Related papers: Conditional nonlinear expectations

A subset $\{g_1, \ldots , g_d\}$ of a finite group $G$ invariably generates $G$ if $\{g_1^{x_1}, \ldots , g_d^{x_d}\}$ generates $G$ for every choice of $x_i \in G$. The Chebotarev invariant $C(G)$ of $G$ is the expected value of the random…

In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is…

We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear expectations can be expressed as the…

Consider a strictly positively graded finitely generated infinite-dimensional real Lie algebra $\mathfrak{g}$. It has a well-defined Lie group $\overline{\mathbf{G}}$, which is an inverse limit of finite-dimensional nilpotent Lie groups (a…

The Egoroff theorem for measurable $\bold X$-valued functions and operator-valued measures $\bold m: \Sigma \to L(\bold X, \bold Y)$, where $\Sigma$ is a $\sigma$-algebra of subsets of $T \neq \emptyset$ and $\bold X$, $\bold Y$ are both…

We sow that there exists a generic extension of the G\"{o}del's constructible universe in which diamond holds and there exists a subset $Y \subseteq \omega_1$ such that for stationary many $\delta < \omega_1,$ the set $Y \cap \delta$ is not…

Let $m(G)$ be the infimum of the volumes of all open subgroups of a unimodular locally compact group $G$. Suppose integrable functions $\phi_1 , \phi_2 \colon G \to [0,1]$ satisfy $\| \phi_1 \| \leq \| \phi_2 \|$ and $\| \phi_1 \| + \|…

Consider the lattice of bounded linear operators on the space of Borel measures on a Polish space. We prove that the operators which are continuous with respect to the weak topology induced by the bounded measurable functions form a…

We study the weighted norm inequality of $(1,q)$-type, \[ \Vert \mathbf{G}\nu \Vert_{L^q(\Omega, d\sigma)} \le C \Vert \nu \Vert, \quad \text{ for all } \nu \in \mathcal{M}^+(\Omega), \] along with its weak-type analogue, for $0 < q < 1$,…

Let $\MM$ be the space of finite measures on a Locally compact Polish space, and let $\BG$ be the Gamma distribution on $\MM$ with intensity measure $\nu\in \MM$. Let $\nn^{ext}$ be the extrinsic derivative with tangent bundle $T\MM=…

The main result of this paper characterizes the continuity from below of monotone functionals on the space $C_b$ of bounded continuous functions on an arbitrary Polish space as lower semicontinuity in the mixed topology. In this particular…

Consider the semi-flow given by the continuous time shift $\Theta_t:\mathcal{D} \to \mathcal{D} $, $t \geq 0$, acting on the $\mathcal{D} $ of \textit{c\`{a}dl\`{a}g} paths $w: [0,\infty) \to S^1$, where $S^1$ is the unitary circle. We…

We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not sub-additive in general, so it is beyond the scope of Peng's framework of nonlinear expectations. A…

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

Let $G$ be a countable residually finite group (for instance $\mathbb{F}_2$) and let $\overleftarrow{G}$ be a totally disconnected metric compactification of $G$ equipped with the action of $G$ by left multiplication. For every $r\geq 1$ we…

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu…

The purpose of this paper is to prove a new general result about rings of complex analytic functions. Let $\Omega$ be an arbitrary nonempty open subset of the complex plane $\mathbb C$, $\mathcal{A}(\Omega)$ be the set of holomorphic…

We study weighted norm inequalities of $(p,r)$-type, $ \Vert \mathbf{G} (f \, d \sigma) \Vert_{L^r(\Omega, d\sigma)} \le C \Vert f \Vert_{L^p(\Omega, \sigma)}, \quad \forall \, f \in L^p(\sigma),$ for $0 < r < p$ and $p>1$, where…

Under fairly general assumptions, we prove that every compact invariant subset $\mathcal I$ of the semiflow generated by the semilinear damped wave equation \epsilon u_{tt}+u_t+\beta(x)u-\sum_{ij}(a_{ij} (x)u_{x_j})_{x_i}&=f(x,u),&&…

In the framework of Sobolev (Bessel potential) spaces $H^n(\reali^d, \reali {or} \complessi)$, we consider the nonlinear Nemytskij operator sending a function $x \in \reali^d \mapsto f(x)$ into a composite function $x \in \reali^d \mapsto…