The lower dimensional Busemann-Petty problem asks whether origin-symmetric convex bodies in ℝ n with smaller i-dimensional central sections necessarily have smaller volume. A generalization of this problem is studied, when the volumes are measured with weights satisfying certain conditions. The case of hyperplane sections (i = n − 1) has been studied by A. Zvavitch.

We study a random field obtained by counting the number of balls containing a given point when overlapping balls are thrown at random according to a Poisson random measure. We describe a microscopic process which exhibits multifractional behavior. We are particularly interested in the local asymptotic self-similarity (LASS) properties of the field, as well as in its X-ray transform. We obtain two different LASS properties when considering the asymptotics either in law or in the sense of second-order moments, and prove a relationship between the LASS behavior of the field and the LASS behavior of its X-ray transform. These results can be used to model and analyze porous media, images, or connection networks.

In 1977 D. G. Kendall considered diffusions of shape induced by independent Brownian motions in Euclidean space. In this paper, we consider a different class of diffusions of shape, induced by the projections of a randomly rotating, labelled ensemble. In particular, we study diffusions of shapes induced by projections of planar triangular configurations of labelled points onto a fixed straight line. That is, we consider the process in Σ13 (the shape space of triads in ℝ) that results from extracting the ‘shape information’ from the projection of a given labelled planar triangle as this evolves under the action of Brownian motion in SO(2). We term the thus-defined diffusions Radon diffusions and derive explicit stochastic differential equations and stationary distributions. The latter belong to the family of angular central Gaussian distributions. In addition, we discuss how these Radon diffusions and their limiting distributions are related to the shape of the initial triangle, and explore whether the relationship is bijective. The triangular case is then used as a basis for the study of processes in Σ1k arising from projections of an arbitrary number, k, of labelled points on the plane. Finally, we discuss the problem of Radon diffusions in the general shape space Σnk.

We establish Klar's (2002) conjecture about sharp reliability bounds for life distributions in the ℒα-class in reliability theory. The key idea is to construct a set of two-point distributions whose support points satisfy a certain system of equalities and inequalities.

In this paper, we describe a class of Wiener functionals that are ‘indeterminate by their moments’, that is, whose distributions are not uniquely determined by their moments. In particular, it is proved that the integral of a geometric Brownian motion is indeterminate by its moments and, moreover, shown that previous proofs of this result are incorrect. The main result of this paper is based on geometric inequalities in Gauss space and on a generalization of the Krein criterion due to H. L. Pedersen.

In this paper we investigate when negative definite functions on commutative hypergroups satisfy the Schoenberg criterion.

Consider a countable list of files updated according to the move-to-front rule. Files have independent random weights, which are used to construct request probabilities. Exact and asymptotic formulae for the Laplace transform of the stationary search cost are given for i.i.d. weights. Similar expressions are derived for the first two moments. Some results are extended to the case of independent weights.

Staring form a probability σ on the half-line moments of any order A. G. Pakes has defined probabilities σr, by length biasing order r and gr, by the stationary-excess operation of order r, r = 1, 2,…Examples are given to show that σ can bt determined in the Stieltjes sence while σ1 and g1 are indeterminate in the Stieltjes sence. This shows that a statement in a recent paper by Pakes does not hold.

Let F be a probability distribution function with density f. We assume that (a) F has finite moments of any integer positive order and (b) the classical problem of moments for F has a nonunique solution (F is M-indeterminate). Our goal is to describe a , where h is a ‘small' perturbation function. Such a class S consists of different distributions Fε (fε is the density of Fε) all sharing the same moments as those of F, thus illustrating the nonuniqueness of F, and of any Fε, in terms of the moments. Power transformations of distributions such as the normal, log-normal and exponential are considered and for them Stieltjes classes written explicitly. We define a characteristic of S called an index of dissimilarity and calculate its value in some cases. A new Stieltjes class involving a power of the normal distribution is presented. An open question about the inverse Gaussian distribution is formulated. Related topics are briefly discussed.

A recent paper by Lin and Stoyanov is devoted to the moment problem for geometrically compounded sums. The aim of this note is to provide affirmative answers to their conjectures.

This paper studies the first passage times to flat boundaries for a double exponential jump diffusion process, which consists of a continuous part driven by a Brownian motion and a jump part with jump sizes having a double exponential distribution. Explicit solutions of the Laplace transforms, of both the distribution of the first passage times and the joint distribution of the process and its running maxima, are obtained. Because of the overshoot problems associated with general jump diffusion processes, the double exponential jump diffusion process offers a rare case in which analytical solutions for the first passage times are feasible. In addition, it leads to several interesting probabilistic results. Numerical examples are also given. The finance applications include pricing barrier and lookback options.

