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Asymptotic behaviour of averages of k-dimensional marginals of measures on ℝⁿ

Jesús Bastero, Julio Bernués (2009)

Studia Mathematica

We study the asymptotic behaviour, as n → ∞, of the Lebesgue measure of the set x K : | P E ( x ) | t for a random k-dimensional subspace E ⊂ ℝⁿ and an isotropic convex body K ⊂ ℝⁿ. For k growing slowly to infinity, we prove it to be close to the suitably normalised Gaussian measure in k of a t-dilate of the Euclidean unit ball. Some of the results hold for a wider class of probabilities on ℝⁿ.

Asymptotic behaviour of stochastic quasi dissipative systems

Giuseppe Da Prato (2002)

ESAIM: Control, Optimisation and Calculus of Variations

We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

Asymptotic behaviour of stochastic quasi dissipative systems

Giuseppe Da Prato (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

Asymptotic behaviour of stochastic semigroups.

Esther Dopazo (1990)

Extracta Mathematicae

The problem to be treated in this note is concerned with the asymptotic behaviour of stochastic semigroups, as the time becomes very large. The subject is largely motived by the Theory of Markov processes. Stochastic semigroups usually arise from pure probabilistic problems such as random walks stochastic differential equations and many others.An outline of the paper is as follows. Section one deals with the basic definitions relative to K-positivity and stochastic semigroups. Asymptotic behaviour...

Asymptotic behaviour of stochastic systems with conditionally exponential decay property

Agnieszka Jurlewicz, Aleksander Weron, Karina Weron (1996)

Applicationes Mathematicae

A new class of CED systems, providing insight into behaviour of physical disordered materials, is introduced. It includes systems in which the conditionally exponential decay property can be attached to each entity. A limit theorem for the normalized minimum of a CED system is proved. Employing different stable schemes the universal characteristics of the behaviour of such systems are derived.

Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2003)

ESAIM: Probability and Statistics

The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation results...

Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2010)

ESAIM: Probability and Statistics

The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation results...

Asymptotic equipartition properties for simple hierarchical and networked structures

Kwabena Doku-Amponsah (2012)

ESAIM: Probability and Statistics

We prove asymptotic equipartition properties for simple hierarchical structures (modelled as multitype Galton-Watson trees) and networked structures (modelled as randomly coloured random graphs). For example, for large n, a networked data structure consisting of n units connected by an average number of links of order n / log n can be coded by about H × n bits, where H is an explicitly defined entropy. The main technique in our proofs are large deviation principles for suitably defined empirical...

Asymptotic equipartition properties for simple hierarchical and networked structures

Kwabena Doku-Amponsah (2012)

ESAIM: Probability and Statistics

We prove asymptotic equipartition properties for simple hierarchical structures (modelled as multitype Galton-Watson trees) and networked structures (modelled as randomly coloured random graphs). For example, for large n, a networked data structure consisting of n units connected by an average number of links of order n / log n can be coded by about H × n bits, where H is an explicitly defined entropy. The main technique in our proofs are large deviation principles for suitably defined empirical...

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