相关论文: $q$-Gaussian processes: non-commutative and classi…

It was shown in Mishura et al. (Stochastic Process. Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to…

We develop the theory of quasi--invariant (resp. strongly quasi--invariant) states under the action of a group $G$ of normal $*$--automorphisms of a $*$--algebra (or von Neumann alegbra) $\mathcal{A}$. We prove that these states are…

We consider quantum mechanics on the noncommutative spaces characterized by the commutation relations $$ [x_a, x_b] \ =\ i\theta f_{abc} x_c\,, $$ where $f_{abc}$ are the structure constants of a Lie algebra. We note that this problem can…

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian…

We construct quadratic stochastic processes (QSP) (also known as Markov processes of cubic matrices) in continuous and discrete times. These are dynamical systems given by (a fixed type, called $\sigma$) stochastic cubic matrices satisfying…

This paper is devoted to the construction and analysis of the Wigner functions for noncommutative quantum mechanics, their marginal distributions and star-products, following a technique developed earlier, {\it viz\/,} using the unitary…

We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean Gaussian process. We show that its autocorrelation and power spectrum exist for most regular processes, and we find a…

This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…

We formally extend the notion of Markov order to open quantum processes by accounting for the instruments used to probe the system of interest at different times. Our description recovers the classical Markov order property in the…

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

A probability space is a pair ($\mathcal{A},\phi $) where $\mathcal{A}$ is an algebra and $\phi $ a state on the algebra. In classical probability $\mathcal{A}$ is the algebra of linear combinations of indicator functions on the sample…

We develop two new classes of space-time Gaussian process models by specifying covariance functions using what we call a half-spectral representation. The half-spectral representation of a covariance function, $K$, is a special case of…

According to the stochastic-quantum correspondence, a quantum system can be understood as a stochastic process unfolding in an old-fashioned configuration space based on ordinary notions of probability and `indivisible' stochastic laws,…

Gaussian processes are widely employed as versatile modelling and predictive tools in spatial statistics, functional data analysis, computer modelling and diverse applications of machine learning. They have been widely studied over…

We study the von Neumann algebra generated by q--deformed Gaussian elements l_i+l_i^* where operators l_i fulfill the q--deformed canonical commutation relations l_i l_j^*-q l_j^* l_i=delta_{ij} for -1<q<1. We show that if the number of…

The model of the position-dependent noncommutativety in quantum mechanics is proposed. We start with a given commutation relations between the operators of coordinates [x^{i},x^{j}]=\omega^{ij}(x), and construct the complete algebra of…

In arXiv:0807.0677, K\"ostler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we…

Understanding the demarcation line between classical and quantum is an important issue in modern physics. The development of such an understanding requires a clear picture of the various concurrent notions of `classicality' in quantum…

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…