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In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…

Probability · Mathematics 2017-10-17 Orimar Sauri

The three dimensional superintegrable systems with quadratic integrals of motion have five functionally independent integrals, one among them is the Hamiltonian. Kalnins, Kress and Miller have proved that in the case of non degenerate…

Mathematical Physics · Physics 2009-02-03 Y. Tanoudis , C. Daskaloyannis

Let $T_1^{(\mu)}$ be the first hitting time of the point 1 by the Bessel process with index $\mu\in \R$ starting from $x>1$. Using an integral formula for the density $q_x^{(\mu)}(t)$ of $T_1^{(\mu)}$, obtained in Byczkowski, Ryznar (Studia…

Probability · Mathematics 2011-06-08 Tomasz Byczkowski , Jacek Malecki , Michal Ryznar

In this note, we prove a theorem \`a la Fatou for the square root of Poisson Kernel in the context of quasi-convex cocompact discrete groups of isometries of $\delta$-hyperbolic spaces. As a corollary we show that some matrix coefficients…

Group Theory · Mathematics 2016-07-27 Adrien Boyer

We consider Hamiltonians, which are even polynomials of the forth order with the respect to Bose operators. We find subspaces, preserved by the action of Hamiltonian These subspaces, being finite-dimensional, include, nonetheless, states…

Quantum Physics · Physics 2008-11-26 S. N. Dolya , O. B. Zaslavskii

This paper showed that Poisson brackets in quaternion variables can be obtained directly from canonical Poisson brackets on cotangent bundle of $SE(3)$ (or $SO(3)$) endowed by canonical symplectic geometry. Quaternion parameters in our case…

Mathematical Physics · Physics 2015-08-13 Stanislav S. Zub , Sergiy I. Zub

We give a complete characterisation of the spaces $\dot{B}^{\alpha}_{p,q}$ and $\dot{F}^{\alpha}_{p,q}$ by using a non-smooth kernel satisfying near minimal conditions. The tools used include a Stromberg-Torchinsky type estimate for certain…

Functional Analysis · Mathematics 2016-06-29 Huy-Qui Bui , Timothy Candy

This paper consists of two parts. In the first part we show that any Poisson algebraic group over a field of characteristic zero and any Poisson Lie group admits a local quantization. This answers positively a question of Drinfeld. In the…

q-alg · Mathematics 2008-02-03 Pavel Etingof , David Kazhdan

We relate the expected hyperbolic length of the perimeter of the convex hull of the trajectory of Brownian motion in the hyperbolic plane to an expectation of a certain exponential functional of a one-dimensional real-valued Brownian…

Probability · Mathematics 2025-02-24 Chinmoy Bhattacharjee , Rik Versendaal , Andrew Wade

In this paper we characterize the discrete H\"older spaces by means of the heat and Poisson semigroups associated to the discrete Laplacian. These characterizations allow us to get regularity properties of fractional powers of the discrete…

Classical Analysis and ODEs · Mathematics 2021-07-15 Luciano Abadias , Marta De León-Contreras

A new kind of symmetry behaviour introduced as partialPT-symmetry is investigated in a typical Fock space setting understood as a Reproducing Kernel Hilbert Space (RKHS). The same kind of symmetry is understood for a nonhermitian…

Mathematical Physics · Physics 2021-09-15 Arindam Chakraborty

We study Fourier theory on quantum Euclidean space. A modified version of the general definition of the Fourier transform on a quantum space is used and its inverse is constructed. The Fourier transforms can be defined by their Bochner's…

Mathematical Physics · Physics 2011-08-08 Kevin Coulembier

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

Probability · Mathematics 2019-07-12 Grzegorz Serafin

We introduce an extension of the frog model to Euclidean space and prove properties for the spread of active particles. Fix $r>0$ and place a particle at each point $x$ of a unit intensity Poisson point process $\mathcal P \subseteq \mathbb…

Probability · Mathematics 2019-01-31 Erin Beckman , Emily Dinan , Rick Durrett , Ran Huo , Matthew Junge

We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in the starting point a and end at time t=1 in the endpoint b and the other n/2 Brownian motions start at time t=0 at the point -a and end at…

Complex Variables · Mathematics 2010-07-30 Evi Daems , Arno Kuijlaars , Wim Veys

We give a new reduction of a general diatomic molecular Hamiltonian, without modifying it near the collision set of nuclei. The resulting effective Hamiltonian is the sum of a smooth semiclassical pseudodifferential operator (the…

Mathematical Physics · Physics 2015-06-26 André Martinez , Vania Sordoni

We consider the space of bilinear forms on a complex N-dimensional vector space endowed with the quadratic Poisson bracket studied in our previous paper arXiv:1012.5251. We classify all possible quadratic brackets on the set of pairs of…

Quantum Algebra · Mathematics 2015-03-23 Leonid Chekhov , Marta Mazzocco

We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…

Dynamical Systems · Mathematics 2021-07-07 Leonid Bunimovich , Yaofeng Su

Let $\tau$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2\mu t)$ with drift $\mu \geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We…

Probability · Mathematics 2007-05-23 T. Byczkowski , M. Ryznar

We give a complete description of the boundary behaviour of the Poisson kernel and the harmonic Bergman kernel of a bounded domain with smooth boundary, which in some sense is an analogue of the similar description for the usual Bergman…

Classical Analysis and ODEs · Mathematics 2015-03-24 Miroslav Englis