Related papers: Non-commutative Law of iterated logarithm
We analyze quantum Yang-Mills theory on $\mathbb{R}^2$ using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is…
The well-known Baker-Campbell-Hausdorff theorem in Lie theory says that the logarithm of a noncommutative product e X e Y can be expressed in terms of iterated commutators of X and Y. This paper provides a gentle introduction t{\'o}…
This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…
Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…
The result of the classical invariant theory (CIT) commonly referred to as Lemma of Cayley is reviewed and its analogue in the invariant theory of Killing tensors (ITKT) defined in pseudo-Riemannian spaces of constant curvature is…
In this paper, we consider a second order nonlinear ordinary differential equation of the form $\ddot{x}+k_1\frac{\dot{x}^2}{x}+(k_2+k_3x)\dot{x}+k_4x^3+k_5x^2+k_6x=0$, where $k_i$'s, $i=1,2,...,6,$ are arbitrary parameters. By using the…
We identify a class of left-invariant pseudo-Riemannian metrics on Lie groups for which the Laplace-Beltrami equation reduces to a first-order PDE and admits exact solutions. The defining condition is the existence of a commutative ideal…
In this paper, we continue the study of John-Nirenberg theorems for BMO/Lipschitz spaces in the noncommutative martingale setting. As conjectured from the classical case, a desired noncommutative ``stopping time" argument was discovered to…
In this paper we present a novel class of asymptotic consistent exponential-type integrators for Klein-Gordon-Schr\"odinger systems that capture all regimes from the slowly varying classical regime up to the highly oscillatory…
The non-standard Lagrangians (NSLs) for dissipative-like dynamical systems were introduced in an ad hoc fashion rather than being derived from the solution of the inverse problem of variational calculus. We begin with the first integral of…
We prove the analogue of Weyl's law for a noncommutative Riemannian manifold, namely the noncommutative two torus $\mathbb{T}_\theta^2$ equipped with a general translation invariant conformal structure and a Weyl conformal factor. This is…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…
A recurrence relation is said to have the Laurent property if all of its iterates are Laurent polynomials in the initial values with integer coefficients. We consider a family of nonlinear recurrences with the Laurent property, which were…
Fortin and Reutenauer defined the non-commutative rank for a matrix with entries that are linear functions. The non-commutative rank is related to stability in invariant theory, non-commutative arithmetic circuits, and Edmonds' problem. We…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
We introduce a new class of processes for the evaluation of multivariate equity derivatives. The proposed setting is well suited for the application of the standard copula function theory to processes, rather than variables, and easily…
Noncommutative Ward's conjecture is a noncommutative version of the original Ward's conjecture which says that almost all integrable equations can be obtained from anti-self-dual Yang-Mills equations by reduction. In this paper, we prove…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
We prove a new inequality which improves on the classical Hardy inequality in the sense that a nonlinear integral quantity with super-quadratic growth, which is computed with respect to an inverse square weight, is controlled by the energy.…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…