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On the sets of $2\pi$-periodic functions $f$, which are defined with a help of $(\psi, \beta)$-integrals of the functions $\varphi$ from $L_{1}$, we establish Lebesgue-type inequalities, in which the uniform norms of deviations of Fourier…

Classical Analysis and ODEs · Mathematics 2023-01-06 Anatoly Serdyuk , Tetiana Stepaniuk

Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…

Risk Management · Quantitative Finance 2024-09-09 Jose Blanchet , Henry Lam , Yang Liu , Ruodu Wang

It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…

Probability · Mathematics 2013-10-15 Zbigniew J. Jurek

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…

Functional Analysis · Mathematics 2014-02-20 Keita Owari

For each of the simple Lie algebras $\mathfrak{g}=A_l$, $D_l$ or $E_6$, we show that the all-genera one-point FJRW invariants of $\mathfrak{g}$-type, after multiplication by suitable products of Pochhammer symbols, are the coefficients of…

Algebraic Geometry · Mathematics 2022-07-06 Boris Dubrovin , Di Yang , Don Zagier

We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…

Probability · Mathematics 2026-05-18 Markus Riedle

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

A fundamental theme in classical Fourier analysis relates smoothness properties of functions to the growth and/or integrability of their Fourier transform. By using a suitable class of $L^{p}-$multipliers, a rather general inequality…

Classical Analysis and ODEs · Mathematics 2013-08-13 William O. Bray

We study the finite dimensional spaces $V$ which are invariant under the action of the finite differences operator $\Delta_h^m$. Concretely, we prove that if $V$ is such an space, there exists a finite dimensional translation invariant…

Functional Analysis · Mathematics 2013-05-28 J. M. Almira

This is a first version of a paper concerning abstract evolution equation with fractional time derivatives. Maximal regularity results in spaces of continuous and Hoelder continuous functions are described.

Analysis of PDEs · Mathematics 2017-07-10 Davide Guidetti

Let $G$ be a simply connected semisimple group over $\mathbb{C}$. We show that a certain involution of an open subset of the affine Grassmannian of $G$, defined previously by Achar and the author, corresponds to the action of the nontrivial…

Representation Theory · Mathematics 2019-06-20 Anthony Henderson

This paper shows a simple construction of the continuous involutions of real intervals in terms of the continuous even functions. We also study the smooth involutions defined by symmetric equations. Finally, we review some applications, in…

Classical Analysis and ODEs · Mathematics 2020-07-14 Gaetano Zampieri

Let $F$ be a field of characteristic zero. We prove that if a group grading on $UT_m(F)$ admits a graded involution then this grading is a coarsening of a $\mathbb{Z}^{\lfloor\frac{m}{2}\rfloor}$-grading on $UT_m(F)$ and the graded…

Rings and Algebras · Mathematics 2023-05-16 Diogo Diniz , Alex Ramos

We study very smooth functions on the real line, namely Schwartz functions, that satisfy a finite identity relating their translates and a single modulation. Concretely, we assume there is a nontrivial linear combination of translates of…

Functional Analysis · Mathematics 2025-12-16 Vignon Oussa

Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alexander Lindner , Ross A. Maller

In this short note, we describe the so-called homogeneous involution on finite-dimensional graded-division algebra over an algebraically closed field. We also compute their graded polynomial identities with involution. As pointed out by L.…

Rings and Algebras · Mathematics 2024-02-06 Felipe Yukihide Yasumura

We introduce an intrinsic notion of Hoelder-Zygmund regularity for Colombeau generalized functions. In case of embedded distributions belonging to some Zygmund-Hoelder space this is shown to be consistent. The definition is motivated by the…

Analysis of PDEs · Mathematics 2007-05-23 Guenther Hoermann

We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…

Methodology · Statistics 2010-06-11 Lev B. Klebanov , Grigory Temnov

It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…

Statistics Theory · Mathematics 2012-11-26 Anita Behme , Makoto Maejima , Muneya Matsui , Noriyoshi Sakuma

In this series of studies on Cauchy's function $f(z)$ ($z=x+iy$) and its integral $J[f(z)]\equiv (2\pi i)^{-1}\oint_C f(t)dt/(t-z)$ taken along a Jordan contour $C$, the aim is to investigate their comprehensive properties over the entire…

Complex Variables · Mathematics 2009-09-03 Theodore Yaotsu Wu