Deformation of the heat kernel and the Brownian motion from the perspective of the Ben Sa\"id--Kobayashi--{\O}rsted $(k,a)$-generalized Laguerre semigroup theory
Temma Aoyama

TL;DR
This paper introduces a new harmonic analysis framework called $(k,a)$-generalized Fourier analysis, constructs associated heat kernels and Brownian motions, and studies their properties, providing insights into deformations of classical analysis on $R^N$.
Contribution
It develops the $a$-deformed heat kernel and Brownian motion within the $(k,a)$-generalized Fourier analysis framework, a novel approach from representation theory.
Findings
Constructed the $a$-deformed heat kernel and Brownian motion.
Proved polynomial growth of Fourier integral kernels when $k=0$.
Explored basic properties of the deformed stochastic processes.
Abstract
We deform the heat kernel and the Brownian motion on from the perspective of "-generalized Fourier analysis" with . This is a new type of harmonic analysis proposed by S.Ben Sa\"id--T.Kobayashi--B.{\O}rsted from the representation theoretic viewpoint. In this paper, we construct the -deformed heat kernel and -deformed Brownian motion, and explore their some basic properties. We also prove that the -generalized Fourier integral kernels are polynomial growth when , for a justification of some discussions.
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Taxonomy
TopicsDiffusion and Search Dynamics · Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics
