Related papers: Cameron-Storvick theorem associated with Gaussian …
We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Brownian motion. In order to extend ggBm with independent…
By adapting Feynman's sum over paths method to a quantum mechanical system whose phase space is a torus, a new proof of the Landsberg-Schaar identity for quadratic Gauss sums is given. In contrast to existing non-elementary proofs, which…
The Feynman path integral for the generalized harmonic oscillator is reviewed, and it is shown that the path integral can be used to find a complete set of wave functions for the oscillator. Harmonic oscillators with different…
We prove a generalization of Gowers' theorem for $\mathrm{FIN}_{k}$ where, instead of the single tetris operation $T:\mathrm{FIN}_{k}\rightarrow \mathrm{FIN}_{k-1}$, one considers all maps from $\mathrm{FIN}_{k}$ to $\mathrm{FIN}_{j}$ for…
A systematic classification of Feynman path integrals in quantum mechanics is presented and a table of solvable path integrals is given which reflects the progress made during the last ten years or so, including, of course, the main…
We introduce configuration space path integrals for quantum fields interacting with classical fields. We show that this can be done consistently by proving that the dynamics are completely positive directly, without resorting to master…
We study rates of convergence in central limit theorems for partial sum of functionals of general stationary and non-stationary Gaussian sequences, using optimal tools from analysis on Wiener space. We apply our result to study drift…
In the Ashtekar and geometrodynamic formulations of vacuum general relativity, the Euclidean and Lorentzian sectors can be related by means of the generalized Wick transform discovered by Thiemann. For some vacuum gravitational systems in…
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
Complexified Lienard-Wiechert potentials simplify the mathematics of Kerr-Newman particles. Here we constrain them by fiat to move along Bohmian trajectories to see if anything interesting occurs, as their equations of motion are not known.…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
We consider the class of all stationary Gaussian process with explicit parametric spectral density. Under some conditions on the autocovariance function, we defined a GMM estimator that satisfies consistency and asymptotic normality, using…
In our previous work, we defined a quantum algorithmic technique known as the Generalised Phase Kick-Back, or $GPK$, and analysed its applications in generalising some classical quantum problems, such as the Deutsch-Jozsa problem or the…
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…
The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
We consider an interval map which is a generalization of the R\'enyi transformation. For the continued fraction expansion arising from this transformation, we prove a result concerning the asymptotic behavior of the distribution functions…
In this paper we study algebraic structures of the classes of the $L_2$ analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian…