Related papers: The Jacobi field of a L\'evy process
We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…
In [Yu.M. Berezansky, E. Lytvynov, D. A. Mierzejewski, Ukrainian Math. J. 55 (2003), 853--858 ], the Jacobi field of a L\'evy process was derived. This field consists of commuting self-adjoint operators acting in an extended (interacting)…
Jacobi fields of classical solutions of a Hamiltonian mechanical system are quantized in the framework of vertical-extended Hamiltonian formalism. Quantum Jacobi fields characterize quantum transitions between classical solutions.
An explicit expression for the Jacobi metric for a general Lagrangian system is obtained as a series expansion in the square root of the kinetic energy of the system and the corresponding geodesics are described in terms of an appropriate…
We discuss some properties of Jacobi fields that do not involve assumptions on the curvature endomorphism. We compare indices of different spaces of Jacobi fields and give some applications to Riemannian geometry.
By definition, a Jacobi field $J=(J(\phi))_{\phi\in H_+}$ is a family of commuting selfadjoint three-diagonal operators in the Fock space $\mathcal F(H)$. The operators $J(\phi)$ are indexed by the vectors of a real Hilbert space $H_+$. The…
We define Jacobi forms of indefinite lattice index, and show that they are isomorphic to vector-valued modular forms also in this setting. We also consider several operations of the two types of objects, and obtain an interesting bilinear…
In this paper, we define Jacobi fields for nonholonomic mechanics using a similar characterization than in Riemannian geometry. We give explicit conditions to find Jacobi fields and finally we find the nonholonomic Jacobi equations in two…
In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian…
In this paper we give a geometric description of the Jacobi equations associated to a first-order Lagrangian field theory using a prolongation of the Lagrangian $L$ on a $k$-cosymplectic formulation. Moreover, using an appropriate…
In this paper, we compute Riemannian metrics on the Siegel-Jacobi space which are invariant under the natural action of the Jacobi group explicitly and also provide the Laplacians of these invariant metrics. These are expressed in terms of…
We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…
Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…
We consider periodic matrix-valued Jacobi operators. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the Lyapunov function, which is analytic on an associated Riemann surface. On…
We study a class of dynamical systems for which the motions can be described in terms of geodesics on a manifold (ordinary potential models can be cast into this form by means of a conformal map). It is rigorously proven that the geodesic…
We identify the representation of the square of white noise obtained by L. Accardi, U. Franz and M. Skeide in [Comm. Math. Phys. 228 (2002), 123--150] with the Jacobi field of a L\'evy process of Meixner's type.
We show that the general L\'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, ${\bf R}$. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
The class of three-diagonal Jacobi matrix with exponentially increasing elements is considered. Under some assumptions the matrix corresponds to unbounded self-adjoint operator in the weighted space. The weight depends on elements of the…