Related papers: The Jacobi field of a L\'evy process
We consider four-dimensional Riemannian manifolds with commuting higher order Jacobi operators defined on two-dimensional orthogonal subspaces (polygons) and on their orthogonal subspaces. More precisely, we discuss higher order Jacobi…
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…
Studying the behaviour of a quantum field in a classical, curved, spacetime is an extraordinary task which nobody is able to take on at present time. Independently by the fact that such problem is not likely to be solved soon, still we…
The one dimensional distribution of a L\'{e}vy process is not known in general even though its characteristic function is given by the famous L\'{e}vy-Khinchine theorem. This article gives an exact series representation for the one…
The definition of an action functional for the Jacobi sigma models, known for Jacobi brackets of functions, is generalized to \emph{Jacobi bundles}, i.e., Lie brackets on sections of (possibly nontrivial) line bundles, with the particular…
We formulate extensions of Wilking's Jacobi field splitting theorem to uniformly positive sectional curvature and also to positive and nonnegative intermediate Ricci curvatures.
We show that an invariant surface allows to construct the Jacobi vector field along a geodesic and construct the formula for the normal component of the Jacobi field. If a geodesic is the transversal intersection of two invariant surfaces…
We study the geometric nature of the Jacobi equation. In particular we prove that Jacobi vector fields (JVFs) along a solution of the Euler-Lagrange (EL) equations are themselves solutions of the EL equations but considered on a…
We determine the Hamiltonian vector field on an odd dimensional manifold endowed with almost cosymplectic structure. This is a generalization of the corresponding Hamiltonian vector field on manifolds with almost transitive contact…
Jacobi's elliptic functions have been constructed from a deformed Lie algebra. The generators of the algebra have been obtained from a bi-orthogonal system. The deformation parameter resembles the modulus of the relevant elliptic functions.
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…
In this paper, locally Lipschitz functions acting between infinite dimensional normed spaces are considered. When the range is a dual space and satisfies the Radon--Nikod\'ym property, Clarke's generalized Jacobian will be extended to this…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
Using a generalised Bochner type representation for Olshanski spherical pairs, we establish a L\'evy-Khinchin formula for the continuous functions of negative type on the space $V_\infty= M(\infty, \mathbb C)$ of infinite dimensional square…
We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
It is well known that between all processes with independent increments, essentially only the Brownian motion and the Poisson process possess the chaotic representation property (CRP). Thus, a natural question appears: What is an…
These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes. We analyze a `toy' example of a…
For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…
A framework is developed enabling the global analysis of the stability of cosmological models using the local geometric characteristics of the infinite-dimensional superspace, i.e. using the generalised Jacobi equation reformulated for…
We study scalar fields subject to an equation of the Klein-Gordon type in nonstationary spacetimes, such as those found in cosmology, assuming that all the relevant spatial dependence is contained in the Laplacian. We show that the field…