相关论文: Berezin Integrals and Poisson Processes
We present a novel approach to Gaussian Berezin correlation functions. A formula well known in the literature expresses these quantities in terms of submatrices of the inverse matrix appearing in the Gaussian action. By using a recently…
Berezin integration of functions of anticommuting Grassmann variables is usually seen as a formal operation, sometimes even defined via differentiation. Using the formalism of geometric algebra and geometric calculus in which the Grassmann…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…
Berezin integration over fermionic degrees of freedom as a standard tool of quantum field theory is analysed from the viewpoint of noncommutative geometry. It is shown that among the variety of contradictory integration prescriptions…
We present an algorithm which allows a fast numerical computation of Feldman-Cousins confidence intervals for Poisson processes, even when the number of background events is relatively large. This algorithm incorporates an appropriate…
A new approach to bosonization in relativistic field theories and many-body systems, based on the use of fermionic composites as integration variables in the Berezin integral defining the partition function of the system, is tested. The…
Motivated by application to quantum physics, anticommuting analogues of Wiener measure and Brownian motion are constructed. The corresponding Ito integrals are defined and the existence and uniqueness of solutions to a class of stochastic…
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition probability density, and, therefore, our approach is not…
In this letter we present a procedure for the calculation of the Casimir functions of finite-dimensional Poisson systems which avoids the burden of solving a set of partial differential equations, as it is usually suggested in the…
We study integration over functions on superspaces. These functions are invariant under a transformation which maps the whole superspace onto the part of the superspace which only comprises purely commuting variables. We get a compact…
We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…
We introduce a hull operator on Poisson point processes, the easiest example being the convex hull of the support of a point process in Euclidean space. Assuming that the intensity measure of the process is known on the set generated by the…
We axiomatize path integral quantization of symplectic manifolds. We prove that this path integral formulation of quantization is equivalent to an abstract operator formulation, ie. abstract coherent state (or Berezin) quantization. We use…
We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…
We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target (1) stochastic elasto-plastic problems, which involve…
We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…
We consider functionals which are weighted averages of the avoidance function of a Poisson process. Using the approach to Stein's method based on Malliavin calculus for Poisson functionals we provide explicit bounds for the Wasserstein…
In this paper we provide a generalization of a Feynmac-Kac formula under volatility uncertainty in presence of a linear term in the PDE due to discounting. We state our result under different hypothesis with respect to the derivation given…
In this paper we study the continuity of the Berezin transform on modified Bergman spaces and we establish a Lipschitz estimate in terms of the Bergman-Poincar\'e metric.