Related papers: A calculus on L\'evy exponents and selfdecomposabi…

We lift upper and lower estimates from linear functionals to $n$-homogeneous polynomials and using this result show that $l_\infty$ is finitely represented in the space of $n$-homogeneous polynomials, $n\ge2$, for any infinite dimensional…

We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…

Let $X$ be a Banach space and $(\Omega,\Sigma)$ be a measure space. We provide a characterization of sequences in the space of $X$-valued countably additive measures on $\Omega,\Sigma)$ of bounded variation that generate complemented copies…

Let $\mu$ be a probability measure on the real line. In this paper we prove that there exists a decomposition $\mu = \mu_{0} \boxplus \mu_{1} \boxplus \... \boxplus \mu_{n} \boxplus \...$ such that $\mu_{0}$ is infinitely divisible and…

We review the multivariate holomorphic functional calculus for tuples in a commutative Banach algebra and establish a simple "na\"ive" extension to commuting tuples in a general Banach algebra. The approach is na\"ive in the sense that the…

This article extends the framework of Bayesian inverse problems in infinite-dimensional parameter spaces, as advocated by Stuart (Acta Numer. 19:451--559, 2010) and others, to the case of a heavy-tailed prior measure in the family of stable…

Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…

We prove that every finite Borel measure $\mu$ in $\mathbb{R}^N$ that is bounded from above by the Hausdorff measure $\mathcal{H}^s$ can be split in countable many parts $\mu\lfloor_{E_k}$ that are bounded from above by the Hausdorff…

For a general c\`adl\`ag L\'evy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ \psi\left( \Vert X - Y \Vert_\infty\right) + \mathrm{TV}(Y[0,T]) \right\}$, where ${\cal A}_X$ is the…

According to the fundamental work of Yu.V. Prokhorov, the general theory of stochastic processes can be regarded as the theory of probability measures in complete separable metric spaces. Since stochastic processes depending upon a…

We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various…

We study probabilistic iterated function systems (IFS), consisting of a finite or infinite number of average-contracting bi-Lipschitz maps on R^d. If our strong open set condition is also satisfied, we show that both upper and lower bounds…

This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…

Let X_i, i\in N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let \Phi be a smooth enough mapping from B into R. An asymptotic evaluation of Z_n=E(\exp (n\Phi (\sum_{i=1}^nX_i/n))), up to a factor (1+o(1)),…

We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…

L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…

For a measure space $\Omega$ we extend the theory of Orlicz spaces generated by an even convex integrand $\varphi \colon \Omega \times X \to \left[ 0, \infty \right]$ to the case when the range Banach space $X$ is arbitrary. Besides…

For any standard Borel space $B$, let $\mathcal{P}(B)$ denote the space of Borel probability measures on $B$. In relation to a difficult problem of Aldous in exchangeability theory, and in connection with arithmetic combinatorics, Austin…

This paper studies topological duals of Banach function spaces (BFS). We assume a finite measure but our arguments extend to general locally convex function spaces whose topology is generated by seminorms that satisfy the usual BFS axioms.…

The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…