Related papers: Martingale and analytic dimensions coincide under …
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
A homogeneous Gibbons-Hawking ansatz is described, leading to 4-dimensional hyperkahler metrics with homotheties. In combination with Blaschke products on the unit disc in the complex plane, this ansatz allows one to construct…
The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…
We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…
The support of wavelet transform associated with square integrable irreducible representation of a homogeneous space is shown to have infinite measure. Pointwise homogeneous approximation property for wavelet transform has been…
We prove a characterization of the Dirichlet-Ferguson measure over an arbitrary finite diffuse measure space. We provide an interpretation of this characterization in analogy with the Mecke identity for Poisson point processes.
We study heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg-like Lie groups. In particular, we show that Cameron-Martin type quasi-invariance results hold in this subelliptic setting and give $L^p$-estimates for the…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
A martingale \int H.dZ is defined as having Dimension k if H has rank k almost surely, almost all t. Dimension can be used as a geometric invariant to classify and study martingales. We also define general Brownian motions in higher…
We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…
We introduce a new concept of dimension for metric spaces, the so-called topological Hausdorff dimension. It is defined by a very natural combination of the definitions of the topological dimension and the Hausdorff dimension. The value of…
We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…
We introduce a notion of differential of a Sobolev map between metric spaces. The differential is given in the framework of tangent and cotangent modules of metric measure spaces, developed by the first author. We prove that our notion is…
We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…
New localized structured solutions for the three-dimensional linear diffusion (heat) equation are presented. These new solutions are written in terms of Airy functions and either Gaussian or Bessel functions. They accelerate along their…
The Schwinger model is used to study the artifacts of quenching in a controlled way. The model is solved on a finite-temperature cylinder of circumference $\beta=1/T$ with bag-inspired local boundary conditions at the two ends $x^1=0$ and…
In this paper we study the structure theory of normed modules, which have been introduced by Gigli. The aim is twofold: to extend von Neumann's theory of liftings to the framework of normed modules, thus providing a notion of precise…
The aim of this paper is to study the heat kernel and jump kernel of the Dirichlet form associated to ultrametric Cantor sets $\partial\BB_\Lambda$ that is the infinite path space of the stationary $k$-Bratteli diagram $\BB_\Lambda$, where…
Let $\mu$ be a positive finite measure on the unit circle. The Dirichlet type space $\mathcal{D}(\mu)$, associated to $\mu$, consists of holomorphic functions on the unit disc whose derivatives are square integrable when weighted against…
In this article, we extend the compactness theorems proved by Sprouse and Hwang-Lee to a weighted manifold under the assumption that the weighted Ricci curvature is bounded below in terms of its weight function. With the help of the…