Related papers: The Jacobi field of a L\'evy process
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…
We study the Wiener-Hopf factorization for Levy processes with bounded positive jumps and arbitrary negative jumps. Using the results from the theory of entire functions of Cartwright class we prove that the positive Wiener-Hopf factor can…
We obtain bounds for the spectrum and for the total width of the spectral gaps for Jacobi matrices on $\ell^2(\Z)$ of the form $(H\psi)_n= a_{n-1}\psi_{n-1}+b_n\psi_n+a_n\psi_{n+1}$, where $a_n=a_{n+q}$ and $b_n=b_{n+q}$ are periodic…
We study mean-field spin glass models with general vector spins and convex covariance function. For those models, it is known that the limit of the free energy can be written as the supremum of a functional, this is the celebrated Parisi…
We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the form of a Sobolev space with different weights for the…
We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…
L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
A new way of encoding a non-self-adjoint Jacobi matrix $J$ by a spectral measure of $|J|$ together with a phase function was described by Pushnitski--\v Stampach in the bounded case. We present another perspective on this correspondence,…
In this paper we focus on energy flows in simple quantum systems. This is achieved by concentrating on the quantum Hamilton-Jacobi equation. We show how this equation appears in the standard quantum formalism in essentially three different…
We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…
We investigate the differential equation for the Jacobi-type polynomials which are orthogonal on the interval $[-1,1]$ with respect to the classical Jacobi measure and an additional point mass at one endpoint. This scale of higher-order…
In this note we show that if a continuous-time, nonlinear, time-invariant, finite-dimensional system evolves on a compact subset of Rn and if the Jacobian of the vector field is Hurwitz at each point of the compact set, then there is a…
We present a simple way of generating the infinite set of Jacobi tensors, compatible with a given one, via the "gauge transformations" of the functions on Jacobi manifold. We consider also some applications of this result to the…
The Polyakov measure for the Abelian gauge field is considered in the Robertson-Walker spacetimes. The measure is concretely represented by adopting two kind of decompositions of the gauge field degrees of freedom which are most familiarly…
A real vector space combined with an inverse for vectors is sufficient to define a vector continued fraction whose parameters consist of vector shifts and changes of scale. The choice of sign for different components of the vector inverse…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…
The Jacobi group is the semi-direct product of the symplectic group and the Heisenberg group. The Jacobi group is an important object in the framework of quantum mechanics, geometric quantization and optics. In this paper, we study the Weil…
The left-invariant sub-Riemannian problem on the group of motions of a plane is considered. Sub-Riemannian geodesics are parametrized by Jacobi's functions. Discrete symmetries of the problem generated by reflections of pendulum are…
A variational principle is proposed for obtaining the Jacobi equations in systems admitting a Lagrangian description. The variational principle gives simultaneously the Lagrange equations of motion and the Jacobi variational equations for…