Related papers: The Jacobi field of a L\'evy process
In this paper we have build the modified Hamiltonian formalism for geometric objects like the Jacobi fields and metric tensors. In this approach Jacobi fields and metric tensors are mapped among manifold. As an application, we have mapped a…
We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…
We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…
The space of all Riemannian metrics on a smooth second countable finite dimensional manifold is itself a smooth manifold modeled on the space of symmetric (0,2)-tensor fields with compact support. It carries a canonical Riemannian metric…
Given a compact Riemannian manifold with boundary, we prove that the space of embedded, which may be improper, free boundary minimal hypersurfaces with uniform area and Morse index upper bound is compact in the sense of smoothly graphical…
A new class of exact solutions to the axisymmetric and stationary vacuum Einstein equations containing n arbitrary complex parameters and one arbitrary real solution of the axisymmetric three-dimensional Laplace equation is presented. The…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
We review several applications of Berezansky's projection spectral theorem to Jacobi fields in a symmetric Fock space, which lead to L\'evy white noise measures.
We show that Jacobi fields of a completely integrable Hamiltonian system of m degrees of freedom also make up a completely integrable system. They provide m additional first integrals which characterize a relative motion.
We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…
We prove that a normal homogeneous space with the property that every Jacobi field along a geodesic vanishing at two points is the restriction of a Killing field along that geodesic is a globally symmetric space.
L\'{e}vy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on L\'{e}vy processes (such as the Variance Gamma, CGMY/KoBoL and Normal Inverse…
The canonical functional action in the path integral in phase space is discretized by linking each pair of consecutive vertebral points --${\bf q}_k$ and ${\bf p}_{k+1}$ or ${\bf p}_k$ and ${\bf q}_{k+1}$-- through the invariant complete…
We introduce the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton-Jacobi equation for field…
The vanishing of the divergence of the total stress tensor (magnetic plus kinetic) in a neighborhood of an equilibrium plasma containing a toroidal surface of discontinuity gives boundary and jump conditions that strongly constrain…
The exact form of the Jacobi -- Levi-Civita (JLC) equation for geodesic spread is here explicitly worked out at arbitrary dimension for the configuration space manifold M_E = {q in R^N | V(q) < E} of a standard Hamiltonian system, equipped…
We study the semiclassical partition function in the frame work of the Morse theory, to clarify the phase factor of the partition function and to relate it to the eta invariant of Atiyah. Converting physical system with potential into a…
A geometric formulation of the linear beam dynamics in accelerator physics is presented. In particular, it is proved that the linear transverse and longitudinal dynamics can be interpret geometrically as an approximation to the Jacobi…
The Hamiltonian flow of a classical, time-independent, conservative system is incompressible, it is Liouvillian. The analog of Hamilton's equations of motion for a quantum-mechanical system is the quantum-Liouville equation. It is shown…
L\'evy stable (jump-type) processes are examples of intrinsically nonlocal random motions. This property becomes a serious obstacle if one attempts to model conditions under which a particular L\'evy process may be subject to physically…