Related papers: L\'evy group and density measures
We deal with finitely additive measures defined on all subsets of natural numbers which extend the asymptotic density (density measures). We consider a class of density measures which are constructed from free ultrafilters on natural…
The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…
We study finitely additive extensions of the asymptotic density to all the subsets of natural numbers. Such measures are called density measures. We consider a class of density measures constructed from free ultrafilters on $\mathbb{N}$ and…
We study finitely additive measures on the set $\mathbb N$ which extend the asymptotic density (density measures). We show that there is a one-to-one correspondence between density measures and positive functionals in $\ell_\infty^*$, which…
We investigate some properties of density measures -- finitely additive measures on the set of natural numbers $\N$ extending asymptotic density. We introduce a class of density measures, which is defined using cluster points of the…
Let $\N$ denote the set of positive integers. The asymptotic density of the set $A \subseteq \N$ is $d(A) = \lim_{n\to\infty} |A\cap [1,n]|/n$, if this limit exists. Let $ \mathcal{AD}$ denote the set of all sets of positive integers that…
We consider a class of non-locally compact groups on which one may define a left-invariant, finitely additive measure taking values in some finitely generated extension of the field $\mathbb{R}$ of real numbers. In particular, we recover…
We investigate the relation of the semigroup probability density of an infinite activity L\'{e}vy process to the corresponding L\'{e}vy density. For subordinators, we provide three methods to compute the former from the latter. The first…
We study periodic points and finitely supported invariant measures for continuous semigroup actions. Introducing suitable notions of periodicity in both topological and measure-theoretical contexts, we analyze the space of invariant Borel…
Given an infinite group G, we consider the finitely additive measure defined on finite unions of cosets of finite index subgroups. We show that this shares many properties with the size of subsets of a finite group, for instance we can…
Let G be a finitely generated group with a given word metric. The asymptotic density of elements in G that have a particular property P is defined to be the limit, as r goes to infinity, of the proportion of elements in the ball of radius r…
In this short note, we show that any non-constant quantity defined on density matrices that is additive on tensor products and invariant under permutations cannot be "more than asymptotically continuous." The proof can be adapted to show…
We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…
For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…
{The first version of this text was written and submitted to a journal on April, 12, 2018. This second version was submitted on April, 9, 2019.} We investigate the existence of subsets $A$ and $B$ of $\mathbb{N}:=\{0,1,2,\dots\}$ such that…
The paper, that continuous some previous work of Sch\"onherr & Schuricht, treats density measures on ${\mathbb R}^n$ that concentrate in any neighborhood of a Lebesgue null set. Such measures are typical for purely finitely additive…
In this paper, we study nonparametric estimation of the L\'{e}vy density for L\'{e}vy processes, with and without Brownian component. For this, we consider $n$ discrete time observations with step $\Delta$. The asymptotic framework is: $n$…
We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by L\'evy noise. We first discuss in details the finite dimensional case with a linear, resp. non…
We provide explicit formulas for asymptotic densities of $d$-dimensional isotropic L\'evy walks, when $d>1$. The densities of multidimensional undershooting and overshooting L\'evy walks are presented as well. Interestingly, when the number…
This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…