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A characterization is presented of barycenters of the Radon probability measures supported on a closed convex subset of a given space. A case of particular interest is studied, where the underlying space is itself the space of finite signed…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
Let $\Bc$ denote the real-valued functions continuous on the extended real line and vanishing at $-\infty$. Let $\Br$ denote the functions that are left continuous, have a right limit at each point and vanish at $-\infty$. Define $\acn$ to…
Given a metric space with a Borel probability measure, for each integer $N$ we obtain a probability distribution on $N\times N$ distance matrices by considering the distances between pairs of points in a sample consisting of $N$ points…
The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on ${\cal C}_b(\Omega)$, we associate a unique equivalence class of…
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
We collect several open questions in Banach spaces, mostly related to measure theoretic aspects of the theory. The problems are divided into five categories: miscellaneous problems in Banach spaces (non-separable $L^p$ spaces, compactness…
The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
In this paper we extend a previous result of the author [Lis07] of characterization of absolutely continuous curves in Wasserstein spaces to a more general class of spaces: the spaces of probability measures endowed with the…
We show that every nonempty compact and convex space M of probability Radon measures either contains a measure which has `small' local character in M or else M contains a measure of `large' Maharam type. Such a dichotomy is related to…
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…
We derive rates of convergence for the mixing of operators under infinitely divisible measures in the framework of linear dynamics on Banach spaces. Our approach is based on the characterization of mixing in terms of codifference…
In this paper, we study the existence of SRB measures for infinite dimensional dynamical systems in a Banach space. We show that if the system has a partially hyperbolic attractor with nontrivial finite dimensional unstable directions, then…
We consider abstract inverse problems between infinite-dimensional Banach spaces. These inverse problems are typically nonlinear and ill-posed, making the inversion with limited and noisy measurements a delicate process. In this work, we…
One of the goals of this article is to define a an unified setting adapted to the description of means (normalized integrals or invariant means) on an infinite product of measured spaces with infinite measure. We first remark that some…
The aim of this note is to provide several variants of the diameter two properties for Banach spaces. We study such properties looking for the abundance of diametral points, which holds in the setting of Banach spaces with the Daugavet…
In this short note, we first consider some inequalities for comparison of some algebraic properties of two continuous algebra-multiplications on an arbitrary Banach space and then, as an application, we consider some very basic observations…
We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable…
This article is a continuation of a paper of the first author \cite{F} about complex structures on real Banach spaces. We define a notion of even infinite dimensional real Banach space, and prove that there exist even spaces, including HI…