Reflection negative kernels and fractional Brownian motion

P. Jorgensen, K. -H. Neeb, G. Olafsson

Published 2018-05-07Version 1

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 L^2-Hilbert space L^2(E).