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Preface to the revised edition Remarks on notation 1. Basic examples 2. Characterization and existence 3. Stable processes and their extensions 4. The Levy-Ito decomposition of sample functions 5. Distributional properties of Levy processes 6. Subordination and density transformation 7. Recurrence and transience 8. Potential theory for Levy processes 9. Wiener-Hopf factorizations 10. More distributional properties Supplement Solutions to exercises References and author index Subject index.

Lévy processes and infinitely divisible distributions

(1987). Applied Probability and Queues. Journal of the Operational Research Society: Vol. 38, No. 11, pp. 1095-1096.

https://link.springer.com/content/pdf/10.1057%2Fjors.1987.184.pdf

Applied Probability and Queues

Diffusion processes and their sample paths

We consider the motion ofn balls in billiard tables of a special form and we prove that the resulting dynamical systems are ergodic on a constant energy surface; in fact, they enjoy theK-property. These are the first systems of interacting particles proven to be ergodic for an arbitrary number of particles.

/pdf/ergodic-systems-of-n-balls-in-a-billiard-table-45t74mf1ub.pdf

Ergodic systems of n balls in a billiard table

This is the first of a series of papers considering symmetry properties of quantum systems over 2D graphs or manifolds, with continuous spins, in the spirit of the Mermin–Wagner theorem [N. D. Mermin and H. Wagner, “Absence of ferromagnetism or antiferromagnetism in one- or two-dimensional isotropic Heisenberg models,” Phys. Rev. Lett. 17, 1133–1136 (1966)]10.1103/PhysRevLett.17.1133. In the model considered here (quantum rotators), the phase space of a single spin is a d-dimensional torus M, and spins (or particles) are attached to sites of a graph (Γ,E) satisfying a special bi-dimensionality property. The kinetic energy part of the Hamiltonian is minus a half of the Laplace operator −Δ/2 on M. We assume that the interaction potential is C2-smooth and invariant under the action of a connected Lie group G (i.e., a Euclidean space Rd′ or a torus M′ of dimension d′ ⩽ d) on M preserving the flat Riemannian metric. A part of our approach is to give a definition (and a construction) of a class of infinite-volu...

A quantum Mermin-Wagner theorem for quantum rotators on two-dimensional graphs

A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We consider in detail two types of Markov random environments: a pure jump process and a reflected jump-diffusion. In both cases, the joint dynamics is constructed so that the stationary distribution can be explicitly found in a simple form (weighted geometric). We also derive an explicit estimate for exponential rate of convergence to the stationary distribution via coupling.

Stationary Distributions and Convergence for M/M/1 Queues in Interactive Random Environment

This paper is the second in a series of papers considering symmetry properties of bosonic quantum systems over 2D graphs, with continuous spins, in the spirit of the Mermin-Wagner theorem. In the model considered here the phase space of a single spin is where is a -dimensional unit torus with a flat metric. The phase space of spins is , the subspace of formed by functions symmetric under the permutations of the arguments. The Fock space yields the phase space of a system of a varying (but finite) number of particles. We associate a space with each vertex of a graph satisfying a special bidimensionality property. (Physically, vertex represents a heavy &#x201c;atom&#x201d; or &#x201c;ion&#x201d; that does not move but attracts a number of &#x201c;light&#x201d; particles.) The kinetic energy part of the Hamiltonian includes (i) , the minus a half of the Laplace operator on , responsible for the motion of a particle while &#x201c;trapped&#x201d; by a given atom, and (ii) an integral term describing possible &#x201c;jumps&#x201d; where a particle may join another atom. The potential part is an operator of multiplication by a function (the potential energy of a classical configuration) which is a sum of (a) one-body potentials , , describing a field generated by a heavy atom, (b) two-body potentials , , showing the interaction between pairs of particles belonging to the same atom, and (c) two-body potentials , , scaled along the graph distance between vertices , which gives the interaction between particles belonging to different atoms. The system under consideration can be considered as a generalized (bosonic) Hubbard model. We assume that a connected Lie group acts on , represented by a Euclidean space or torus of dimension , preserving the metric and the volume in . Furthermore, we suppose that the potentials , , and are -invariant. The result of the paper is that any (appropriately defined) Gibbs states generated by the above Hamiltonian is -invariant, provided that the thermodynamic variables (the fugacity and the inverse temperature ) satisfy a certain restriction. The definition of a Gibbs state (and its analysis) is based on the Feynman-Kac representation for the density matrices.

/pdf/a-quantum-mermin-wagner-theorem-for-a-generalized-hubbard-583py5kd2o.pdf

A Quantum Mermin-Wagner Theorem for a Generalized Hubbard Model

This is the first of a series of papers considering symmetry properties of quantum systems over 2D graphs or manifolds, with continuous spins, in the spirit of the Mermin--Wagner theorem. In the model considered here (quantum rotators) the phase space of a single spin is a $d-$dimensional torus, and spins (or particles) are attached to sites of a graph satisfying a special bi-dimensionality property. The kinetic energy part of the Hamiltonian is minus a half of the Laplace operator. We assume that the interaction potential is C$^2$-smooth and invariant under the action of a connected Lie group ${\ttG}$. A part of our approach is to give a definition (and a construction) of a class of infinite-volume Gibbs states for the systems under consideration (the class $\fG$). This class contains the so-called limit Gibbs states, with or without boundary conditions. We use ideas and techniques originated from various past papers, in combination with the Feynman--Kac representation, to prove that any state lying in the class $\fG$ (defined in the text) is ${\ttG}$-invariant. An example is given where the interaction potential is singular and there exists a Gibbs state which is not ${\ttG}$-invariant. 
In the next paper under the same title we establish a similar result for a bosonic model where particles can jump from a vertex of the graph to one of its neighbors (a generalized Hubbard model).

Yurii Suhov

Papers

Ergodic systems of n balls in a billiard table

A quantum Mermin-Wagner theorem for quantum rotators on two-dimensional graphs

Stationary Distributions and Convergence for M/M/1 Queues in Interactive Random Environment

A Quantum Mermin-Wagner Theorem for a Generalized Hubbard Model

A quantum Mermin--Wagner theorem for quantum rotators on two--dimensional graphs