Related papers: Geometric functionals of Brownian motion on Hermit…
With the aid of the theory of Jordan triple systems, we construct an explicit bi-symplectomorphism between a Hermitian symmetric space of non-compact type and $\C^n$ equipped with both the flat Kaehler-form and the Fubini-Study form. Our…
We study the Heckman-Opdam hypergeometric functions associated to a root system of type $BC$ and a multiplicity function which is allowed to assume some non-positive values (a standard multiplicity function). For such functions, we obtain…
The Heckman-Opdam hypergeometric functions of type BC extend classical Jacobi functions in one variable and include the spherical functions of non-compact Grassmann manifolds over the real, complex or quaternionic numbers. There are various…
The requirement of Hermiticity of a Quantum Mechanical Hamiltonian, for the description of physical processes with real eigenvalues which has been challenged notably by Carl Bender, is examined for the case of a Fock space Hamilitonian…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…
A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit…
A review is given on the foundations and applications of non-Hermitian classical and quantum physics. First, key theorems and central concepts in non-Hermitian linear algebra, including Jordan normal form, biorthogonality, exceptional…
Let $F_{BC}(\lambda,k;t)$ be the Heckman-Opdam hypergeometric function of type BC with multiplicities $k=(k_1,k_2,k_3)$ and weighted half sum $\rho(k)$ of positive roots. We prove that $F_{BC}(\lambda+\rho(k),k;t)$ converges for…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identify the Cameron--Martin space and derive the explicit…
The Euclidean action with acceleration has been analyzed in [1], hereafter cited as reference I, for its Hamiltonian and path integral. In this paper, the state space of the Hamiltonian is analyzed for the case when it is pseudo-Hermitian…
We derive a geometric integration formula for the partition function of a classical dynamical system and use it to show that corrections to the WKB approximation vanish for any Hamiltonian which generates conformal motions of some…
In this paper we introduce and study Brownian motion on state spaces with varying dimension. Starting with a concrete case of such state spaces that models a big square with a flag pole, we construct a Brownian motion on it and study how…
Noncommutative geometry has been slowly emerging as a new paradigm of geometry which starts from quantum mechanics. One of its key features is that the new geometry is spectral in agreement with the physical way of measuring distances. In…
We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H< 1/2. As applications, we study the asymptotic behavior of the trapezoidal weighted odd-power…
Starting from the hyperoctahedral multivariate hypergeometric function of Heckman and Opdam (associated with the $BC_n$ root system), we arrive -- via partial confluent limits in the sense of Oshima and Shimeno -- at solutions of the…