Related papers: Krengel-Lin decomposition for probability measures…

The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…

We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…

Let $(E,\mathcal F,\mu)$ be a probability space, and let $P$ be a Markov operator on $L^2(\mu)$ with $1$ a simple eigenvalue such that $\mu P=\mu$ (i.e. $\mu$ is an invariant probability measure of $P$). Then $\hat P:=\ff 1 2 (P+P^*)$ has a…

We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial…

A Markov operator $P$ on a probability space $(S,\Sigma,\mu)$, with $\mu$ invariant, is called {\it hyperbounded} if for some $1 \le p<q \le \infty$ it maps (continuously) $L^p$ into $L^q$. We deduce from a recent result of Gl\"uck that a…

The Egoroff theorem for measurable $\bold X$-valued functions and operator-valued measures $\bold m: \Sigma \to L(\bold X, \bold Y)$, where $\Sigma$ is a $\sigma$-algebra of subsets of $T \neq \emptyset$ and $\bold X$, $\bold Y$ are both…

In this paper, we consider general Markov chains (MC), specified by the transition probability (kernel) $ P (x, E) $, finitely additive in the second argument. Such MC are studied within the framework of the functional operator treatment.…

Given a measure $\bar\mu$ on a locally symmetric space $Y=\Gamma\backslash G/K$, obtained as a weak-{*} limit of probability measures associated to eigenfunctions of the ring of invariant differential operators, we construct a measure $\mu$…

In this paper, we consider the deformed Fredholm determinant of the confluent hypergeometric kernel. This determinant represents the gap probability of the corresponding determinantal point process where each particle is removed…

In this paper we are interested in spectral decomposition of an unbounded operator with discrete spectrum. We show that if $A$ generates a polynomially bounded $n$-times integrated group whose spectrum set $\sigma(A)=\{i\lambda_k;…

We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…

The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…

We extend the decomposition conjecture to 2d quantum field theories with a gauged $\text{Rep}(H)$ symmetry category for $H$ a finite-dimensional semisimple Hopf algebra with $\text{Rep}(G)$ trivially-acting and $\text{Vec}(\Gamma)$ the…

Let $K$ denote a simply connected compact Lie group and let $G=K^{\mathbb C}$, the complexification. It is known that there exists an $LK$ bi-invariant probability measure on a natural hyperfunction completion of the complex loop group…

An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…

We prove two theorems in the ergodic theory of infinite permutation groups. First, generalizing a theorem of Nessonov for the infinite symmetric group, we show that every non-singular action of a non-archimedean, Roelcke precompact, Polish…

We study the decompositions into irreducible components of tensor products and restrictions of irreducible representations of classical Lie groups as the rank of the group goes to infinity. We prove the Law of Large Numbers for the random…

Given a graded group $G$ and commuting, formally self-adjoint, left-invariant, homogeneous differential operators $\mathcal{L}_1,\dots, \mathcal{L}_n$ on $G$, one of which is Rockland, we study the convolution operators…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Suppose $\lambda_1$ and $\lambda_2$ are infinitely divisible Radon measures on real Banach spaces $E_1$ and $E_2$, respectively and let $T:E_{1} \rightarrow E_{2}$ be a Borel measurable mapping so that $T(\lambda_1) * \rho = \lambda_2 $ for…