The domain of attraction of non-Gaussian stable distribution in a Hilbert space, II
The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces
We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.
The Dyson Brownian Minor Process
Consider an Hermitean matrix valued stochastic process where the elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian motion, that is they behave as Ornstein-Uhlenbeck processes conditioned never to intersect.In this paper we study not only the eigenvalues of the full matrix, but also the eigenvalues of all the principal minors. That is, the eigenvalues of the minors in the upper left corner of . Projecting this...
The Existence of Dual Processes.
The expected number of zeros of a random system of -adic polynomials.
The fuzzy metric space based on fuzzy measure
In this paper, we study the relation between a fuzzy measure and a fuzzy metric which is induced by the fuzzy measure. We also discuss some basic properties of the constructed fuzzy metric space. In particular, we show that the nonatom of fuzzy measure space can be characterized in the constructed fuzzy metric space.
The generalized commutativity degree in a finite group.
The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles
The goal of this paper is to analyse the asymptotic behaviour of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens measure. We combine tools from combinatorics and complex analysis (e.g. singularity analysis of generating functions) to prove that under some analytic conditions (on relevant generating functions) the cycle process converges to a vector of independent Poisson variables...
The Geometry of Model Spaces for Probability-Preserving Actions of Sofic Groups
Bowen’s notion of sofic entropy is a powerful invariant for classifying probability-preserving actions of sofic groups. It can be defined in terms of the covering numbers of certain metric spaces associated to such an action, the ‘model spaces’. The metric geometry of these model spaces can exhibit various interesting features, some of which provide other invariants of the action. This paper explores an approximate connectedness property of the model spaces, and uses it give a new proof that certain...
The Heyde theorem on a-adic solenoids
We prove the following analogue of the Heyde theorem for a-adic solenoids. Let ξ₁, ξ₂ be independent random variables with values in an a-adic solenoid and with distributions μ₁, μ₂. Let be topological automorphisms of such that are topological automorphisms of too. Assuming that the conditional distribution of the linear form L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ is symmetric, we describe the possible distributions μ₁, μ₂.
The invariance principle for group-valued random variables
The invariance principle for nonstationary sequences of associated random variables
The invariance principle for random variables with values in locally compact groups
The Laplace transform of measures on the cone of a vector lattice.
The law of large numbers, examples and counterexamples.
The law of the iterated logarithm for a triangular array of empirical processes.
The Lévy continuity theorem for nuclear groups
Let G be an abelian topological group. The Lévy continuity theorem says that if G is an LCA group, then it has the following property (PL) a sequence of Radon probability measures on G is weakly convergent to a Radon probability measure μ if and only if the corresponding sequence of Fourier transforms is pointwise convergent to the Fourier transform of μ. Boulicaut [Bo] proved that every nuclear locally convex space G has the property (PL). In this paper we prove that the property (PL) is inherited...
The local relaxation flow approach to universality of the local statistics for random matrices
We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides with the local statistics of the corresponding Gaussian ensemble provided the distribution of the individual matrix element is smooth and the eigenvalues {xj}j=1N are close to their classical location {γj}j=1N determined by the limiting density of eigenvalues. Under...
The lower envelope of positive self-similar Markov processes.
The Martin Boundary for Harmonic Functions on Groups of Automorphisms of a Homogeneous Tree.