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We study the absolute continuity with respect to the Lebesgue measure of the distribution of the nodal volume associated with a smooth, non-degenerated and stationary Gaussian field $(f(x), {x \in \mathbb R^d})$. Under mild conditions, we…

Some properties of $m$-density points and density-degree functions are studied. Moreover the following main results are provided: \vskip2mm \begin{itemize} \item {\it Let $\lambda$ be a continuous differential form of degree $h$ in…

Let h be a real-analytic function in the neighborhood of some compact set K on the plane. We show that for any complex measure on the Euclidean space of a finite total variation without singular components with the Fourier--Stieltjes…

Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

For a superprocess under a stochastic flow, we prove that it has a density with respect to the Lebesgue measure for d=1 and is singular for d>1. For d=1, a stochastic partial differential equation is derived for the density. The regularity…

We consider non-negative solutions to some infinite-dimensional SDEs on $\mathbb{Z}^d$ with H\"older continuous noise coefficients. We prove that if the H\"older exponent is less than $1/2$, solutions are compactly supported for almost all…

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Let $\mathcal{S} = \{ \tau_n \}_{n=1}^\infty \subset (0,T)$ be an arbitrary countable (dense) set. We show that for any given initial density and momentum, the compressible Euler system admits (infinitely many) admissible weak solutions…

We prove three results on the existence of densities for the laws of finite dimensional functionals of the solutions of the stochastic Navier-Stokes equations in dimension 3. In particular, under very mild assumptions on the noise, we prove…

We give a necessary and sufficient condition for non-local functionals on vector-valued Lebesgue spaces to be weakly sequentially lower semi-continuous. Here a non-local functional shall have the form of a double integral of a density which…

We prove variations of Carath\'eodory's, Helly's and Tverberg's theorems where the sets involved are measured according to continuous functions such as the volume or diameter. Among our results, we present continuous quantitative versions…

We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosi\'nsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and…

We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…

We prove that the characteristic function of the quicksort distribution is exponentially decreasing at infinity. As a consequence it follows that the density of the quicksort distribution can be analytically extended to the vicinity of the…

Le Cam's third/contiguity lemma is a fundamental probabilistic tool to compute the limiting distribution of a given statistic $T_n$ under a non-null sequence of probability measures $\{Q_n\}$, provided its limiting distribution under a null…

We study the problem of lossless feature selection for a $d$-dimensional feature vector $X=(X^{(1)},\dots ,X^{(d)})$ and label $Y$ for binary classification as well as nonparametric regression. For an index set $S\subset \{1,\dots ,d\}$,…

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…

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…

The evolution of probability distribution functions (PDFs) of continuous density, velocity and velocity derivatives ( deformation tensor) fields in the theory of cosmological gravitational instability are considered. We show that in the…