Related papers: A note on ergodic transformations of self-similar …

We construct an analogue of Dyson Brownian motion in the Siegel half-space H that we term Siegel Brownian motion. Given \beta in (0,\infty], a stochastic flow for Z_t in H is introduced so that the law of the eigenvalues \lambda_t of the…

We establish that particular quotients of the non-commutative Hardy algebras carry ergodic actions of convergent discrete subgroups of the group $\operatorname*{SU}(n,1)$ of automorphisms of the unit ball in $\mathbb{C}% ^{n}$. To do so, we…

We consider in detail the quantum-mechanical problem associated with the motion of a one-dimensional particle under the action of the double-well potential. Our main tool will be the euclidean (imaginary time) version of the path-integral…

We propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a…

The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…

The paper introduces a non-linear version of the process convolution formalism for building covariance functions for multi-output Gaussian processes. The non-linearity is introduced via Volterra series, one series per each output. We…

We present analytical and numerical studies of the Fourier transform (FT) of the gravitational wave (GW) signal from a pulsar, taking into account the rotation and orbital motion of the Earth. We also briefly discuss the Zak-Gelfand…

In this paper, we present several path properties, simulations, inferences, and generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the derivation of the covariance function $R_{f,b}(s,t)$ for the weighted…

We consider stochastic processes $Y(t)$ which can be represented as $Y(t)=(X(t))^s, s \in \mathbb{N},$ where $X(t)$ is a stationary strictly sub-Gaussian process and build a wavelet-based model that simulates $Y(t)$ with given accuracy and…

We calculate a certain mean-value of meromorphic functions by using specific ergodic transformations, which we call affine Boolean transformations. We use Birkhoff's ergodic theorem to transform the mean-value into a computable integral…

We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standard Brownian motion and plays an important role in the study…

Let $\Gamma$ be a group of type rotating automorphisms of a building $\fX$ of type $\tilde A_n$ and order $q$. Suppose that $\G$ acts freely and transitively on the vertex set of $\fX$. Then the action of $\Gamma$ on the boundary of $\fX$…

We describe two classes of Gaussian self-similar random fields: with strictly stationary rectangular increments and with mild stationary rectangular increments. We find explicit spectral and moving average representations for the fields…

We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…

We prove that the Airy process, A(t), locally fluctuates like a Brownian motion. In the same spirit we also show that in a certain scaling limit, the so called discrete polynuclear growth (PNG) process behaves like a Brownian motion.

This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given,…

This paper presents a new approach to the analysis of mixed processes \[X_t=B_t+G_t,\qquad t\in[0,T],\] where $B_t$ is a Brownian motion and $G_t$ is an independent centered Gaussian process. We obtain a new canonical innovation…

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponential coefficient. The results are applied to the fractional…

We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…

Based on T.Tao's result of norm convergence of multiple ergodic averages for commut-ing transformation, we obtain there is a subsequence which converges almost everywhere. Meanwhile, the ergodic behaviour, which the time average is equal to…