Related papers: Double hypergeometric L\'evy processes and self-si…
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…
Pure-jump L\'evy processes are popular classes of stochastic processes which have found many applications in finance, statistics or machine learning. In this paper, we propose a novel family of self-decomposable L\'evy processes where one…
We introduce and investigate a family of tau-functions of the 2D Toda hierarchy, which is a natural generalization of the hypergeometric family associated with Hurwitz numbers. For this family we prove a skew Schur function expansion…
We introduce a family of new continuous variable states of definite parity originating from even single mode squeezed vacuum state by subtracting an arbitrary number of photons from it.
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
We show that factorization systems, both strict and orthogonal, can be equivalently described as double categories satisfying certain properties. This provides conceptual reasons for why the category of sets and partial maps or the category…
In this paper we present explicit product formulas for a continuous two-parameter family of Heckman-Opdam hypergeometric functions of type BC on Weyl chambers $C_q\subset \mathbb R^q$ of type $B$. These formulas are related to continuous…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
Using the framework relating hypergeometric motives to modular forms, we define an explicit family of weight 2 Hecke eigenforms with complex multiplication. We use the theory of ${}_2F_1(1)$ hypergeometric series and Ramanujan's theory of…
Combining an old idea of Olver and Rosenau with the classification of second and third order homogeneous Hamiltonian operators we classify compatible trios of two-component homogeneous Hamiltonian operators. The trios yield pairs of…
We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…
We classify L\'evy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is relevant for applications such as for solving PIDEs numerically…
We give a short introduction to the theory of L\'evy processes on dual groups. As examples we consider L\'evy processes with additive increments and L\'evy processes on the dual affine group.
We study two techniques to obtain new families of classical and general Dual-Feasible Functions: A conversion from minimal Gomory--Johnson functions; and computer-based search using polyhedral computation and an automatic maximality and…
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…
A natural explicit condition is given ensuring that an action of the multiplicative monoid of non-negative reals on a manifold F comes from homotheties of a vector bundle structure on F, or, equivalently, from an Euler vector field. This is…
Hyper-Positive Real, matrix-valued, rational functions are associated with absolute stability (the Lurie problem). Here, quantitative subsets of Hyper-positive functions, related through nested inclusions, are introduced. Structurally, this…
We show that the topological classification and the smooth classification are generically the same for certain families of plane curves in a semi-local case(the double local case). Especially we give the normal form of transversely jointed…
In this paper, we continue our understanding of the stable process from the perspective of the theory of self-similar Markov processes in the spirit of the recent papers of Kyprianou (2016) and Kyprianou et al. (2017). In particular, we…
We leverage the results of the prequel in combination with a theorem of D. Orlov to yield some results in Hodge theory of derived categories of factorizations and derived categories of coherent sheaves on varieties. In particular, we…