Reflection negative kernels and fractional Brownian motion

DOI10.3390/SYM10060191MaRDI QIDQ2333600zbMATH OpenOpenAlexFDO

Authors Palle Jorgensen, Karl-Hermann Neeb, Gestur Ólafsson

Publication date 13 November 2019

Published in Symmetry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1805.02593

zbMATH Keywords

fractional Brownian motionreflection negative kernelsreflection positivityrepresentations of \(\mathrm{SL}_2(\mathbb{R})\)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Other physical applications of random processes (60K40)

Abstract: In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert space E and show in particular that fractional Brownian motion for Hurst index 0<Hle 1/2 is reflection positive and leads via reflection positivity to an infinite dimensional Hilbert space if 0<H <1/2. We also study projective invariance of fractional Brownian motion and relate this to the complementary series representations of GL(2,R). We relate this to a measure preserving action on a Gaussian L^2-Hilbert space L^2(E).

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Cited in

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