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pro vyhledávání: '"Sasso, Emanuela"'
Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonical non-commuting random variables of positions and momenta come into pl
Externí odkaz:
http://arxiv.org/abs/2405.04947
Publikováno v:
Math. Ann. 388 (2024), 2887-2929
We investigate mapping properties of non-centered Hardy-Littlewood maximal operators related to the exponential measure $d\mu(x) = \exp(-|x_1|-\ldots-|x_d|)dx$ in $\mathbb{R}^d$. The mean values are taken over Euclidean balls or cubes ($\ell^{\infty}
Externí odkaz:
http://arxiv.org/abs/2209.04236
Autor:
Sasso, Emanuela, Umanità, Veronica
By using the decomposition of the decoherence-free subalgebra N(T) in direct integrals of factors, we obtain a structure theorem for every uniformly continuous QMSs. Moreover we prove that, when there exists a faithful normal invariant state, N(T) ha
Externí odkaz:
http://arxiv.org/abs/2101.05121
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme that reli
Externí odkaz:
http://arxiv.org/abs/2011.04256
Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related markets after
Externí odkaz:
http://arxiv.org/abs/2004.04048
Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our work is to understand how the HMMs describe different financial time se
Externí odkaz:
http://arxiv.org/abs/1504.07829
Publikováno v:
Reviews in Mathematical Physics, 28 (1) 2016
The structure of uniformly continuous quantum Markov semigroups with atomic decoherence-free subalgebra is established providing a naturaldecomposition of a Markovian open quantum system into its noiseless (decoherence-free) and irreducible (ergodic)
Externí odkaz:
http://arxiv.org/abs/1412.3239
Publikováno v:
Mathematische Annalen; Mar2024, Vol. 388 Issue 3, p2887-2929, 43p
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