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In this paper, we study the Ornstein-Uhlenbeck bridge process (i.e. the Ornstein-Uhlenbeck process conditioned to start and end at fixed points) constraints to have a fixed area under its path. We present both anticipative (in this case, we…

Statistical Mechanics · Physics 2017-10-11 Alain Mazzolo

A Chevalley type integral basis for the ortho-symplectic Lie superalgebra is constructed. The simple modules of the ortho-symplectic supergroup over an algebraically closed field of prime characteristic not equal to 2 are classified, where…

Representation Theory · Mathematics 2014-02-26 Bin Shu , Weiqiang Wang

We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…

Analysis of PDEs · Mathematics 2008-03-05 B. Farkas , L. Lorenzi

The discovery of Weyl semimetals represents a significant advance in topological band theory. They paradigmatically enlarged the classification of topological materials to gapless systems while simultaneously providing experimental evidence…

Mesoscale and Nanoscale Physics · Physics 2018-02-14 P. Rüßmann , A. P. Weber , F. Glott , N. Xu , M. Fanciulli , S. Muff , A. Magrez , P. Bugnon , H. Berger , M. Bode , J. H. Dil , S. Blügel , P. Mavropoulos , P. Sessi

Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

Statistical Mechanics · Physics 2016-01-06 Janusz M. Meylahn , Sanjib Sabhapandit , Hugo Touchette

We introduce a path-theoretic framework for understanding the representation theory of (quantum) symmetric and general linear groups and their higher level generalisations over fields of arbitrary characteristic. Our first main result is a…

Representation Theory · Mathematics 2018-05-04 C. Bowman , A. G. Cox

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

Probability · Mathematics 2013-03-04 Alexei Borodin , Grigori Olshanski

We characterize all real matrix semigroups satisfying a mild boundedness assumption, without assuming continuity. Besides the continuous solutions of the semigroup functional equation, we give a description of solutions arising from…

Rings and Algebras · Mathematics 2023-05-26 Benedict Bauer , Stefan Gerhold

The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…

Probability · Mathematics 2021-10-05 Laurent Chevillard , Marc Lagoin , Stephane G. Roux

We investigate the hypercontractivity property of generalized Mehler semigroups on the $L^p$-scale with respect to invariant measures. This property is first obtained in the purely theoretical setting of skew operators and, subsequently,…

Analysis of PDEs · Mathematics 2026-03-27 Luciana Angiuli , Simone Ferrari

Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous…

Probability · Mathematics 2021-11-29 Matyas Barczy , Sandra Palau , Gyula Pap

Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…

Probability · Mathematics 2016-07-25 Matyas Barczy , Gyula Pap

Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…

Functional Analysis · Mathematics 2022-07-25 Bálint Farkas , Birgit Jacob , Merlin Schmitz

In this work, we consider, in a general setting, multiparameter multidimensional Markov processes that are time-changed by an independent additive subordinator. By extending Phillips theorem, we show that the resulting process is a Feller…

Probability · Mathematics 2026-03-12 Giuseppe D'Onofrio , Alessandro Mutti , Patrizia Semeraro

We study the Ornstein-Uhlenbeck operator and the Ornstein-Uhlenbeck semigroup in an open convex subset of an infinite dimensional separable Banach space $X$. This is done by finite dimensional approximation. In particular we prove…

Analysis of PDEs · Mathematics 2017-09-12 Gianluca Cappa

We clarify the links between the graded Specht construction of modules over cyclotomic Hecke algebras and the RSK construction for quiver Hecke algebras of type A, that was recently imported from the setting of representations of p-adic…

Representation Theory · Mathematics 2021-10-25 Maxim Gurevich

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

Probability · Mathematics 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer

We investigate a randomly evolving process of subgraphs in an underlying host graph using the spectral theory of semigroups related to the Tsetlin library and hyperplane arrangements. Starting with some initial subgraph, at each iteration,…

Combinatorics · Mathematics 2025-09-25 Fan Chung , Sawyer Jack Robertson

We study heat kernel convergence of induced subgraphs with Neumann boundary conditions. We first establish convergence of the resulting semigroups to the Neumann semigroup in $\ell^2$. While convergence to the Neumann semigroup always…

Functional Analysis · Mathematics 2023-10-24 Matthias Keller , Florentin Münch , Radosław K. Wojciechowski

We present the correct space of test functions for the Ornstein-Uhlenbeck processes defined in \cite{fgn2}. Under these new spaces, an invariance with respect to a second order operator is shown, granting the existence and uniqueness of…

Probability · Mathematics 2016-07-01 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann
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