Related papers: The Jacobi field of a L\'evy process
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
It is established that the existence of non-isotropic vector field which Jacobi operator of maximal rank is an obstacle for the existence of non-trivial second-order symmetric parallel tensor field. In turns out that presence of such…
The Levy Laplacian is an infinite-dimensional differential operator, which is interesting for its connection with the Yang-Mills gauge fields. The article proves the equivalence of various definitions of the Levy Laplacian on the manifold…
Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…
We describe a type of n-point function associated to strongly regular vertex operator algebras V and their irreducible modules. Transformation laws with respect to the Jacobi group are developed for 1-point functions. For certain elements…
We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…
We characterize Riemannian manifolds of constant sectional curvature in terms of commutation properties of their Jacobi operators.
Jacobi-Forms can be decomposed as a linear combination of Thetafunctions with modular forms as coefficients. It is shown that the space of these coefficient modular forms of Fourier-Jacobi-Forms, which come from Siegel cusp forms, has full…
On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…
We show that the space of observables of test particles carries a natural Jacobi structure which is manifestly invariant under the action of the Poincar\'{e} group. Poisson algebras may be obtained by imposing further requirements. A…
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
In this paper, we are interested in the free Jacobi process starting at the unit of the compressed probability space where it takes values and associated with the parameter values $\lambda=1, \theta =1/2$. Firstly, we derive a…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
Hamiltonian dynamics describing conservative systems naturally preserves the standard notion of phase-space volume, a result known as the Liouville's theorem which is central to the formulation of classical statistical mechanics. In this…
The classical polynomials of Meixner's type--Hermite, Charlier, Laguerre, Meixner, and Meixner--Pollaczek polynomials--are distinguished through a special form of their generating function, which involves the Laplace transform of their…
In this paper we introduce a new subspace of Jacobi forms of higher degree via certain relations among Fourier coefficients. We prove that this space can also be characterized by duality properties of certain distinguished embedded Hecke…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type…
In this paper it is shown that the space of tight geodesic segments connecting any two vertices in a complex of cycles has finite, uniformly bounded dimension. The dimension is defined in terms of a discrete analogue of Jacobi fields, which…