Related papers: q-Levy processes
We construct quantum stochastic integrals for the integrator being a martingale in a von Neumann algebra, and the integrand -- a suitable process with values in the same algebra, as densely defined operators affiliated with the algebra. In…
We define a category of planar diagrams whose Grothendieck group contains an integral version of the infinite rank Heisenberg algebra, thus yielding a categorification of this algebra. Our category, which is a q-deformation of one defined…
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 prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…
Chaos in classical systems has been studied in plenty over many years. Although the search for chaos in quantum systems has been an area of prominent research over the last few decades, the detailed analysis of many inherently chaotic…
In this work, we study multiplicity-free induced representations of finite groups. We analyze in great detail the structure of the Hecke algebra corresponding to the commutant of an induced representation and then specialize to the…
We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state…
In these lectures we give an overview of nonequilibrium stochastic systems. In particular we discuss in detail two models, the asymmetric exclusion process and a ballistic reaction model, that illustrate many general features of…
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…
In this work stochastic integration with respect to cylindrical Levy processes with weak second moments is introduced. It is well known that a deterministic Hilbert-Schmidt operator radonifies a cylindrical random variable, i.e. it maps a…
We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…
Using deformations inspired by relativistic considerations and phase space symmetry, we deform the position and momentum operators in one dimension. The resulting algebra is shown to yield the q-oscillator algebra in one limiting case and…
We show that for all q in the interval (-1,1), the Fock representation of the q-commutation relations can be unitarily embedded into the Fock representation of the extended Cuntz algebra. In particular, this implies that the C*-algebra…
The fermionic Fock space admits two different actions of the quantized enveloping algebra of $\hat\sln$> The first one is a q-deformation of the well-known level-one representation of the affine Lie algebra and the second one is a new…
We briefly review a perspective along which the Boltzmann-Gibbs statistical mechanics, the strongly chaotic dynamical systems, and the Schroedinger, Klein-Gordon and Dirac partial differential equations are seen as linear physics, and are…
We completely describe the size and large intersection properties of the Holder singularity sets of Levy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Levy process. The Holder…
We consider a pair of coupled queues driven by independent spectrally-positive Levy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with…
A countable set of superintegrable quantum mechanical systems is presented which admit the dynamical symmetry with respect to algebra so(4). This algebra is generated by the Laplace-Runge-Lenz vector generalized to the case of arbitrary…
A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling…
Wavelets, known to be useful in non-linear multi-scale processes and in multi-resolution analysis, are shown to have a q-deformed algebraic structure. The translation and dilation operators of the theory associate with any scaling equation…