Transition Densities and Traces for Invariant Feller Processes on Compact Symmetric Spaces

We find necessary and sufficient conditions for a finite K–bi–invariant measure on a compact Gelfand pair (G, K) to have a square–integrable density. For convolution semigroups, this is equivalent to having a continuous density in positive time. When (G, K) is a compact Riemannian symmetric pair, we study the induced transition density for G–invariant Feller processes on the symmetric space X = G/K. These are obtained as projections of K–bi–invariant L´evy processes on G, whose laws form a convolution semigroup. We obtain a Fourier series expansion for the density, in terms of spherical functions, where the spectrum is described by Gangolli’s L´evy–Khintchine formula. The density of returns to any given point on X is given by the trace of the transition semigroup, and for subordinated Brownian motion, we can calculate the short time asymptotics of this quantity using recent work of Ba˜nuelos and Baudoin. In the case of the sphere, there is an interesting connection with the Funk–Hecke theorem

First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

In this paper we study first exit times from a bounded domain of a gradient dynamical system $\dot Y_t=-\nabla U(Y_t)$ perturbed by a small multiplicative L\'evy noise with heavy tails. A special attention is paid to the way the multiplicative noise is introduced. In particular we determine the asymptotics of the first exit time of solutions of It\^o, Stratonovich and Marcus canonical SDEs.Comment: 19 pages, 2 figure

Coupled oscillators and Feynman's three papers

According to Richard Feynman, the adventure of our science of physics is a perpetual attempt to recognize that the different aspects of nature are really different aspects of the same thing. It is therefore interesting to combine some, if not all, of Feynman's papers into one. The first of his three papers is on the ``rest of the universe'' contained in his 1972 book on statistical mechanics. The second idea is Feynman's parton picture which he presented in 1969 at the Stony Brook conference on high-energy physics. The third idea is contained in the 1971 paper he published with his students, where they show that the hadronic spectra on Regge trajectories are manifestations of harmonic-oscillator degeneracies. In this report, we formulate these three ideas using the mathematics of two coupled oscillators. It is shown that the idea of entanglement is contained in his rest of the universe, and can be extended to a space-time entanglement. It is shown also that his parton model and the static quark model can be combined into one Lorentz-covariant entity. Furthermore, Einstein's special relativity, based on the Lorentz group, can also be formulated within the mathematical framework of two coupled oscillators.Comment: 31 pages, 6 figures, based on the concluding talk at the 3rd Feynman Festival (Collage Park, Maryland, U.S.A., August 2006), minor correction

The weakly coupled fractional one-dimensional Schr\"{o}dinger operator with index 1<α≤2\bf 1<\alpha \leq 2

We study fundamental properties of the fractional, one-dimensional Weyl operator $\hat{\mathcal{P}}^{\alpha}$ densely defined on the Hilbert space $\mathcal{H}=L^2({\mathbb R},dx)$ and determine the asymptotic behaviour of both the free Green's function and its variation with respect to energy for bound states. In the sequel we specify the Birman-Schwinger representation for the Schr\"{o}dinger operator $K_{\alpha}\hat{\mathcal{P}}^{\alpha}-g|\hat{V}|$ and extract the finite-rank portion which is essential for the asymptotic expansion of the ground state. Finally, we determine necessary and sufficient conditions for there to be a bound state for small coupling constant $g$.Comment: 16 pages, 1 figur

A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process with an averaged jump-measure. Unlike in the situation where the diffusion is driven by Brownian motion, there is no drift related enhancement of diffusivity.Comment: Accepted to Journal of Theoretical Probabilit

Private Outsourcing of Polynomial Evaluation and Matrix Multiplication using Multilinear Maps

{\em Verifiable computation} (VC) allows a computationally weak client to outsource the evaluation of a function on many inputs to a powerful but untrusted server. The client invests a large amount of off-line computation and gives an encoding of its function to the server. The server returns both an evaluation of the function on the client's input and a proof such that the client can verify the evaluation using substantially less effort than doing the evaluation on its own. We consider how to privately outsource computations using {\em privacy preserving} VC schemes whose executions reveal no information on the client's input or function to the server. We construct VC schemes with {\em input privacy} for univariate polynomial evaluation and matrix multiplication and then extend them such that the {\em function privacy} is also achieved. Our tool is the recently developed {mutilinear maps}. The proposed VC schemes can be used in outsourcing {private information retrieval (PIR)}.Comment: 23 pages, A preliminary version appears in the 12th International Conference on Cryptology and Network Security (CANS 2013

A Feynman-Kac Formula for Anticommuting Brownian Motion

Motivated by application to quantum physics, anticommuting analogues of Wiener measure and Brownian motion are constructed. The corresponding Ito integrals are defined and the existence and uniqueness of solutions to a class of stochastic differential equations is established. This machinery is used to provide a Feynman-Kac formula for a class of Hamiltonians. Several specific examples are considered.Comment: 21 page

Regularity of Ornstein-Uhlenbeck processes driven by a L{\'e}vy white noise

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity are derived. It is also shown that solutions do not have in general \cadlag modifications. General results are applied to equations with fractional Laplacian. Applications to Burgers stochastic equations are considered as well.Comment: This is an updated version of the same paper. In fact, it has already been publishe

Metric for Security Activities assisted by Argumentative Logic

International audienceRecent security concerns related to future embedded systems make enforcement of security requirements one of the most critical phases when designing such systems. This paper introduces an approach for efficient enforcement of security requirements based on argumentative logic, especially reasoning about activation or deactivation of different security mechanisms under certain functional and non-functional requirements. In this paper, the argumentative logic is used to reason about the rationale behind dynamic enforcement of security policies