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Two-way relationships between transformations and quadratic forms on Wiener spaces are investigated with the help of change of variables formulas on Wiener spaces. Further the evaluation of Laplace transforms of quadratic forms via Riccati…

Probability · Mathematics 2024-04-04 Setsuo Taniguchi

The thesis focuses on processes on symplectic Gelfand-Tsetlin patterns. In chapter 4, a process with dynamics inspired by the Berele correspondence [Ber86] is presented. It is proved that the shape of the pattern is a Doob $h$-transform of…

Probability · Mathematics 2018-02-22 Ioanna Nteka

This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…

Probability · Mathematics 2018-02-28 Jim Pitman , Marc Yor

We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.

Quantum Physics · Physics 2015-06-26 Bassano Vacchini

The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…

Probability · Mathematics 2022-11-07 Guy Fayolle , Sandro Franceschi , Kilian Raschel

On a (pseudo-) Riemannian manifold of dimension n > 2, the space of tensors which transform covariantly under Weyl rescalings of the metric is built. This construction is related to a Weyl-covariant operator D whose commutator [D,D] gives…

High Energy Physics - Theory · Physics 2009-11-10 Nicolas Boulanger

We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…

Mathematical Physics · Physics 2022-05-17 Folkert Kuipers

An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths…

Probability · Mathematics 2023-03-07 K. D. Elworthy , Xue-Mei Li

Flat-space conformal invariance and curved-space Weyl invariance are simply related in dimensions greater than two. In two dimensions the Liouville theory presents an exceptional situation, which we here examine.

High Energy Physics - Theory · Physics 2009-11-11 R. Jackiw

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in…

Probability · Mathematics 2010-02-16 Feng-Yu Wang

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

We consider planar noncommutative theories such that the coordinates verify a space-dependent commutation relation. We show that, in some special cases, new coordinates may be introduced that have a constant commutator, and as a consequence…

High Energy Physics - Theory · Physics 2008-11-26 D. H. Correa , C. D. Fosco , F. A. Schaposnik , G. Torroba

In this paper we develop a quantization method for flat compact manifolds based on path integrals. In this method the Hilbert space of holomorphic functions in the complexification of the manifold is used. This space is a reproducing kernel…

Mathematical Physics · Physics 2015-09-07 Guillermo Capobianco , Walter Reartes

We discuss how the existence of a regular Lagrangian description on the tangent bundle $TQ$ of some configuration space $Q$ allows for the construction of a linear structure on $TQ$ that can be considered as "adapted" to the given dynamical…

Mathematical Physics · Physics 2007-05-23 E. Ercolessi , A. Ibort , G. Marmo , G. Morandi

Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…

Probability · Mathematics 2013-11-19 Adnan Aboulalaa

The aim of this paper is to describe all inner and all outer derivations of Leavitt path algebra W(n) via explicit formulas. In fact the space of all inner and all outer derivations of the Leavitt path algebra W(n) has been described.

Rings and Algebras · Mathematics 2016-02-23 Viktor Lopatkin

We introduce and discuss a simple Hamiltonian dynamical system, interpretable as a 3-body problem in the complex plane and providing the prototype of a mechanism explaining the transition from regular to irregular motions as travel on…

Exactly Solvable and Integrable Systems · Physics 2011-04-13 F. Calogero , D. Gomez-Ullate , P. M. Santini , M. Sommacal

A quantum model based on a Euler-Lagrange variational approach is proposed. In analogy with the classical transport, our approach maintain the description of the particle motion in terms of trajectories in a configuration space. Our method…

Mathematical Physics · Physics 2018-07-04 O. Morandi

We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the…

Probability · Mathematics 2009-01-22 Jean Picard

Let $(B(t),\,t\ge0)$ denote the standard, one-dimensional Wiener process and $(\ell(y,t);\, y\in\mathbb{R},\, t\ge0)$ its local time at level $y$ up to time $t$. Then $\big( (B(t),\, \ell(B(t),t)),\; t\ge0 \big)$ is a random path that fills…

Probability · Mathematics 2017-08-25 Noah Forman
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