Related papers: Remarks on compositions of some random integral ma…
It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
A method of random integral representation, that is, a method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we show that a…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…
Automorphic loops are loops in which all inner mappings are automorphisms. This variety of loops includes groups and commutative Moufang loops. A half-isomorphism $f : G \longrightarrow K$ between multiplicative systems $G$ and $K$ is a…
We propose a new notion called \emph{infinity-harmonic maps}between Riemannain manifolds. These are natural generalizations of the well known notion of infinity harmonic functions and are also the limiting case of $p$% -harmonic maps as…
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
A class of parametric functions formed by alternating compositions of multivariate polynomials and rectification style monomial maps is studied (the layer-wise exponents are treated as fixed hyperparameters and are not optimized). For this…
We characterize locally injective semialgebraic maps between two semialgebraic sets in terms of the induced homomorphism between their rings of (continuous) semialgebraic functions.
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their…
It is shown that each integrable mapping is connected with a hierarchical completely integrable sytem of equations of evolution type which are invariant with respect to the transformation described by this mapping.
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
In the probability theory \emph{selfdecomposable, or class $L_0$ distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of independent, not necessarily identically distributed,…
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…
For nice functions, invariant means over integral currents (certain generalized surfaces), can be uniquely defined.