Heavy tails for an alternative stochastic perpetuity model

In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten (1973) and Goldie (1991) all discount factors in the model are mutually independent. We prove that the tails of the distribution of this model are regularly varying both in the univariate and multivariate cases. Due to the additional randomness in the model the tails are not pure power laws as in the Kesten–Goldie setting but involve a logarithmic term.     

Endpoint estimates for multilinear fractional integrals with non-doubling measures

Under the assumption that μ is a non-doubling measure on Rdwhich only satisfies the polynomial growth condition,the authors obtain the boundedness of the multilinear fractional integrals on Morrey spaces,weak-Morrey spaces and Lipschitz spaces associated with μ,which,in the case when μ is the d-dimensional Lebesgue measure,also improve the known results.     

Spectrum of a Rudin–Shapiro-like sequence

We show that a recently proposed Rudin–Shapiro-like sequence, with balanced weights, has purely singular continuous diffraction spectrum, in contrast to the well-known Rudin–Shapiro sequence whose diffraction is absolutely continuous. This answers a question that had been raised about this new sequence.     

Gauss’ law of error revisited in the framework of Sharma-Taneja-Mittal information measure

We reformulate the Gauss’ law of error in presence of correlations which are taken into account by means of a deformed product arising in the framework of the Sharma-Taneja-Mittal measure. Having reviewed the main proprieties of the generalized product and its related algebra, we derive, according to the Maximum Likelihood Principle, a family of error distributions with an asymptotic power-law behavior.      

The Wigner–Yanase information can increase under phase sensitive incoherent operations

We found that the Wigner-Yanase skew information, which has been recently proposed as a measure of coherence in Girolami (2014), can increase under a class of operations which may be interpreted as incoherent following the framework of Baumgratz et al., while being phase sensitive.     

A new approach to pointwise heat kernel upper bounds on doubling metric measure spaces

On doubling metric measure spaces endowed with a strongly local regular Dirichlet form, we show some characterisations of pointwise upper bounds of the heat kernel in terms of global scale-invariant inequalities that correspond respectively to the Nash inequality and to a Gagliardo–Nirenberg type inequality when the volume growth is polynomial. This yields a new proof and a generalisation of the well-known equivalence between classical heat kernel upper bounds and relative Faber–Krahn inequalities or localised Sobolev or Nash inequalities. We are able to treat more general pointwise estimates, where the heat kernel rate of decay is not necessarily governed by the volume growth. A crucial role is played by the finite propagation speed property for the associated wave equation, and our main result holds for an abstract semigroup of operators satisfying the Davies–Gaffney estimates.