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We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…

概率论 · 数学 2007-05-23 Eugene Lytvynov

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…

概率论 · 数学 2007-05-23 Yuri M. Berezansky , Eugene Lytvynov , Dmytro A. Mierzejewski

By definition, a Jacobi field $J=(J(\phi))_{\phi\in H_+}$ is a family of commuting selfadjoint three-diagonal operators in the Fock space $\mathcal F(H)$. The operators $J(\phi)$ are indexed by the vectors of a real Hilbert space $H_+$. The…

概率论 · 数学 2007-05-23 Yurij M. Berezansky , Eugene W. Lytvynov , Artem D. Pulemyotov

We review several applications of Berezansky's projection spectral theorem to Jacobi fields in a symmetric Fock space, which lead to L\'evy white noise measures.

概率论 · 数学 2015-03-19 Eugene Lytvynov

We show that the general L\'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, ${\bf R}$. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes…

概率论 · 数学 2007-05-23 R. F. Streater

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

概率论 · 数学 2020-09-08 Rúben Sousa , Manuel Guerra , Semyon Yakubovich

We identify the representation of the square of white noise obtained by L. Accardi, U. Franz and M. Skeide in [Comm. Math. Phys. 228 (2002), 123--150] with the Jacobi field of a L\'evy process of Meixner's type.

概率论 · 数学 2007-05-23 E. Lytvynov

Jacobi operators appear as kinetic operators of several classes of noncommutative field theories (NCFT) considered recently. This paper deals with the case of bounded Jacobi operators. A set of tools mainly issued from operator and spectral…

数学物理 · 物理学 2015-08-07 Antoine Géré , Jean-Christophe Wallet

A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…

In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…

概率论 · 数学 2017-12-14 Andrea Barth , Andreas Stein

Within standard quantum field theory of one scalar field we define operators conjugate to the energy-momentum operators of the theory. They are singled out by calculational simplicity in Fock space. In terms of the underlying scalar field…

高能物理 - 理论 · 物理学 2010-04-23 Klaus Sibold , Gautier Solard

We consider symmetric Jacobi operators with recurrence coefficients such that the corresponding difference equation is in the limit circle case. Equivalently, this means that the associated moment problem is indeterminate. Our main goal is…

谱理论 · 数学 2021-04-29 D. R. Yafaev

The Jacobi set is a useful descriptor of mutual behavior of functions defined on a common domain. We introduce the piecewise linear Jacobi set for general vector fields on simplicial complexes. This definition generalizes the definition of…

经典分析与常微分方程 · 数学 2022-08-30 A. N. Adilkhanov , A. V. Pavlov , I. A. Taimanov

The class of three-diagonal Jacobi matrix with exponentially increasing elements is considered. Under some assumptions the matrix corresponds to unbounded self-adjoint operator in the weighted space. The weight depends on elements of the…

泛函分析 · 数学 2009-12-07 I. A. Sheipak

This paper is a companion to a series of papers devoted to the study of the spectral distribution of the free Jacobi process associated with a single projection. Actually, we notice that the flow solves a radial L\"owner equation and as…

概率论 · 数学 2016-11-02 Nizar Demni , Tarek Hamdi

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

概率论 · 数学 2014-12-30 Ming Liao

In this paper, a novel formula expressing explicitly the fractional-order derivatives, in the sense of Riesz-Feller operator, of Jacobi polynomials is presented. Jacobi spectral collocation method together with trapezoidal rule are used to…

数值分析 · 数学 2018-03-30 N. H. Sweilam , M. M. Abou Hasan

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

概率论 · 数学 2024-11-14 Julien Fageot , Alireza Fallah , Thibaut Horel

In this paper we use the orthogonal system of the Jacobi polynomials as a tool to study the Riemann-Liouville fractional integral and derivative operators on a compact of the real axis.This approach has some advantages and allows us to…

泛函分析 · 数学 2020-02-06 M. V. Kukushkin

A special class of generalized Jacobi operators which are self-adjoint in Krein spaces is presented. A description of the resolvent set of such operators in terms of solutions of the corresponding recurrence relations is given. In…

谱理论 · 数学 2008-09-13 Maxim Derevyagin
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