What random variable generates a bounded potential?
Let be the Riesz distribution on a simple Euclidean Jordan algebra, parametrized by . I give an elementary proof of the necessary and sufficient condition for to be a locally finite complex measure (= complex Radon measure).
We provide an alternative algebraic and geometric approach to the results of [I. Bailleul, Probab. Theory Related Fields141 (2008) 283–329] describing the asymptotic behaviour of the relativistic diffusion.
If the space of quadratic forms in is splitted in a direct sum and if and are independent random variables of , assume that there exist a real number such that and real distinct numbers such that for any in We prove that this happens only when , when can be structured in a Euclidean Jordan algebra and when and have Wishart distributions corresponding to this structure.
We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.
The paper is concerned with generalized (i. e. monotone and possibly non-additive) measures. A discussion concerning the classification of these measures, according to the type and amount of non-additivity, is done. It is proved that -additive measures appear naturally as solutions of functional equations generated by the idea of (possible) non additivity.
Wiener integral for the coordinate process is defined under the σ-finite measure unifying Brownian penalisations, which has been introduced by [Najnudel et al., C. R. Math. Acad. Sci. Paris345 (2007) 459–466] and [Najnudel et al., MSJ Memoirs19. Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, J. Funct. Anal.258 (2010) 3492–3516] of Cameron-Martin formula for the...
Wiener integral for the coordinate process is defined under the σ-finite measure unifying Brownian penalisations, which has been introduced by [Najnudel et al., C. R. Math. Acad. Sci. Paris 345 (2007) 459–466] and [Najnudel et al., MSJ Memoirs 19. Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, J. Funct. Anal. 258 (2010) 3492–3516] of Cameron-Martin formula for the σ-finite...