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Related papers: L\'evy processes and Jacobi fields

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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…

Probability · Mathematics 2007-05-23 Yuri M. Berezansky , Eugene Lytvynov , Dmytro A. Mierzejewski

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)…

Probability · Mathematics 2007-05-23 Eugene Lytvynov

We identify the representation of the square of white noise obtained by L. Accardi, U. Franz and M. Skeide in [Comm. Math. Phys. 228 (2002), 123--150] with the Jacobi field of a L\'evy process of Meixner's type.

Probability · Mathematics 2007-05-23 E. Lytvynov

A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…

Probability · Mathematics 2020-04-02 José-Luis Pérez G. , Víctor Pérez-Abreu , Alfonso Rocha-Arteaga

We show that the general L\'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, ${\bf R}$. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes…

Probability · Mathematics 2007-05-23 R. F. Streater

We discuss some properties of Jacobi fields that do not involve assumptions on the curvature endomorphism. We compare indices of different spaces of Jacobi fields and give some applications to Riemannian geometry.

Differential Geometry · Mathematics 2008-07-02 Alexander Lytchak

We review several applications of Berezansky's projection spectral theorem to Jacobi fields in a symmetric Fock space, which lead to L\'evy white noise measures.

Probability · Mathematics 2015-03-19 Eugene Lytvynov

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…

Probability · Mathematics 2015-06-26 Anatoly Vershik , Natalia Tsilevich

Stochastic processes on manifolds over non-Archimedean fields and with transition measures having values in the field $\bf C$ of complex numbers are defined and investigated. The analogs of Markov, Poisson and Wiener processes are studied.…

General Mathematics · Mathematics 2007-05-23 S. V. Ludkovsky

In this paper we construct a non-skewsymmetric version of a Poisson bracket on the algebra of smooth functions on an odd Jacobi supermanifold. We refer to such Poisson-like brackets as Loday-Poisson brackets. We examine the relations…

Mathematical Physics · Physics 2014-04-11 Andrew James Bruce

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…

Probability · Mathematics 2014-12-30 Ming Liao

We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give…

Probability · Mathematics 2021-03-01 Isao Sauzedde

Jacobi/Poisson algebras are algebraic counterparts of Jacobi/Poisson manifolds. We introduce representations of a Jacobi algebra $A$ and Frobenius Jacobi algebras as symmetric objects in the category. A characterization theorem for…

Rings and Algebras · Mathematics 2016-06-14 A. L. Agore , G. Militaru

In this paper we have build the modified Hamiltonian formalism for geometric objects like the Jacobi fields and metric tensors. In this approach Jacobi fields and metric tensors are mapped among manifold. As an application, we have mapped a…

Mathematical Physics · Physics 2008-02-19 A. C. V. V. de Siqueira

In this paper, we define Jacobi fields for nonholonomic mechanics using a similar characterization than in Riemannian geometry. We give explicit conditions to find Jacobi fields and finally we find the nonholonomic Jacobi equations in two…

Differential Geometry · Mathematics 2020-08-13 Alexandre Anahory Simoes , Juan Carlos Marrero , David Martin de Diego

By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form by using a…

General Relativity and Quantum Cosmology · Physics 2014-11-17 R. Rosas-Rodriguez

In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…

Probability · Mathematics 2017-12-14 Andrea Barth , Andreas Stein

Jacobi brackets (a generalization of standard Poisson brackets in which Leibniz's rule is replaced by a weaker condition) are extended to brackets involving an arbitrary (even) number of functions. This new structure includes, as a…

High Energy Physics - Theory · Physics 2008-11-26 J. C. Perez Bueno

In this paper we introduce a new subspace of Jacobi forms of higher degree via certain relations among Fourier coefficients. We prove that this space can also be characterized by duality properties of certain distinguished embedded Hecke…

Number Theory · Mathematics 2007-12-05 Kathrin Bringmann , Bernhard Heim

We study a class of dynamical systems for which the motions can be described in terms of geodesics on a manifold (ordinary potential models can be cast into this form by means of a conformal map). It is rigorously proven that the geodesic…

Mathematical Physics · Physics 2014-07-22 Yossi Strauss , Lawrence P. Horwitz , Jacob Levitan , Asher Yahalom
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