Related papers: Levy processes and Fourier analysis on compact Lie…
We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…
We investigate Beurling-Fourier algebras, a weighted version of Fourier algebras, on various Lie groups focusing on their spectral analysis. We will introduce a refined general definition of weights on the dual of locally compact groups and…
We investigate the relation of the semigroup probability density of an infinite activity L\'{e}vy process to the corresponding L\'{e}vy density. For subordinators, we provide three methods to compute the former from the latter. The first…
We construct a general quantization procedure for square integrable functions on well-behaved connected exponential Lie groups. The Lie groups in question should admit at least one co-adjoint orbit of maximal possible dimension. The…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…
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…
We study the algebra of functions on the Iwahori group via the category of graded bounded representations of its Lie algebra. In particular, we identify the standard and costandard objects in this category with certain generalized Weyl…
Levy distributions are involved in many physical phenomenon. The purpose of our study is to understand metal insulator transitions in composite systems using the above distributions. The exact method (EM) based on the calculation of…
The paper studies weak Paley-Wiener properties for group extensions by use of Mackey's theory. The main theorem establishes sufficient conditions on the dual action to ensure that the group has the weak Paley-Wiener property. The theorem…
We consider a L\'evy process $Y(t)$ that is not permanently observed, but rather inspected at Poisson($\omega$) moments only, over an exponentially distributed time $T_\beta$ with parameter $\beta$. The focus lies on the analysis of the…
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…
In our previous articles "A local Paley-Wiener theorem for compact symmetric spaces", Adv. Math. 218 (2008), 202--215, and "Fourier series on compact symmetric spaces" (submitted) we studied Fourier series on a compact symmetric space…
Gaussian processes are rich distributions over functions, with generalization properties determined by a kernel function. When used for long-range extrapolation, predictions are particularly sensitive to the choice of kernel parameters. It…
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
In this paper we study the Wiener-Hopf factorization for a class of L\'evy processes with double-sided jumps, characterized by the fact that the density of the L\'evy measure is given by an infinite series of exponential functions with…
The aim of this paper is to study the laws of the exponential functionals of the processes $X$ with independent increments, namely $$I_t= \int _0^t\exp(-X_s)ds, \,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ Under…