Related papers: Hermitian Functional Representation of Free L\'evy…
We propose a transformation algorithm for a class of Linear Parameter-Varying (LPV) systems with functional affine dependence on parameters, where the system matrices depend affinely on nonlinear functions of the scheduling varable, into…
We consider a natural analogue of Brownian motion on free orthogonal quantum groups and prove that it exhibits a cutoff at time $N\ln(N)$. Then, we study the induced classical process on the real line and compute its atoms and density. This…
We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have…
In these lectures three different methods of computing the asymptotic expansion of a Hermitian matrix integral is presented. The first one is a combinatorial method using Feynman diagrams. This leads us to the generating function of the…
In this paper, we analyze a function space consisting of functions for which both the function and its Fourier transform exhibit Gaussian decay together with exponential growth governed by suitable weight functions. First, we examine…
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…
The theory of a massless two-dimensional scalar field with a periodic boundary interaction is considered. At a critical value of the period this system defines a conformal field theory and can be re-expressed in terms of free fermions,…
A generating functional which results in the Poisson-Boltzmann equation and boundary conditions for an average electric potential of a macroionic suspension through an extremal condition is constructed in a mean field theory. The extremum…
Integrability conditions on local Hamiltonians for one-dimensional quantum systems to be free and interacting fermions are introduced. The definition of free fermion is the simultaneous satisfaction of the Yang-Baxter equation and Shastry's…
This article deals with adaptive nonparametric estimation for L\'evy processes observed at low frequency. For general linear functionals of the L\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of…
In this paper we establish functional Erd\H{o}s-Renyi laws for L\'evy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework,…
This paper is concerned with multimode open quantum harmonic oscillators and quadratic-exponential functionals (QEFs) as quantum risk-sensitive performance criteria. Such systems are described by linear quantum stochastic differential…
We use a noncommutative generalization of Fourier analysis to define a broad class of pseudo-probability representations, which includes the known bosonic and discrete Wigner functions. We characterize the groups of quantum unitary…
We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…
Let $X_1,...,X_N$ denote $N$ independent $d$-dimensional L\'evy processes, and consider the $N$-parameter random field \[\X(\bm{t}):= X_1(t_1)+...+X_N(t_N).\] First we demonstrate that for all nonrandom Borel sets $F\subseteq\R^d$, the…
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…
Starting from square-integrable wave functions on a Lie group, we build an invertible Fourier transform mapping them on wave functions on the dual of the Lie algebra. This is a group-theoretic version of the map from position space to…