Displaying similar documents to “Probability measures corresponding to Aval numbers”

The Lévy-Khintchine formula and Nica-Speicher property for deformations of the free convolution

Łukasz Jan Wojakowski (2007)

Banach Center Publications

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We study deformations of the free convolution arising via invertible transformations of probability measures on the real line T:μ ↦ Tμ. We define new associative convolutions of measures by μ T ν = T - 1 ( T μ T ν ) . We discuss infinite divisibility with respect to these convolutions, and we establish a Lévy-Khintchine formula. We conclude the paper by proving that for any such deformation of free probability all probability measures μ have the Nica-Speicher property, that is, one can find their convolution...

Simple fractions and linear decomposition of some convolutions of measures

Jolanta K. Misiewicz, Roger Cooke (2001)

Discussiones Mathematicae Probability and Statistics

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Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form φ a ( ξ ) = [ a / ( h ( ξ ) + a ) ] , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain...

A convolution property of some measures with self-similar fractal support

Denise Szecsei (2007)

Colloquium Mathematicae

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We define a class of measures having the following properties: (1) the measures are supported on self-similar fractal subsets of the unit cube I M = [ 0 , 1 ) M , with 0 and 1 identified as necessary; (2) the measures are singular with respect to normalized Lebesgue measure m on I M ; (3) the measures have the convolution property that μ L p L p + ε for some ε = ε(p) > 0 and all p ∈ (1,∞). We will show that if (1/p,1/q) lies in the triangle with vertices (0,0), (1,1) and (1/2,1/3), then μ L p L q for any measure μ in our...

Symmetrization of probability measures, pushforward of order 2 and the Boolean convolution

Wojciech Młotkowski, Noriyoshi Sakuma (2011)

Banach Center Publications

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We study relations between the Boolean convolution and the symmetrization and the pushforward of order 2. In particular we prove that if μ₁,μ₂ are probability measures on [0,∞) then ( μ μ ) s = μ s μ s and if ν₁,ν₂ are symmetric then ( ν ν ) ( 2 ) = ν ( 2 ) ν ( 2 ) . Finally we investigate necessary and sufficient conditions under which the latter equality holds.

The V a -deformation of the classical convolution

Anna Dorota Krystek (2007)

Banach Center Publications

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We study deformations of the classical convolution. For every invertible transformation T:μ ↦ Tμ, we are able to define a new associative convolution of measures by μ * T ν = T - 1 ( T μ * T ν ) . We deal with the V a -deformation of the classical convolution. We prove the analogue of the classical Lévy-Khintchine formula. We also show the central limit measure, which turns out to be the standard Gaussian measure. Moreover, we calculate the Poisson measure in the V a -deformed classical convolution and give the orthogonal...

On some generalization of the t-transformation

Anna Dorota Krystek (2010)

Banach Center Publications

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Using the Nevanlinna representation of the reciprocal of the Cauchy transform of probability measures, we introduce a two-parameter transformation U of probability measures on the real line ℝ, which is another possible generalization of the t-transformation. Using that deformation we define a new convolution by deformation of the free convolution. The central limit measure with respect to the -deformed free convolutions is still a Kesten measure, but the Poisson limit depends on the...

A unified Lorenz-type approach to divergence and dependence

Teresa Kowalczyk

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AbstractThe paper deals with function-valued and numerical measures of absolute and directed divergence of one probability measure from another. In case of absolute divergence, some new results are added to the known ones to form a unified structure. In case of directed divergence, new concepts are introduced and investigated. It is shown that the notions of absolute and directed divergences complement each other and provide a good insight into the extent and the type of discrepancy...

Limit theorems for random fields

Nguyen van Thu

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CONTENTSIntroduction............................................................................................................................................................................ 51. Notation and preliminaries............................................................................................................................................ 52. Statement of the problem..................................................................................................................................................

On the product formula on noncompact Grassmannians

Piotr Graczyk, Patrice Sawyer (2013)

Colloquium Mathematicae

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We study the absolute continuity of the convolution δ e X * δ e Y of two orbital measures on the symmetric space SO₀(p,q)/SO(p)×SO(q), q > p. We prove sharp conditions on X,Y ∈ for the existence of the density of the convolution measure. This measure intervenes in the product formula for the spherical functions. We show that the sharp criterion developed for SO₀(p,q)/SO(p)×SO(q) also serves for the spaces SU(p,q)/S(U(p)×U(q)) and Sp(p,q)/Sp(p)×Sp(q), q > p. We moreover apply our results to...

Self-affine measures that are L p -improving

Kathryn E. Hare (2015)

Colloquium Mathematicae

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A measure is called L p -improving if it acts by convolution as a bounded operator from L q to L² for some q < 2. Interesting examples include Riesz product measures, Cantor measures and certain measures on curves. We show that equicontractive, self-similar measures are L p -improving if and only if they satisfy a suitable linear independence property. Certain self-affine measures are also seen to be L p -improving.

