New continuity estimates of geometric sums.
New Examples of Convolutions and Non-Commutative Central Limit Theorems
A family of transformations on the set of all probability measures on the real line is introduced, which makes it possible to define new examples of convolutions. The associated central limit theorems are studied, and examples of the limit measures, related to the classical, free and boolean convolutions, are shown.
New limiting distributions of maxima of independent random variables.
New metrics for weak convergence of distribution functions.
Sibley and Sempi have constructed metrics on the space of probability distribution functions with the property that weak convergence of a sequence is equivalent to metric convergence. Sibley's work is a modification of Levy's metric, but Sempi's construction is of a different sort. Here we construct a family of metrics having the same convergence properties as Sibley's and Sempi's but which does not appear to be related to theirs in any simple way. Some instances are brought out in which the metrics...
New results on the NBUFR and NBUE classes of life distributions
Some properties of the "new better than used in failure rate" (NBUFR) and the "new better than used in expectation" (NBUE) classes of life distributions are given. These properties include moment inequalities and moment generating functions behaviors. In addition, nonparametric estimation and testing of the survival functions of these classes are discussed.
New sufficient conditions for the law of the iterated logarithm in Banach spaces
New variance ratio tests to identify random walk from the general mean reversion model.
New variants of Khintchine's inequality.
Variants of Khintchine's inequality with coefficients depending on the vector dimension are proved. Equality is attained for different types of extremal vectors. The Schur convexity of certain attached functions and direct estimates in terms of the Haagerup type of functions are also used.
New viewpoints, results and problems in the theory of Phragmén-Lindelöf
No return to convexity
We study the closures of classes of log-concave measures under taking weak limits, linear transformations and tensor products. We investigate which uniform measures on convex bodies can be obtained starting from some class 𝒦. In particular we prove that if one starts from one-dimensional log-concave measures, one obtains no non-trivial uniform mesures on convex bodies.
Noise sensitivity of boolean functions and applications to percolation
Non equilibrium fluctuations for a zero range process
Non tangential convergence for the Ornstein-Uhlenbeck semigroup.
Non-anticipative Integral Transformations of Stochastic Processes
Non-autonomous stochastic Cauchy problems in Banach spaces
We study the non-autonomous stochastic Cauchy problem on a real Banach space E, , t ∈ [0,T], U(0) = u₀. Here, is a cylindrical Brownian motion on a real separable Hilbert space H, are closed and densely defined operators from a constant domain (B) ⊂ H into E, denotes the generator of an evolution family on E, and u₀ ∈ E. In the first part, we study existence of weak and mild solutions by methods of van Neerven and Weis. Then we use a well-known factorisation method in the setting of evolution...
Non-Borel measures on non-separable metric spaces
Nonclassical stochastic flows and continuous products.
Noncolliding Brownian motions and Harish-Chandra formula.
Non-colliding random walks, tandem queues, and discrete orthogonal polynomial ensembles.
Noncommutative extensions of the Fourier transform and its logarithm
We introduce noncommutative extensions of the Fourier transform of probability measures and its logarithm to the algebra (S) of complex-valued functions on the free semigroup S = FS(z,w) on two generators. First, to given probability measures μ, ν with all moments finite, we associate states μ̂, ν̂ on the unital free *-bialgebra (ℬ,ε,Δ) on two self-adjoint generators X,X’ and a projection P. Then we introduce and study cumulants which are additive under the convolution μ̂* ν̂ = μ̂ ⊗ ν̂ ∘ Δ when...