Related papers: Poisson imbedding meets the Clark-Ocone formula
This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…
Liouville integrable systems, which have bi-Hamiltonian representation of the Gel'fand-Zakharevich type, are considered. Bi-presymplectic representation of one-Casimir bi-Hamiltonian chains and weakly bi-presymplectic representation of…
We explicitly construct and study an isometry between the spaces of square integrable functionals of an arbitrary Levy process and a vector-valued Gaussian white noise. In particular, we obtain explicit formulas for this isometry at the…
Continuous formal deformations of the Poisson superbracket defined on compactly supported smooth functions on R^n taking values in a Grassmann algebra are described up to an equivalence transformation. It is shown that there are additional…
We describe an embedding of the Poincare Lie algebra into an extension of the Lie field of SO(2,3) (the anti-de Sitter group). We also describe higher dimensional analogs of this embedding, which connect SO(p,q) groups to their associated…
The covariant Poisson equation for Lie algebra-valued mappings defined in 3-dimensional Euclidean space is studied using functional analytic methods. Weighted covariant Sobolev spaces are defined and used to derive sufficient conditions for…
We study the functional integrals that appear in a path integral bosonization procedure for more than two spacetime dimensions. Since they are not in general exactly solvable, their evaluation by a suitable loop expansion would be a natural…
Given a Lie group G whose Lie algebra is endowed with a nondegenerate invariant symmetric bilinear form, we construct a Poisson algebra of continuous functions on a certain open subspace R of the space of representations in G of the…
Simple proofs of the midpoint, trapezoidal and Simpson's rules are proved for numerical integration on a compact interval. The integrand is assumed to be twice continuously differentiable for the midpoint and trapezoidal rules, and to be…
Contrary to standard statistical models, unnormalised statistical models only specify the likelihood function up to a constant. While such models are natural and popular, the lack of normalisation makes inference much more difficult. Here…
We present a Poisson formula for sparse resultants and a formula for the product of the roots of a family of Laurent polynomials, which are valid for arbitrary families of supports. To obtain these formulae, we show that the sparse…
Nonlinear Hamiltonian systems describing the abstract Vlasov and Hartree equations are considered in the framework of algebraic Poissonian theory. The concept of uniformization is introduced; it generalizes the method of second quantization…
We point out that a proper use of the Hoeffding--ANOVA decomposition for symmetric statistics of finite urn sequences, previously introduced by the author, yields a decomposition of the space of square-integrable functionals of a…
We introduce a noncommutative Poisson random measure on a von Neumann algebra. This is a noncommutative generalization of the classical Poisson random measure. We call this construction Poissonization. Poissonization is a functor from the…
A recursion operator is an integro-differential operator which maps a generalized symmetry of a nonlinear PDE to a new symmetry. Therefore, the existence of a recursion operator guarantees that the PDE has infinitely many higher-order…
Let X be a Poisson point process of intensity lambda on the real line. A thickening of it is a (deterministic) measurable function f such that the union of X and f(X) is a Poisson point process of intensity lambda' where lambda'>lambda. An…
The Hamiltonian structure of a class of three-dimensional (3D) Lotka-Volterra (LV) equations is revisited from a novel point of view by showing that the quadratic Poisson structure underlying its integrability structure is just a real…
The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of…
This work takes place over a conformally flat spin manifold (M,g). We prove existence and uniqueness of the conformally equivariant quantization valued in spinor differential operators, and provide an explicit formula for it when restricted…
Conformal symmetry underlies the mathematical description of various two-dimensional integrable models (e.g. for their Lax representation, Poisson algebra, zero curvature representation,...) or of conformal models (for the anomalous Ward…