Related papers: Infinitely divisible central probability measures …

The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…

We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…

We construct and study the one-parameter semigroup of $\sigma$-finite measures ${\cal L}^{\theta}$, $\theta>0$, on the space of Schwartz distributions that have an infinite-dimensional abelian group of linear symmetries; this group is a…

Let G be a locally compact Hausdorff group in which every element is of finite order, and let P(G) denote the class of all regular probability measures on G. In this note, it is observed that a characterization of algebraically regular…

A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them…

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and…

We derive an explicit expression for the Haar integral on the quantized algebra of regular functions C_q[K] on the compact real form K of an arbitrary simply connected complex simple algebraic group G. This is done in terms of the…

Let G be a semisimple linear algebraic group defined over rational numbers, K be a maximal compact subgroup of its real points and {\Gamma} be an arithmetic lattice. One can associate a probability measure {\mu}(H) on {\Gamma}\G for each…

In this paper, an explicit expression for the Casimir operator (or the Casimir invariant) of the inhomogeneous group ISL(n,R) in its enveloping algebra is proposed, which using contractions of the tenso- rial indices of the generating…

We study the sigma-finite measures in the space of vector-valued distributions on the manifold $X$ with Laplace transform $$\Psi(f)=\exp\{-\theta\int_X\ln||f(x)||dx\}, \theta>0.$$ We also consider the weak limit of Haar measures on the…

We study integral kernels of strongly continuous semigroups on Lebesgue spaces over metric measure spaces. Based on semigroup smoothing properties and abstract Morrey-type inequalities, we give sufficient conditions for H\"older or…

Let $M$ be complex projective manifold and $A$ a positive line bundle on it. Assume that a compact and connected Lie group $G$ acts on $M$ in a Hamiltonian and holomorphic manner and that this action linearizes to $A$. Then, there is an…

We consider the asymptotics of the Plancherel measures on partitions of $n$ as $n$ goes to infinity. We prove that the local structure of a Plancherel typical partition (which we identify with a Young diagram) in the middle of the limit…

A time inhomogeneous generalized Mehler semigroup on a real separable Hilbert space ${\mathds{H}}$ is defined through $$ p_{s,t}f(x)=\int_{\mathds{H}} f(U(t,s)x+y)\,\mu_{t,s}(dy), \quad t\geq s, \ x\in{\mathds{H}} $$ for every bounded…

Applications of harmonic analysis on finite groups were recently introduced to measure partition problems, with a variety of equipartition types by convex fundamental domains obtained as the vanishing of prescribed Fourier transforms.…

We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension…

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,…

The Casimir operators of a Lie algebra are in one-to-one correspondence with the symmetric invariant tensors of the algebra. There is an infinite family of Casimir operators whose members are expressible in terms of a number of primitive…

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

We consider symmetric hypothesis testing in quantum statistics, where the hypotheses are density operators on a finite-dimensional complex Hilbert space, representing states of a finite quantum system. We prove a lower bound on the…