Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
Invariant measures for nonexpansive Markov operators on Polish spaces [Book]
Invariant measures for nonlinear SPDE's: uniqueness and stability
The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.
Invariant measures for random dynamical systems [Book]
Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup.
Invariant measures of the pair: state, approximate filtering process
Invariant measures related with randomly connected Poisson driven differential equations
We consider the stochastic differential equation (1) for t ≥ 0 with the initial condition u(0) = x₀. We give sufficient conditions for the existence of an invariant measure for the semigroup corresponding to (1). We show that the existence of an invariant measure for a Markov operator P corresponding to the change of measures from jump to jump implies the existence of an invariant measure for the semigroup describing the evolution of measures along trajectories and vice versa.
Invariant probabilities for Feller-Markov chains.
Invariant random fields in vector bundles and application to cosmology
We develop the theory of invariant random fields in vector bundles. The spectral decomposition of an invariant random field in a homogeneous vector bundle generated by an induced representation of a compact connected Lie group G is obtained. We discuss an application to the theory of relic radiation, where G = SO(3). A theorem about equivalence of two different groups of assumptions in cosmological theories is proved.
Invariant wedges for a two-point reflecting Brownian motion and the “hot spots” problem.
Inverse distributions: the logarithmic case
In this paper it is proved that the distribution of the logarithmic series is not invertible while it is found to be invertible if corrected by a suitable affinity. The inverse distribution of the corrected logarithmic series is then derived. Moreover the asymptotic behaviour of the variance function of the logarithmic distribution is determined. It is also proved that the variance function of the inverse distribution of the corrected logarithmic distribution has a cubic asymptotic behaviour.
Inverse limits need not exist in the category of compact spaces and Feller kernels: a counterexample
Inversion d’un opérateur de Toeplitz tronqué à symbole matriciel et théorèmes-limite de Szegö
Ce travail est une étude théorique d’opérateurs de Toeplitz dont le symbole est une fonction matricielle régulière définie positive partout sur le tore à une dimension. Nous proposons d’abord une formule d’inversion exacte pour un opérateur de Toeplitz à symbole matriciel, démontrée au moyen d’un théorème établi en annexe et donnant la solution du problème de la prédiction relatif à un passé fini pour un processus stationnaire du second ordre. Nous établissons ensuite, à partir de cet inverse, un...
Inverspositive Operatoren und Taubersätze in der Erneuerungstheorie.
Irreducible compositions and the first return to the origin of a random walk.
Irreducible Markov systems on Polish spaces
Contractive Markov systems on Polish spaces which arise from graph directed constructions of iterated function systems with place dependent probabilities are considered. It is shown that their stability may be studied using the concentrating methods developed by the second author [Dissert. Math. 415 (2003)]. In this way Werner's results obtained in a locally compact case [J. London Math. Soc. 71 (2005)] are extended to a noncompact setting.
Irregular sampling and central limit theorems for power variations : the continuous case
In the context of high frequency data, one often has to deal with observations occurring at irregularly spaced times, at transaction times for example in finance. Here we examine how the estimation of the squared or other powers of the volatility is affected by irregularly spaced data. The emphasis is on the kind of assumptions on the sampling scheme which allow to provide consistent estimators, together with an associated central limit theorem, and especially when the sampling scheme depends on...
Irregular semi-convex gradient systems perturbed by noise and application to the stochastic Cahn–Hilliard equation
Is the fuzzy Potts model gibbsian?
Isolated points of some sets of bounded cosine families, bounded semigroups, and bounded groups on a Banach space
We show that if the set of all bounded strongly continuous cosine families on a Banach space X is treated as a metric space under the metric of the uniform convergence associated with the operator norm on the space 𝓛(X) of all bounded linear operators on X, then the isolated points of this set are precisely the scalar cosine families. By definition, a scalar cosine family is a cosine family whose members are all scalar multiples of the identity operator. We also show that if the sets of all bounded...