相关论文: Some explicit Krein representations of certain sub…
Let G be the group of points of a quasi-split reductive algebraic group over a local field F. It follows from the local Langlands conjectures that to every non-trivial additive character of F and every representation of the Langlands dual…
We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…
This paper focuses on studying the long-time dynamics of the subordination process for a range of linear evolution equations, with a special emphasis on the fractional heat equation. By treating inverse subordinators as random time…
Subordinators are infinitely divisible distributions on the positive half-line. They are often used as mixing distributions in Poisson mixtures. We show that appropriately scaled Poisson mixtures can approximate the mixing subordinator and…
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…
For a class of Laplace exponents we derive the heat trace asymptotics of the generator of the corresponding subordinate Brownian motion on Euclidean space. The terms in the asymptotic expansion are found to depend both on the geometry of…
We investigate the distributional properties of two generalized Ornstein-Uhlenbeck (OU) processes whose stationary distributions are the gamma law and the bilateral gamma law, respectively. The said distributions turn out to be related to…
Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…
We consider the numerical approximation for a class of radial Dunkl processes corresponding to arbitrary (reduced) root systems in $\mathbb{R}^{d}$. This class contains some well-known processes such as Bessel processes, Dyson's Brownian…
It is shown that if a non-autonomous system of $2n$ first-order ordinary differential equations is expressed in the form of the Hamilton equations in terms of two different sets of coordinates, $(q_{i}, p_{i})$ and $(Q_{i}, P_{i})$, then…
In this article, the compound Poisson processes of order $k$ (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) and its right continuous inverse, the two subordinated CPPoK…
We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…
We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…
In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential…
The main result of the paper is a description of the class of functions on the unit circle, for which Krein's trace formula holds for arbitrary pairs of unitary operators with trace class difference. We prove that this class of functions…
The Krein transform is the real counterpart of the Cayley transform and gives a one-to-one correspondence between the positive relations and symmetric contractions. It is treated with a slight variation of the usual one, resulting in an…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval.…
We derive new approximate representations of the Lommel functions in terms of the Scorer function and approximate representations of the first derivative of the Lommel functions in terms of the derivative of the Scorer function. Using the…
We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.