Related papers: The Lukacs theorem and the Olkin-Baker equation
We prove the Lukacs characterization of the Wishart distribution on non-octonion symmetric cones of rank greater than 2. We weaken the smoothness assumptions in the version of the Lukacs theorem of [Bobecka-Weso{\l}owski, Studia Math. 152…
We prove the Lukacs-Olkin-Rubin theorem without invariance of the distribution of the "quotient", which was the key assumption in the original proof of [Olkin--Rubin, Ann. Math. Stat. 33 (1962), 1272--1280]. Instead we assume existence of…
A Gauss-Lucas theorem is proved for multivariate entire functions, using a natural notion of separate convexity to obtain sharp results. Previous work in this area is mostly restricted to univariate entire functions (of genus no greater…
We resume the results from \cite{Vershik FA} on the classification of measurable functions in several variables, with some minor corrections of purely technical nature, and give a partial solution to the characterization problem of…
In this article, we obtain an Ohsawa-Takegoshi-type $L^2$-extension for upper semi-continuous $L^2$-optimal functions via a Lebesgue-type differentiation theorem. As applications, we give a characterization of plurisubharmonic functions via…
The Minkowski Question Mark function relates the continued-fraction representation of the real numbers, to their binary expansion. This function is peculiar in many ways; one is that its derivative is 'singular'. One can show by classical…
We introduce a notion being a $k$-fold Lebesgue function for measure preserving transformations, where any $2$-fold Lebesgue function is just ordinary Lebesgue. We discuss how this new metrical isomorphisms invariant of dynamical systems is…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
It is known to be difficult to find out whether a certain multivariable function to be a characteristic function when its corresponding measure is not tirivial to be or not to be a probability measure on R^d. Such results were not obtained…
Minkowski's question mark function is the distribution function of a singular continuous measure: we study this measure from the point of view of logarithmic potential theory and orthogonal polynomials. We conjecture that it is regular, in…
We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
We associate to a test configuration of an ample line bundle a filtration of the section ring of the line bundle. Using the recent work of Boucksom-Chen we get a concave function on the Okounkov body whose law with respect to Lebesgue…
Completeness relations are associated through Mercer's theorem to complete orthonormal basis of square integrable functions, and prescribe how a Dirac delta function can be decomposed into basis of eigenfunctions of a Sturm-Liouville…
We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…
A multivariate Gauss-Lucas theorem is proved, sharpening and generalizing previous results on this topic. The theorem is stated in terms of a seemingly new notion of convexity. Applications to multivariate stable polynomials are given.
A formal description of a functional analysis approach to the Riemann zeta-functional equation that provides in principle an infinity of different proofs based on work by the author on the existence of dilation-invariant unitary operators…
Let $X$ be a Banach space, let $(\Omega,\mu)$ be a $\sigma$-finite measure space and let $A,B\colon\Omega\to B(X)$ be strongly measurable $\gamma$-bounded functions. We show that for all $x\in X$ and all $x^*\in X^*$, there exist a Hilbert…
We study bounded holomorphic functional calculus for nonsymmetric infinite dimensional Ornstein-Uhlenbeck operators ${\mathscr L}$. We prove that if $-{\mathscr L}$ generates an analytic semigroup on $L^{2}(\gamma_{\infty})$, then…
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…