Related papers: Invariant measures under random integral mappings …

Let $\LL_{\bf v}\subset \Z^D$ be a suitable cone semigroup and $\A_{\bf v}$ its reduced semigroup $C^*$-algebra. In this paper, we compute the $\LL_{\bf v}$-invariant measures in the transversal hull of the semigroup $\LL_{\bf v}$ that…

It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…

This paper studies a family of random walks defined on the finite ordinals using their order reversing involutions. Starting at $x \in \{0,1,\ldots,n-1\}$, an element $y \le x$ is chosen according to a prescribed probability distribution,…

We describe certain sufficient conditions for an infinitely divisible probability measure on a class of connected Lie groups to be embeddable in a continuous one-parameter convolution semigroup of probability measures. (Theorem 1.3). This…

For infinitely divisible distributions $\rho$ on $\mathbb{R}^d$ the stochastic integral mapping $\Phi_f\rho$ is defined as the distribution of improper stochastic integral $\int_0^{\infty-} f(s) dX_s^{(\rho)}$, where $f(s)$ is a non-random…

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Let $(P_t)$ be the transition semigroup of a L\'evy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the L\'evy measure of $L$. It is shown that for any bounded and measurable function $f$, $$ \int_H\left\vert…

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…

In this paper, we derive the bi-free analogue of the L\'{e}vy-Hin\v{c}in formula for compactly supported planar probability measures which are infinitely divisible with respect to the additive bi-free convolution introduced by Voiculescu.…

This paper studies the invertibility property of continuous time moving average processes driven by a L\'evy process. We provide of sufficient conditions for the recovery of the driving noise. Our assumptions are specified via the kernel…

Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…

Our goal is to find classes of convolution semigroups on Lie groups $G$ that give rise to interesting processes in symmetric spaces $G/K$. The $K$-bi-invariant convolution semigroups are a well-studied example. An appealing direction for…

In this paper, we establish several inequalities for different convex mappings that are connected with the Riemann-Liouville fractional integrals. Our results have some relationships with certain integral inequalities in the literature.

For continuous maps on a compact manifold M, particularly for those that do not preserve the Lebesgue measure m, we define the observable invariant probability measures as a generalization of the physical measures. We prove that any…

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…

We investigate the properties of absolutely continuous invariant probability measures (ACIPs), especially those measures with bounded variation densities, for piecewise area preserving maps (PAPs) on $\mathbb{R}^d$. This class of maps…

The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…