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The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.…

Probability · Mathematics 2013-08-13 Carlo Marinelli , Michael Röckner

The infinite-dimensional unitary group U(infinity) is the inductive limit of growing compact unitary groups U(N). In this paper we solve a problem of harmonic analysis on U(infinity) stated in the previous paper math/0109193. The problem…

Representation Theory · Mathematics 2007-05-23 Alexei Borodin , Grigori Olshanski

We investigate quantitative recurrence in systems having an infinite measure. We extend the Ornstein-Weiss theorem for a general class of infinite systems estimating return time in decreasing sequences of cylinders. Then we restrict to a…

Dynamical Systems · Mathematics 2009-11-11 Stefano Galatolo , Dong Han Kim , Kyewon Koh Park

This work is devoted to the study of families of infinite parabolic iterated function systems (PIFS) on a closed interval parametrized by vectors in $\mathbb{R}^d$ with overlaps. We show that the Hausdorff dimension and absolute continuity…

Dynamical Systems · Mathematics 2022-03-28 Liangang Ma

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

Let $\bS=\{S_1,...,S_K\}$ be a finite set of complex $d\times d$ matrices and $\varSigma_{K}^+$ the compact space of all one-sided infinite sequences $i_{\bcdot}\colon\mathbb{N}\rightarrow\{1,...,K\}$. An ergodic probability $\mu_*$ of the…

Dynamical Systems · Mathematics 2011-07-04 Xiongping Dai , Yu Huang , Mingqing Xiao

Motivated by the analysis and geometry of metric-measure structures in infinite dimensions, we study the category of extended metric-topological spaces, along with many of its distinguished subcategories (such as the one of compact spaces).…

Category Theory · Mathematics 2026-01-13 Enrico Pasqualetto , Timo Schultz , Janne Taipalus

We develop a new duality between endomorphisms of measure spaces, on the one hand, and a certain family of positive operators, called transfer operators, acting in spaces of measurable functions on, on the other. A framework of standard…

Functional Analysis · Mathematics 2017-02-10 Sergey Bezuglyi , Palle E. T. Jorgensen

We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative…

Optimization and Control · Mathematics 2021-11-23 Roman V. Belavkin

In this paper we establish that the functor of idempotent probability measures acting in the category of compacta and their continous mappings is perfect metrisable

General Topology · Mathematics 2019-06-18 Kh. F. Kholturaev

We open a new field on how one can define means on infinite sets. We investigate many different ways on how such means can be constructed. One method is based on sequences of ideals, other deals with accumulation points, one uses isolated…

Classical Analysis and ODEs · Mathematics 2019-06-18 Attila Losonczi

We describe (infinite-dimensional) irreducible representations of the crossed product C$^*$-algebra associated with a topological dynamical system (based on $Z$) and we show that their restrictions to the underling $\ell^1$-Banach…

Operator Algebras · Mathematics 2016-04-12 Aki Kishimoto , Jun Tomiyama

We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show…

Probability · Mathematics 2014-03-17 Jonathan C. Mattingly , Etienne Pardoux

We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…

Probability · Mathematics 2017-04-27 Zhaoyang Liu , Yuying Liu , Guoxin Liu

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing…

Dynamical Systems · Mathematics 2007-06-20 Marc Kesseböhmer , Mehdi Slassi

Given a uniformly expanding transitive Markov interval map, we show that within the set of ergodic measures the set of nonadapted ergodic measures is residual in with respect to the topology induced by the $\overline{d}$-metric. This set of…

Dynamical Systems · Mathematics 2026-02-23 Łukasz Krzywoń

This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…

Optimization and Control · Mathematics 2023-12-22 Huizhen Yu

For a determinantal point process induced by the reproducing kernel of the weighted Bergman space $A^2(U, \omega)$ over a domain $U \subset \mathbb{C}^d$, we establish the mutual absolute continuity of reduced Palm measures of any order…

Probability · Mathematics 2017-03-28 Alexander I. Bufetov , Shilei Fan , Yanqi Qiu

We study stable conditional measures for a certain equilibrium measure for hyperbolic endomorphisms, on basic sets with overlaps; we show that these conditional measures are geometric probabilities and measures of maximal stable dimension.…

Dynamical Systems · Mathematics 2010-02-26 Eugen Mihailescu

We study probability measures on partitions based on symmetric Grothendieck polynomials. These deformations of Schur polynomials introduced in the K-theory of Grassmannians share many common properties. Our Grothendieck measures are analogs…

Probability · Mathematics 2024-03-26 Svetlana Gavrilova , Leonid Petrov