Related papers: The Jacobi field of a L\'evy process
We consider the 1D periodic Jacobi matrices. The spectrum of this operator is purely absolutely continuous and consists of intervals separated by gaps. We solve the inverse problem (including characterization) in terms of vertical slits on…
We consider a class of Jacobi matrices with unbounded coefficients. This class is known to exhibit a first-order phase transition in the sense that, as a parameter is varied, one has purely discrete spectrum below the transition point and…
A Hecke action on the space of periods of cusp forms, which is compatible with that on the space of cusp forms, was first computed using continued fraction and an explicit algebraic formula of Hecke operators acting on the space of period…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…
We show that the diffeomorphisms of an extended phase space with time, energy, momentum and position degrees of freedom that leave invariant the symplectic 2-form and and a degenerate orthogonal metric dt^2 locally satisfy Hamilton's…
The general static solutions of the scalar field equation for the potential $V(\phi)= -1/2 M^2\phi^2 + \lambda/4 \phi^4$ are determined for a finite domain in $(1+1)$ dimensional space-time. A family of real solutions is described in terms…
Given a Lorentzian manifold $(M,g)$, a geodesic $\gamma$ in $M$ and a timelike Jacobi field $\mathcal Y$ along $\gamma$, we introduce a special class of instants along $\gamma$ that we call $\mathcal Y$-pseudo conjugate (or focal relatively…
In this paper we present an equivalent statement to the Jacobian conjecture. For a polynomial map F on an affine space of dimension n, we define recursively n finite sequences of polynomials. We give an equivalent condition to the…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…
For L\'evy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.
This is the appendix of the paper [T. Arias-Marco, Constant Jacobi osculating rank of $U(3)/(U(1) \times U(1) \times U(1))$, Arch. Math. (Brno) 45 (2009), 241--254] where we obtain an interesting relation between the covariant derivatives…
It is shown that the free motion of massive particles moving in static spacetimes are given by the geodesics of an energy-dependent Riemannian metric on the spatial sections analogous to Jacobi's metric in classical dynamics. In the…
As a generalization of the ring spectrum of topological modular forms, we construct a graded ring spectrum of topological Jacobi forms, $\operatorname{TJF}_*$. This is constructed as the global sections of a sheaf of $E_\infty$-ring spectra…
We study the geometry of pseudo-Riemannian manifolds which are Jacobi--Tsankov, i.e. J(x)J(y)=J(y)J(x) for all tangent vectors x and y. We also study manifolds which are 2-step Jacobi nilpotent, i.e. J(x)J(y)=0 for all tangent vectors x and…
We consider different generalizations of the Fokker-Planck-equation devised to describe Levy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Levy statistics can emerge…
The notion of partial Jacobi manifold is introduced in the convenient ($c^\infty$-complete) framework of Fr\"olicher, Kriegl, and Michor. Explicit examples are provided in both finite and infinite dimensions, and the characteristic…
We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…
Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…