相关论文: Levy processes and Fourier analysis on compact Lie…
We investigate actions of locally compact Abelian (LCA) groups on the torus $\mathbb{T}^n$, motivated by their close connection with Diophantine approximation. While Kronecker's theorem yields a classical density result, we prove a stronger…
A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.
We derive factorization identities for a class of preemptive-resume queueing systems, with batch arrivals and catastrophes that, whenever they occur, eliminate multiple customers present in the system. These processes are quite general, as…
We consider compact Lie groups extensions of expanding maps of the circle, essentially restricting to U(1) and SU(2) extensions. The central object of the paper is the associated Ruelle transfer (or pull-back) operator $\hat{F}$. Harmonic…
In this paper we present generalisations of Paley-Wiener type theorems to Mellin and (Laplace-)Fourier transforms of rapidly decreasing smooth functions with positive support and log-polyhomogeneous asymptotic expansion at zero. This…
L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
In this paper, we introduce the Levy density function as the limit of a generalized Mittag-Leffler density function. The fractional integral equation for the generalized Mittag-Leffler density function is also given. And the role of the…
We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…
We study for a class of symmetric L\'evy processes with state space $\rn$ the transition density $p_t(x)$ in terms of two one-parameter families of metrics, $(d_t)_{t>0}$ and $(\delta_t)_{t>0}$. The first family of metrics describes the…
In this paper, we study the compressibility of random processes and fields, called generalized L\'evy processes, that are solutions of stochastic differential equations driven by $d$-dimensional periodic L\'evy white noises. Our results are…
Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…
In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…
The Stone-von Neumann-Mackey Theorem for Heisenberg groups associated to locally compact abelian groups is proved using the Peter-Weyl theorem and the theory of Fourier transforms for finite dimensional real vector spaces. A theorem of…
The study of the relation between Lie algebras and groups, and especially the derivation of new algebras from them, is a problem of great interest in mathematics and physics, because finding a new Lie group from an already known one also…
We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. This family includes, in a limit case, the family of Brownian…
In this paper we give global characterisations of Gevrey-Roumieu and Gevrey-Beurling spaces of ultradifferentiable functions on compact Lie groups in terms of the representation theory of the group and the spectrum of the Laplace-Beltrami…
Let g be a complex semisimple Lie algebra, and f : g --> g/G the adjoint quotient map. Springer theory of Weyl group representations can be seen as the study of the singularities of f. We give a generalization of Springer theory to visible,…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
We prove a theorem on additive Levy processes and give applications