Articles
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02/20/2012--
02/20/2012
Einstein the Stubborn: Correspondence between Einstein and Levi-Civita
Before developing his 1915 General Theory of Relativity, Einstein held the
"Entwurf" theory. Tullio Levi-Civita from Padua, one of the founders of tensor
calculus, objected to a major problematic element in this theory, which
reflected its global problem: its field equations were restricted to an adapted
coordinate system. Einstein proved that his gravitational tensor was a
covariant tensor for adapted coordinate systems. In an exchange of letters and
postcards that began in March 1915 and ended in May 1915, Levi-Civita presented
his objections to Einstein's above proof. Einstein tried to find ways to save
his proof, and found it hard to give it up. Finally Levi-Civita convinced
Einstein about a fault in his arguments. However, only in spring 1916, long
after Einstein had abandoned the 1914 theory, did he finally understand the
main problem with his 1914 gravitational tensor. In autumn 1915 the G\"ottingen
brilliant mathematician David Hilbert found the central flaw in Einstein's 1914
derivation. On March 30, 1916, Einstein sent to Hilbert a letter admitting,
"The error you found in my paper of 1914 has now become completely clear to
me".
Galina Weinstein
06/12/2007--
06/12/2007
The Explicit Chaotic Representation of the powers of increments of Levy Processes
An explicit formula for the chaotic representation of the powers of
increments, (X_{t+t_0}-X_{t_0})^n, of a Levy process is presented. There are
two different chaos expansions of a square integrable functional of a Levy
process: one with respect to the compensated Poisson random measure and the
other with respect to the orthogonal compensated powers of the jumps of the
Levy process. Computationally explicit formulae for both of these chaos
expansions of (X_{t+t_0}-X_{t_0})^n are given in this paper. Simulation results
verify that the representation is satisfactory. The CRP of a number of
financial derivatives can be found by expressing them in terms of
(X_{t+t_0}-X_{t_0})^n using Taylor's expansion.
Wing Yan Yip
David Stephens
Sofia Olhede
11/11/2014--
11/11/2014
Infinite Dimensional Ornstein-Uhlenbeck Processes Driven by Levy Processes
We review the probabilistic properties of Ornstein-Uhlenbeck processes in
Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different
contexts in which these processes arise, such as stochastic partial
differential equations, continuous-state branching processes, generalised
Mehler semigroups and operator self-decomposable distributions. We also examine
generalisations to the case where the driving noise is cylindrical.
David Applebaum
04/05/2019--
04/05/2019
Lévy driven CARMA generalized processes and stochastic partial differential equations
We give a new definition of a L\'{e}vy driven CARMA random field, defining it
as a generalized solution of a stochastic partial differential equation (SPDE).
Furthermore, we give sufficient conditions for the existence of a mild solution
of our SPDE. Our model finds a connection between all known definitions of
CARMA random fields, and especially for dimension 1 we obtain the classical
CARMA process.
David Berger
02/02/2018--
06/19/2017
Cylindrical Martingale Problems Associated with Lévy Generators
We introduce and discuss L\'evy-type cylindrical martingale problems on
separable reflexive Banach spaces. Our main observations are the following:
Cylindrical martingale problems have a one-to-one relation to weak solutions of
stochastic partial differential equations. Moreover, well-posed problems
possess the strong Markov property and a Cameron-Martin-Girsanov-type formula
holds. As applications, we derive existence and uniqueness results.
David Criens
02/11/2021--
02/11/2021
Second order elliptic partial differential equations driven by Lévy white noise
This paper deals with linear stochastic partial differential equations with
variable coefficients driven by L\'{e}vy white noise. We first derive an
existence theorem for integral transforms of L\'{e}vy white noise and prove the
existence of generalized and mild solutions of second order elliptic partial
differential equations. Furthermore, we discuss the generalized electric
Schr\"odinger operator for different potential functions $V$.
David Berger
Farid Mohamed
08/16/2022--
08/16/2022
Invariant measures of Lévy-type operators and their associated Markov processes
A distributional equation as a criterion for invariant measures of Markov
processes associated to L\'evy-type operators is established. This is obtained
via a characterization of infinitesimally invariant measures of the associated
generators. Particular focus is put on the one-dimensional case where the
distributional equation becomes a Volterra-Fredholm integral equation, and on
solutions to L\'evy-driven stochastic differential equations. The results are
accompanied by various illustrative examples.
Anita Behme
David Oechsler
10/26/2006--
10/26/2006
Covers for self-dual supercuspidal representations of the Siegel Levi subgroup of classical p-adic groups
We study components of the Bernstein category for a p-adic classical group
(with p odd) with inertial support a self-dual positive level supercuspidal
representation of a Siegel Levi subgroup. More precisely, we use the method of
covers to construct a Bushnell-Kutzko type for such a component. A detailed
knowledge of the Hecke algebra of the type should have number-theoretic
implications.
David Goldberg
Philip Kutzko
Shaun Stevens
03/21/2007--
03/21/2007
The principle of equivalence and projective structure in space-times
This paper discusses the extent to which one can determine the space-time
metric from a knowledge of a certain subset of the (unparametrised) geodesics
of its Levi-Civita connection, that is, from the experimental evidence of the
equivalence principle. It is shown that, if the space-time concerned is known
to be vacuum, then the Levi-Civita connection is uniquely determined and its
associated metric is uniquely determined up to a choice of units of
measurement, by the specification of these geodesics. It is further
demonstrated that if two space-times share the same unparametrised geodesics
and only one is assumed vacuum then their Levi-Civita connections are again
equal (and so the other metric is also a vacuum metric) and the first result
above is recovered.
G. S. Hall
D. P. Lonie
02/28/2022--
02/17/2021
Maximal dimension of groups of symmetries of homogeneous 2-nondegenerate CR structures of hypersurface type with a 1-dimensional Levi kernel
We prove that for every $n\geq 3$ the sharp upper bound for the dimension of
the symmetry groups of homogeneous, 2-nondegenerate, $(2n+1)$-dimensional CR
manifolds of hypersurface type with a $1$-dimensional Levi kernel is equal to
$n^2+7$, and simultaneously establish the same result for a more general class
of structures characterized by weakening the homogeneity condition. This
supports Beloshapka's conjecture stating that hypersurface models with a
maximal finite dimensional group of symmetries for a given dimension of the
underlying manifold are Levi nondegenerate.
David Sykes
Igor Zelenko
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