Related papers: A Sufficient Condition for Absolute Continuity of …
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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} :=…
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…
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…
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…
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…