Random matrices, magic squares and matching polynomials.
In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...
Let Γ be a subsemigroup of G = GL(d,ℝ), d > 1. We assume that the action of Γ on is strongly irreducible and that Γ contains a proximal and quasi-expanding element. We describe contraction properties of the dynamics of Γ on at infinity. This amounts to the consideration of the action of Γ on some compact homogeneous spaces of G, which are extensions of the projective space . In the case where Γ is a subsemigroup of GL(d,ℝ) ∩ M(d,ℤ) and Γ has the above properties, we deduce that the Γ-orbits...
Soit E un espace de Fréchet séparable ne contenant pas ; soit de plus une suite symétrique de vecteurs aléatoires à valeurs dans E. Alors si la série de Fourier aléatoire , , a p.s. ses sommes partielles localement uniformément bornées dans E, nécessairement elle converge p.s. uniformément sur tout compact de vers une fonction aléatoire à valeurs dans E et à trajectoires continues.
Let be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable , where are vectors of some Banach space. We derive approximate formulas for the tail and moments of ∥X∥. The estimates are exact up to some universal constant and they extend results of S. J. Dilworth and S. J. Montgomery-Smith [1] for the Rademacher sequence and E. D. Gluskin and S. Kwapień [2] for real coefficients.