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Let us suppose that we have a right continuous Markov semigroup on $R^d$, $d\ge 1$, such that its potential kernel is given by convolution with a function $G_0=g(|\cdot|)$, where $g$ is decreasing, has a mild lower decay property at zero,…

Analysis of PDEs · Mathematics 2014-03-20 Wolfhard Hansen

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Probability · Mathematics 2014-02-26 Yuri Kifer , S. R. S. Varadhan

In this paper we find necessary and sufficient conditions for the weak convergence of c-free convolution of pairs of measures, where the measures are assumed to be infinitesimal and their support may be unbounded. These results are obtained…

Operator Algebras · Mathematics 2008-05-13 Jiun-Chau Wang

In this paper, we derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in absolute value at certain power are h-convex and we point out the results for some special…

Classical Analysis and ODEs · Mathematics 2012-07-11 Imdat Iscan

We consider partitions $p_{w}(n)$ of a positive integer $n$ arising from the generating functions \[ \sum_{n=1}^\infty p_{w}(n) z^n = \prod_{m \in \mathbb{N}} (1-z^m)^{-w(m)}, \] where the weights $w(m)$ are M\"{o}bius convolutions. We…

Number Theory · Mathematics 2026-03-04 Debmalya Basak , Nicolas Robles , Alexandru Zaharescu

We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local monotonicity on all scales simultaneously. We…

Statistics Theory · Mathematics 2015-03-19 Johannes Schmidt-Hieber , Axel Munk , Lutz Duembgen

In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…

Operator Algebras · Mathematics 2007-05-23 Serban Teodor Belinschi

We study the arithmetic Fourier transforms of trace functions on general connected commutative algebraic groups. To do so, we first prove a generic vanishing theorem for twists of perverse sheaves by characters, and using this tool, we…

Number Theory · Mathematics 2025-09-09 Arthur Forey , Javier Fresán , Emmanuel Kowalski

We study matrix forms of quaternionic versions of the Fourier Transform and Convolution operations. Quaternions offer a powerful representation unit, however they are related to difficulties in their use that stem foremost from…

Computer Vision and Pattern Recognition · Computer Science 2024-07-23 Giorgos Sfikas , George Retsinas

We obtain central limit theorem, local limit theorems and renewal theorems for stationary processes generated by skew product maps $T(\om,x)=(\te\om,T_\om x)$ together with a $T$-invariant measure, whose base map $\te$ satisfies certain…

Probability · Mathematics 2020-12-02 Yeor Hafouta

Consider a complex line bundle over a compact complex manifold equipped with an infinitely differentiable metric with strictly positive curvature form. Assign to positive tensor powers of this bundle the associated product metrics and…

Complex Variables · Mathematics 2013-08-27 Michael Christ

We consider the squared singular values of the product of $M$ standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a particular Meijer G-function kernel, the gap probabilities are…

Mathematical Physics · Physics 2018-11-26 Vladimir V. Mangazeev , Peter J. Forrester

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

We study the convolution function $$ C[f(x)] := \int_1^x f(y)f({x\over y}) {{\rm d} y\over y} $$ when $f(x)$ is a suitable number-theoretic error term. Asymptotics and upper bounds for $C[f(x)]$ are derived from mean square bounds for…

Number Theory · Mathematics 2010-11-03 Aleksandar Ivic

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

In this paper, estimates are proven for convolution kernels associated to multipliers from a reasonably general class of compactly supported two-dimensional functions constructed out of real-analytic functions. These estimates are both for…

Classical Analysis and ODEs · Mathematics 2016-06-28 Michael Greenblatt

Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…

Risk Management · Quantitative Finance 2024-09-09 Jose Blanchet , Henry Lam , Yang Liu , Ruodu Wang

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…

Mathematical Physics · Physics 2008-05-08 Luc Bouten , Ramon van Handel , Andrew Silberfarb

Continuous dually epi-translation invariant valuations on convex functions are characterized in terms of the Fourier-Laplace transform of the associated Goodey-Weil distributions. This description is used to obtain integral representations…

Functional Analysis · Mathematics 2025-05-29 Jonas Knoerr

Let $\mu$ be a compactly supported probability measure on the real line. Bercovici-Voiculescu and Nica-Speicher proved the existence of a free convolution power $\mu^{\boxplus k}$ for any real $k \geq 1$. The purpose of this short note is…

Probability · Mathematics 2021-03-17 Stefan Steinerberger
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