We deal with compound geometric sums of independent positive random variables and study the moment problem for the distributions of such sums (the Stieltjes moment problem). We find conditions under which the distributions are uniquely determined by their moments. We also treat related topics, including the Hamburger moment problem involving random variables on the whole real line. Some conjectures are outlined.

In this note we examine the relationships between a subnormal shift, the measure its moment sequence generates, and those of a large family of weighted shifts associated with the original shift. We examine the effects on subnormality of adding a new weight or changing a weight. We also obtain formulas for evaluating point mass at the origin for the measure associated with the shift. In addition, we examine the relationship between the measure associated with a subnormal shift and those of a family of shifts substantially different from the original shift.

This paper first recalls some stochastic orderings useful for studying the ℒ-class and the Laplace order in general. We use these orders to show that the higher moments of an ℒ-class distribution need not exist. Using simple sufficient conditions for the Laplace ordering, we give examples of distributions in the ℒ- and ℒα-classes. Moreover, we present explicit sharp bounds on the survival function of a distribution belonging to the ℒ-class of life distributions. The results reveal that the ℒ-class should not be seen as a more comprehensive class of ageing distributions but rather as a large class of life distributions on its own.

The paper yields retrieval formulae of the directional distribution of a stationary k-flat process in ℝd if its rose of intersections with all r-flats is known. Cases k = d −1, 1 ≤ r ≤ d - 1 for arbitrary d and d = 4, k = 2, r = 2 are considered. Some generalizations to manifold processes in ℝd are made. The proofs use the methods of harmonic analysis on higher Grassmannians (spherical harmonics, integral transforms).

The key theme is converse forms of criteria for deciding determinateness in the classical moment problem. A method of proof due to Koosis is streamlined and generalized giving a convexity condition under which moments satisfying implies that c a positive constant. A contrapositive version is proved under a rapid variation condition on f (x), generalizing a result of Lin. These results are used to obtain converses of the Stieltjes versions of the Carleman and Krein criteria. Hamburger versions are obtained which relax the symmetry assumption of Koosis and Lin, respectively. A sufficient condition for Stieltjes determinateness of a discrete law is given in terms of its mass function. These criteria are illustrated through several examples.

Let ψ be a positive function defined near the origin such lim1 →0+ ψ(t) = 0. We consider the operator Tzƒ, defined as the pricipal value of the convolution of function ƒ and a kernel K(t) = eiy(t)t−z /ψ(t)1−z, where z is a complex number, 0 ≤ Re(z) ≤ 1, 0 < t ≤ 1 and γ is a real function. Assuming certain regularity conditions on ψ and γ and certain relations between ψ and γ we show that Tθ is a bounded operator on Lp (R) for 1/p = (1+ θ) /2 and 0 ≤ θ < 1, and T1 is bounded from H1 (R) to L1 (R).

We consider positive linear operators of probabilistic type L1f acting on real functions f defined on the positive semi-axis. We deal with the problem of uniform convergence of L1f to f, both in the usual sup-norm and in a uniform Lp type of norm. In both cases, we obtain direct and converse inequalities in terms of a suitable weighted first modulus of smoothness of f. These results are applied to the Baskakov operator and to a gamma operator connected with real Laplace transforms, Poisson mixtures and Weyl fractional derivatives of Laplace transforms.

We define the Radon transform for functions on the set of chambers of affine, locally finite, rank three buildings. We investigate the problem of the inversion of this transform. Explicit inversion formulas are exhibited for functions which fulfill required summability conditions.

In this paper we study some topics of interest to specialists in computer tomography. These are the following. (a) The Radon transform and its applications to computer tomography. (b) Problems of computer tomography with partially known data. Estimates of stability will be given for different types of distance in the space of probability distributions. We consider the problem with partially known tomographic data as a stability problem for appropriately chosen distances. This approach allows us to give a solution of the so-called computer tomography paradox. (c) The relation of quantum mechanics to computer tomography. An intriguing method for ‘measuring' wavefunctions by tomographic methods (CAT scans) opens a new approach to various problems in quantum mechanics. Using the method outlined for the solution of the computer tomography paradox, we derive inequalities that estimate the amount of information on the wavefunctions resulting from real CAT scans, i.e. CAT scans based on the finite number of measured marginals (projections) of the Wigner distributions. In conclusion, we propose a new version of the mathematical justification of CAT scans.