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The purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete characterization by its…

Probability · Mathematics 2013-08-29 Paul Balança , Erick Herbin

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

For nonuniform exponentially bounded evolution families on the half-line we introduce a class of Banach function spaces on which we define nonuniform evolution semigroups. We completely characterize nonuniform exponential stability in terms…

Dynamical Systems · Mathematics 2019-05-13 Nicolae Lupa , Liviu Horia Popescu

We derive sharp, local and dimension dependent hypercontractive bounds on the Markov kernel of a large class of diffusion semigroups. Unlike the dimension free ones, they capture refined properties of Markov kernels, such as trace…

Probability · Mathematics 2013-09-19 Dominique Bakry , François Bolley , Ivan Gentil

Symmetric functions appear in many areas of mathematics and physics, including enumerative combinatorics, the representation theory of symmetric groups, statistical mechanics, and the quantum statistics of ideal gases. In the commutative…

Quantum Algebra · Mathematics 2017-07-18 Ritesh Ragavender

Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…

Mathematical Physics · Physics 2017-03-22 Jürgen Potthoff , Robert Schrader

In this paper, we study spaceability of subsets of generalized Orlicz and Lebesgue spaces associated to Banach function space. Also, we give some sufficient conditions for spaceability of subsets of a general Banach space which improves an…

Functional Analysis · Mathematics 2022-08-09 Alireza Bagheri Salec , Stefan Ivkovic , Seyyed Mohammad Tabatabaie

We investigate the spectrum of the generator induced on the space of Hilbert-Schmidt operators by a Gaussian quantum Markov semigroup with a faithful normal invariant state in the general case, without any symmetry or quantum detailed…

Functional Analysis · Mathematics 2025-04-17 Franco Fagnola , Zheng Li

Let $V$ be a standard subspace in the complex Hilbert space $H$ and $G$ be a finite dimensional Lie group of unitary and antiunitary operators on $H$ containing the modular group $(\Delta_V^{it})_{t \in R}$ of $V$ and the corresponding…

Operator Algebras · Mathematics 2019-02-25 Karl-Hermann Neeb

We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…

Probability · Mathematics 2024-03-14 Ben Goldys , Max Nendel , Michael Röckner

In this paper we study differential operators of the form \begin{align*} \left[\mathcal{L}_\infty v \right](x) = A\triangle v(x) + \left\langle Sx,\nabla v(x) \right\rangle - Bv(x), \,x \in \mathbb{R}^d, \,d \geqslant 2, \end{align*} for…

Analysis of PDEs · Mathematics 2015-10-06 Denny Otten

We establish a general version of the Siegel-Sternberg linearization theorem for ultradiffentiable maps which includes the analytic case, the smooth case and the Gevrey case. It may regarded as a small divisior theorem without small divisor…

Dynamical Systems · Mathematics 2017-04-06 Jürgen Pöschel

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

Probability · Mathematics 2021-10-12 Davide A. Bignamini

This paper addresses extensions of the complex Ornstein-Uhlenbeck semigroup to operator algebras in free probability theory. If $a_1,...,a_k$ are $\ast$-free $\mathscr{R}$-diagonal operators in a $\mathrm{II}_1$ factor, then $D_t(a_{i_1}...…

Functional Analysis · Mathematics 2008-02-12 Todd Kemp

In this article, we develop a calculus of Shubin type pseudodifferential operators on certain non-compact spaces, using a groupoid approach similar to the one of van Erp and Yuncken. More concretely, we consider actions of graded Lie groups…

Analysis of PDEs · Mathematics 2025-01-13 Eske Ewert , Philipp Schmitt

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…

Statistics Theory · Mathematics 2009-09-07 Christian Pigorsch , Robert Stelzer

Quantum stochastic cocycles provide a basic model for time-homogeneous Markovian evolutions in a quantum setting, and a direct counterpart in continuous time to quantum random walks, in both the Schrodinger and Heisenberg pictures. This…

Functional Analysis · Mathematics 2021-03-31 J. Martin Lindsay , Stephen J. Wills

In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*}[\mathcal{L}_{\infty} v](x)=A\triangle v(x)+\langle Sx,\nabla v(x)\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2,\end{align*} for simultaneously diagonalizable…

Analysis of PDEs · Mathematics 2015-10-06 Denny Otten

We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…

Functional Analysis · Mathematics 2012-02-03 Moritz Gerlach , Robin Nittka

The existence of a full strong exceptional sequence in the derived category of a smooth quadric hypersurface was proved by Kapranov. In this paper, we present a skew generalization of this result. Namely, we show that if $S$ is a standard…

Rings and Algebras · Mathematics 2021-07-02 Kenta Ueyama