Lieb-Thirring Bound for Schr\"odinger Operators with Bernstein Functions of the Laplacian

A Lieb-Thirring bound for Schr\"odinger operators with Bernstein functions of the Laplacian is shown by functional integration techniques. Several specific cases are discussed in detail.Comment: We revised the first versio

Convolution-type derivatives, hitting-times of subordinators and time-changed C0C_0-semigroups

In this paper we will take under consideration subordinators and their inverse processes (hitting-times). We will present in general the governing equations of such processes by means of convolution-type integro-differential operators similar to the fractional derivatives. Furthermore we will discuss the concept of time-changed $C_0$-semigroup in case the time-change is performed by means of the hitting-time of a subordinator. We will show that such time-change give rise to bounded linear operators not preserving the semigroup property and we will present their governing equations by using again integro-differential operators. Such operators are non-local and therefore we will investigate the presence of long-range dependence.Comment: Final version, Potential analysis, 201

Weyl group multiple Dirichlet series constructed from quadratic characters

We construct multiple Dirichlet series in several complex variables whose coefficients involve quadratic residue symbols. The series are shown to have an analytic continuation and satisfy a certain group of functional equations. These are the first examples of an infinite collection of unstable Weyl group multiple Dirichlet series in greater than two variables.Comment: incorporated referee's comment

A dimensionally continued Poisson summation formula

We generalize the standard Poisson summation formula for lattices so that it operates on the level of theta series, allowing us to introduce noninteger dimension parameters (using the dimensionally continued Fourier transform). When combined with one of the proofs of the Jacobi imaginary transformation of theta functions that does not use the Poisson summation formula, our proof of this generalized Poisson summation formula also provides a new proof of the standard Poisson summation formula for dimensions greater than 2 (with appropriate hypotheses on the function being summed). In general, our methods work to establish the (Voronoi) summation formulae associated with functions satisfying (modular) transformations of the Jacobi imaginary type by means of a density argument (as opposed to the usual Mellin transform approach). In particular, we construct a family of generalized theta series from Jacobi theta functions from which these summation formulae can be obtained. This family contains several families of modular forms, but is significantly more general than any of them. Our result also relaxes several of the hypotheses in the standard statements of these summation formulae. The density result we prove for Gaussians in the Schwartz space may be of independent interest.Comment: 12 pages, version accepted by JFAA, with various additions and improvement

Quantum decision making by social agents

The influence of additional information on the decision making of agents, who are interacting members of a society, is analyzed within the mathematical framework based on the use of quantum probabilities. The introduction of social interactions, which influence the decisions of individual agents, leads to a generalization of the quantum decision theory developed earlier by the authors for separate individuals. The generalized approach is free of the standard paradoxes of classical decision theory. This approach also explains the error-attenuation effects observed for the paradoxes occurring when decision makers, who are members of a society, consult with each other, increasing in this way the available mutual information. A precise correspondence between quantum decision theory and classical utility theory is formulated via the introduction of an intermediate probabilistic version of utility theory of a novel form, which obeys the requirement that zero-utility prospects should have zero probability weights.Comment: This paper has been withdrawn by the authors because a much extended and improved version has been submitted as arXiv:1510.02686 under the new title "Role of information in decision making of social agents

Quasi-analyticity and determinacy of the full moment problem from finite to infinite dimensions

This paper is aimed to show the essential role played by the theory of quasi-analytic functions in the study of the determinacy of the moment problem on finite and infinite-dimensional spaces. In particular, the quasi-analytic criterion of self-adjointness of operators and their commutativity are crucial to establish whether or not a measure is uniquely determined by its moments. Our main goal is to point out that this is a common feature of the determinacy question in both the finite and the infinite-dimensional moment problem, by reviewing some of the most known determinacy results from this perspective. We also collect some properties of independent interest concerning the characterization of quasi-analytic classes associated to log-convex sequences.Comment: 28 pages, Stochastic and Infinite Dimensional Analysis, Chapter 9, Trends in Mathematics, Birkh\"auser Basel, 201

Analysis of Fourier transform valuation formulas and applications

The aim of this article is to provide a systematic analysis of the conditions such that Fourier transform valuation formulas are valid in a general framework; i.e. when the option has an arbitrary payoff function and depends on the path of the asset price process. An interplay between the conditions on the payoff function and the process arises naturally. We also extend these results to the multi-dimensional case, and discuss the calculation of Greeks by Fourier transform methods. As an application, we price options on the minimum of two assets in L\'evy and stochastic volatility models.Comment: 26 pages, 3 figures, to appear in Appl. Math. Financ

U(N|M) quantum mechanics on Kaehler manifolds

We study the extended supersymmetric quantum mechanics, with supercharges transforming in the fundamental representation of U(N|M), as realized in certain one-dimensional nonlinear sigma models with Kaehler manifolds as target space. We discuss the symmetry algebra characterizing these models and, using operatorial methods, compute the heat kernel in the limit of short propagation time. These models are relevant for studying the quantum properties of a certain class of higher spin field equations in first quantization.Comment: 21 pages, a reference adde

On the Global Existence of Bohmian Mechanics

We show that the particle motion in Bohmian mechanics, given by the solution of an ordinary differential equation, exists globally: For a large class of potentials the singularities of the velocity field and infinity will not be reached in finite time for typical initial values. A substantial part of the analysis is based on the probabilistic significance of the quantum flux. We elucidate the connection between the conditions necessary for global existence and the self-adjointness of the Schr\"odinger Hamiltonian.Comment: 35 pages, LaTe

The Gisin-Percival stochastic Schrödinger equation from standard quantum filtering theory

We show that the quantum state diffusion equation of Gisin and Percival, driven by complex Wiener noise, is equivalent up to a global stochastic phase to quantum trajectory models. With an appropriate feedback scheme, we set up an analogue continuous measurement model with exactly simulates the Gisin-Percival quantum state diffusion.Comment: Originally submitted to a Theoretical Physics journal but rejected with the re-submission instructions to drop my discussion and references to the papers of Gisin and Percival, which I consider unethical. To be now submitted to an appropriate Mathematical Physics journal instea