arXiv subjects

Nizar Demni

Publications and source records attributed to Nizar Demni.

At least 55 records · Page 3Linked to original sources

arXiv2016

Analysis of generalized negative binomial distributions attached to hyperbolic Landau levels

To each hyperbolic Landau level of the Poincaré disc is attached a generalized negative binomial distribution. In this paper, we compute the moment generating function of this distribution and supply its decomposition as a perturbation of the negative binomial distribution by a finitely-supported measure. Using the Mandel parameter, we also discuss the nonclassical nature of the associated coherent states. Next, we determine the Lévy-Kintchine decomposition its characteristic function when the latter does not vanish and deduce that it is quasi-infinitely divisible except for the lowest hyperbolic Landau level corresponding to the negative binomial distribution. By considering the total variation of the obtained quasi-Lévy measure, we introduce a new infinitely-divisible distribution for which we derive the characteristic function.

math.PR↗

arXiv2015

Dunkl kernel associated with dihedral group

In this paper, we pursue the investigations started in \cite{Mas-You} where the authors provide a construction of the Dunkl intertwining operator for a large subset of the set of regular multiplicity values. More precisely, we make concrete the action of this operator on homogeneous polynomials when the root system is of dihedral type and under a mild assumption on the multiplicity function. In particular, we obtain a formula for the corresponding Dunkl kernel and another representation of the generalized Bessel function already derived in \cite{Demni0}. When the multiplicity function is everywhere constant, our computations give a solution to the problem of counting the number of decompositions of an element from a dihedral group into a fixed number of (non necessarily simple) reflections. In the remainder of the paper, we supply another method to derive the Dunkl kernel associated with dihedral systems from the corresponding generalized Bessel function. This time, we use the shift principle together with multiple combinations of Dunkl operators corresponding to the vectors of the canonical basis of $\mathbb{R}^2$. When the dihedral system is of order six and only in this case, a single combination suffices to get the Dunkl kernel and agrees up to an isomorphism with the formula recently obtained by Amri \cite[Lemma1]{Amri} in the case of a root system of type $A_2$. We finally derive an integral representation for the Dunkl kernel associated with the dihedral system of order eight.

math.GR↗

arXiv2015

Star-cumulants of free unitary Brownian motion

We study joint free cumulants of u_t and u_t^{*}, where u_t is a free unitary Brownian motion at time t. We determine explicitly some special families of such cumulants. On the other hand, for a general joint cumulant of u_t and u_t^{*}, we "calculate the derivative" for t going to infinity, when u_t approaches a Haar unitary. In connection to the latter calculation we put into evidence an "infinitesimal determining sequence" which naturally accompanies an arbitrary R-diagonal element in a tracial *-probability space.

math.OA↗

arXiv2015

Free Jacobi process associated with one projection: local inverse of the flow

We pursue the study started in \cite{Dem-Hmi} of the dynamics of the spectral distribution of the free Jacobi process associated with one orthogonal projection. More precisely, we use Lagrange inversion formula in order to compute the Taylor coefficients of the local inverse around $z=0$ of the flow determined in \cite{Dem-Hmi}. When the rank of the projection equals $1/2$, the obtained sequence reduces to the moment sequence of the free unitary Brownian motion. For general ranks in $(0,1)$, we derive a contour integral representation for the first derivative of the Taylor series which is a major step toward the analytic extension of the flow in the open unit disc.

math.PR↗

arXiv2015

Analysis of generalized probability distributions associated with higher Landau levels

To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through 2F2 hypergeometric polynomials. Then, we prove that it is not infinitely divisible in opposite to the Poisson distribution corresponding to the lowest Landau level. We also derive the Levy-Kintchine representation of its characteristic function when the latter does not vanish and deduce that the representative measure is signed. By considering the total variation of the last measure, we obtain the characteristic function of a new infinitely divisible discrete probability distribution for which we compute also the weights.

math.PR↗

arXiv2014

Large deviations for clocks of self-similar processes

The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a Lévy process drifting to $\infty$ and its inverse, the clock of the corresponding positive self-similar process. We describe here asymptotical properties of these clocks in large time, extending the results of Yor and Zani.

math.PR↗

arXiv2014

A stationary process associated with the Dirichlet distribution arising from the complex projective space

