Related papers: On positive definite distributions
We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.
We first construct a space $\mathcal{W}\left( \mathbb{R}_{\text{c}} ^{n}\right) $ whose elements are test functions defined in $\mathbb{R} _{\text{c}}^{n}=\mathbb{R}^{n}\cup\left\{ \mathbf{\infty}\right\} ,$ the one point compactification…
We study the question under which conditions the zero set of a (cross-) Wigner distribution W (f, g) or a short-time Fourier transform is empty. This is the case when both f and g are generalized Gaussians, but we will construct less…
For functions $f(x_{1},x_{2})=f_{0}\big(\max\{|x_{1}|,|x_{2}|\}\big)$ from $L_{1}(\mathbb{R}^{2})$, sufficient and necessary conditions for the belonging of their Fourier transform $\widehat{f}$ to $L_{1}(\mathbb{R}^{2})$ as well as of a…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
Given a real-valued phase-space function, it is a nontrivial task to determine whether it corresponds to a Wigner distribution for a physically acceptable quantum state. This topic has been of fundamental interest for long, and in a modern…
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened…
Let $Z$ be a unimodular real spherical space. We develop a theory of constant terms for tempered functions on $Z$ which parallels the work of Harish-Chandra. The constant terms $f_I$ of an eigenfunction $f$ are parametrized by subsets $I$…
We present a general theorem on the structure of bivariate generating functions which gives sufficient conditions such that the limiting probability distribution is a half-normal distribution. If $X$ is a normally distributed random…
The goal of this article is to provide an useful criterion of positivity and well-posedness for a wide range of infinite dimensional semilinear abstract Cauchy problems. This criterion is based on some weak assumptions on the non-linear…
Using the integral representations of the solutions of Schr\"odinger equation, which are the essential ingredients of the Gel'fand-Levitan and Marchenko integral equations of inverse scattering theory, we obtain a general theorem on the…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
In this paper, several differentiability criteria for real functions of multiple variables in n-dimensional Euclidean space are considered. Simple and easy-to-use Cauchy-like criterion is formulated and proven. Relaxed sufficient conditions…
The Cauchy problem is studied for very general systems of evolution equations, where the time derivative of solution is written by Fourier multipliers in space and analytic nonlinearity, with no other structural requirement. We construct a…
Consider an operator equation $F(u)=0$ in a real Hilbert space. Let us call this equation ill-posed if the operator $F'(u)$ is not boundedly invertible, and well-posed otherwise. If $F$ is monotone $C^2_{loc}(H)$ operator, then we construct…
We study the Fourier characterisation of strictly positive definite functions on compact abelian groups. Our main result settles the case $G = F \times \mathbb{T}^r$, with $r \in \mathbb{N}$ and $F$ finite. The characterisation obtained for…
This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…
We prove Abelian and Tauberian theorems for regularised Cauchy transforms of positive Borel measures on the real line whose distribution functions grow at most polynomially at infinity. In particular, we relate the asymptotics of the…