Related papers: Positive definite functions and multidimensional v…

Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…

Entrywise functions preserving Loewner positivity have been studied by many authors, most notably Schoenberg and Rudin. Following their work, it is known that functions preserving positivity when applied entrywise to positive semidefinite…

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard…

The question of which functions acting entrywise preserve positive semidefiniteness has a long history, beginning with the Schur product theorem [Crelle 1911], which implies that absolutely monotonic functions (i.e., power series with…

We prove an equivariant version of the classical Menger-Nobeling theorem regarding topological embeddings: Whenever a group $G$ acts on a finite-dimensional compact metric space $X$, a generic continuous equivariant function from $X$ into…

Let $X$ be a Banach space and let $(\xi_j)_{j\ge 1}$ be an i.i.d. sequence of symmetric random variables with finite moments of all orders. We prove that the following assertions are equivalent: (1). There exists a constant $K$ such that $$…

The main objective of this paper is to look from the unique point of view at some phenomena arising in different areas of probability theory and mathematical statistics. We will try to understand what is common between classical…

The arbitrary functions principle says that the fractional part of $nX$ converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable $X$ possesses a density or a…

Let $X_t$ be a reversible and positive recurrent diffusion in $R^d$ described by \begin{equation}\nonumber X_t=x+\sigma b(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coefficient $\sigma$ is a positive-definite matrix and the…

In this expository paper aimed at a general mathematical audience, we discuss how to combine certain classic theorems of set-theoretic inner model theory and effective descriptive set theory with work on Hilbert's tenth problem and…

A necessary and sufficient condition for fractional Orlicz-Sobolev spaces to be continuously embedded into $L^\infty(\mathbb R^n)$ is exhibited. Under the same assumption, any function from the relevant fractional-order spaces is shown to…

Associated with a given suitable function, or a measure, on $\mathbb{R}$, we introduce a correlation function, so that the Wronskian of the Fourier transform of the function is the Fourier transform of the corresponding correlation…

In 1942 I. J. Schoenberg proved that a function is positive definite in the unit sphere if and only if this function is a positive linear combination of the Gegenbauer polynomials. In this paper we extend Schoenberg's theorem for…

We prove that every nonnegative continuous real-valued function on a given compact metric space is the uniform limit of some increasing sequence of nonnegative simple functions being linear combinations of indicators of open sets; here the…

Let $\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m)$ be a negatively associated mean zero random vector with components that obey the bound $|\xi_i| \le B, i=1,\ldots,m$, and whose sum $W = \sum_{i=1}^m \xi_i$ has variance 1, the bound \[…

Let $(X,{\mathcal A},\mu)$ be a probability space and let $S\colon X\to X$ be a measurable transformation. Motivated by the paper of K. Nikodem [Czechoslovak Math. J. 41(116) (4) (1991) 565--569], we concentrate on a functional equation…

It is known that each symmetric stable distribution in $R^d$ is related to a norm on $R^d$ that makes $R^d$ embeddable in $L_p([0,1])$. In case of a multivariate Cauchy distribution the unit ball in this norm corresponds is the polar set to…

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

Given a countable dense subset $S$ of a finite-dimensional normed space $X$, and $0<p<1$, we form a random graph on $S$ by joining, independently and with probability $p$, each pair of points at distance less than $1$. We say that $S$ is…

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…