Let $(U_t)_{t \geq 0}$ be a Brownian motion valued in the complex projective space $\mathbb{C}P^{N-1}$. Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of $|U_t^{1}|^2$ and of $(|U_t^{1}|^2, |U_t^2|^2)$, and express them through Jacobi polynomials in the simplices of $\mathbb{R}$ and $\mathbb{R}^2$ respectively. More generally, the distribution of $(|U_t^{1}|^2, \dots, |U_t^k|^2), 2 \leq k \leq N-1$ may be derived using the decomposition of the unitary spherical harmonics under the action of the unitary group $\mathcal{U}(N-k+1)$ yet computations become tedious. We also revisit the approach initiated in \cite{Nec-Pel} and based on a partial differential equation (hereafter pde) satisfied by the Laplace transform of the density. When $k=1$, we invert the Laplace transform and retrieve the expression derived using spherical harmonics. For general $1 \leq k \leq N-2$, the integrations by parts performed on the pde lead to a heat equation in the simplex of $\mathbb{R}^k$.

math.PR↗

arXiv2013

General position of a projection and its image under a free unitary Brownian motion

Given an orthogonal projection $P$ and a free unitary Brownian motion $Y = (Y_t)_{t \geq 0}$ in a $W^{\star}$-non commutative probability space such that $Y$ and $P$ are $\star$-free in Voiculescu's sense, the main result of this paper states that $P$ and $Y_tPY_t^{\star}$ are in general position at any time $t$. To this end, we study the dynamics of the unitary operator $SY_tSY_t^{\star}$ where $S = 2P-1$. More precisely, we derive a partial differential equation for the Herglotz transform of its spectral distribution, say $μ_t$. Then, we provide a flow on the interval $[-1,1]$ in such a way that the Herglotz transform of $μ_t$ composed with this flow is governed by both the Herglotz transforms of the initial ($t=0$) and the stationary ($t = \infty)$ distributions. This fact allows to compute the weight that $μ_t$ assigns to $z=1$ leading to the main result. As a by-product, the weight that the spectral distribution of the free Jacobi process assigns to $x=1$ follows after a normalization. In the last part of the paper, we use combinatorics of non crossing partitions in order to analyze the term corresponding to the exponential decay $e^{-nt}$ in the expansion of the $n$-th moment of $SY_tSY_t^{\star}$.

math.PR↗

arXiv2012

Radon Transform on spheres and generalized Bessel function associated with dihedral groups

Motivated by Dunkl operators theory, we consider a generating series involving a modified Bessel function and a Gegenbauer polynomial, that generalizes a known series already considered by L. Gegenbauer. We actually use inversion formulas for Fourier and Radon transforms to derive a closed formula for this series when the parameter of the Gegenbauer polynomial is a strictly positive integer. As a by-product, we get a relatively simple integral representation for the generalized Bessel function associated with even dihedral groups when both multiplicities sum to an integer. In particular, we recover a previous result obtained for the square symmetries-preserving group and we give a special interest to the hexagon. The paper is closed with adapting our method to odd dihedral groups thereby exhausting the list of Weyl dihedral groups.

math.CA↗

arXiv2012

On the spectral distribution of the free Jacobi process

In this paper, we are interested in the free Jacobi process starting at the unit of the compressed probability space where it takes values and associated with the parameter values $λ=1, θ=1/2$. Firstly, we derive a time-dependent recurrence equation for the moments of the process (valid for any starting point and all parameter values). Secondly, we transform this equation to a nonlinear partial differential one for the moment generating function that we solve when $λ= 1, θ=1/2$. The obtained solution together with tricky computations lead to an explicit expression of the moments which shows that the free Jacobi process is distributed at any time $t$ as $(1/4)(2+Y_{2t}+Y_{2t}^{\star})$ where $Y$ is a free unitary Brownian motion. This expression is recovered relying on enumeration techniques after proving that if $a$ is a symmetric Bernoulli random variable which is free from $\{Y, Y^{\star}\}$, then the distributions of $Y_{2t}$ and that of $aY_taY_t^{\star}$ coincide. We close the exposition by investigating the spectral distribution associated with general sets of parameter values.

