Related papers: Towards computing the harmonic-measure distributio…
It is established that if a harmonic function $u$ on the unit disk $\mathbb D$ in $\mathbb C$ has angular limits on a measurable set $E$ of the unit circle $\partial\mathbb D$, then its conjugate harmonic function $v$ in $\mathbb D$ also…
The commutator between operators at different space and time has been a diagnostic for locality of unitary evolution. Most existing results are either for specific tractable (random) Hamiltonians(Out-of-Time-Order-Correlators calculations),…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…
In this paper we answer a question of Kaimanovich by characterizing (jointly) bi-harmonic functions on countable, discrete groups with respect to a symmetric, generating measure. We also study the peripheral Poisson boundary of $L(\G)$ with…
We develop a Hilbert-space approach to the diffusion process of the Brownian motion in a bounded domain with random jumps from the boundary introduced by Ben-Ari and Pinsky in 2007. The generator of the process is introduced by a diffusion…
We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…
The Wigner function is a quantum analogue of the classical joined distribution of position and momentum. As such is should be a good tool to study quantum-classical correspondence. In this paper, the classical limit of the Wigner function…
Harmonic and polyanalytic functional calculi have been recently defined for bounded commuting operators. Their definitions are based on the Cauchy formula of slice hyperholomorphic functions and on the factorization of the Laplace operator…
The aim of the article is to show a H{\"o}rmander spectral multiplier theorem for an operator $A$ whose kernel of the semigroup $\exp(-zA)$ satisfies certain Poisson estimates for complex times $z.$ Here $\exp(-zA)$ acts on $L^p(\Omega),\,1…
We investigate the Local Asymptotic Property for fractional Brownian models based on discrete observations contaminated by a Gaussian moving average process. We consider both situations of low and high-frequency observations in a unified…
When computing quantum-mechanical observables, the ``curse of dimensionality'' limits the naive approach that uses the quantum-mechanical wavefunction. The semiclassical Herman--Kluk propagator mitigates this curse by employing a grid-free…
This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between the Hausdorff and box dimensions. Potential theoretic methods are used to produce dimension bounds for images of sets under H\"older maps and…
The distribution function of electrons and phonons interacting with electrons in semiconductors and semimetals in high electric and quantizing magnetic fields as a result of the solution of the coupled system of equations for the density…
The fractional Brownian motion (fBm) is parameterized by the Hurst exponent $H\in(0,1)$, which determines the dependence structure and regularity of sample paths. Empirical findings suggest that the Hurst exponent may be non-constant in…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
We apply a suitable modification of the functional delta method to statistical functionals that arise from law-invariant coherent risk measures. To this end we establish differentiability of the statistical functional in a relaxed Hadamard…
This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…
Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to the Harmonic map heat flow equation. The Gibbs…
In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian motion and the corresponding Hermite polynomials. As…
In this paper we will consider the LAN property for both the Hurst parameter $H>3/4$ and the variance of the fractional Brownian motion plus an independent standard Brownian motion (called mixed fractional Brownian motion) with…