On a characterization theorem on finite Abelian groups.
On an orthonormal polynomial basis in the space C[-1,1]
We show that in the space C[-1,1] there exists an orthogonal algebraic polynomial basis with optimal growth of degrees of the polynomials.
On characterizations of interpolable and minimal stationary processes
On Choquet-Deny measures
On concentrated probabilities
Let G be a locally compact Polish group with an invariant metric. We provide sufficient and necessary conditions for the existence of a compact set A ⊆ G and a sequence such that for all n. It is noticed that such measures μ form a meager subset of all probabilities on G in the weak measure topology. If for some k the convolution power has nontrivial absolutely continuous component then a similar characterization is obtained for any locally compact, σ-compact, unimodular, Hausdorff topological...
On concentrated probabilities on non locally compact groups
Let be a Polish group with an invariant metric. We characterize those probability measures on so that there exist a sequence and a compact set with for all .
On factorization of probability distributions over directed graphs
Four notions of factorizability over arbitrary directed graphs are examined. For acyclic graphs they coincide and are identical with the usual factorization of probability distributions in Markov models. Relations between the factorizations over circuits are described in detail including nontrivial counterexamples. Restrictions on the cardinality of state spaces cause that a factorizability with respect to some special cyclic graphs implies the factorizability with respect to their, more simple,...
On Lévy's Brownian motion indexed by elements of compact groups
We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).
On random walks with continuous components.
On shifted convolution powers of a probility measure.
On tails of stationary measures on a class of solvable groups
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.
On the Chung-Diaconis-Graham random process.
On the continuity of convolution semigroups.
On the Fourier transform on the infinite symmetric group.
On the generating functional of a convolution semigroup on a Hilbert-Lie group
On the Heyde theorem for discrete Abelian groups
Let X be a countable discrete Abelian group, Aut(X) the set of automorphisms of X, and I(X) the set of idempotent distributions on X. Assume that α₁, α₂, β₁, β₂ ∈ Aut(X) satisfy . Let ξ₁, ξ₂ be independent random variables with values in X and distributions μ₁, μ₂. We prove that the symmetry of the conditional distribution of L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ implies that μ₁, μ₂ ∈ I(X) if and only if the group X contains no elements of order two. This theorem can be considered as an analogue...
On the invariant measure of the random difference equation Xn = AnXn−1 + Bn in the critical case
We consider the autoregressive model on ℝd defined by the stochastic recursion Xn = AnXn−1 + Bn, where {(Bn, An)} are i.i.d. random variables valued in ℝd× ℝ+. The critical case, when , was studied by Babillot, Bougerol and Elie, who proved that there exists a unique invariant Radon measureν for the Markov chain {Xn}. In the present paper we prove that the weak limit of properly dilated measure ν exists and defines a homogeneous measure on ℝd ∖ {0}.
On the Levy-Chintschin formula on locally compact maximally almost periodic groups.
On the multiplicative ergodic theorem for uniquely ergodic systems