Related papers: Random variables with an invariant random shift in…

We initiate a systematic investigation of group actions on compact medain algebras via the corresponding dynamics on their spaces of measures. We show that a probability measure which is invariant under a natural push forward operation must…

Let $\xi_1$, $\xi_2$, $\xi_3$ be independent random variables with nonvanishing characteristic functions, and $a_j$, $b_j$ be real numbers such that $a_i/b_i\ne a_j/b_j$ for $i\ne j$. Let $L_1=a_1\xi_1+a_2\xi_2+a_3\xi_3$,…

If $\alpha,\beta>0$ are distinct and if $A$ and $B$ are independent non-degenerate positive random variables such that $$S=\tfrac{1}{B}\,\tfrac{\beta A+B}{\alpha A+B}\quad \mbox{and}\quad T=\tfrac{1}{A}\,\tfrac{\beta A+B}{\alpha A+B} $$ are…

Let $(\az,F)$ be a bipermutative algebraic cellular automaton. We present conditions which force a probability measure which is invariant for the $\N\times\Z$-action of $F$ and the shift map $\s$ to be the Haar measure on $\gs$, a closed…

According to the well-known Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We study analogues of…

We prove that the restriction of a probability measure invariant under a nonhyperbolic, ergodic and totally irreducible automorphism of a compact connected abelian group to the leaves of the central foliation is severely restricted. We also…

In this paper we discuss the following problem: given a random variable $Z=X+Y$ with Gamma law such that $X$ and $Y$ are independent, we want to understand if then $X$ and $Y$ {\it each} follow a Gamma law. This is related to Cram\'er's…

We study the structure of invariant measures for continuous automorphisms of compact metrizable abelian groups satisfying the descending chain condition. We show that the finitely supported invariant measures are weak-* dense in the space…

For mixing~$\mathbb Z^d$-actions generated by commuting automorphisms of a compact abelian group, we investigate the directional uniformity of the rate of periodic point distribution and mixing. When each of these automorphisms has finite…

This article is concerned with measure equivalence and uniform measure equivalence of locally compact, second countable groups. We show that two unimodular, locally compact, second countable groups are measure equivalent if and only if they…

In this paper, we investigate the discrete spectrum of probability measures for actions of locally compact groups. We establish that a probability measure has a discrete spectrum if and only if it has bounded measure-max-mean-complexity. As…

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Let $X$ be a locally compact Abelian group, $Y$ be its character group. Following A. Kagan and G. Sz\'ekely we introduce a notion of $Q$-independence for random variables with values in $X$. We prove group analogues of the Cram\'er,…

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…

We consider the least singular value of $M = R^* X T + U^* YV$, where $R,T,U,V$ are independent Haar-distributed unitary matrices and $X, Y$ are deterministic diagonal matrices. Under weak conditions on $X$ and $Y$, we show that the…

We prove that a hypergroup admitting a countable basis and an invariant Haar measure has normed convergence property if and only if it is compact.

If $X$ and $Y$ are independent random variables with distributions $\mu$ and $\nu$ then $U=\psi(X,Y)$ and $V=\phi(X,Y)$ are also independent for some $\psi$ and $\phi$. Properties of this type are known for many important probability…

The Haar measure on some locally compact quantum groups is constructed. The main example we treat is the az+b-group of Woronowicz. We also briefly consider some other examples (like the ax+b-group). We get the first examples of a locally…