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We give a general approach to infinite dimensional non-Gaussian analysis which generalizes the work \cite{KSWY95}. For given measure we construct a family of biorthogonal systems. We study their properties and their Gel'fand triples that…

Functional Analysis · Mathematics 2007-05-23 Yuri Kondratiev , Jose Luis Silva , Ludwig Streit

This paper investigates a broad class of non-Gaussian measures, $ \mu_\Psi$, associated with a family of generalized Wright functions, $_m\Psi_q$. First, we study these measures in Euclidean spaces $\mathbb{R}^d$, then define them in an…

Probability · Mathematics 2025-07-28 Luisa Beghin , Lorenzo Cristofaro , José L. da Silva

This short review is devoted to measures on infinite dimensional spaces. We start by discussing product measures and projective techniques. Special attention is paid to measures on linear spaces, and in particular to Gaussian measures.…

Functional Analysis · Mathematics 2023-12-08 José Velhinho

We construct an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which we call Mittag-Leffler measures. It turns out that the well-known Wick ordered polynomials in Gaussian analysis cannot be…

Functional Analysis · Mathematics 2017-08-23 Martin Grothaus , Florian Jahnert , Felix Riemann , José Luís da Silva

We study measures, finitely additive measures, regular measures, and $\sigma$-additive measures that can attain even infinite values on the quantum logic of a Hilbert space. We show when particular classes of non-negative measures can be…

Mathematical Physics · Physics 2015-06-22 Anatolij Dvurečenskij , Jiří Janda

In this paper we define a type of generalized Riemann-Lebesgue (decomposition) integral for non-negative real functions with respect to two non-additive set functions. For this integral we present some classical properties.

Functional Analysis · Mathematics 2025-07-24 Anca Croitoru , Alina Iosif , Anna Rita Sambucini

Symmetry groups allow to transform solutions of differential equations continuously into other solutions. This property can be used for the observability analysis of infinite-dimensional systems with input and output. In this contribution,…

Optimization and Control · Mathematics 2019-05-28 Bernd Kolar , Markus Schöberl

The first part of this thesis proposes a general approach to infinite dimensional non-Gaussian analysis, including the Poissonian case. In particular distribution theory is developed. Using appropriate integral transformations, generalized…

Mathematical Physics · Physics 2007-05-23 Werner Westerkamp

In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…

Probability · Mathematics 2022-07-28 Luisa Beghin , Lorenzo Cristofaro , Janusz Gajda

By a non-Gaussian integral we mean integral of the product of an arbitrary function and exponent of a polynomial. We develop a theory of such integrals, which generalizes and simplifies the theory of general hypergeometric functions in the…

General Mathematics · Mathematics 2020-10-20 Alexander Roi Stoyanovsky

The article is devoted to a new type of measures which are hypercomplex generalizations of Gaussian-type measures. The considered such measures are related with solutions of high order hyperbolic PDEs and related Markov processes. Their…

Probability · Mathematics 2018-12-18 S. V. Ludkowski

We study certain infinite-dimensional probability measures in connection with frame analysis. Earlier work on frame-measures has so far focused on the case of finite-dimensional frames. We point out that there are good reasons for a sharp…

Functional Analysis · Mathematics 2016-09-13 Palle E. T. Jorgensen , Myung-Sin Song

Using the recently defined concept of Taylor measures, we propose a generalization of Taylor's theorem to measurable, non-analytic functions, that do not require differentiation. We study consequences of the generalization, including the…

Functional Analysis · Mathematics 2025-12-09 Athanasios Christou Micheas

Algebras of generalized functions offer possibilities beyond the purely distributional approach in modelling singular quantities in non-smooth differential geometry. This article presents an introductory survey of recent developments in…

Functional Analysis · Mathematics 2007-05-23 Michael Kunzinger

We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.

Probability · Mathematics 2014-04-18 Giuseppe Da Prato , Alessandra Lunardi , Luciano Tubaro

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

Methodology · Statistics 2017-09-18 Alan Huang , Nanxi Zhang

An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infinite dimensional construction of integrals as linear…

Probability · Mathematics 2016-04-01 Sergio Albeverio , Sonia Mazzucchi

High dimensional data analysis is known to be as a challenging problem. In this article, we give a theoretical analysis of high dimensional classification of Gaussian data which relies on a geometrical analysis of the error measure. It…

Statistics Theory · Mathematics 2008-07-10 Robin Girard

We present an innovative approach to dimensional analysis, based on a general representation theorem for complete quantity functions admitting a covariant scalar representation; this theorem is in turn grounded in a purely algebraic theory…

Mathematical Physics · Physics 2020-12-15 Dan Jonsson

We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…

Complex Variables · Mathematics 2020-11-03 Maria Rosaria Formica , Eugeny Ostrovsky , Leonid Sirota
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