Related papers: Fock Space Decomposition of Levy Processes
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
In [Yu.M. Berezansky, E. Lytvynov, D. A. Mierzejewski, Ukrainian Math. J. 55 (2003), 853--858 ], the Jacobi field of a L\'evy process was derived. This field consists of commuting self-adjoint operators acting in an extended (interacting)…
We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…
We explicitly construct and study an isometry between the spaces of square integrable functionals of an arbitrary Levy process and a vector-valued Gaussian white noise. In particular, we obtain explicit formulas for this isometry at the…
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…
The rings of symmetric polynomials form an inverse system whose limit, the ring of symmetric functions, is the model for the bosonic Fock space representation of the affine Lie algebra. We categorify this construction by considering an…
It is proposed that instead of normal representations one should look at cocycles of group extensions valued in certain groups of unitary operators acting in a Hilbert space (e.g the Fock space of chiral fermions), when dealing with groups…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
We prove a conjecture of Rouquier relating the decomposition numbers in category $\mathcal{O}$ for a cyclotomic rational Cherednik algebra to Uglov's canonical basis of a higher level Fock space. Independent proofs of this conjecture have…
In our earlier work, we have proved a product formula for certain decomposition numbers of the cyclotomic v-Schur algebra associated to the Ariki-Koike algebra. It is conjectured by Yvonne that the decomposition numbers of this algebra can…
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 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…
Schuermann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras. Quantum stochastic…
We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…
We consider a unitary cocycle or Sch\"urmann triple on the non-commutative unitary group fixed by a complex matrix which induces an additive free white noise or an additive free L\'evy process on the tensor algebra over the full Fock space.…
Using an original method, we find the algebra of generalized symmetries of a remarkable (1+2)-dimensional ultraparabolic Fokker-Planck equation, which is also called the Kolmogorov equation and is singled out within the entire class of…
It is shown that any Lie affgebra, that is an algebraic system consisting of an affine space together with a bi-affine bracket satisfying affine versions of the antisymmetry and Jacobi identity, is isomorphic to a Lie algebra together with…
We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…
In this paper we introduce a Fock space related to derivatives of Gelfond-Leontiev type, a class of derivatives which includes many classic examples like fractional derivatives or Dunkl operators. For this space we establish a modified…
In this paper we construct an "abstract Fock space" for general Lie types that serves as a generalisation of the infinite wedge $q$-Fock space familiar in type $A$. Specifically, for each positive integer $\ell$, we define a…