Related papers: A zero-one law for linear transformations of Levy …

This note provides an effective bound in the Gauss-Kuzmin-L\'evy problem for some Gauss type shifts associated with nearest integer continued fractions, acting on the interval $I_0=[0,\frac{1}{2}]$ or $I_0=[-\frac{1}{2},\frac{1}{2}]$. We…

Consider piecewise linear Lorenz maps on $[0, 1]$ of the following form \[ f_{a,b,c}(x)= {ll} ax+1-ac & x \in [0, c) b(x-c) & x \in (c, 1].\] We prove that $f_{a,b,c}$ admits an absolutely continuous invariant probability measure (acim)…

We compute L2-invariants of certain nonuniform lattices in semisimple Lie groups by means of the Borel-Serre compactification of arithmetically defined locally symmetric spaces. The main results give new estimates for Novikov-Shubin numbers…

We prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform…

The so-called density of states is a Borel probability measure on the real line associated with the solution of the Dyson equation which we set up, on any fixed $C^\ast$-probability space, for a selfadjoint offset and a $2$-positive linear…

Let $A$ be a Lebesgue measure space. We interpret measures on $A\times A\times R_+$ as 'maps' from $A$ to $A$, which spread $A$ along itself; their Radon-Nikodym derivatives also are spread. We discuss basic properties of the semigroup of…

A classical theorem of Lusin states that all analytic sets are Lebesgue-measurable. In this article we established the reverse mathematical strength of Lusin's theorem, which depends on how precisely it is formalized. By doing so, we answer…

Let eta_i be iid Bernoulli random variables, taking values -1,1 with probability 1/2. Given a multiset V of n integers v_1,..., v_n, we define the concentration probability as rho(V) := sup_{x} Pr(v_1 eta_1+...+ v_n eta_n=x). A classical…

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

We are concerned with multidimensional stochastic balance laws driven by L\'{e}vy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the…

The master equation for a probability density function (pdf) driven by L\'{e}vy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given…

Various characterizations for fractional Levy process to be of finite variation are obtained, one of which is in terms of the characteristic triplet of the driving Levy process, while others are in terms of differentiability properties of…

We construct a gauge theoretic change of variables for the wave map from $R \times R^n$ into a compact group or Riemannian symmetric space, prove a new multiplication theorem for mixed Lebesgue-Besov spaces, and show the global…

In the context of the Supersymmetric (SUSY) B-L (Baryon minus Lepton number) model with an inverse seesaw mechanism, we calculate the one-loop radiative corrections due to right-handed (s)neutrinos to the mass of the lightest Higgs boson…

Let ${\mathcal A}$ be the ${\mathcal L}^q-$functional of a stable L\'evy process starting from one and killed when crossing zero. We observe that ${\mathcal A}$ can be represented as the independent quotient of two infinite products of…

In the last few years there has been renewed interest in the classical control problem of de Finetti for the case that underlying source of randomness is a spectrally negative Levy process. In particular a significant step forward is made…

A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…

Let $G$ be a simple algebraic group over the algebraic closure of $GF(p)$ ($p$ prime), and let $G(q)$ denote a corresponding finite group of Lie type over $GF(q)$, where $q$ is a power of $p$. Let $X$ be an irreducible subvariety of $G^r$…

R.D.Mauldin asked if every translation invariant $\sigma$-finite Borel measure on $\RR^d$ is a constant multiple of Lebesgue measure. The aim of this paper is to show that the answer is "yes and no", since surprisingly the answer depends on…