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Bochner's theorem states that a positive definite function is the Fourier transform of a finite Borel measure. As well, an easy converse of this is that a Fourier transform must be positive definite. ...

Usually, at the heart of a good limit theorem in probability theory is at least one good inequality – because, in applications, a topological neighborhood is usually defined by inequalities. Of course,...

In potential theory, the $\textit{logarithmic energy}$ of a Radon measure $\mu$ acting on $\mathbb{C}$ is defined by $$I(\mu)=\iint\log\frac{1}{|x-y|}\mu(dx)\mu(dy).$$ Of course it is not well ...

For the solution of $$ \begin{cases} \lambda u^\epsilon - \frac{\epsilon^2}{2} \Delta u^\epsilon = 0 &\text{in } \Omega \\ u^\epsilon=1 & \text{on } \partial \Omega \end{cases} $$ Varadhan ...

Suppose we have a measure $\mu$ on $\mathbb R_+$ such that $\forall s>-1$ $t^s\in L^1(\mathrm d\mu(t))$. I'd like to impose some conditions on $\mu$ so the function $$f:p\to \frac{\int_0^\infty t^...