相关论文: Some remarks about the positivity of random variab…

We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…

We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…

Let S be a non-exceptional oriented surface of finite type. We discuss the action of subgroups of the mapping class group of S on the CAT(0)-boundary of the completion of Teichmueller space with respect to the Weil-Petersson metric. We show…

This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…

We associate certain probability measures on $\R$ to geodesics in the space $\H_L$ of positively curved metrics on a line bundle $L$, and to geodesics in the finite dimensional symmetric space of hermitian norms on $H^0(X, kL)$. We prove…

In this note we study sub-Hardy Hilbert spaces on which the the action of the operator of multiplication by the coordinate function z is assumed to be weaker than that of an isometry. We identify such operators with a class of weighted…

Probability maps are additive and normalised maps taking values in the unit interval of a lattice ordered Abelian group. They appear in theory of affine representations and they are also a semantic counterpart of Hajek's probability logic.…

A new method is developed for the study of transport properties of 1D models with random potentials. It is based on an exact transformation that reduces discrete Schr\"odinger equation in the tight-binding model to a two-dimensional…

Wigner's quasi-probability distribution function in phase-space is a special (Weyl) representation of the density matrix. It has been useful in describing quantum transport in quantum optics; nuclear physics; decoherence (eg, quantum…

On weighted Riemannian manifolds we prove the existence of globally Lipschitz transport maps between the weight (probability) measure and log-Lipschitz perturbations of it, via Kim and Milman's diffusion transport map, assuming that the…

By extending \cite{bensoussan2015control}, we implement the proposal of Lions \cite{lions14} on studying mean field games and their master equations via certain control problems on the Hilbert space of square integrable random variables. In…

The operator-valued Schur-class is defined to be the set of holomorphic functions $S$ mapping the unit disk into the space of contraction operators between two Hilbert spaces. There are a number of alternate characterizations: the operator…

It has been shown that inclusion of higher order curvature invariant terms in the Robertson-Walker minisuperspace model of the Einstein-Hilbert action leads to Schrodinger like equation, whose corresponding effective action is hermitian.…

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

Following the Witten-Nester formalism, we present a useful prescription using Weyl spinors towards the positivity of mass. As a generalization of arXiv:1310.1663, we show that some "positivity conditions" must be imposed upon the gauge…

Let $G$ be a locally compact abelian group with a Haar measure, and $Y$ be a measure space. Suppose that $H$ is a reproducing kernel Hilbert space of functions on $G\times Y$, such that $H$ is naturally embedded into $L^2(G\times Y)$ and is…

A likelihood order is defined over linear subspaces of a finite dimensional Hilbert space. It is shown that such an order that satisfies some plausible axioms can be represented by a quantum probability in two cases: pure state and uniform…

An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…

Our main theorem is in the generality of the axioms of Hilbert space, and the theory of unbounded operators. Consider two Hilbert spaces such that their intersection contains a fixed vector space D. It is of interest to make a precise…

This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at different time lags are investigated in the topology of their…