Related papers: Stochastic differential equations for Lie group va…

We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space and for Poisson $U$-statistics. We use them to demonstrate the Law of the Iterated Logarithm for these processes when the intensity of the Poisson…

Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…

We define the quadratic algebra su(2)_{\alpha} which is a one-parameter deformation of the Lie algebra su(2) extended by a parity operator. The odd-dimensional representations of su(2) (with representation label j, a positive integer) can…

Let $(X,d)$ be a locally compact separable ultrametric space. Given a measure $m$ on $X$ and a function $C$ defined on the set $\mathcal{B}$ of all balls $B\subset X$ we consider the hierarchical Laplacian $L=L_{C}$. The operator $L$ acts…

In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification of…

The Haar functional on the quantum $SU(2)$ group is the analogue of invariant integration on the group $SU(2)$. If restricted to a subalgebra generated by a self-adjoint element the Haar functional can be expressed as an integral with a…

We derive the Holstein-Primakoff oscillator realization on the coadjoint orbits of the $SU(N+1)$ and $SU(1,N)$ group by treating the coadjoint orbits as a constrained system and performing the symplectic reduction. By using the action-angle…

We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…

The research of the Dirichlet problem with arbitrary measurable datafor harmonic functions is due to the famous dissertation of Luzin. The present paper is devoted to various theorems on the existence of nonclassical solutions of the…

Hagedorn functions are carefully constructed generalizations of Hermite functions to the setting of many-dimensional squeezed and coupled harmonic systems. Wavepackets formed by superpositions of Hagedorn functions have been successfully…

We show that whenever a separable subset $S$ of a complete metric space $X$ admits a $d$-dimensional weak tangent field, the set $S$ is close to being $d$-dimensional in the following sense. Whenever $\mu$ is a Borel finite measure on $X$…

Let $G_{\P}$ be a compact simple Poisson-Lie group equipped with a Poisson structure $\P$ and $(M, \o)$ be a symplectic manifold. Assume that $M$ carries a Poisson action of $G_{\P}$ and there is an equivariant moment map in the sense of Lu…

A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of Hamiltonian vector…

In the context of predicting the behaviour of chaotic systems, Schroer, Sauer, Ott and Yorke conjectured in 1998 that if a dynamical system defined by a smooth diffeomorphism $T$ of a Riemannian manifold $X$ admits an attractor with a…

We show that su(2) rational and trigonometric Gaudin models, or in other words, generalised coupled angular momenta systems, have singularities that undergo Hamiltonian Hopf bifurcations. In particular, we find a normal form for the…

We study the explicit construction of the Haar measure on the compact $p$-adic rotation group $\textrm{SO}(3)_p$ by nautical (Cardano) parametrization. Exploiting its topological group isomorphism with…

We introduce a notion of moment map adapted to actions of Lie groups that preserve a closed three-form. We show existence of our multi-moment maps in many circumstances, including mild topological assumptions on the underlying manifold.…

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

The main result of this paper is a quasi-hamiltonian analogue of a special case of the O'Shea-Sjamaar convexity theorem for usual momentum maps. We denote by U a simply connected compact connected Lie group and we fix an involutive…

We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our…