A characterization of Banach spaces possessing the weak Radon–Nikodým property is given in terms of finitely additive interval functions. Due to that characterization several Banach space valued set functions that are only finitely additive can be represented as integrals.

Some classical examples in vector integration due to Phillips, Hagler and Talagrand are revisited from the point of view of the Birkhoff and McShane integrals.

Let Xi be transient βi-stable processes on ℝdi, i=1,2. Assume further that X1 and X2 are independent. We shall find the exact Hausdorff measure function for the product sets R1(1)×R2(1), where . The result of Hu generalizes [Some fractal sets determined by stable processes, Probab. Theory Related Fields 100 (1994), 205–225].

A reverse iterated function system is defined as a family of expansive maps {T1,T2,…,Tm} on a uniformly discrete set . An invariant set is defined to be a nonempty set satisfying F=⋃ j=1mTj(F). A computation method for the dimension of the invariant set is given and some questions asked by Strichartz are answered.

Let Cr[0,t] be the function space of the vector-valued continuous paths x:[0,t]→ℝr and define Xt:Cr[0,t]→ℝ(n+1)r by Xt(x)=(x(0),x(t1),…,x(tn)), where 0<t1<⋯<tn=t. In this paper, using a simple formula for the conditional expectations of the functions on Cr[0,t] given Xt, we evaluate the conditional analytic Feynman integral Eanfq[Ft∣Xt] of Ft given by where θ(s,⋅) are the Fourier–Stieltjes transforms of the complex Borel measures on ℝr, and provide an inversion formula for Eanfq[Ft∣Xt]. Then we present an existence theorem for the solution of an integral equation including the integral equation which is formally equivalent to the Schrödinger differential equation. We show that the solution can be expressed by Eanfq[Ft∣Xt] and a probability distribution on ℝr when Xt(x)=(x(0),x(t)).

We introduce the spaces Vℬp(X) (respectively 𝒱ℬp(X)) of the vector measures ℱ:Σ→X of bounded (p,ℬ)-variation (respectively of bounded (p,ℬ)-semivariation) with respect to a bounded bilinear map ℬ:X×Y →Z and show that the spaces Lℬp(X) consisting of functions which are p-integrable with respect to ℬ, defined in by Blasco and Calabuig [‘Vector-valued functions integrable with respect to bilinear maps’, Taiwanese Math. J. to appear], are isometrically embedded in Vℬp(X). We characterize 𝒱ℬp(X) in terms of bilinear maps from Lp′×Y into Z and Vℬp(X) as a subspace of operators from Lp′(Z*) into Y*. Also we define the notion of cone absolutely summing bilinear maps in order to describe the (p,ℬ)-variation of a measure in terms of the cone-absolutely summing norm of the corresponding bilinear map from Lp′×Y into Z.

In this paper, a fourth moment bound for partial sums of functionals of strongly ergodic Markov chains is established. This type of inequality plays an important role in the study of the empirical process invariance principle. This inequality is specially adapted to the technique of Dehling, Durieu, and Volný (2008). The same moment bound can be proved for dynamical systems whose transfer operator has some spectral properties. Examples of applications are given.

We introduce a class of stochastic processes in discrete time with finite state space by means of a simple matrix product. We show that this class coincides with that of the hidden Markov chains and provides a compact framework for it. We study a measure obtained by a projection on the real line of the uniform measure on the Sierpinski gasket, finding that the dimension of this measure fits with the Shannon entropy of an associated hidden Markov chain.

It is well known that an orientation-preserving homeomorphism of the plane without fixed points has trivial dynamics; that is, its non-wandering set is empty and all the orbits diverge to infinity. However, orbits can diverge to infinity in many different ways (or not) giving rise to fundamental regions of divergence. Such a map is topologically equivalent to a plane translation if and only if it has only one fundamental region. We consider the conservative, orientation-preserving and fixed point free Hénon map and prove that it has only one fundamental region of divergence. Actually, we prove that there exists an area-preserving homeomorphism of the plane that conjugates this Hénon map to a translation.

In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical properties of an underlying metric space or the scaling factors being bounded uniformly away from 0. However, using a percolative argument, and taking advantage of the tree-like structure of the sets considered here, it is shown that conditions such as these are not necessary. The scaling factors of the recursively defined structures in consideration form what is known as a multiplicative cascade, and results about the height of this random object are also obtained.

This paper investigates new properties concerning the multifractal structure of a class of random self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random cascades. We evaluate the scale at which the multifractal structure of these measures becomes discernible. The value of this scale is obtained through what we call the growth speed in Hölder singularity sets of a Borel measure. This growth speed yields new information on the multifractal behavior of the rescaled copies involved in the structure of statistically self-similar measures. Our results are useful in understanding the multifractal nature of various heterogeneous jump processes.

