Related papers: Infinitely divisible central probability measures …

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…

Aim of this short note is to show that a dimension-free Harnack inequality on an infinitesimally Hilbertian metric measure space where the heat semigroup admits an integral representation in terms of a kernel is suffcient to deduce a sharp…

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…

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or…

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

Let $M$ be an $n$-dimensional Hadamard manifold of pinched negative curvature $-b^2 \leq K_M \leq -a^2$. The solution of the Dirichlet problem at infinity for $M$ leads to the construction of a family of mutually absolutely continuous…

In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…

For a (non-symmetric) strong Markov process $X$, consider the Feynman--Kac semigroup \[T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0,\] where $A$ is a continuous additive functional of $X$ associated with…

We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…

In our previous work, we introduced a special type of Hermitian metrics called {\em torsion-critical,} which are non-K\"ahler critical points of the $L^2$-norm of Chern torsion over the space of all Hermitian metrics with unit volume on a…

We consider topological groupoids in finite and also in a compact settings. In the initial sections, we introduce definitions of typical observables and we studied them in the context of statistical mechanics and quantum mechanics. We…

On a compact connected group $G$, consider the infinitesimal generator $-L$ of a central symmetric Gaussian convolution semigroup $(\mu_t)_{t>0}$. We establish several regularity results of the solution to the Poisson equation $LU=F$, both…

We classify Lie-Poisson brackets that are formed from Lie algebra extensions. The problem is relevant because many physical systems owe their Hamiltonian structure to such brackets. A classification involves reducing all brackets to a set…

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…

We study the decompositions into irreducible components of tensor products and restrictions of irreducible representations of classical Lie groups as the rank of the group goes to infinity. We prove the Law of Large Numbers for the random…