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The one dimensional distribution of a L\'{e}vy process is not known in general even though its characteristic function is given by the famous L\'{e}vy-Khinchine theorem. This article gives an exact series representation for the one…

Probability · Mathematics 2008-09-15 Heikki J. Tikanmäki

Let $\Phi$ be a nuclear space and let $\Phi'_{\beta}$ denote its strong dual. In this work we establish the one-to-one correspondence between infinitely divisible measures on $\Phi'_{\beta}$ and L\'{e}vy processes taking values in…

Probability · Mathematics 2020-10-13 C. A. Fonseca-Mora

We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…

Probability · Mathematics 2018-08-03 Anning Liu , Jian-Guo Liu , Yulong Lu

Given a symmetric Dirichlet form $(\mathcal{E},\mathcal{F})$ on a (non-trivial) $\sigma$-finite measure space $(E,\mathcal{B},m)$ with associated Markovian semigroup $\{T_{t}\}_{t\in(0,\infty)}$, we prove that $(\mathcal{E},\mathcal{F})$ is…

Probability · Mathematics 2018-04-11 Naotaka Kajino

We show that if $\Omega$ is an NTA domain with harmonic measure $w$ and $E\subseteq \partial\Omega$ is contained in an Ahlfors regular set, then $w|_{E}\ll \mathscr{H}^{d}|_{E}$. Moreover, this holds quantitatively in the sense that for all…

Classical Analysis and ODEs · Mathematics 2016-03-09 Jonas Azzam

We study the existence of weak solutions of (E) $ (-\Delta)^\alpha u+g(u)=\nu $ in a bounded regular domain $\Omega$ in $\R^N (N\ge2)$ which vanish on $\R^N\setminus\Omega$, where $(-\Delta)^\alpha$ denotes the fractional Laplacian with…

Analysis of PDEs · Mathematics 2013-05-16 Huyuan Chen , Laurent Veron

A probability distribution $\mu$ on $\mathbb{R}^d$ is quasi-infinitely divisible if its characteristic function has the representation $\widehat{\mu} = \widehat{\mu_1}/\widehat{\mu_2}$ with infinitely divisible distributions $\mu_1$ and…

Probability · Mathematics 2021-03-10 Merve Kutlu

This paper shows that finitely additive measures occur naturally in very general Divergence Theorems. The main results are two such theorems. The first proves the existence of pure normal measures for sets of finite perime- ter, which yield…

Analysis of PDEs · Mathematics 2017-10-09 Moritz Schönherr , Friedemann Schuricht

Let $(\S^1,d_{\S^1})$ be the unit circle in $\R^2$ endowed with the arclength distance. We give a sufficient and necessary condition for a general probability measure $\mu$ to admit a well defined Fr\'echet mean on $(\S^1,d_{\S^1})$. %This…

Statistics Theory · Mathematics 2012-03-09 Benjamin Charlier

We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…

Dynamical Systems · Mathematics 2023-03-21 Tomoki Inoue , Hisayoshi Toyokawa

This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…

Probability · Mathematics 2009-09-11 Makoto Maejima , Muneya Matsui , Mayo Suzuki

A quantitative frequency-domain condition related to the exponential stabilizability for infinite-dimensional linear control systems is presented. It is proven that this condition is necessary and sufficient for the stabilizability of…

Optimization and Control · Mathematics 2024-03-07 Karl Kunisch , Gengsheng Wang , Huaiqiang Yu

By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…

Probability · Mathematics 2025-04-08 Martin Raič

We study the semilinear elliptic equation --$\Delta$u + g(u)$\sigma$ = $\mu$ with Dirichlet boundary condition in a smooth bounded domain where $\sigma$ is a nonnegative Radon measure, $\mu$ a Radon measure and g is an absorbing…

Analysis of PDEs · Mathematics 2018-03-09 Nicolas Saintier , Laurent Veron

We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…

Dynamical Systems · Mathematics 2025-10-31 Aaron Brown , Homin Lee , Davi Obata , Yuping Ruan

For two independent L\'evy processes $\xi$ and $\eta$ and an exponentially distributed random variable $\tau$ with parameter $q>0$, independent of $\xi$ and $\eta$, the killed exponential functional is given by $V_{q,\xi,\eta} :=…

Probability · Mathematics 2023-02-08 Anita Behme , Alexander Lindner , Jana Reker , Victor Rivero

In this note we prove that, for infinitely divisible laws, convergence of the fourth moment to 3 is sufficient to ensure convergence in law to the Gaussian distribution. Our results include infinitely divisible measures with respect to…

Probability · Mathematics 2013-06-13 Octavio Arizmendi

We give conditions ensuring that the Julia set and the escaping set of an entire function of completely regular growth have positive Lebesgue measure. The essential hypotheses are that the indicator is positive except perhaps at isolated…

Complex Variables · Mathematics 2017-02-03 Walter Bergweiler , Igor Chyzhykov

In this paper, we study the absolute continuity of radial projections of missing digits measures. We show that for large enough missing digits measures $\lambda$ on $\mathbb{R}^n,n\geq 2,$ for all $x\in\mathbb{R}^n\setminus…

Metric Geometry · Mathematics 2023-09-06 Han Yu

Let $\mu$ be a planar self-similar measure with similarity dimension exceeding $1$, satisfying a mild separation condition, and such that the fixed points of the associated similitudes do not share a common line. Then, we prove that the…

Dynamical Systems · Mathematics 2020-03-17 Antti Käenmäki , Tuomas Orponen