math.SP↗

arXiv2012

Note on radial Dunkl processes

We give shorter proofs of the following known results: the radial Dunkl process associated with a reduced system and a strictly positive multiplicity function is the unique strong solution for all times of a stochastic differential equation with a singular drift, the first hitting time of the Weyl chamber by a radial Dunkl process is finite almost surely for small values of the multiplicity function. Compared to the original proofs, ours give more information on the behavior of the process. More precisely, the first proof allows to give a positive answer to a conjecture announced by Gallardo and Yor for the finiteness of the total length of the jumps performed by the Dunkl process during a finite amount of time, while the second one shows that the process hits almost surely the wall corresponding to the simple root with a small multiplicity value. Further results on the jumps of the Dunkl process (communicated by D. Lépingle) and and additional references are included.

math.PR↗

arXiv2012

A probabilistic proof of product formulas for spherical Bessel functions and their matrix analogues

We write, for geometric index values, a probabilistic proof of the product formula for spherical Bessel functions. Our proof has the merit to carry over without any further effort to Bessel-type hypergeometric functions of one matrix argument. Moreover, the representative probability distribution involved in the matrix setting is shown to be closely related to matrix-variate normal distributions and to the symmetrization of upper-left corners of Haar distributed orthogonal matrices. Once we did, we use the latter relation to perform a detailed analysis of this probability distribution. In case it is absolutely continuous with respect to Lebesgue measure on the space of real symmetric matrices, the product formula for Bessel-type hypergeometric functions of two matrix arguments is obtained from Weyl integration formula.

math.PR↗

arXiv2011

Spectral distribution of the free unitary Brownian motion: another approach

We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $γ_t$ around the origin, not intersecting the semi-axis $[1,\infty[$ and whose image under some meromorphic function $h_t$ lies in the circle. Our construction is naturally suggested by a residue-type integral representation of the moments and $h_t$ is up to a Möbius transformation the main ingredient used in the original proof. Once we did, the spectral measure is described as the push-forward of a complex measure under a local diffeomorphism yielding its absolute-continuity and its support. Our approach has the merit to be an easy yet technical exercise from real analysis.

math.OA↗

arXiv2011

On classical and free stable laws

We derive the representative Bernstein measure of the density of $(X_α)^{-α/(1-α)}, 0 < α< 1$, where $X_α$ is a positive stable random variable, as a Fox-H function. When $1-α= 1/j$ for some integer $j \geq 2$, the Fox H-function reduces to a Meijer G-function so that the Kanter's random variable (see below) is closely related to a product of $(j-1)$ independent Beta random variables. When $α$ tends to 0, the Bernstein measure becomes degenerate thereby agrees with Cressie's result for the asymptotic behaviour of stable distributions for small values of $α$. Coming to free probability, our result makes more explicit that of Biane on the density of its free analog. The paper is closed with analytic arguments explaining the occurence of the Kanter's random variable in both the classical and the free settings.

math.ST↗

arXiv2011

Brownian motion, reflection groups and Tanaka formula

In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the decomposition we obtain may be seen as a multidimensional extension of Tanaka's formula for linear Brownian motion. The paper is closed with a description of the boundary process through the local times at zero of the distances from the initial process to the facets.

math.PR↗

arXiv2009

Reflected Brownian motion in Weyl chambers

We supply two different descriptions of the pushing process driving the reflected Brownian motion in Weyl chambers, when the latter domains are simplexes. The first one shows that a simple root lies in one and only one orbit if and only if the pushing process in the direction of that simple root increases as the sum of all the Brownian local times in the directions of the orbit's positive elements. The last one shows that the pushing process may be written as the sum of an inward normal vector at the chamber's boundary and an inward normal vector at the origin, yielding a kind of a multivoque stochastic differential equation for the reflected process. We finally give a particles system interpretation of the reflected process and construct a multidimensional skew Brownian motion.

math.PR↗

arXiv2009

Beta Jacobi processes

We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.

math.PR↗

arXiv2009

Product formula for Jacobi polynomials, spherical harmonics and generalized Bessel function of dihedral type

We work out the expression of the generalized Bessel function of type B in the two-rank case. This is done using Dijskma and Koornwinder's product formula for Jacobi polynomials and the obtained expression is given by multiple integrals involving only a normalized modified Bessel function and two symmetric Beta distributions. We think of that expression as the major step toward the explicit expression of the Dunkl's intertwining V operator reflections-invariant functions. Finally, we give in the same setting an explicit formula for the action of V on a product of a power of the norm and a spherical harmonic. The obtained formula extends to all dihedral systems and it improves the one derived by Y.Xu.

math.PR↗