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...

We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.

We consider stochastic processes as random elements in some spaces of Hölder functions vanishing at infinity. The corresponding scale of spaces $C_0^{\alpha ,0}$ is shown to be isomorphic to some scale of Banach sequence spaces. This enables us to obtain some tightness criterion in these spaces. As an application, we prove the weak Hölder convergence of the convolution-smoothed empirical process of an i.i.d. sample $(X_1,...,X_n)$ under a natural assumption about the regularity of the marginal distribution function F of the...

In this paper, weak laws of large numbers for sum of independent and identically distributed fuzzy random variables are obtained.

We provide an alternative algebraic and geometric approach to the results of [I. Bailleul, Probab. Theory Related Fields141 (2008) 283–329] describing the asymptotic behaviour of the relativistic diffusion.