Related papers: Infinitely divisible cylindrical measures on Banac…
Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and…
This article studies divergence of multivector fields on Banach manifolds with a Radon measure. The proposed definition is consistent with the classical divergence from finite-dimensional differential geometry. Certain natural properties of…
We establish an explicit characterisation of L\'evy measures on both $L^p$-spaces and UMD Banach spaces. In the case of $L^p$-spaces, L\'evy measures are characterised by an integrability condition, which directly generalises the known…
We propose in this short note a prime numbers-based method for constructing probability measures on infinite-dimensional Banach spaces annihilating all finite-dimensional subspaces, supplementing the methods of construction of Gaussian…
We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…
These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces. They originated as the notes for a topics course…
Quasi-invariant and pseudo-differentiable measures on a Banach space $X$ over a non-Archimedean locally compact infinite field with a non-trivial valuation are defined and constructed. Measures are considered with values in $\bf R$.…
In infinite dimensional Banach spaces there is no complete characterization of the L\'evy exponents of infinitely divisible probability measures. Here we propose \emph{a calculus on L\'evy exponents} that is derived from some random…
In this paper structure of infinite dimensional Banach spaces is studied by using an asymptotic approach based on stabilization at infinity of finite dimensional subspaces which appear everywhere far away. This leads to notions of…
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.
In this article we illustrate the relation between the existence of Wiener integrals with respect to a Levy process in a separable Banach space and radonifying operators. For this purpose, we introduce the class of theta-radonifying…
Quasi-invariant and pseudo-differentiable measures on a Banach space $X$ over a non-Archimedean locally compact infinite field with a non-trivial valuation are defined and constructed. Measures are considered with values in non-Archimedean…
The spatial distribution has been widely used to develop various nonparametric procedures for finite dimensional multivariate data. In this paper, we investigate the concept of spatial distribution for data in infinite dimensional Banach…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.
We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(\tilde{M}_{\lambda},\lambda\in…
In this work we study certain invariant measures that can be associated to the time averaged observation of a broad class of dissipative semigroups via the notion of a generalized Banach limit. Consider an arbitrary complete separable…
It is proved that the relation of isomorphism between separable Banach spaces is a complete analytic equivalence relation, i.e., that any analytic equivalence relation Borel reduces to it. Thus, separable Banach spaces up to isomorphism…
While the classic separable quotient problem remains open, we survey general results related to this problem and examine the existence of a particular infinitedimensional separable quotient in some Banach spaces of vector-valued functions,…
We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…