On the isotropic constant of marginals

Grigoris Paouris (2012)

Studia Mathematica

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We show that if μ₁, ..., μₘ are log-concave subgaussian or supergaussian probability measures in n i , i ≤ m, then for every F in the Grassmannian G N , n , where N = n₁ + ⋯ + nₘ and n< N, the isotropic constant of the marginal of the product of these measures, π F ( μ μ ) , is bounded. This extends known results on bounds of the isotropic constant to a larger class of measures.

A characterization of partition polynomials and good Bernoulli trial measures in many symbols

Andrew Yingst (2014)

Colloquium Mathematicae

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Consider an experiment with d+1 possible outcomes, d of which occur with probabilities x , . . . , x d . If we consider a large number of independent occurrences of this experiment, the probability of any event in the resulting space is a polynomial in x , . . . , x d . We characterize those polynomials which arise as the probability of such an event. We use this to characterize those x⃗ for which the measure resulting from an infinite sequence of such trials is good in the sense of Akin.

Continuous linear functionals on the space of Borel vector measures

Pola Siwek (2008)

Annales Polonici Mathematici

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We study properties of the space ℳ of Borel vector measures on a compact metric space X, taking values in a Banach space E. The space ℳ is equipped with the Fortet-Mourier norm | | · | | and the semivariation norm ||·||(X). The integral introduced by K. Baron and A. Lasota plays the most important role in the paper. Investigating its properties one can prove that in most cases the space ( , | | · | | ) * is contained in but not equal to the space (ℳ,||·||(X))*. We obtain a representation of the continuous functionals...

A comparison on the commutative neutrix convolution of distributions and the exchange formula

Adem Kiliçman (2001)

Czechoslovak Mathematical Journal

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Let f ˜ , g ˜ be ultradistributions in 𝒵 ' and let f ˜ n = f ˜ * δ n and g ˜ n = g ˜ * σ n where { δ n } is a sequence in 𝒵 which converges to the Dirac-delta function δ . Then the neutrix product f ˜ g ˜ is defined on the space of ultradistributions 𝒵 ' as the neutrix limit of the sequence { 1 2 ( f ˜ n g ˜ + f ˜ g ˜ n ) } provided the limit h ˜ exist in the sense that N - l i m n 1 2 f ˜ n g ˜ + f ˜ g ˜ n , ψ = h ˜ , ψ for all ψ in 𝒵 . We also prove that the neutrix convolution product f * g exist in 𝒟 ' , if and only if the neutrix product f ˜ g ˜ exist in 𝒵 ' and the exchange formula F ( f * g ) = f ˜ g ˜ is then satisfied.

The multifractal box dimensions of typical measures

Frédéric Bayart (2012)

Fundamenta Mathematicae

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We compute the typical (in the sense of Baire’s category theorem) multifractal box dimensions of measures on a compact subset of d . Our results are new even in the context of box dimensions of measures.

The type set for some measures on 2 n with n -dimensional support

E. Ferreyra, T. Godoy, Marta Urciuolo (2002)

Czechoslovak Mathematical Journal

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Let ϕ 1 , , ϕ n be real homogeneous functions in C ( n - { 0 } ) of degree k 2 , let ϕ ( x ) = ( ϕ 1 ( x ) , , ϕ n ( x ) ) and let μ be the Borel measure on 2 n given by μ ( E ) = n χ E ( x , ϕ ( x ) ) | x | γ - n d x where d x denotes the Lebesgue measure on n and γ > 0 . Let T μ be the convolution operator T μ f ( x ) = ( μ * f ) ( x ) and let E μ = { ( 1 / p , 1 / q ) T μ p , q < , 1 p , q } . Assume that, for x 0 , the following two conditions hold: det ( d 2 ϕ ( x ) h ) vanishes only at h = 0 and det ( d ϕ ( x ) ) 0 . In this paper we show that if γ > n ( k + 1 ) / 3 then E μ is the empty set and if γ n ( k + 1 ) / 3 then E μ is the closed segment with endpoints D = 1 - γ n ( k + 1 ) , 1 - 2 γ n ( k + 1 ) and D ' = 2 γ n ( 1 + k ) , γ n ( 1 + k ) . Also, we give some examples.

Convex Corson compacta and Radon measures

Grzegorz Plebanek (2002)

Fundamenta Mathematicae

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Assuming the continuum hypothesis, we show that (i) there is a compact convex subset L of Σ ( ω ) , and a probability Radon measure on L which has no separable support; (ii) there is a Corson compact space K, and a convex weak*-compact set M of Radon probability measures on K which has no G δ -points.

Sets of β -expansions and the Hausdorff measure of slices through fractals

Tom Kempton (2016)

Journal of the European Mathematical Society

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We study natural measures on sets of β -expansions and on slices through self similar sets. In the setting of β -expansions, these allow us to better understand the measure of maximal entropy for the random β -transformation and to reinterpret a result of Lindenstrauss, Peres and Schlag in terms of equidistribution. Each of these applications is relevant to the study of Bernoulli convolutions. In the fractal setting this allows us to understand how to disintegrate Hausdorff measure by slicing,...