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

In this paper, we focus on how we can interpret the actions of the elements in the Gelfand spectrum of a weighted Fourier algebra on connected Lie groups. They can be viewed as evaluations on specific points of the complexification of the…

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

We consider a one-dimensional symmetric Levy process that has local time. In the first part, we construct a self-adjoint extension of the generator of the process so that the constructed operator corresponds to the generator with the delta…

A generalised notion of Kac-Moody algebra is defined using smooth maps from a compact real manifold $\mathcal{M}$ to a finite-dimensional Lie group, by means of complete orthonormal bases for a Hermitian inner product on the manifold and a…

We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.

The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

Following work of Rieffel, we define the Cayley compactification of an abelian group with specified generating set. We investigate its structure using methods from discrete geometry and commutative algebra.

We prove an analogue of Weyl's Integration Formula for compact Lie groups in the context of polar actions. We also show how certain classical examples from the literature can be viewed as special cases of our result.

This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…

This article studies Paley's theory for lacunary Fourier series on (nonabelian) discrete groups. The results unify and generalize the work of Rudin for abelian discrete groups and the work of Lust-Piquard and Pisier for operator valued…

The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few. We mention in particular the many cases of spectrally negative…

The Pego theorem characterizes the precompact subsets of the square-integrable functions on $\mathbb{R}^n$ via the Fourier transform. We prove the analogue of the Pego theorem on compact groups (not necessarily abelian).

We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou on the processes with hyper-exponential…

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…

With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…

Let $G$ be a compact, connected, simply-connected Lie group. We use the Fourier-Mukai transform in twisted $K$-theory to give a new proof of the ring structure of the $K$-theory of $G$.

In this work we introduce a concept of expansiveness for actions of connected Lie groups. We study some of its properties and investigate some implications of expansiveness. We study the centralizer of expansive actions and introduce…

We establish a new integral equation for the probability density of the exponential functional of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We explain how these results complement the techniques…

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…