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Reflection negative kernels and fractional Brownian motion

Published 7 May 2018 in math-ph, math.MP, and math.PR | (1805.02593v1)

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<H\le 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 L2-Hilbert space L2(E).

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