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The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the…

Probability · Mathematics 2022-05-31 Aladji Babacar Niang , Gane Samb Lo , Chérif Mamadou Moctar Traoré , Amadou Ball

We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…

Probability · Mathematics 2016-02-02 Takahiro Hasebe , Noriyoshi Sakuma

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…

Probability · Mathematics 2013-06-11 Onno Boxma , Jevgenijs Ivanovs

Using a new Bayesian method for solving inverse quantum problems, potentials of quantum systems are reconstructed from coordinate measurements in non-stationary states. The approach is based on two basic inputs: 1. a likelihood model,…

Quantum Physics · Physics 2007-05-23 J. C. Lemm

A new approach to quantum mechanics based on independence of the Continuum Hypothesis is proposed. In one-dimensional case, it is shown that the properties of the set of intermediate cardinality coincide with quantum phenomenology.

Quantum Physics · Physics 2007-05-23 O. Yaremchuk

This paper reports three almost trivial theorems that nevertheless appear to have significant import for quantum foundations studies. 1) A Gleason-like derivation of the quantum probability law, but based on the positive operator-valued…

Quantum Physics · Physics 2007-05-23 Christopher A. Fuchs

There are two natural notions of L\'evy processes in free probability: the first one has free increments with homogeneous distributions and the other has homogeneous transition probabilities. In the two cases one can associate a Nevanlinna…

Probability · Mathematics 2019-08-05 Philippe Biane

This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…

Probability · Mathematics 2019-02-13 Orimar Sauri

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…

Probability · Mathematics 2015-09-07 Lev Sakhnovich

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…

Probability · Mathematics 2011-11-11 Heikki Tikanmäki , Yuliya Mishura

The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…

Statistical Mechanics · Physics 2020-09-15 Maike A. F. dos Santos , Fernando D. Nobre , Evaldo M. F. Curado

We study a conditional state on a quantum logic using Renyi's approach (or Bayesian principle). This approach helps us to define independence of events and differently from the situation in the classical theory of probability, if an event…

Quantum Physics · Physics 2007-05-23 Andrei Khrenikov , Olga Nánásiová

A number of ideas and questions related to the construction of quantum processes are discussed. Quantum state extension, entanglement and asymptotic behaviour of the entropy are some of the issues explored. These topics are studied in more…

Quantum Physics · Physics 2017-08-23 Mark Fannes , Jeroen Wouters

This brief article gives an overview of quantum mechanics as a {\em quantum probability theory}. It begins with a review of the basic operator-algebraic elements that connect probability theory with quantum probability theory. Then quantum…

Quantum Physics · Physics 2020-02-04 Hendra I. Nurdin

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

Probability · Mathematics 2017-11-21 Jan Rosinski

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

Probability · Mathematics 2017-09-12 Mihai Gradinaru , Tristan Haugomat

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

Probability · Mathematics 2022-04-20 G. L. Feltes , S. R. C. Lopes

Possible generalizations of quantum theory permitting to describe in a unique way the development of the quantum system and the measurement process are discussed. The approach to the problem based on the Lindblad's equation for the…

Quantum Physics · Physics 2021-03-10 V. A. Franke

We consider a pair of causally independent processes, modelled as the tensor product of two channels, acting on a possibly correlated input to produce random outputs X and Y. We show that, assuming the processes produce a sufficient amount…

Quantum Physics · Physics 2025-10-08 Martin Sandfuchs , Carla Ferradini , Renato Renner

For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…

Operator Algebras · Mathematics 2023-04-07 Michael Anshelevich , Zhichao Wang