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We study the spectral measures of conservative mixing flows on the 2-torus having one degenerate singularity. We show that, for a sufficiently strong singularity, the spectrum of these flows is typically Lebesgue with infinite multiplicity.…

Dynamical Systems · Mathematics 2019-08-27 Bassam Fayad , Giovanni Forni , Adam Kanigowski

We consider smooth flows preserving a smooth invariant measure, or, equivalently, locally Hamiltonian flows on compact orientable surfaces and show that almost every such locally Hamiltonian flow with only simple saddles has singular…

Dynamical Systems · Mathematics 2025-05-20 Krzysztof Frączek , Adam Kanigowski , Corinna Ulcigrai

We study finitely additive extensions of the asymptotic density to all the subsets of natural numbers. Such measures are called density measures. We consider a class of density measures constructed from free ultrafilters on $\mathbb{N}$ and…

Number Theory · Mathematics 2016-01-26 Ryoichi Kunisada

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. We consider conditions for $\{\xi_1,\xi_2,\ldots\}$ and $\eta$ under which the distribution…

Probability · Mathematics 2016-07-14 Edita Kizinevič , Jonas Sprindys , Jonas Šiaulys

Unitary flows $T_t$ of dynamic origin are proposed such that for every countable subset $Q\subset (0,+\infty)$ the tensor product $\bigotimes_{q\in Q} T_q $ has simple spectrum. This property is generic for flows preserving the sigma-finite…

Dynamical Systems · Mathematics 2022-05-17 Valery V. Ryzhikov

We provide an abstract framework for the study of certain spectral properties of parabolic systems; specifically, we determine under which general conditions to expect the presence of absolutely continuous spectral measures. We use these…

Dynamical Systems · Mathematics 2017-10-11 Lucia D. Simonelli

According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…

Probability · Mathematics 2015-06-26 Dimitrios Cheliotis

We consider infinitely divisible distributions with symmetric L\'evy measure and study the absolute continuity of them with respect to the Lebesgue measure. We prove that if $\eta(r)=\int_{|x|\le r} x^2 \nu(dx)$ where $\nu$ is the L\'evy…

Probability · Mathematics 2016-06-24 Kasra Alishahi , Erfan Salavati

We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…

Dynamical Systems · Mathematics 2013-03-06 Tom Kempton

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Probability · Mathematics 2026-01-06 Mykola Pratsiovytyi , Sofiia Ratushniak

Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alexander Lindner , Ross A. Maller

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…

Probability · Mathematics 2018-11-13 Jürgen Angst , Guillaume Poly

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…

Probability · Mathematics 2017-04-10 Ieva Marija Andrulytė , Martynas Manstavičius , Jonas Šiaulys

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

Consider a stable L\'evy process $X=(X_t,t\geq 0)$ and let $T_x$, for $x>0$, denote the first passage time of $X$ above the level $x$. In this work, we give an alternative proof of the absolute continuity of the law of $T_x$ and we obtain a…

Probability · Mathematics 2018-04-05 Fernando Cordero

The spectra of parallel flows (that is, flows governed by first-order differential operators parallel to one direction) are investigated, on both $L^2$ spaces and weighted-$L^2$ spaces. As a consequence, an example of a flow admitting a…

Spectral Theory · Mathematics 2013-10-29 Jonathan Ben-Artzi

We consider the It\^{o} SDE with non-degenerate diffusion coefficient and measurable drift coefficient. Under the condition that the gradient of the diffusion coefficient and the divergences of the diffusion and drift coefficients are…

Probability · Mathematics 2013-01-30 Dejun Luo

We extend the concept of expansive measure \cite{am} defined for homeomorphism to flows. We obtain some properties for such measures including abscense of singularities in the support, aperiodicity, expansivity with respect to time-$T$…

Dynamical Systems · Mathematics 2013-04-12 D. Carrasco-Olivera , C. A. Morales

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

Probability · Mathematics 2010-01-19 Shizan Fang , Dejun Luo , Anto Thalmaier

In this paper we study mutual absolute continuity and singularity of probability measures on the path space which are induced by an isotropic stable L\'evy process and the purely discontinuous Girsanov transform of this process. We also…

Probability · Mathematics 2015-02-11 René L. Schilling , Zoran Vondraček
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