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

In this article we obtain an "off-diagonal" version of the Fefferman-Stein vector-valued maximal inequality on weighted Lebesgue spaces with variable exponents. As an application of this result and the atomic decomposition developed in [12]…

Let $\msp$ be a measure space and let $1 < p < \infty$. The {\em weak $L^p$}\/ space $\wlp$ consists of all measurable functions $f$ such that \[ \|f\| = \sup_{t>0}t^{\frac{1}{p}}f^*(t) < \infty,\] where $f^*$ is the decreasing…

Let $G = (V,E)$ be a connected graph. A probability measure $\mu$ on $V$ is called "balanced" if it has the following property: if $T_\mu(v)$ denotes the "earth mover's" cost of transporting all the mass of $\mu$ from all over the graph to…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be…

Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…

In the framework of the generalized measure theory the decomposable probabilistic-valued set functions are introduced with triangle functions $\tau$ in an appropriate probabilistic metric space as natural candidates for the "addition",…

We introduce Banach spaces of vector-valued random variables motivated from mathematical finance. So-called risk functionals are defined in a natural way on these Banach spaces and it is shown that these functionals are Lipschitz…

A polynomial f (multivariate over a field) is decomposable if f = g(h) with g univariate of degree at least 2. We determine the dimension (over an algebraically closed field) of the set of decomposables, and an approximation to their number…

We extend Hochman's work on exponentially separated self-similar measures on $\mathbb{R}$ to the real analytic setting. More precisely, let $\Phi=\left\{ \varphi_{i}\right\} _{i\in\Lambda}$ be an iterated function system on $I:=[0,1]$…

We introduce the $\mathcal{L}^p$ spaces of measurable functions whose $p$-th power is summable with respect to the uniform measure over the Levi-Civita field $\mathcal{R}$. These spaces are the counterparts of the real $L^p$ spaces based…

The famous Rosenthal-Lacey theorem asserts that for each infinite compact set $K$ the Banach space $C(K)$ admits a quotient which is either a copy of $c$ or $\ell_{2}$. What is the case when the uniform topology of $C(K)$ is replaced by the…

We study some properties of the randomized series and their applications to the geometric structure of Banach spaces. For $n\ge 2$ and $1<p<\infty$, it is shown that $\ell_\infty^n$ is representable in a Banach space $X$ if and only if it…

We consider group-valued cocycles over dynamical systems. The base system is a homeomorphism $f$ of a metric space satisfying a closing property, for example a hyperbolic dynamical system or a subshift of finite type. The cocycle $A$ takes…

In the paper Sato (2006) there are introduced two families of improper random integrals and the corresponding two convolution semigroups of infinitely divisible laws on $\Rset^d$. Theorem 3.1 gives a relation (a factorization property)…

We prove that for any $\ell_\infty$-sum $Z = \bigoplus_{i \in [n]} X_i$ of finitely many strictly convex Banach spaces $(X_i)_{i \in [n]}$, an extremeness preserving 1-Lipschitz bijection $f\colon B_Z \to B_Z$ is an isometry, by…

The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…

Let $(\mathbf{B}, \|\cdot\|)$ be a real separable Banach space. Let $\varphi(\cdot)$ and $\psi(\cdot)$ be two continuous and increasing functions defined on $[0, \infty)$ such that $\varphi(0) = \psi(0) = 0$, $\lim_{t \rightarrow \infty}…

Let (X, d) be a quasi-convex, complete and separable metric space with reference probability measure m. We prove that the set of of real valued Lipschitz function with non zero point-wise Lipschitz constant m-almost everywhere is residual,…

Let $w\in L^1\_{loc}(\R^n)$ be apositive weight. Assuming that a doubling condition and an $L^1$ Poincar\'e inequality on balls for the measure $w(x)dx$, as well as a growth condition on $w$, we prove that the compact subsets of $\R^n$…