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Maria Joao Oliveira

Publications and source records attributed to Maria Joao Oliveira.

16 recordsLinked to original sources

Lie structures of the group of Sheffer operators

Let $Φ$ be an (LB)-space over $\mathbb F=\mathbb R$ or $\mathbb C$, and let $Φ'$ be the dual space of~$Φ$. We study the set $\mathbb S(Φ)$ of Sheffer operators acting in polynomials on $Φ'$. We prove that $\mathbb S(Φ)$ is a group for the usual product of operators. We equip $\mathbb S(Φ)$ with a natural topology which makes $\mathbb S(Φ)$ into an infinite-dimensional manifold with a global parametrization. We show that $\mathbb S(Φ)$ is an infinite-dimensional, regular Lie group, and provide an explicit description of the Lie algebra of $\mathbb S(Φ)$, including an explicit form of the Lie bracket on it. Our main results are new even in the one-dimensional case, $Φ=\mathbb{F}$. Furthermore, our results lead to improved understanding of the Lie algebra of the Riordan group, cf.\ Cheon, Luzón, Morón, Prieto-Martinez, {\it Adv. Math.} 319 (2017) 522--566.

math.FA↗

Finite difference calculus in the continuum

The paper describes known and new results about finite difference calculus on configuration spaces. We describe finite difference geometry on configuration spaces, connect finite difference operators with cannonical commutation relations, find explicit form for certain finite difference Markov generators on configuration spaces, and describe spaces of Newton series defined over the configuration spaces.

math-ph↗

Analysis on the cone of discrete Radon measures

We study analysis on the cone of discrete Radon measures over a locally compact Polish space $X$. We discuss probability measures on the cone and the corresponding correlation measures and correlation functions on the sub-cone of finite discrete Radon measures over $X$. For this, we consider on the cone an analogue of the harmonic analysis on the configuration space developed in [12]. We also study elements of the difference calculus on the cone: we introduce discrete birth-and-death gradients and study the corresponding Dirichlet forms; finally, we discuss a system of polynomial functions on the cone which satisfy the binomial identity.

math-ph↗

Stirling operators in spatial combinatorics

We define and study a spatial (infinite-dimensional) counterpart of Stirling numbers. In classical combinatorics, the Pochhammer symbol $(m)_n$ can be extended from a natural number $m\in\mathbb N$ to the falling factorials $(z)_n=z(z-1)\dotsm (z-n+1)$ of an argument $z$ from $\mathbb F=\mathbb R\text{ or }\mathbb C$, and Stirling numbers of the first and second kinds are the coefficients of the expansions of $(z)_n$ through $z^k$, $k\leq n$ and vice versa. When taking into account spatial positions of elements in a locally compact Polish space $X$, we replace $\mathbb N$ by the space of configurations -- discrete Radon measures $γ=\sum_iδ_{x_i}$ on $X$, where $δ_{x_i}$ is the Dirac measure with mass at $x_i$.The spatial falling factorials $(γ)_n:=\sum_{i_1}\sum_{i_2\ne i_1}\dotsm\sum_{i_n\ne i_1,\dots, i_n\ne i_{n-1}}δ_{(x_{i_1},x_{i_2},\dots,x_{i_n})}$ can be naturally extended to mappings $M^{(1)}(X)\niω\mapsto (ω)_n\in M^{(n)}(X)$, where $M^{(n)}(X)$ denotes the space of $\mathbb F$-valued, symmetric (for $n\ge2$) Radon measures on $X^n$. There is a natural duality between $M^{(n)}(X)$ and the space $\mathcal {CF}^{(n)}(X)$ of $\mathbb F$-valued, symmetric continuous functions on $X^n$ with compact support. The Stirling operators of the first and second kind, $\mathbf{s}(n,k)$ and $\mathbf{S}(n,k)$, are linear operators, acting between spaces $\mathcal {CF}^{(n)}(X)$ and $\mathcal {CF}^{(k)}(X)$ such that their dual operators, acting from $M^{(k)}(X)$ into $M^{(n)}(X)$, satisfy $(ω)_n=\sum_{k=1}^n\mathbf{s}(n,k)^*ω^{\otimes k}$ and $ω^{\otimes n}=\sum_{k=1}^n\mathbf{S}(n,k)^*(ω)_k$, respectively. We derive combinatorial properties of the Stirling operators, present their connections with a generalization of the Poisson point process and with the Wick ordering under the canonical commutation relations.

math.CO↗

Sheffer homeomorphisms of spaces of entire functions in infinite dimensional analysis

