Related papers: Levy processes and Fourier analysis on compact Lie…
We present a short proof of the fact that the Weyl quantisation of a tempered distribution with compactly supported Fourier transform is in the Schatten $p$-class if and only if the symbol is $L^p$-integrable. The proof is based on…
A peeling theorem for the Weyl tensor in higher dimensional Lorentzian manifolds is presented. We obtain it by generalizing a proof from the four dimensional case. We derive a generic behavior, discuss interesting subcases and retrieve the…
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…
The notion of density of a finite set is discussed. We proof a general theorem of set theory which refines Bose-Einstein distribution.
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is tested in a small sample simulation study. Also, the method is…
The classical Peter-Weyl theorem describes the structure of the space of functions on a semi-simple algebraic group. On the level of characters (in type A) this boils down to the Cauchy identity for the products of Schur polynomials. We…
A random Lie group action on a compact manifold generates a discrete time Markov process. The main object of this paper is the evaluation of associated Birkhoff sums in a regime of weak, but sufficiently effective coupling of the…
We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…
Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family…
We introduce a Littlewood-Paley decomposition related to any sub-Laplacian on a Lie group G of polynomial volume growth; this allows us to prove a Littlewood-Paley theorem in this general setting and to provide a dyadic characterization of…
In this survey, we discuss a series of linearization problems--for Poisson structures, Lie algebroids, and Lie groupoids. The last problem involves a conjecture on the structure of proper groupoids. Attempting to prove this by the method of…
We consider the group algebra over the field of complex numbers of the Weyl group of type B (the hyperoctahedral group, or the group of signed permutations) and of the Weyl group of type D (the demihyperoctahedral group, or the group of…
We study the scale function of the spectrally negative phase-type Levy process. Its scale function admits an analytical expression and so do a number of its fluctuation identities. Motivated by the fact that the class of phase-type…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
We establish new strong factorization properties for the smooth vectors of representations of exponential solvable Lie groups on Fr\'{e}chet spaces. In particular, our results improve upon the Dixmier-Malliavin factorization theorem for…
This is the third paper of a series relating the equivariant twisted $K$-theory of a compact Lie group $G$ to the ``Verlinde space'' of isomorphism classes of projective lowest-weight representations of the loop groups. Here, we treat…
A space of entire functions of several complex variables rapidly decreasing on ${\mathbb R}^n$ and such that their growth along $i{\mathbb R}^n$ is majorized with a help of a family of weight functions (not radial in general) is considered…
We consider two stochastic processes, the Gribov process and the general epidemic process, that describe the spreading of an infectious disease. In contrast to the usually assumed case of short-range infections that lead, at the critical…