Related papers: Infinite dimensional reflecting Ornstein-Uhlenbeck…

Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and,…

In this paper we show that the incompressible Euler equation on the Sobolev space $H^s(\R^n)$, $s > n/2+1$, can be expressed in Lagrangian coordinates as a geodesic equation on an infinite dimensional manifold. Moreover the Christoffel map…

The rational Cherednik algebra $\HH$ is a certain algebra of differential-reflection operators attached to a complex reflection group $W$. Each irreducible representation $S^\lambda$ of $W$ corresponds to a standard module $M(\lambda)$ for…

We consider a positive stationary generalized Ornstein--Uhlenbeck process \[V_t=\mathrm{e}^{-\xi_t}\biggl(\int_0^t\mathrm{e}^{\xi_{s-}}\ ,\mathrm{d}\eta_s+V_0\biggr)\qquadfor t\geq0,\] and the increments of the integrated generalized…

We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…

We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…

We study the behaviour of fractional Sobolev spaces $H^s(\Omega_\varepsilon)$ with $s\in(0,1/2)$ defined on ``thin films'' $\Omega_\varepsilon=\omega\times (0,\varepsilon)$ in $\mathbb R^d$, and prove that they tend to the space…

In this paper we consider a novel statistical inverse problem on the Poincar\'{e}, or Lobachevsky, upper (complex) half plane. Here the Riemannian structure is hyperbolic and a transitive group action comes from the space of $2\times2$ real…

Let $G$ be an Orlicz function and let $ \alpha, \beta, s$ be positive real numbers. Under certain conditions on the Orlicz function $ G $, we establish some continuous embeddings results between the fractional order Orlicz-Sobolev spaces…

Each real number $x\in[0,1]$ admits a unique power-2-decaying Gauss-like expansion (P2GLE for short) as $x=\sum_{i\in\mathbb{N}} 2^{-(d_1(x)+d_2(x)+\cdots+d_i(x))}$, where $d_i(x)\in\mathbb{N}$. For any $x\in(0,1]$, the Khintchine exponent…

We prove a logarithmic Sobolev trace inequality in a gaussian space and we study the trace operator in the weighted Sobolev space W^{1,p}(\Omega,\gamma) for sufficiently regular domain. We exhibit examples to show the sharpness of the…

For $n\geq 2$, let $\Gamma\subset \mathrm{SU}((n,1),\mathcal{O}_{K})$ be a torsion-free, finite-index subgroup, where $\mathcal{O}_K$ denotes the ring of integers of a totally imaginary number field $K$ of degree $2$. Let $\mathbb{B}^n$…

We provide sharp bounds for the supremum of countably many stochastic convolutions taking values in a 2-smooth Banach space. As a consequence, we obtain sharp bounds on the modulus of continuity of a family of stochastic integrals indexed…

For each ordinal $\alpha< \omega_1$, we prove the existence of a separable, reflexive Banach space with a basis and Szlenk index $\omega^{\alpha+1}$ which is universal for the class of separable, reflexive Banach spaces $X$ such that the…

A quantum superintegrable model with reflections on the $(n-1)$-sphere is presented. Its symmetry algebra is identified with the higher rank generalization of the Bannai-Ito algebra. It is shown that the Hamiltonian of the system can be…

Dyson's model in infinite dimensions is a system of Brownian particles that interact via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process can be represented by the solution to an…

We introduce analogues of Soergel bimodules for complex reflection groups of rank one. We give an explicit parametrization of the indecomposable objects of the resulting category and give a presentation of its split Grothendieck ring by…

The aim of this work is to link the quasiconformal geometry of a Euclidean domain $U$ to the spectral properties of its Dirichlet integral $\D$, through the algebra of multipliers $\M(H^{1,2}(U))$ of the Sobolev space. In the main result we…

We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…

We construct an extended Hubbard model with open boundaries from a $R$-matrix based on the $U_q[Osp(2|2)]$ superalgebra. We study the reflection equation and find two classes of diagonal solutions. The corresponding one-dimensional open…