Reflection Negative Kernels and Fractional Brownian Motion

被引:0
|
作者
Jorgensen, Palle E. T. [1 ]
Neeb, Karl-Hermann [2 ]
Olafsson, Gestur [3 ]
机构
[1] Univ Iowa, Dept Math, Iowa City, IA 52242 USA
[2] FAU Erlangen Nurnberg, Dept Math, Cauerstr 11, D-91058 Erlangen, Germany
[3] Louisiana State Univ, Dept Math, Baton Rouge, LA 70803 USA
来源
SYMMETRY-BASEL | 2018年 / 10卷 / 06期
关键词
fractional brownian motion; reflection positivity; reflection negative kernels; representations of SL2 (R); PATHWISE PROJECTIVE INVARIANCE; UNITARY REPRESENTATIONS; REPRODUCING KERNELS; GAUSSIAN-PROCESSES; HILBERT-SPACE; SYMMETRY;
D O I
10.3390/sym10060191
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert space epsilon and show in particular that fractional Brownian motion for Hurst index 0 < H <= 1/2 is reflection positive and leads via reflection positivity to an infinite dimensional Hilbert space if 0 < H < 1/2. We also study projective invariance of fractional Brownian motion and relate this to the complementary series representations of GL(2) (R). We relate this to a measure preserving action on a Gaussian L-2-Hilbert space L-2 (epsilon).
引用
收藏
页数:39
相关论文
共 50 条
  • [1] Penalizing fractional Brownian motion for being negative
    Aurzada, Frank
    Buck, Micha
    Kilian, Martin
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (11) : 6625 - 6637
  • [2] THE DISTANCE BETWEEN FRACTIONAL BROWNIAN MOTION AND THE SUBSPACE OF MARTINGALES WITH "SIMILAR" KERNELS
    Doroshenko, V.
    Mishura, Yu.
    Banna, O.
    THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2012, 87 : 38 - 45
  • [3] Is it Brownian or fractional Brownian motion?
    Li, Meiyu
    Gencay, Ramazan
    Xue, Yi
    ECONOMICS LETTERS, 2016, 145 : 52 - 55
  • [4] Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues
    Ascione, Giacomo
    Leonenko, Nikolai
    Pirozzi, Enrica
    SYMMETRY-BASEL, 2022, 14 (03):
  • [5] The fractional mixed fractional Brownian motion
    El-Nouty, C
    STATISTICS & PROBABILITY LETTERS, 2003, 65 (02) : 111 - 120
  • [6] Oscillatory Fractional Brownian Motion
    Bojdecki, T.
    Gorostiza, L. G.
    Talarczyk, A.
    ACTA APPLICANDAE MATHEMATICAE, 2013, 127 (01) : 193 - 215
  • [7] On the maximum of a fractional Brownian motion
    Molchan, GM
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1999, 44 (01) : 97 - 102
  • [8] LACUNARY FRACTIONAL BROWNIAN MOTION
    Clausel, Marianne
    ESAIM-PROBABILITY AND STATISTICS, 2012, 16 : 352 - 374
  • [9] Tempered fractional Brownian motion
    Meerschaert, Mark M.
    Sabzikar, Farzad
    STATISTICS & PROBABILITY LETTERS, 2013, 83 (10) : 2269 - 2275
  • [10] On the prediction of fractional Brownian motion
    Gripenberg, G
    Norros, I
    JOURNAL OF APPLIED PROBABILITY, 1996, 33 (02) : 400 - 410