Related papers: A Sufficient Condition for Absolute Continuity of …

Conditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with L\'evy noise to be absolutely continuous or to possess a smooth density. For the processes with non-degenerate drift coefficient, these conditions…

Nonequilibrium equalities have attracted considerable interest in the context of statistical mechanics and information thermodynamics. What is remarkable about nonequilibrium equalities is that they apply to rather general nonequilibrium…

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…

The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…

Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…

We prove that symmetric Meixner distributions, whose probability densities are proportional to $|\Gamma(t+ix)|^2$, are freely infinitely divisible for $0<t\leq\frac{1}{2}$. The case $t=\frac{1}{2}$ corresponds to the law of L\'evy's…

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

Absolute continuity implies uniform continuity, but generally not vice versa. In this short note, we present one sufficient condition for a uniformly continuous function to be absolutely continuous, which is the following theorem: For a…

We consider some classes of piecewise expanding maps in finite dimensional spaces having invariant probability measures which are absolutely continuous with respect to Lebesgue measure. We derive an entropy formula for such measures and,…

The paper is devoted to the study of extremal points of $\mathcal{C}$, the family of all two-variate coherent distributions on $[0,1]^2$. It is well-known that the set $\mathcal{C}$ is convex and weak$^*$ compact, and all extreme points of…

We consider the problem of absolute continuity for the one-dimensional SDE \[X_t=x+\int_0^ta(X_s) ds+Z_t,\] where $Z$ is a real L\'{e}vy process without Brownian part and $a$ a function of class $\mathcal{C}^1$ with bounded derivative.…

Let $X$ be a $n$-dimensional Ornstein-Uhlenbeck process, solution of the S.D.E. $$\d X_t = AX_t \d t + \d B_t$$ where $A$ is a real $n\times n$ matrix and $B$ a L\'evy process without Gaussian part. We show that when $A$ is non-singular,…

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…

Let $\mathbb{S} \subset \mathbb{C}$ be the circle in the plane, and let $\Omega: \mathbb{S} \to \mathbb{S}$ be an odd bi-Lipschitz map with constant $1+\delta_\Omega$, where $\delta_\Omega>0$ is small. Assume also that $\Omega$ is twice…

We study the absolute continuity with respect to the Lebesgue measure of the distribution of the nodal volume associated with a smooth, non-degenerated and stationary Gaussian field $(f(x), {x \in \mathbb R^d})$. Under mild conditions, we…

We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.

In this paper we study mutual absolute continuity and singularity of probability measures on the path space which are induced by an isotropic stable L\'evy process and the purely discontinuous Girsanov transform of this process. We also…

In this article we show that a large class of infinite measure preserving dynamical systems that do not admit physical measures nevertheless exhibit strong statistical properties. In particular, we give sufficient conditions for existence…

Let $\Omega \subset \mathbb{R}^d$ be a set with finite Lebesgue measure such that, for a fixed radius $r>0$, the Lebesgue measure of $\Omega \cap B_r (x)$ is equal to a positive constant when $x$ varies in the essential boundary of…

Probability distributions defined on the half space are known to be quite different from those in the full space. Here, a nonextensive entropic treatment is presented for the half space in an analytic and self-consistent way. In this…