We consider the stochastic difference equation $$\eta _k = \xi _k \phi (\eta _{k-1}), \quad k \in \mathbb Z $$ on a locally compact group $G$ where $\phi$ is an automorphism of $G$, $\xi _k$ are given $G$-valued random variables and $\eta _k$ are unknown $G$-valued random variables. This equation was considered by Tsirelson and Yor on one-dimensional torus. We consider the case when $\xi _k$ have a common law $\mu$ and prove that if $G$ is a distal group and $\phi$ is a distal automorphism of $G$ and if the equation has a solution, then extremal solutions of the equation are in one-one correspondence with points on the coset space $K\backslash G$ for some compact subgroup $K$ of $G$ such that $\mu$ is supported on $Kz= z\phi (K)$ for any $z$ in the support of $\mu$. We also provide a necessary and sufficient condition for the existence of solutions to the equation.

This paper studies the relationship between vector-valued BMO functions and the Carleson measures defined by their gradients. Let $dA$ and $dm$ denote Lebesgue measures on the unit disc $D$ and the unit circle $\mathbf{T}$, respectively. For $1< q<\infty$ and a Banach space $B$, we prove that there exists a positive constant $c$ such that $$\sup_{z_0\in D}\int_{D}(1-|z|)^{q-1}\|\nabla f(z)\|^q P_{z_0}(z) dA(z) \le c^q\sup_{z_0\in D}\int_{\mathbf{T}}\|f(z)-f(z_0)\|^qP_{z_0}(z) dm(z)$$ holds for all trigonometric polynomials $f$ with coefficients in $B$ if and only if $B$ admits an equivalent norm which is $q$-uniformly convex, where $$P_{z_0}(z)=\frac{1-|z_0|^2}{|1-\bar{z_0}z|^2} .$$ The validity of the converse inequality is equivalent to the existence of an equivalent $q$-uniformly smooth norm.

The space now known as {\em complete Erd\H os space\/} $\cerdos$ was introduced by Paul Erd\H os in 1940 as the closed subspace of the Hilbert space $\ell^2$ consisting of all vectors such that every coordinate is in the convergent sequence $\{0\}\cup\{1/n:n\in\N\}$. In a solution to a problem posed by Lex G. Oversteegen we present simple and useful topological characterizations of $\cerdos$. As an application we determine the class of factors of $\cerdos$. In another application we determine precisely which of the spaces that can be constructed in the Banach spaces $\ell^p$ according to the `Erd\H os method' are homeomorphic to $\cerdos$. A novel application states that if $I$ is a Polishable $F_\sigma$-ideal on $\omega$, then $I$ with the Polish topology is homeomorphic to either $\Z$, the Cantor set $2^\omega$, $\Z\times2^\omega$, or $\cerdos$. This last result answers a question that was asked by Stevo Todor{\v{c}}evi{\'c}.

The following problem has been suggested by Paul Tur\' an. Let $\Omega$ be a symmetric convex body in the Euclidean space $\mathbb R^d$ or in the torus $\TT^d$. Then, what is the largest possible value of the integral of positive definite functions that are supported in $\Omega$ and normalized with the value $1$ at the origin? From this, Arestov, Berdysheva and Berens arrived at the analogous pointwise extremal problem for intervals in $\RR$. That is, under the same conditions and normalizations, the supremum of possible function values at $z$ is to be found for any given point $z\in\Omega$. However, it turns out that the problem for the real line has already been solved by Boas and Kac, who gave several proofs and also mentioned possible extensions to $\RR^d$ and to non-convex domains as well. Here we present another approach to the problem, giving the solution in $\RR^d$ and for several cases in~$\TT^d$. Actually, we elaborate on the fact that the problem is essentially one-dimensional and investigate non-convex open domains as well. We show that the extremal problems are equivalent to some more familiar ones concerning trigonometric polynomials, and thus find the extremal values for a few cases. An analysis of the relationship between the problem for $\RR^d$ and that for $\TT^d$ is given, showing that the former case is just the limiting case of the latter. Thus the hierarchy of difficulty is established, so that extremal problems for trigonometric polynomials gain renewed recognition.