We determine, for certain ergodic infinite measure preserving transformations T, the asymptotic behaviour of the distribution of the waiting time for an excursion (from some fixed reference set of finite measure) of length larger than l as l → ∞, generalizing a renewal-theoretic result of Lamperti. This abstract distributional limit theorem applies to certain weakly expanding interval maps, where it clarifies the distributional behaviour of hitting times of shrinking neighbourhoods of neutral fixed...

We outline the construction of Brownian motion on certain self-similar fractals and introduce the notion of walk dimension. We then show how the probabilistic approach relates to the theory of function spaces on fractals.

Let $(X,d_X)$, $(\Omega ,d_{\Omega })$ be complete separable metric spaces. Denote by (X) the space of probability measures on X, by $W_p$ the p-Wasserstein metric with some p ∈ [1,∞), and by ${}_p\left(X\right)$ the space of probability measures on X with finite Wasserstein distance from any point measure. Let $f:\Omega {\to }_p\left(X\right)$, $\omega \mapsto f_{\omega }$, be a Borel map such that f is a contraction from $(\Omega ,d_{\Omega })$ into ${(}_p\left(X\right),W_p)$. Let ν₁,ν₂ be probability measures on Ω with $W_p(\nu ₁,\nu ₂)$ finite. On X we consider the subordinated measures ${\mu }_i={\int }_{\Omega }{f}_{\omega }d{\nu }_i\left(\omega \right)$. Then $W_p(\mu ₁,\mu ₂)\le W_p(\nu ₁,\nu ₂)$. As an application we show that the solution measures ${\varrho }_{\alpha }\left(t\right)$ to the partial...

The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its wavelet transform. We particularly study the asymptotic behaviour of the correlation, showing that if the analyzing wavelet has a sufficient number of null first order moments, the decomposition eliminates any possible long-range (inter)dependence. The cross-spectral...

Let $E$ be a Banach (or quasi-Banach) space which is shift and scaling invariant (typically a homogeneous Besov or Sobolev space). We introduce a general definition of pointwise regularity associated with $E$, and denoted by $C_E^{\alpha }\left(x_0\right)$. We show how properties of $E$ are transferred into properties of $C_E^{\alpha }\left(x_0\right)$. Applications are given in multifractal analysis.

We show that there are Hilbert spaces constructed from the Hausdorff measures Hs on the real line R with 0 < s < 1 which admit multiresolution wavelets. For the case of the middle-third Cantor set C ⊂ [0,1], the Hilbert space is a separable subspace of L2(R, (dx)s) where s = log3(2). While we develop the general theory of multiresolutions in fractal Hilbert spaces, the emphasis is on the case of scale 3 which covers the traditional Cantor set C.

It is well known that a weakly almost periodic operator T in a Banach space is mean ergodic, and in the complex case, also λT is mean ergodic for every |λ|=1. We prove that a positive contraction on $L_1$ is weakly almost periodic if (and only if) it is mean ergodic. An example shows that without positivity the result is false. In order to construct a contraction T on a complex $L_1$ such that λT is mean ergodic whenever |λ|=1, but T is not weakly almost periodic, we prove the following: Let τ be an invertible...

Let X be a Banach space. The property (∗) “the unit ball of X belongs to Baire(X, weak)” holds whenever the unit ball of X* is weak*-separable; on the other hand, it is also known that the validity of (∗) ensures that X* is weak*-separable. In this paper we use suitable renormings of ${\ell }^{\infty }\left(\mathbb{N}\right)$ and the Johnson-Lindenstrauss spaces to show that (∗) lies strictly between the weak*-separability of X* and that of its unit ball. As an application, we provide a negative answer to a question raised by K. Musiał....

Some criteria for weak compactness of set valued integrals are given. Also we show some applications to the study of multimeasures on Banach spaces with the Radon-Nikodym property.