Articles

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


with thanks to arxiv.org/