Related papers: $q$-Gaussian processes: non-commutative and classi…

We study estimation and prediction of Gaussian processes with covariance model belonging to the generalized Cauchy (GC) family, under fixed domain asymptotics. Gaussian processes with this kind of covariance function provide separate…

In classical stochastic theory, the joint probability distributions of a stochastic process obey by definition the Kolmogorov consistency conditions. Interpreting such a process as a sequence of physical measurements with probabilistic…

In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov…

We develop a notion of stochastic quantum trajectories. First, we construct a basis set of trajectories, called elementary trajectories, and go on to show that any quantum dynamical process, including those that are non-Markovian, can be…

Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values,…

We begin with a review and analytical construction of quantum Gaussian process (and quantum Brownian motions) in the sense of [25],[10] and others, and then formulate and study in details (with a number of interesting examples) a definition…

Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…

We consider a stationary queueing process $Q_X$ fed by a centered Gaussian process $X$ with stationary increments and variance function satisfying classical regularity conditions. A criterion when, for a given function $f$, $\mathbb P…

In this paper, we found new q-binomial formula for Q-commutative operators. Expansion coefficients in this formula are given by q-binomial coefficients with two bases (q,Q), determined by Q-commutative q-Pascal triangle. Our formula…

We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…

A noncommutative *-algebra that generalizes the canonical commutation relations and that is covariant under the quantum groups SOq(3) or SOq(1,3) is introduced. The generating elements of this algebra are hermitean and can be identified…

A new family of one-dimensional quantum models is proposed in terms of new potentials with a Gaussian asymptotic behavior but approaching to the potential of the harmonic o scillator when $x\to 0$. It is shown that, in the energy basis of…

We prove that the Ruijsenaars model admits a one-parameter commuting family of Q-operators. The commutativity is equivalent to an elliptic hypergeometric integral transformation that was conjectured by Gadde et al., and has an alternative…

Genuinely quantum states of a harmonic oscillator may be distinguished from their classical counterparts by the Glauber-Sudarshan P-representation -- a state lacking a positive P-function is said to be nonclassical. In this paper, we…

In the present paper we study nonlinear dynamics of quantum quadratic operators (q.q.o) acting on the algebra of $2\times 2$ matrices $\bm_2(\bc)$. First, we describe q.q.o. with Haar state as well as quadratic operators with the…

We study a class of noncommutative gauge theory models on 2-dimensional Moyal space from the viewpoint of matrix models and explore some related properties. Expanding the action around symmetric vacua generates non local matrix models with…

We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…

The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…

Let $X$ be a standard Markov process. We prove that a space inversion property of $X$ implies the existence of a Kelvin transform of $X$-harmonic, excessive and operator-harmonic functions and that the inversion property is inherited by…

We address the issue of quantifying the non-Gaussian character of a bosonic quantum state and introduce a non-Gaussianity measure based on the Hilbert-Schmidt distance between the state under examination and a reference Gaussian state. We…