Related papers: Fock Space Decomposition of Levy Processes
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
Given a weighted $\ell^2$ space with weights associated to an entire function, we consider pairs of weighted shift operators, whose commutators are diagonal operators, when considered as operators over a general Fock space. We establish a…
This is part II of our book on KAM theory. We start by defining functorial analysis and then switch to the particular case of Kolmogorov spaces. We develop functional calculus based on the notion of local operators. This allows to define…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
In this article we construct a generalized Gaussian process coming from Coxeter groups of type B. It is given by creation and annihilation operators on an $(\alpha,q)$-Fock space, which satisfy the commutation relation $$…
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…
These notes are intended as a fairly self contained explanation of Fock space and various algebras that act on it, including a Clifford algebra, a Weyl algebra, an infinite rank matrix algebra, and an affine Kac-Moody algebra. We also…
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to…
We show that de Branges-Rovnyak spaces include as special cases a number of spaces, such as the Hardy space, the Fock space, the Hardy-Sobolev space and the Dirichlet space. We present a general framework in which all these spaces can be…
Without higher moment assumptions, this note establishes the decay of the Kolmogorov distance in a central limit theorem for L\'evy processes. This theorem can be viewed as a continuous-time extension of the classical random walk result by…
We classify L\'evy processes according to the solution spaces of the associated parabolic PIDEs. This classification reveals structural characteristics of the processes and is relevant for applications such as for solving PIDEs numerically…
Recent fluctuation identities for $\alpha$-stable L\'evy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP) for which a more advanced form of excursion theory…
We give some closed formulas for certain vectors of the canonical bases of the Fock space representation of U_v(sl^_n). As a result, a combinatorial description of certain parabolic Kazhdan-Lusztig polynomials for affine type A is obtained.
A L\'evy process on a *-bialgebra is given by its generator, a conditionally positive hermitian linear functional vanishing at the unit element. A *-algebra homomorphism k from a *-bialgebra C to a *-bialgebra B with the property that k…
We derive general Novikov-Morse type inequalities in a Conley type framework for flows carrying cocycles, therefore generalizing our results in [FJ2] derived for integral cocycle. The condition of carrying a cocycle expresses the…
Feigin and Fuchs have given a well-known construction of intertwining operators between "Fock-type" modules over the Virasoro algebra. The intertwiners are obtained via contour integration of certain "screening operators" over top homology…
We introduce and analyze spaces and algebras of generalized functions which correspond to H\" older, Zygmund, and Sobolev spaces of functions. The main scope of the paper is the characterization of the regularity of distributions that are…
In [arXiv:1711.07391] we have defined quantum groups $\mathbf{U}_\upsilon(\mathfrak{sl}(\mathbb{R}))$ and $\mathbf{U}_\upsilon(\mathfrak{sl}(S^1))$, which can be interpreted as continuous generalizations of the quantum groups of the…
Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of…
Given a vector space with an action of a semi-simple Lie algebra, we can try to "categorify" this representation, which means finding a category where the generators of the Lie algebra act by functors. Such categorical representations arise…