Related papers: An application of functional equations for generat…

I provide a proof of the existence of absolutely continuous invariant measures (and study their statistical properties) for multidimensional piecewise expanding systems with not necessarily bounded derivative or distortion. The proof uses…

We investigate functionals defined on manifolds through parameterizations. If they are to be meaningful, from a geometrical viewpoint, they ought to be invariant under reparameterizations. Standard, local, integral functionals with this…

In this short note, we introduce probabilistic Cauchy functional equations, specifically, functional equations of the following form: $$ f(X_1 + X_2) \stackrel{d}{=} f(X_1) + f(X_2), $$ where $X_1$ and $X_2$ represent two independent…

We introduce a class of continuous maps f of a compact metric space I admitting inducing schemes and describe the tower constructions associated with them. We then establish a thermodynamical formalism, i.e., describe a class of real-valued…

Given a map $\phi:X\rightarrow Y$ between $F$-analytic manifolds over a local field $F$ of characteristic $0$, we introduce an invariant $\epsilon_{\star}(\phi)$ which quantifies the integrability of pushforwards of smooth compactly…

It is known, that every function on the unit sphere in $\bbr^n$, which is invariant under rotations about some coordinate axis, is completely determined by a function of one variable. Similar results, when invariance of a function reduces…

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

We present a method for constructing global holomorphic peak functions from local holomorphic support functions for broad classes of unbounded domains. As an application, we establish a method for showing the positivity and completeness of…

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

This is an elementary introduction to infinite-dimensional probability. In the lectures, we compute the exact mean values of some functionals on C[0,1] and L[0,1] by considering these functionals as infinite-dimensional random variables.…

A unified view is given to recent developments about a systematic method of constructing rational mappings as ergodic transformations with non-uniform invariant measures on the unit interval I=[0,1]. All of the rational ergodic mappings of…

Let $\{S_i\}_{i=1}^\ell$ be an iterated function system (IFS) on $\R^d$ with attractor $K$. Let $(\Sigma,\sigma)$ denote the one-sided full shift over the alphabet $\{1,..., \ell\}$. We define the projection entropy function $h_\pi$ on the…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

Let $\mathcal{E}$ denote the space of entire functions with the topology of uniform convergence on compact sets. The action of $\mathbb C$ by translations on $\mathcal E$ is defined by $T_zf(w) = f(w+z)$. Let $\mathcal{U}$ denote the set of…

We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

In continuation of [3] we discuss metrics of the form $$ G^P_f(h,k)=\int_M \sum_{i=0}^p\Phi_i(\Vol(f)) \g((P_i)_fh,k) \vol(f^*\g) $$ on the space of immersions $\Imm(M,N)$ and on shape space $B_i(M,N)=\Imm(M,N)/\on{Diff}(M)$. Here $(N,\g)$…

Given the standard Gaussian measure $\gamma$ on the countable product of lines $\mathbb{R}^{\infty}$ and a probability measure $g \cdot \gamma$ absolutely continuous with respect to $\gamma$, we consider the optimal transportation $T(x) = x…

In this paper. (1) We determine the complex-valued solutions of the following variant of Van Vleck's functional equation $$\int_{S}f(\sigma(y)xt)d\mu(t)-\int_{S}f(xyt)d\mu(t) = 2f(x)f(y), \;x,y\in S,$$ where $S$ is a semigroup, $\sigma$ is…

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…