Related papers: Orthogonal polynomials on path-space
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
In this paper we give an asymptotic of the coefficients of the orthogonal polynomials on the unit circle, with respect of a weight of type $\displaystyle{ f : \theta \mapsto \prod_{1\le j \le M} \vert 1 - e^{i(\theta_{j}-\theta)}\vert…
The tridiagonal representation approach is an algebraic method for solving second order differential wave equations. Using this approach in the solution of quantum mechanical problems, we encounter two new classes of orthogonal polynomials…
Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one parameter and two parameter cases.…
When one expands a Schur function in terms of the irreducible characters of the symplectic (or orthogonal) group, the coefficient of the trivial character is 0 unless the indexing partition has an appropriate form. A number of q-analogues…
The ring of symmetric functions $\Lambda$, with natural basis given by the Schur functions, arise in many different areas of mathematics. For example, as the cohomology ring of the grassmanian, and as the representation ring of the…
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…
There is a vast theory of the asymptotic behavior of orthogonal polynomials with respect to a measure on $\mathbb{R}$ and its applications to Jacobi matrices. That theory has an obvious affine invariance and a very special role for…
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in every degree) of Brownian motion is non-self-intersecting. This…
This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
For weighted $L^1$ space on the unit sphere of $\RR^{d+1}$, in which the weight functions are invariant under finite reflection groups, a maximal function is introduced and used to prove the almost everywhere convergence of orthogonal…
The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…
Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…
In the context of stochastic portfolio theory we introduce a novel class of portfolios which we call linear path-functional portfolios. These are portfolios which are determined by certain transformations of linear functions of a…
We study the constrained Ostrogradski-Hamilton framework for the equations of motion provided by mechanical systems described by second-order derivative actions with a linear dependence in the accelerations. We stress out the peculiar…
The classical Haar construction of Brownian motion uses a binary tree of triangular wedge-shaped functions. This basis has compactness properties which make it especially suited for certain classes of numerical algorithms. We present a…
We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…
In this paper we study the density of polynomials in some $L^2(M)$ spaces. Two choices of the measure $M$ and polynomials are considered: 1) a $(N\times N)$ matrix non-negative Borel measure on $\mathbb{R}$ and vector-valued polynomials…