Let $F_{2n,2}$ be the free nilpotent Lie group of step two on $2n$ generators, and let $\mathbf P$ denote the affine automorphism group of $F_{2n,2}$. In this article the theory of continuous wavelet transform on $F_{2n,2}$ associated with $\mathbf P$ is developed, and then a type of radial wavelets is constructed. Secondly, the Radon transform on $F_{2n,2}$ is studied and two equivalent characterizations of the range for Radon transform are given. Several kinds of inversion Radon transform formulae are established. One is obtained from the Euclidean Fourier transform, the others are from group Fourier transform. By using wavelet transform we deduce an inversion formula of the Radon transform, which does not require the smoothness of functions if the wavelet satisfies the differentiability property. Specially, if $n=1$, $F_{2,2}$ is the $3$-dimensional Heisenberg group $H^1$, the inversion formula of the Radon transform is valid which is associated with the sub-Laplacian on $F_{2,2}$. This result cannot be extended to the case $n\geq 2$.

We study the densities of uniform random walks in the plane. A special focus is on the case of short walks with three or four steps and less completely those with five steps. As one of the main results, we obtain a hypergeometric representation of the density for four steps, which complements the classical elliptic representation in the case of three steps. It appears unrealistic to expect similar results for more than five steps. New results are also presented concerning the moments of uniform random walks and, in particular, their derivatives. Relations with Mahler measures are discussed.

A set of necessary and sufficient conditions for the Brascamp--Lieb inequality to hold has recently been found by Bennett, Carbery, Christ, and Tao. We present an analysis of these conditions. This analysis allows us to give a concise description of the set where the inequality holds in the case where each of the linear maps involved has co-rank $1$. This complements the result of Barthe concerning the case where the linear maps all have rank $1$. Pushing our analysis further, we describe the case where the maps have either rank $1$ or rank $2$. A separate but related problem is to give a list of the finite number of conditions necessary and sufficient for the Brascamp--Lieb inequality to hold. We present an algorithm which generates such a list.

We prove convergence of diagonal multipoint Pad\'e approximants of Stieltjes-type functions when a certain moment problem is determinate. This is used for the study of the convergence of Fourier--Pad\'e and nonlinear Fourier--Pad\'e approximants for such type of functions.

We introduce some non-linear transformations from the set of Hausdorff moment sequences into itself; among them is the one defined by the formula: $T((a_n)_n)=1/(a_0+\dots +a_n)$. We give some examples of Hausdorff moment sequences arising from the transformations and provide the corresponding measures: one of these sequences is the reciprocal of the harmonic numbers $(1+1/2+\dots +1/(n+1))^{-1}$.

For a truncated matrix moment problem, we describe in detail the set of positive definite matrices of measures $\mu$ in $V_{2n}$ (this is the set of solutions of the problem of degree $2n$) for which the polynomials up to degree $n$ are dense in the corresponding space ${\cal L}^2(\mu)$. These matrices of measures are exactly the extremal measures of the set $V_n$.