Noncommutative Lévy Processes for Generalized (Particularly Anyon) Statistics
نویسندگان
چکیده
منابع مشابه
Anyon wave equations and the noncommutative plane
The “Jackiw-Nair” non-relativistic limit of the relativistic anyon equations provides us with infinite-component wave equations of the Dirac-Majorana-Lévy-Leblond type for the “exotic” particle, associated with the two-fold central extension of the planar Galilei group. An infinite dimensional representation of the Galilei group is found. The velocity operator is studied, and the observable coo...
متن کاملStochastic Bounds for Lévy Processes
Using the Wiener–Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Lévy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting points. In principle, this allows one to deduce Lévy process versions of many known results about the large-time behavior of random walks. This is illustrat...
متن کاملInferences for Extended Generalized Exponential Distribution based on Order Statistics
‎Recently‎, ‎a new distribution‎, ‎named as extended generalized exponential distribution‎, ‎has been introduced by Kundu and Gupta (2011). ‎In this paper‎, ‎we consider the extended generalized exponential distribution with known shape parameters α and β. ‎At first‎, ‎the exact expressions for marginal and product moments of o...
متن کاملBasics of Lévy Processes *
This is a draft Chapter from a book by the authors on “Lévy Driven Volatility Models”.
متن کاملNonlinear stochastic integrals for hyperfinite Lévy processes
We develop a notion of nonlinear stochastic integrals for hyperfinite Lévy processes, and use it to find exact formulas for expressions which are intuitively of the form Pt s=0 φ(ω, dls, s) and Qt s=0 ψ(ω, dls, s), where l is a Lévy process. These formulas are then applied to geometric Lévy processes, infinitesimal transformations of hyperfinite Lévy processes, and to minimal martingale measure...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2012
ISSN: 0010-3616,1432-0916
DOI: 10.1007/s00220-012-1437-8