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Representation formula for the entropy and functional inequalities

Joseph Lehec (2013)

Annales de l'I.H.P. Probabilités et statistiques

We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell’s formula for the Laplace transform. As an application, we give simple proofs of a number of functional inequalities.

Restricted exchangeable partitions and embedding of associated hierarchies in continuum random trees

Bo Chen, Matthias Winkel (2013)

Annales de l'I.H.P. Probabilités et statistiques

We introduce the notion of a restricted exchangeable partition of . We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In particular, we deduce from the general theory developed here a limit result conjectured previously for Ford’s alpha model and its extension, the alpha-gamma model, where restricted exchangeability arises naturally.

Restrictions of CP-semigroups to maximal commutative subalgebras

Franco Fagnola, Michael Skeide (2007)

Banach Center Publications

We give a necessary and sufficient criterion for a normal CP-map on a von Neumann algebra to admit a restriction to a maximal commutative subalgebra. We apply this result to give a far reaching generalization of Rebolledo's sufficient criterion for the Lindblad generator of a Markov semigroup on ℬ(G).

Revisiting the sample path of Brownian motion

S. James Taylor (2006)

Banach Center Publications

Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero Lebesgue measure;...

Riesz potentials derived by one-mode interacting Fock space approach

Nobuhiro Asai (2007)

Colloquium Mathematicae

The main aim of this short paper is to study Riesz potentials on one-mode interacting Fock spaces equipped with deformed annihilation, creation, and neutral operators with constants c 0 , 0 , c 1 , 1 and c 0 , 1 > 0 , c 1 , 2 0 as in equations (1.4)-(1.6). First, to emphasize the importance of these constants, we summarize our previous results on the Hilbert space of analytic L² functions with respect to a probability measure on ℂ. Then we consider the Riesz kernels of order 2α, α = c 0 , 1 / c 1 , 2 , on ℂ if 0 < c 0 , 1 < c 1 , 2 , which can be derived from the Bessel...

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