Related papers: Monotone max-convolution and subordination functio…

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…

In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include…

Given a sequence of deterministic matrices $A = A_N$ and a sequence of deterministic nonnegative matrices $\Sigma=\Sigma_N$ such that $A\to a$ and $\Sigma\to \sigma$ in $\ast$-distribution for some operators $a$ and $\sigma$ in a finite von…

Abstract convexity generalises classical convexity by considering the suprema of functions taken from an arbitrarily defined set of functions. These are called the abstract linear (abstract affine) functions. The purpose of this paper is to…

For any given integer $N\geq 2$, we show that every bounded measurable vector field from a bounded domain $\Omega$ into $\R^d$ is $N$-cyclically monotone up to a measure preserving $N$-involution. The proof involves the solution of a…

We obtain a solution to the Bessis-Moussa-Villani conjecture for a trace-class perturbation of a semi-bounded operator and answer affirmatively the question on positivity of higher order spectral shift functions in the setting of…

We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…

The assumption that the elements of the cost matrix in the classical assignment problem are drawn independently from a standard Gaussian distribution motivates the study of a particular Gaussian field indexed by the symmetric permutation…

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

Let $H_0 = -\Delta + V_0(x)$ be a Schroedinger operator on $L_2(\mathbb{R}^\nu),$ $\nu=1,2,$ or 3, where $V_0(x)$ is a bounded measurable real-valued function on $\mathbb{R}^\nu.$ Let $V$ be an operator of multiplication by a bounded…

Starting from a finite family of continuously differentiable positive definite functions, we study conditions under which a function obtained by max-min combinations is a Lyapunov function, establishing stability for two kinds of nonlinear…

In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Let $X$ be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group $\mathbb{T}$. Let $\mu$ be a probability distribution on $X$ such that its characteristic function $\hat\mu(y)$…

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

Let either $X=\mathbf{R}\times\mathbf{T}$ or $X=\Sigma_\text{\boldmath $a$}\times\mathbf{T}$, where $\mathbf{R}$ is the additive group of real number, $\mathbf{T}$ is the cycle group and $\Sigma_\text{\boldmath $a$}$ is an $\text{\boldmath…

Let $\mu$ be a probability measure on $\mathbb{R}$. We give conditions on the Fourier transform of its density for functionals of the form $H(a)=\int_{\mathbb{R}^n}h(\langle a,x\rangle)\mu^n(dx)$ to be Schur monotone. As applications, we…

This article consists of two connected parts. In the first part, we study the shift invariant subspaces in certain $\mathcal{P}^2(\mu)$-spaces, which are the closures of analytic polynomials in the Lebesgue spaces $\mathcal{L}^2(\mu)$…

This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…