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Superpositions of Ornstein-Uhlenbeck type (supOU) processes form a rich class of stationary processes with a flexible dependence structure. The asymptotic behavior of the integrated and partial sum supOU processes can be, however, unusual.…
A regular sampling theory in a multiply generated unitary invariant subspace of a separable Hilbert space $\mathcal{H}$ is proposed. This subspace is associated to a unitary representation of a countable discrete abelian group $G$ on…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
Schuermann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras. Quantum stochastic…
Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…
In the context of Hecke algebras of complex reflection groups, we prove that the generalized Hecke algebras of normalizers of parabolic subgroups are semidirect products, under suitable conditions on the parameters involved in their…
This paper considers universal Hilbert space operators in the sense of Rota, and gives criteria for universality of semigroups in the context of uniformly continuous semigroups and contraction semigroups. Specific examples are given.…
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…
Several important properties of positive semidefinite processes of Ornstein--Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX+XA^{\mathrm{T}}$ with $A\in M_d(\mathbb{R})$ are the only ones that can be…
One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous Markov processes. A suitable analogue of one-parameter semigroups…
In this paper, we study Ornstein-Uhlenbeck processes with Markov modulation, whose parameters depend on an external underlying two-state Markov process. Conditional mean and variance of such processes under given modulation are investigated…
In this paper, we study the skew mean curvature flow. The results are threefold. First, we prove the global regularity of solutions with initial data which are small perturbations of planes in Sobolev spaces. Second, we prove the modified…
We consider the anomalous sub-diffusion of a class of Gaussian processes that can be expressed in terms of sums of Ornstein-Uhlenbeck processes. As a generic class of processes, we introduce a single parameter such that for any $\nu \in…
Except for the Hermitian buildings $\mathcal{H}(4,q^2)$, up to a combination of duality, translation duality or Payne integration, every known finite building of type $\mathbb{B}_2$ satisfies a set of general synthetic properties, usually…
We derive explicit representations for the (Siegmund) dual and the inverse flow of generalized Ornstein-Uhlenbeck processes whenever these exist. It turns out that the dual and the process corresponding to the inverse stochastic flow are…
The deformation theory of an algebra is controlled by the Gerstenhaber bracket, a Lie bracket on Hochschild cohomology. We develop techniques for evaluating Gerstenhaber brackets of semidirect product algebras recording actions of finite…
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
Skew-symmetric families of distributions such as the skew-normal and skew-$t$ represent supersets of the normal and $t$ distributions, and they exhibit richer classes of extremal behaviour. By defining a non-stationary skew-normal process,…
This paper discusses the possibility of applying the velocity averaging theorems in [F. Golse, P.-L. Lions, B. Perthame, R. Sentis: J. Funct. Anal. 76(1):110--125, 1988] to the Wigner equation governing the quantum evolution of the Wigner…
In this work, we propose and analyze a novel Schelling-type metapopulation model that examines how random relocations of families between neighborhoods can lead to segregation. The model consists of a large number of houses organized into…