相关论文: Calculus on random integral mappings $I^{h,r}_{(a,…
The random integral mappings (some type of functionals of L\'evy processes) are continuous homomorphisms between convolution subsemigroups of the semigroup of all infinitely divisible measures. Compositions of those random integrals…
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
The dual of an infinitely divisible distribution on $\mathbb{R}^d$ without Gaussian part defined in Sato, ALEA {\bf 3} (2007), 67--110, is renamed to the inversion. Properties and characterization of the inversion are given. A stochastic…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…
We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.
For nice functions, invariant means over integral currents (certain generalized surfaces), can be uniquely defined.
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
In the finite dimensional case, mean-type mappings, their invariant means, relations between the uniqueness of invariant means and convergence of orbits of the mapping, are considered. In particular it is shown, that the uniqueness of an…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
In this pedagogical note I will discuss one-loop integrals, where (i) different regions of the integration region lead to divergences and (ii) where these divergences cancel in the sum over all regions. These integrals cannot be calculated…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
We give precise estimates of some holomorphically invariant infinitesimal metrics near a pseudoconcave points in a wide family of ``model'' domains for that situation in $\mathbb C^2$. This extends to metrics (rather distances) the authors'…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…
In calculus, an indefinite integral of a function $f$ is a differentiable function $F$ whose derivative is equal to $f$. In present paper, we generalize this notion of the indefinite integral from the ring of real functions to any ring. The…
We establish an integral identity for functions on R^2 that are invariant under discrete diagonal translations. The identity shows that integration over the diamond-shaped region |x| + |y| <= L is exactly one half of the integral over the…