Related papers: The Kagan characterization theorem on Banach space…

Motivated by an open question going back to P.Malliavin and P.-A.Meyer (and closely related to the foundational work of S.Watanabe) on whether Malliavin-Watanabe-Sobolev regularity admits a characterization in terms of a holomorphic Laplace…

Tracy-Widom and Baik-Rains distributions appear as universal limit distributions for height fluctuations in the one-dimensional Kardar-Parisi-Zhang (KPZ) \textit{stochastic} partial differential equation (PDE). We obtain the same universal…

As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…

Given a natural number $n$, let $\omega\left(n\right)$ denote the number of distinct prime factors of $n$, let $Z$ denote a standard normal variable, and let $P_{n}$ denote the uniform distribution on $\left\{ 1,\ldots,n\right\} $. The…

For independent random variables $X_1,\ldots, X_n;Y_1,\ldots, Y_n$ with all $X_i$ identically distributed and same for $Y_j$, we study the relation \[E\{a\bar X + b\bar Y|X_1 -\bar X +Y_1 -\bar Y,\ldots,X_n -\bar X +Y_n -\bar Y\}={\rm…

About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…

Let $X, Y$ be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space $(\mathcal{X}, \|\cdot\|)$. Given two measurable subsets $F, K\subseteq\cal{X}$, we established distribution free…

The classical Khintchine-Groshev theorem is a generalization of Khintchine's theorem on simultaneous Diophantine approximation, from approximation of points in $\mathbb R^m$ to approximation of systems of linear forms in $\mathbb R^{nm}$.…

We give counterexamples to a problem of M. Kac in the Scottish Book, which asks whether a certain nonlinear operation on two characteristic functions characterizes Laplace distributions, in analogy with the Cram\'er--L\'evy theorem for…

It is proved that, for each pair (m,n) of non-negative integers, there is a Banach space X for which the group K_0(B(X)) is isomorphic to m copies of the integers and the group K_1(B(X)) is isomorphic to n copies of the integers. Along the…

Extending the classical notion of the spreading model, the $k$-spreading models of a Banach space are introduced, for every $k\in\mathbb{N}$. The definition, which is based on the $k$-sequences and plegma families, reveals a new class of…

Consider two random variables following Skellam distributions of parameters going to infinity linearly. We prove that the limit distribution of the first variable, conditionally on being equal to the second, is Gaussian.

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

Learning of a smooth but nonparametric probability density can be regularized using methods of Quantum Field Theory. We implement a field theoretic prior numerically, test its efficacy, and show that the data and the phase space factors…

There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…

Let $L_1$ and $L_2$ be linear forms of real-valued independent random variables. By Heyde's theorem, if the conditional distribution of $L_2$ given $L_1$ is symmetric, then the random variables are Gaussian. A number of papers are devoted…

Let $X$ be a locally compact Abelian group, $\alpha_{j}, \beta_j$ be topological automorphisms of $X$. Let $\xi_1, \xi_2$ be independent random variables with values in $X$ and distributions $\mu_j$ with non-vanishing characteristic…

According to the well-known Heyde theorem the class of Gaussian distributions on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given the other. We study…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…