonal systems is…