Related papers: Random integral operators related to the point pro…
Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from differential equations with rational coefficients. More generally, this paper considers symmetric Hamiltonian systems abd determines the…
We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…
In this paper, we describe families of those bounded linear operators on a separable Hilbert space that are simultaneously unitarily equivalent to integral operators on $L_2(R)$ with bounded and arbitrarily smooth Carleman kernels. The main…
The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…
This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…
Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…
In this article we prove results on logaritmic convexity of fixed points of stochastic kernel operators. These results are expected to play a key role in the economic application to strategic market games.
We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…
In this work, the operator-sum representation of a quantum process is extended to the probability representation of quantum mechanics. It is shown that each process admitting the operator-sum representation is assigned a kernel, convolving…
Most of the known Fourier transforms associated with the equations of mathematical physics have a trivial kernel, and an inversion formula as well as the Parseval equality are fulfilled. In other words, the system of the eigenfunctions…
We review the basic properties of paired operators and their adjoints, the transposed paired operators, with particular reference to commutation relations, and we study the properties of their kernels, bringing out their similarities and…
Representations by linear integral operators on $L_p$ spaces over measure spaces are investigated for the polynomial covariance type commutation relations and more general two-sided generalizations of covariance commutation relations…
For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…
Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation…
In this article, we proved that, under weak and natural requirements, uncorrelated scattering (in particular WSSUS) channels can be modeled as stochastic integrals. Moreover, if we assume (not only uncorrelated but also) independent…
We consider some random iterated function systems on the interval and show that the invariant measure has density in $\mathcal{C}^\infty$. To prove this we use some techniques for contractions in cone metrics, applied to the transfer…
In this paper we study integral operators with kernels \begin{equation*} K(x,y)= k_1( x- A_1y)...k_m( x-A_my), \end{equation*} $k_i(x)=\frac{\Omega_i(x)}{|x|^{n/q_i}}$ where $\Omega_i: \mathbb{R}^n\to \mathbb{R}$ are homogeneous functions…
In this paper we study the commutators of fractional type integral operators. This operators are given by kernels of theform $$K(x,y)=k_1(x-A_1y)k_2(x-A_2y)\dots k_m(x-A_my),$$ where $A_i$ are invertibles matrices and each $k_i$ satisfies a…
We analyze two weak random operators, initially motivated from processes in random environment. Intuitively speaking these operators are ill-defined, but using bilinear forms one can deal with them in a rigorous way. This point of view can…
We construct quantum stochastic integrals for the integrator being a martingale in a von Neumann algebra, and the integrand -- a suitable process with values in the same algebra, as densely defined operators affiliated with the algebra. In…