Related papers: L\'evy measures on Banach spaces

For every $p\in (0,\infty)$ we associate to every metric space $(X,d_X)$ a numerical invariant $\mathfrak{X}_p(X)\in [0,\infty]$ such that if $\mathfrak{X}_p(X)<\infty$ and a metric space $(Y,d_Y)$ admits a bi-Lipschitz embedding into $X$…

The paper studies Banach spaces satisfying the Littlewood-Paley-Rubio de Francia property LPR_p, 2 \leq p < \infty. The paper shows that every Banach lattice whose 2-concavification is a UMD Banach lattice has this property. The paper also…

It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random…

We study the properties of "generic", in the sense of the Haar measure on the corresponding Grassmann manifold, subspaces of l^N_infinity of given dimension. We prove that every "well bounded" operator on such a subspace, say E, is a…

Let $w\in L^1\_{loc}(\R^n)$ be apositive weight. Assuming that a doubling condition and an $L^1$ Poincar\'e inequality on balls for the measure $w(x)dx$, as well as a growth condition on $w$, we prove that the compact subsets of $\R^n$…

A detailed theory of stochastic integration in UMD Banach spaces has been developed recently by the authors. The present paper is aimed at giving various sufficient conditions for stochastic integrability.

In this paper we present a rare combination of abstract results on the spectral properties of slanted matrices and some of their very specific applications to frame theory and sampling problems. We show that for a large class of slanted…

It is shown here that if $(Y,\|\cdot\|_Y)$ is a Banach space in which martingale differences are unconditional (a UMD Banach space) then there exists $c=c(Y)\in (0,\infty)$ with the following property. For every $n\in \mathbb{N}$ and…

To describe a set of functions, which forms a reflexive subspace B of the classical Banach space L a special function that characterizes their average integral growth is introduced. It is shown that this function essentially depends on the…

Let $E$ be a separable Banach space and $\Omega$ be a compact Hausdorff space. It is shown that the space $C(\Omega,E)$ has property (V) if and only if $E$ does. Similar result is also given for Bochner spaces $L^p(\mu,E)$ if $1<p<\infty$…

Intrinsic $L_p$ metrics are defined and shown to satisfy a dimension--free bound with respect to the Hausdorff metric.

In this note we consider a generalisation to the metric setting of the recent work [Gu-Yung, JFA 281 (2021), 109075]. In particular, we show that under relatively weak conditions on a metric measure space $(X,d,\nu)$, it holds true that \[…

For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the area of sieve estimators, mollifier smoothing,…

This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…

Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free…

An old problem of P. Levy is to characterize those Banach spaces which embed isometrically in $L_p.$ We show a new criterion in terms of the second derivative of the norm. As an application, we show that if $M$ is a twice differentiable…

Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…

Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…

We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…

Countable projective limits of countable inductive limits, called PLB-spaces, of weighted Banach spaces of continuous functions have recently been investigated by Agethen, Bierstedt and Bonet. We extend their investigation to the case of…