For certain Sheffer sequences $(s_n)_{n=0}^\infty$ on $\mathbb C$, Grabiner (1988) proved that, for each $α\in[0,1]$, the corresponding Sheffer operator $z^n\mapsto s_n(z)$ extends to a linear self-homeomorphism of $\mathcal E^α_{\mathrm{min}}(\mathbb C)$, the Fréchet topological space of entire functions of order at most $α$ and minimal type (when the order is equal to $α>0$). In particular, every function $f\in \mathcal E^α_{\mathrm{min}}(\mathbb C)$ admits a unique decomposition $f(z)=\sum_{n=0}^\infty c_n s_n(z)$, and the series converges in the topology of $\mathcal E^α_{\mathrm{min}}(\mathbb C)$. Within the context of a complex nuclear space $Φ$ and its dual space $Φ'$, in this work we generalize Grabiner's result to the case of Sheffer operators corresponding to Sheffer sequences on $Φ'$. In particular, for $Φ=Φ'=\mathbb C^n$ with $n\ge2$, we obtain the multivariate extension of Grabiner's theorem. Furthermore, for an Appell sequence on a general co-nuclear space $Φ'$, we find a sufficient condition for the corresponding Sheffer operator to extend to a linear self-homeomorphism of $\mathcal E^α_{\mathrm{min}}(Φ')$ when $α>1$. The latter result is new even in the one-dimensional case.

math.FA↗

An infinite dimensional umbral calculus

The aim of this paper is to develop foundations of umbral calculus on the space $\mathcal D'$ of distributions on $\mathbb R^d$, which leads to a general theory of Sheffer polynomial sequences on $\mathcal D'$. We define a sequence of monic polynomials on $\mathcal D'$, a polynomial sequence of binomial type, and a Sheffer sequence. We present equivalent conditions for a sequence of monic polynomials on $\mathcal D'$ to be of binomial type or a Sheffer sequence, respectively. We also construct a lifting of a sequence of monic polynomials on $\mathbb R$ of binomial type to a polynomial sequence of binomial type on $\mathcal D'$, and a lifting of a Sheffer sequence on $\mathbb R$ to a Sheffer sequence on $\mathcal D'$. Examples of lifted polynomial sequences include the falling and rising factorials on $\mathcal D'$, Abel, Hermite, Charlier, and Laguerre polynomials on $\mathcal D'$. Some of these polynomials have already appeared in different branches of infinite dimensional (stochastic) analysis and played there a fundamental role.

math.FA↗

Dynamical Widom-Rowlinson model and its mesoscopic limit

We consider the non-equilibrium dynamics for the Widom-Rowlinson model (without hard-core) in the continuum. The Lebowitz-Penrose-type scaling of the dynamics is studied and the system of the corresponding kinetic equations is derived. In the space-homogeneous case, the equilibrium points of this system are described. Their structure corresponds to the dynamical phase transition in the model. The bifurcation of the system is shown.

math-ph↗

Kawasaki dynamics in the continuum via generating functionals evolution

We construct the time evolution of Kawasaki dynamics for a spatial infinite particle system in terms of generating functionals. This is carried out by an Ovsjannikov-type result in a scale of Banach spaces, which leads to a local (in time) solution. An application of this approach to Vlasov-type scaling in terms of generating functionals is considered as well.

math-ph↗

The fractional Poisson measure in infinite dimensions

The Mittag-Leffler function $E_α$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_α(ϕ) :=E_α(\int (e^{iϕ(x)}-1)dμ(x)) \] which we prove to fulfill all requirements of the Bochner-Minlos theorem. The identity of the support of this new measure with the support of the infinite-dimensional Poisson measure ($α=1$) allows the development of a fractional infinite-dimensional analysis modeled on Poisson analysis through the combinatorial harmonic analysis on configuration spaces. This setting provides, in particular, explicit formulas for annihilation, creation, and second quantization operators. In spite of the identity of the supports, the fractional Poisson measure displays some noticeable differences in relation to the Poisson measure, which may be physically quite significant.

math.PR↗

Intersection local times of independent fractional Brownian motions as generalized white noise functionals

In this work we present expansions of intersection local times of fractional Brownian motions in $\R^d$, for any dimension $d\geq 1$, with arbitrary Hurst coefficients in $(0,1)^d$. The expansions are in terms of Wick powers of white noises (corresponding to multiple Wiener integrals), being well-defined in the sense of generalized white noise functionals. As an application of our approach, a sufficient condition on $d$ for the existence of intersection local times in $L^2$ is derived, extending the results of D. Nualart and S. Ortiz-Latorre in "Intersection Local Time for Two Independent Fractional Brownian Motions" (J. Theoret. Probab.,20(4)(2007), 759-767) to different and more general Hurst coefficients.

math.PR↗

Markov evolutions and hierarchical equations in the continuum I. One-component systems

General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General considerations are illustrated in a number of concrete examples of Markov evolutions appearing in applications.

math-ph↗

Feynman integrals for non-smooth and rapidly growing potentials

The Feynman integral for the Schroedinger propagator is constructed as a generalized function of white noise, for a linear space of potentials spanned by measures and Laplace transforms of measures, i.e., locally singular as well as rapidly growing at infinity. Remarkably, all these propagators admit a perturbation expansion.

math-ph↗

Option pricing with fractional volatility

Based on empirical market data, a stochastic volatility model is proposed with volatility driven by fractional noise. The model is used to obtain a risk-neutrality option pricing formula and an option pricing equation.

cond-mat.other↗