Related papers: L\'evy Processes on Quantum Permutation Groups
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…
The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.
We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…
An exposition of quantum permutation groups where an alternative to the 'Gelfand picture' of compact quantum groups is proposed. This point of view is inspired by algebraic quantum mechanics and posits that states on the algebra of…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
We study the relation between L\'evy processes under nonlinear expectations, nonlinear semigroups and fully nonlinear PDEs. First, we establish a one-to-one relation between nonlinear L\'evy processes and nonlinear Markovian convolution…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…
We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.
This is a presentation of recent work on quantum permutation groups. Contains: a short introduction to operator algebras and Hopf algebras; quantum permutation groups, and their basic properties; diagrams, integration formulae, asymptotic…
A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.
This is a presentation of recent work on quantum permutation groups, complex Hadamard matrices, and the connections between them. A long list of problems is included. We include as well some conjectural statements, about matrix models.
Convolution semigroups of states on a quantum group form the natural noncommutative analogue of convolution semigroups of probability measures on a locally compact group. Here we initiate a theory of weakly continuous convolution semigroups…
We investigate the relation of the semigroup probability density of an infinite activity L\'{e}vy process to the corresponding L\'{e}vy density. For subordinators, we provide three methods to compute the former from the latter. The first…
We consider compact matrix quantum groups whose fundamental corepresentation matrix has entries which are partial isometries with central support. We show that such quantum groups have a simple representation as semi-direct product quantum…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
We study permutation groups of given minimal degree without the classical primitivity assumption. We provide sharp upper bounds on the order of a permutation group of minimal degree m and on the number of its elements of any given support.…
The meaning of quantum group transformation properties is discussed in some detail by comparing the (co)actions of the quantum group with those of the corresponding Lie group, both of which have the same algebraic (matrix) form of the…
Schuermann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras. Quantum stochastic…