相关论文: Some explicit Krein representations of certain sub…

We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…

In this work we extend the Mackey's theory of induced unitary representations on a wide class of Krein-isometric induced representations in Krein spaces. The subgroup theorem and the Kronecker product theorem are shown to be valid for the…

Statistical properties of spike trains as well as other neurophysiological data suggest a number of mathematical models of neurons. These models range from entirely descriptive ones to those deduced from the properties of the real neurons.…

The spectral theory for weakly stationary processes valued in a separable Hilbert space has known renewed interest in the past decade. Here we follow earlier approaches which fully exploit the normal Hilbert module property of the time…

We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…

We study spanning properties of a family of functions translated along simple model sets. We characterize tight frame and dual frame generators for such irregular translates and we apply the results to Gabor systems. We use the connection…

A new notion of stochastic germs for quantum processes is introduced and a characterisation of the stochastic differentials for positive definite (PD) processes is found in terms of their germs for arbitrary Ito algebra. A representation…

We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.

We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…

We study a generalization of the model introduced by Kistler and Schmidt in $2015$, that interpolates between the random energy model (REM) and the branching random walk (BRW). More precisely, we are interested in the asymptotic behaviour…

We transform the counting function for the Riemann zeros into a Korringa-Kohn-Rostoker (KKR) determinant, assisted by Krein's theorem. This is based on our observation that the function derived from a few methods can all be recast into two…

We present a one-parameter family of constant solutions of the reflection equation and define a family of quantum complex Grassmannians endowed with a transitive action of the quantum unitary group. By computing the radial part of a…

The article is devoted to Beta and Gamma functions of Cayley-Dickson numbers. It is shown that there are specific features in comparison with the complex case. These functions serve as examples of meromorphic functions of Cayley-Dickson…

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

In this work, based on the complete Bernstein function, we propose a generalized regularity analysis including maximal $\mathrm{L}^p$ regularity for the Fokker--Planck equation, which governs the subordinated Brownian motion with the…

Motivated by the space of spinors on a Lorentzian manifold, we define Krein spectral triples, which generalise spectral triples from Hilbert spaces to Krein spaces. This Krein space approach allows for an improved formulation of the…

For fractional Brownian motion with Hurst parameter H the Berman constant is defined. In this paper we consider a general random field (rf) Z that is a spectral rf of some stationary max-stable rf X and derive the properties of the…

We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivative kernel, and leading coefficients given by a sequence of…

On the one hand the Fermi-Dirac and Bose-Einstein functions have been extended in such a way that they are closely related to the Riemann and other zeta functions. On the other hand the Fourier transform representation of the gamma and…