Related papers: Littelmann paths and brownian paths
We study Brownian motion perturbed by a long range self-interaction. We provide variance bounds in terms of the spatial interaction strength and the order of time decay.
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way…
A non-stationary method for tunneling description of non-relativistic particles and photons through a barrier on the basis of consideration of the multiple internal reflections of vawe packets in relation of barrier boundaries is presented.…
A new version of hidden variables theory founded on the generalisation of world's geometry is proposed. The quantum-mechanical motion as the motion in some "inner space", which has a structure of the integrable Weyl space is examined.…
We analyze a variety of Weyl invariant dynamical problems in three dimensions.
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…
We describe the classes of functions $f=(f(x), x\in R)$, for which processes $f(W_t)-Ef(W_t)$ and $f(W_t)/Ef(W_t)$ are martingales. We apply these results to give a martingale characterization of general solutions of the quadratic and the…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra $\mathfrak{g}$ considering tensor product of irreducible highest weight modules of $\mathfrak{g}$ and specializations of the characters…
Generally speaking, this thesis focuses on the interplay between the representations of Lie groups and probability theory. It subdivides into essentially three parts. In a first rather algebraic part, we construct a path model for geometric…
A higher level analog of Weyl modules over multi-variable currents is proposed. It is shown that the sum of their dual spaces form a commutative algebra. The structure of these modules and the geometry of the projective spectrum of this…
We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments,…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…
We study the convergence to the multiple Wiener-It\^{o} integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Cameron-Martin space, that converges weakly to a standard…
The definitions and some basic properties of the linear transports along paths in vector bundles and the normal frames for them are recalled. The formalism is specified on line bundles and applied to a geometrical description of the…
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
Generalised Wigner and Weyl transformations of quantum operators are defined and their properties, as well as those of the algebraic structure induced on the phase-space are studied. Using such transformations, quantum linear evolution…
Path integral representations for generalized Schr\"odinger operators obtained under a class of Bernstein functions of the Laplacian are established. The one-to-one correspondence of Bernstein functions with L\'evy subordinators is used,…
We provide a detailed exposition of the connections between Boltzmann machines commonly utilized in machine learning problems and the ideas already well known in quantum statistical mechanics through Feynman's description of the same. We…