On Invertible T-Algebras

In this paper, we characterize the subclass of the invertible T-algebras by a second-order formula.     

Continuity of Stochastic Convolutions

Let B be a Brownian motion, and let be the space of all continuous periodic functions f with period 1. It is shown that the set of all f such that the stochastic convolution does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.     

Convolutions of Singular Distribution Functions

We construct an example that demonstrates that natural restrictions imposed on finite convolutions of singular distributions do not guarantee the purity of the limit distribution.     

Weighted Young Inequalities for Convolutions

Sufficient conditions for some weighted Young inequalities type are obtained.AMS Subject Classification (1991): 42A85, 42B20, 47G10     

Convolutions of multivariate phase-type distributions

This paper is concerned with multivariate phase-type distributions introduced by Assaf et al. (1984). We show that the sum of two independent bivariate vectors each with a bivariate phase-type distribution is again bivariate phase-type and that this is no longer true for higher dimensions. Further, we show that the distribution of the sum over different components of a vector with multivariate phase-type distribution is not necessarily multivariate phase-type either, if the dimension of the components is two or larger.     

Exponential Integrability of Stochastic Convolutions

Sufficient conditions are found for stochastic convolution integralsdriven by a Wiener process in a Hilbert space to belong to theOrlicz space exp L²; standard exponential tail estimates followfrom these results. Proofs are based on the extrapolation theoryand are rather simple.     

Invertible weighted composition operators

A weighted composition operator Cψ,φ takes an analytic map f on the open unit disc of the complex plane to the analytic map ψ⋅f°φ where φ is an analytic map of the open unit disc into itself and ψ is an analytic map on the open unit disc. This paper studies the invertibility of such operators. The two maps ψ and φ are characterized when Cψ,φ acts on the Hardy-Hilbert space of the unit disc H²(D). Depending upon the nature of the fixed points of φ spectra are then investigated.     

Convolutions of cantor measures without resonance

Denote by µ _a the distribution of the random sum \((1 - a)\sum\nolimits_{j = 0}^\infty {{w_j}{a^j}} \), where P(ω _j = 0) = P(ω _j = 1) = 1/2 and all the choices are independent. For 0 < a < 1/2, the measure µ _a is supported on C _a , the central Cantor set obtained by starting with the closed united interval, removing an open central interval of length (1 ? 2a), and iterating this process inductively on each of the remaining intervals. We investigate the convolutions µ _a * (µ _b ° S _λ ^?1 ), where S _λ (x) = λx is a rescaling map. We prove that if the ratio log b/ log a is irrational and λ ≠ 0, then

$D({\mu _a} * ({\mu _b} \circ S_\lambda ^{ - 1})) = \min ({\dim _H}({C_a}) + {\dim _H}({C_b}),1)$

, where D denotes any of correlation, Hausdorff or packing dimension of a measure.

We also show that, perhaps surprisingly, for uncountably many values of λ the convolution µ_1/4* (µ_1/3 ° S _λ ^?1 ) is a singular measure, although dim _H (C _1/4) + dim _H (C _1/3) > 1 and log(1/3)/ log(1/4) is irrational.     

Invertible relations on polytopes

Ifg andh are any nonzero functions on the class of convex polytopes then (F ⁱ ,F ^j ) =g(F ⁱ )/h(F ^j ) is a valuation whose inverse is (F ⁱ ,F ^j ) = (–1) ^j–i h(F ⁱ )/g(F ^j ). This is proved and a smaller class of valuations are characterized: those (F ⁱ ,F ^j ) which depend only oni andj and which have inverses of the same form.