相关论文: Singular Riesz measures on symmetric cones
We compute characteristic functionals of Dirichlet-Ferguson measures over a locally compact Polish space and prove continuous dependence of the random measure on the parameter measure. In finite dimension, we identify the dynamical symmetry…
An $n \times n$ matrix with $\pm 1$ entries which acts on $\mathbb{R}^n$ as a scaled isometry is called Hadamard. Such matrices exist in some, but not all dimensions. Combining number-theoretic and probabilistic tools we construct matrices…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
For $2\le p<\infty$ we show the lower estimates \[ \|A^{\frac 12}x\|_p \kl c(p)\max\{\pl \|\Gamma(x,x)^{{1/2}}\|_p,\pl \|\Gamma(x^*,x^*)^{{1/2}}\|_p\} \] for the Riesz transform associated to a semigroup $(T_t)$ of completely positive maps…
An alternative way of looking at the Riemann hypothesis from the viewpoint of mathematical control theory is considered. A control theoretic transfer function is constructed by inverting the values of the Riemann zeta-function from which…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We study the persistence probabilities of a moving average process of order one with innovations that follow a Laplace distribution. The persistence probabilities can be computed fully explicitly in terms of classical combinatorial…
Understanding the limiting behavior of eigenvalues of random matrices is the central problem of random matrix theory. Classical limit results are known for many models, and there has been significant recent progress in obtaining more…
There exist several multivariate extensions of the classical Sonine integral representation for Bessel functions of some index $\mu+ \nu$ with respect to such functions of lower index $\mu.$ For Bessel functions on matrix cones, Sonine…
We study random convex cones defned as positive hulls of $d$-dimensional random walks and bridges. We compute expectations of various geometric functionals of these cones such as the number of $k$-dimensional faces and the sums of conic…
A statistical measure is given expressing relative occurrences of quantities within a given data set. Application of this measure on several real life physical data sets and some abstract distributions are shown to yield consistent results.…
We prove a positive mass theorem for continuous Riemannian metrics in the Sobolev space $W^{2, n/2}_{\mathrm{loc}}(M)$. We argue that this is the largest class of metrics with scalar curvature a positive a.c. measure for which the positive…
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data and with compositional data, like percentages and the like. If the natural measure of difference is not the absolute…
It is shown that, given a point $x\in\mathbbm{R}^d$, $d\ge 2$, and open sets $U_1,...,U_k$ containing $x$, any convex combination of the harmonic measures for $x$ with respect to $U_n$, $1\le n\le k$, is the limit of a sequence of harmonic…
Let M be a smooth complex projective variety, bearing a K\"ahler symplectic form \omega and a Hamiltonian action of a torus T, with finitely many fixed points M^T. One standard form of the Duistermaat-Heckman theorem gives a formula for M's…
We introduce classes of measures in the half-space $\mathbf{R}^{n+1}_+,$ generated by Riesz, or Bessel, or Besov capacities in $\mathbf{R}^n$, and give a geometric characterization as Carleson-type measures.
We study energy measures of canonical Dirichlet forms on inhomogeneous Sierpinski gaskets. We prove that the energy measures and suitable reference measures are mutually singular under mild assumptions.
The conditional mean risk-sharing (CMRS) rule is an important tool for distributing aggregate losses across individual risks, but its implementation in continuous multivariate models typically requires complicated multidimensional…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
We give a holomorphic quartic polynomial in the overlap variables whose zeros on the torus are precisely the Weyl-Heisenberg SICs (symmetric informationally complete positive operator valued measures). By way of comparison, all the other…