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Ukrainian Mathematical Journal
Article . 2003 . Peer-reviewed
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The Jacobi Field of a Lévy Process

The Jacobi field of a Lévy process
Authors: Berezansky, Yu. M.; Lytvynov, E.; Mierzejewski, D. A.;

The Jacobi Field of a Lévy Process

Abstract

Starting from the Radon measure on \(\mathbb R\setminus \{ 0\}\) with an infinite support, the authors define a Lévy type generalized stochastic process on the space of distributions over a non-compact Riemannian manifold. The \(L^2\)-space with respect to the law of this process is isometric to an extended Fock space and that isometry transforms the multiplication operator into the operator Jacobi field [see also \textit{Yu. M. Berezansky}, Integral Equations Oper. Theory 30, 163--190 (1998; Zbl 0896.60019)]. An explicit formula for the latter is given. The gamma, Pascal, and Meixner processes are characterized as the only Lévy processes whose Jacobi fields leave invariant the set of continuous elements of the extended Fock space with finite numbers of non-zero components.

Keywords

commutative Jacobi field, generalized stochastic process, Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), Probability theory on linear topological spaces, Applications of operator theory in probability theory and statistics, Generalized stochastic processes, extended Fock space

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
12
Average
Average
Average
bronze