Let ℳ be a hyperfinite finite von Nemann algebra and ${\left({ℳ}_k\right)}_{k\ge 1}$ be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration ${\left({ℳ}_k\right)}_{k\ge 1}$. For a finite noncommutative martingale $x={\left(x_k\right)}_{1\le k\le n}\subseteq L₁\left(ℳ\right)$ adapted to ${\left({ℳ}_k\right)}_{k\ge 1}$ and 0 < α < 1, the fractional integral of x of order α is defined by setting $I^{\alpha }x={\sum }_{k=1}^n{\zeta }_k^{\alpha }d{x}_k$ for an appropriate sequence ${\left({\zeta }_k\right)}_{k\ge 1}$ of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor equipped...

This is an introductory paper about our recent merge of a noncommutative de Finetti type result with representations of the infinite braid and symmetric group which allows us to derive factorization properties from symmetries. We explain some of the main ideas of this approach and work out a constructive procedure to use in applications. Finally we illustrate the method by applying it to the theory of group characters.

This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. The Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. As an application, we prove the weak type Φ-moment Burkholder-Gundy inequality for noncommutative martingales through establishing a weak type Φ-moment noncommutative Khinchin inequality for Rademacher random variables.

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

Nonequilibrium fluctuations of a tagged, or distinguished particle in a class of one dimensional mean-zero zero-range systems with sublinear, increasing rates are derived. In Jara–Landim–Sethuraman (Probab. Theory Related Fields145 (2009) 565–590), processes with at least linear rates are considered. A different approach to establish a main “local replacement” limit is required for sublinear rate systems, given that their mixing properties are much different. The method discussed also allows to...

This paper is concerned with the non-fragile sampled data $H_{\infty }$ filtering problem for continuous Markov jump linear system with partly known transition probabilities (TPs). The filter gain is assumed to have additive variations and TPs are assumed to be known, uncertain with known bounds and completely unknown. The aim is to design a non-fragile $H_{\infty }$ filter to ensure both the robust stochastic stability and a prescribed level of $H_{\infty }$ performance for the filtering error dynamics. Sufficient conditions for...

We show using non-intersecting paths, that a random rhombus tiling of a hexagon, or a boxed planar partition, is described by a determinantal point process given by an extended Hahn kernel.