Related papers: Levy processes and Fourier analysis on compact Lie…

We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse…

We give a short introduction to the theory of L\'evy processes on dual groups. As examples we consider L\'evy processes with additive increments and L\'evy processes on the dual affine group.

This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$, are…

We introduce some classical concepts in the representation theory of compact groups, in order to use them for a new generalization of the Peter-Weyl Theorem. We mostly deal with functions on locally compact groups possessing large…

We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…

We describe basic motivations behind quantum or noncommutative probability, introduce quantum L\'evy processes on compact quantum groups, and discuss several aspects of the study of the latter in the example of quantum permutation groups.…

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…

In this note we investigate the partial Fourier series on a product of two compact Lie groups. We give necessary and sufficient conditions for a sequence of partial Fourier coefficients to define a smooth function or a distribution. As…

The central concept in the harmonic analysis of a compact group is the completeness of Peter-Weyl orthonormal basis as constructed from the matrix coefficients of a maximal set of irreducible unitary representations of the group, leading…

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

We define the Fourier transform of compactly supported Whittaker functions on a reductive p-adic group and we characterize the image of this transformation.

We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Let G/H be a reductive symmetric space and K a maximal compact subgroup of G. We study Fourier transforms of compactly supported K-finite distributions on G/H and characterize the image of the space of such distributions.

In this article, we obtain new results for Fourier restriction type problems on compact Lie groups. We first provide a sharp form of $L^p$ estimates of irreducible characters in terms of their Laplace-Beltrami eigenvalue and as a…

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.

In this paper we consider the re-expansion problems on compact Lie groups. First, we establish weighted versions of classical re-expansion results in the setting of multi-dimensional tori. A natural extension of the classical re-expansion…

We deal with the Fourier-like analysis of functions on discrete grids in two-dimensional simplexes using $C-$ and $E-$ Weyl group orbit functions. For these cases we present the convolution theorem. We provide an example of application of…