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We prove an abstract Fubini-type theorem in the context of monoidal and enriched category theory, and as a corollary we establish a Fubini theorem for integrals on arbitrary convergence spaces that generalizes (and entails) the classical…

Functional Analysis · Mathematics 2012-10-17 Rory B. B. Lucyshyn-Wright

The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…

Probability · Mathematics 2023-09-20 Yong Chen , Ying Li

An elementary construction of the Wiener process is discussed, based on a proper sequence of simple symmetric random walks that uniformly converge on bounded intervals, with probability 1. This method is a simplification of F.B. Knight's…

Probability · Mathematics 2010-08-10 Tamas Szabados

In this note we demonstrate the equation of motion for test particles in an ambient gravitational field for the teleparallel theory of gravity, considered as a generalized gauge theory, using a computational scheme due to Feynman. It can be…

High Energy Physics - Theory · Physics 2011-04-21 S. Fabi , G. S. Karatheodoris

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

Probability · Mathematics 2016-10-06 Tobias Fissler , Christoph Thaele

We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…

Statistical Mechanics · Physics 2011-10-27 Rudolf Friedrich , Stephan Eule

We study the possibility of applying statistical mechanics to generally covariant quantum theories with a vanishing Hamiltonian. We show that (under certain appropiate conditions) this makes sense, in spite of the absence of a notion of…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Merced Montesinos , Carlo Rovelli

We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…

Statistical Mechanics · Physics 2007-05-23 Alexander Dubkov , Bernardo Spagnol

The signature of a path, as a fundamental object in Rough path theory, serves as a generating function for non-commutative monomials on path space. It transforms the path into a grouplike element in the tensor algebra space, summarising the…

Probability · Mathematics 2024-03-04 Terry Lyons , Hao Ni , Jiajie Tao

These notes were inspired by the course ''Quantum Field Theory from a Functional Integral Point of View'' given at the University of Zurich in Spring 2017 by Santosh Kandel. We describe Feynman's path integral approach to quantum mechanics…

Mathematical Physics · Physics 2019-02-26 Nima Moshayedi

We show a Cameron-Martin theorem for Slepian processes $W_t:=\frac{1}{\sqrt{p}}(B_t-B_{t-p}), t\in [p,1]$, where $p\geq \frac{1}{2}$ and $B_s$ is Brownian motion. More exactly, we determine the class of functions $F$ for which a density of…

Probability · Mathematics 2016-05-19 Wolfgang Bischoff , Andreas Gegg

We formulate and derive a generalization of an orthogonal rational-function basis for spectral expansions over the infinite or semi-infinite interval. The original functions, first presented by Wiener are a mapping and weighting of the…

Numerical Analysis · Mathematics 2009-06-01 Akil C. Narayan , Jan S. Hesthaven

This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate…

Probability · Mathematics 2007-05-23 Marie F. Kratz

From the freedom exhibited by the generalized Einstein action proposed in [1], we show that we can construct the standard effective Einstein-Cartan action coupled to the fermionic matter without the usual current-current interaction and…

General Relativity and Quantum Cosmology · Physics 2010-04-21 Meriem-Hadjer Lagraa , Mohammed Lagraa

In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that…

Probability · Mathematics 2020-02-18 Xavier Bardina , Carles Rovira

The concepts of phase space Feynman integrals in White Noise Analysis are established. As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e., solutions to the Schr\"odinger equation are…

Mathematical Physics · Physics 2013-11-19 Wolfgang Bock , Martin Grothaus

The path integral for the partition function of Chern-Simons gauge theory with a compact gauge group is evaluated on a general Seifert 3-manifold. This extends previous results and relies on abelianisation, a background field method and…

High Energy Physics - Theory · Physics 2018-12-31 Matthias Blau , Keita Kaniba Mady , K. S. Narain , George Thompson

With the use of Hida's white noise space theory space theory and spaces of stochastic distributions, we present a detailed analytic continuation theory for classes of Gaussian processes, with focus here on Brownian motion. For the latter,…

Probability · Mathematics 2025-01-27 Luis Daniel Abreu , Daniel Alpay , Tryphon Georgiou , Palle Jorgensen

The Feynman path integral is defined over the space $\mathbb{R}^T$ of all possible paths; it has been a powerful tool to develop Quantum Mechanics. The absolute value of Feynman's integrand is not integrable, then Lebesgue integration…

Mathematical Physics · Physics 2020-03-02 Ricardo Gaitan , M. Guadalupe Morales

This paper reviews and generalizes Feynman's path integration methods which use time slicing with straight line segments and Fourier sine series. The generalizations are done from variational calculus considerations and in one dimension for…

Quantum Physics · Physics 2018-09-03 John W. Russell