On the geometric ergodicity for a generalized IFS with probabilities

Main goal of this paper is to formulate possibly simple and easy to verify criteria on existence of the unique attracting probability measure for stochastic process induced by generalized iterated function systems with probabilities (GIFSPs). To do this, we study the long-time behavior of trajectories of Markov-type operators acting on product of spaces of Borel measures on arbitrary Polish space. Precisely, we get the desired geometric rate of convergence of sequences of measures under the action of such operator to the unique distribution in the Hutchinson–Wasserstein distance. We apply the obtained results to study limiting behavior of random trajectories of GIFSPs as well as stochastic difference equations with multiple delays.

Weak Convergence of Topological Measures

Topological measures and deficient topological measures are defined on open and closed subsets of a topological space, generalize regular Borel measures, and correspond to (nonlinear in general) functionals that are linear on singly generated subalgebras or singly generated cones of functions. They lack subadditivity, and many standard techniques of measure theory and functional analysis do not apply to them. Nevertheless, we show that many classical results of probability theory hold for topological and deficient topological measures. In particular, we prove a version of Aleksandrov’s theorem for equivalent definitions of weak convergence of deficient topological measures. We also prove a version of Prokhorov’s theorem which relates the existence of a weakly convergent subsequence in any sequence in a family of topological measures to the characteristics of being a uniformly bounded in variation and uniformly tight family. We define Prokhorov and Kantorovich–Rubenstein metrics and show that convergence in either of them implies weak convergence of (deficient) topological measures on metric spaces. We also generalize many known results about various dense and nowhere dense subsets of deficient topological measures. The present paper constitutes a necessary step to further research in probability theory and its applications in the context of (deficient) topological measures and corresponding nonlinear functionals.

Critical Brownian multiplicative chaos

Brownian multiplicative chaos measures, introduced in Jego (Ann Probab 48:1597–1643, 2020), Aïdékon et al. (Ann Probab 48(4):1785–1825, 2020) and Bass et al. (Ann Probab 22:566–625, 1994), are random Borel measures that can be formally defined by exponentiating $$\gamma $$ γ times the square root of the local times of planar Brownian motion. So far, only the subcritical measures where the parameter $$\gamma $$ γ is less than 2 were studied. This article considers the critical case where $$\gamma =2$$ γ = 2 , using three different approximation procedures which all lead to the same universal measure. On the one hand, we exponentiate the square root of the local times of small circles and show convergence in the Seneta–Heyde normalisation as well as in the derivative martingale normalisation. On the other hand, we construct the critical measure as a limit of subcritical measures. This is the first example of a non-Gaussian critical multiplicative chaos. We are inspired by methods coming from critical Gaussian multiplicative chaos, but there are essential differences, the main one being the lack of Gaussianity which prevents the use of Kahane’s inequality and hence a priori controls. Instead, a continuity lemma is proved which makes it possible to use tools from stochastic calculus as an effective substitute.

Toeplitz Operators whose Symbols Are Borel Measures

In this paper, we are concerned with Toeplitz operators whose symbols are complex Borel measures. When a complex Borel measure μ on the unit circle is given, we give a formal definition of a Toeplitz operator T μ with symbol μ , as an unbounded linear operator on the Hardy space. We then study various properties of T μ . Among them, there is a theorem that the domain of T μ is represented by a trichotomy. Also, it was shown that if the domain of T μ contains at least one polynomial, then T μ is densely defined. In addition, we give evidence for the conjecture that T μ with a singular measure μ reduces to a trivial linear operator.

Dirac and normal states on Weyl–von Neumann algebras

We study particular classes of states on the Weyl algebra $$\mathcal {W}$$ W associated with a symplectic vector space S and on the von Neumann algebras generated in representations of $$\mathcal {W}$$ W . Applications in quantum physics require an implementation of constraint equations, e.g., due to gauge conditions, and can be based on the so-called Dirac states. The states can be characterized by nonlinear functions on S, and it turns out that those corresponding to non-trivial Dirac states are typically discontinuous. We discuss general aspects of this interplay between functions on S and states, but also develop an analysis for a particular example class of non-trivial Dirac states. In the last part, we focus on the specific situation with $$S = L^2(\mathbb {R}^n)$$ S = L 2 ( R n ) or test functions on $$\mathbb {R}^n$$ R n and relate properties of states on $$\mathcal {W}$$ W with those of generalized functions on $$\mathbb {R}^n$$ R n or with harmonic analysis aspects of corresponding Borel measures on Schwartz functions and on temperate distributions.

Characterizations of the lebesgue measure and product measures related to holomorphic functions having non-negative imaginary or real part

In this paper, we study a class of Borel measures on [Formula: see text] that arises as the class of representing measures of Herglotz-Nevanlinna functions. In particular, we study product measures within this class where products with the Lebesgue measures play a special role. Hence, we give several characterizations of the [Formula: see text]-dimensional Lebesgue measure among all such measures and characterize all product measures that appear in this class of measures. Furthermore, analogous results for the class of positive Borel measures on the unit poly-torus with vanishing mixed Fourier coefficients are also presented, and the relation between the two classes of measures with regard to the obtained results is discussed.

Feynman Integral and a Change of Scale Formula about the First Variation and a Fourier–Stieltjes Transform

We prove that the Wiener integral, the analytic Wiener integral and the analytic Feynman integral of the first variation of F(x)=exp{∫0Tθ(t,x(t))dt} successfully exist under the certain condition, where θ(t,u)=∫Rexp{iuv}dσt(v) is a Fourier–Stieltjes transform of a complex Borel measure σt∈M(R) and M(R) is a set of complex Borel measures defined on R. We will find this condition. Moreover, we prove that the change of scale formula for Wiener integrals about the first variation of F(x) sucessfully holds on the Wiener space.

The Hopf Lemma for the Schrödinger Operator

We prove the Hopf boundary point lemma for solutions of the Dirichlet problem involving the Schrödinger operator {-\Delta+V} with a nonnegative potential V which merely belongs to {L_{\mathrm{loc}}^{1}(\Omega)}. More precisely, if {u\in W_{0}^{1,2}(\Omega)\cap L^{2}(\Omega;V\mathop{}\!\mathrm{d}{x})} satisfies {-\Delta u+Vu=f} on Ω for some nonnegative datum {f\in L^{\infty}(\Omega)}, {f\not\equiv 0}, then we show that at every point {a\in\partial\Omega} where the classical normal derivative {\frac{\partial u(a)}{\partial n}} exists and satisfies the Poisson representation formula, one has {\frac{\partial u(a)}{\partial n}>0} if and only if the boundary value problem\begin{dcases}\begin{aligned} \displaystyle-\Delta v+Vv&\displaystyle=0&&% \displaystyle\phantom{}\text{in ${\Omega}$,}\\ \displaystyle v&\displaystyle=\nu&&\displaystyle\phantom{}\text{on ${\partial% \Omega}$,}\end{aligned}\end{dcases}involving the Dirac measure {\nu=\delta_{a}} has a solution. More generally, we characterize the nonnegative finite Borel measures ν on {\partial\Omega} for which the boundary value problem above has a solution in terms of the set where the Hopf lemma fails.