We study the normed spaces of (equivalence classes of) Banach space-valued functions that are Dobrakov, S* or McShane integrable with respect to a Banach space-valued measure, where the norm is the natural one given by the total semivariation of the indefinite integral. We show that simple functions are dense in these spaces. As a consequence we characterize when the corresponding indefinite integrals have norm relatively compact range. On the other hand, we also determine when these spaces are ultrabornological. Our results apply to conclude, for instance, that the spaces of Birkhoff (respectively McShane) integrable functions defined on a complete (respectively quasi-Radon) probability space, endowed with the Pettis norm, are ultrabornological.

Let B (“black”) and W (“white”) be disjoint compact test sets in ℝd, and consider the volume of all its simultaneous shifts keeping B inside and W outside a compact set A ⊂ ℝd. If the union B ∪ W is rescaled by a factor tending to zero, then the rescaled volume converges to a value determined by the surface area measure of A and the support functions of B and W, provided that A is regular enough (e.g., polyconvex). An analogous formula is obtained for the case when the conditions B ⊂ A and W ⊂ AC are replaced by prescribed threshold volumes of B in A and W in AC. Applications in stochastic geometry are discussed. First, the hit distribution function of a random set with an arbitrary compact structuring element B is considered. Its derivative at 0 is expressed in terms of the rose of directions and B. An analogous result holds for the hit-or-miss function. Second, in a design based setting, different random digitizations of a deterministic set A are treated. It is shown how the number of configurations in such a digitization is related to the surface area measure of A as the lattice distance converges to zero.

In this note we generalize the following result of Sawyer [5]:

Theorem 1. There is a function ψ on ℝ such that, whenever g is a real-valued Borel measurable function on (a subset of) ℝ. × ℝn-1 with the property that y ↦ g(y, t) is C1 for a.e. t, the set

has measure zero.

We develop a theory of ergodicity for unbounded functions ø: J → X, where J is a subsemigroup of a locally compact abelian group G and X is a Banach space. It is assumed that ø is continuous and dominated by a weight w defined on G. In particular, we establish total ergodicity for the orbits of an (unbounded) strongly continuous representation T: G → L(X) whose dual representation has no unitary point spectrum. Under additional conditions stability of the orbits follows. To study spectra of functions, we use Beurling algebras L1w(G) and obtain new characterizations of their maximal primary ideals, when w is non-quasianalytic, and of their minimal primary ideals, when w has polynomial growth. It follows that, relative to certain translation invariant function classes , the reduced Beurling spectrum of ø is empty if and only if ø ∈ . For the zero class, this is Wiener's tauberian theorem.

The integration of vector (and operator) valued functions with respect to vector (and operator) valued measures can be simplified by assuming that the measures involved take values in the positive elements of a Banach lattice.

The higher Lie characters of the symmetric group Sn arise from the Poincaré-Birkhoff-Witt basis of the free associative algebra. They are indexed by the partitions of n and sum up to the regular character of Sn. A combinatorial description of the multiplicities of their irreducible components is given. As a special case the Kraśkiewicz-Weyman result on the multiplicities of the classical Lie character is obtained.

For any positive integer q≧2, let Fq be a finite field with q elements, Fq ((z-1)) be the field of all formal Laurent series in an inderminate z, I denote the valuation ideal z-1Fq [[z-1]] in the ring of formal power series Fq ((z-1)) normalized by P(l) = 1. For any x ∈ I, let the series be the Engel expansin of Laurent series of x. Grabner and Knopfmacher have shown that the P-measure of the set A(α) = {x ∞ I: limn→∞ deg an(x)/n = ά} is l when α = q/(q -l), where deg an(x) is the degree of polynomial an(x). In this paper, we prove that for any α ≧ l, A(α) has Hausdorff dimension l. Among other thing we also show that for any integer m, the following set B(m) = {x ∈ l: deg an+1(x) - deg an(x) = m for any n ≧ l} has Hausdorff dimension 1.

It is shown that the injective tensor product of positive vector measures in certain Banach lattices is jointly continuous with respect to the weak convergence of vector measures. This result is obtained by a diagonal convergence theorem for injective tensor integrals. Our approach to this problem is based on Bartle's bilinear integration theory.

We consider random recursive fractals and prove fine results about their local behaviour. We show that for a class of random recursive fractals the usual multifractal spectrum is trivial in that all points have the same local dimension. However, by examining the local behaviour of the measure at typical points in the set, we establish the size of fine fluctuations in the measure. The results are proved using a large deviation principle for a class of general branching processes which extends the known large deviation estimates for the supercritical Galton-Watson process.