Related papers: The Poisson Multiplication Formula
Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…
A family of Poisson structures, parametrised by an arbitrary odd periodic function $\phi$, is defined on the space $\cW$ of twisted polygons in $\RR^\nu$. Poisson reductions with respect to two Poisson group actions on $\cW$ are described.…
The set of common numerical and analytical problems is introduced in the form of the generalized multidimensional discrete Poisson equation. It is shown that its solutions with square-summable discrete derivatives are unique up to a…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…
Multivariate Poisson distributions have numerous applications. Fast computation of these distributions, holding constant a fixed set of linear combinations of these variables, has been explored by Sontag and Zeilberger. This elaborates on…
We consider square-integrable functionals of Poisson point processes for which the variance upper bound provided by the classical Poincar\'{e} inequality is suboptimal, a phenomenon known as superconcentration. In this paper, we establish a…
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
We consider a weighted form of the Poisson summation formula. We prove that under certain decay rate conditions on the weights, there exists a unique unitary Fourier-Poisson operator which satisfies this formula. We next find the diagonal…
We describe the Kantor square (and Kantor product) of multiplications, extending the classification proposed in [I. Kaygorodov, On the Kantor product, Journal of Algebra and Its Applications, 16 (2017), 9, 1750167]. Besides, we explicitly…
Influence of number of particles considered in numerical simulations on complex dielectric permittivity of binary dilute dielectric mixtures in two-dimensions are reported. In the simulations, dodecagons (polygons with 12-sides) were used…
We consider the distribution of spacings between consecutive elements in subsets of Z/qZ where q is highly composite and the subsets are defined via the Chinese remainder theorem. We give a sufficient criterion for the spacing distribution…
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an It\^o formula for a diffusion in a distributional setting, and apply to investigate differentiability-index $s$ and integrability-index $p…
Let $V_1,V_2,V_3$ be a triple of even dimensional vector spaces over a number field $F$ equipped with nondegenerate quadratic forms $\mathcal{Q}_1,\mathcal{Q}_2,\mathcal{Q}_3$, respectively. Let \begin{align*} Y \subset \prod_{i=1}V_i…
We consider Malliavin calculus based on the It\^o chaos decomposition of square integrable random variables on the L\'evy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…
The integration-by-parts formula discovered by Malliavin for the Ito map on Wiener space is proved using the two-parameter stochastic calculus. It is also shown that the solution of a one-parameter stochastic differential equation driven by…
In analogy to the KP theory, the second Poisson structure for the dispersionless KP hierarchy can be defined on the space of commutative pseudodifferential operators $L=p^n+\sum_{j=-\infty}^{n-1}u_j p^j$. The reduction of the Poisson…