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Displaying 1381 –
1400 of
10055
Let S be a locally compact (σ-compact) group or semigroup, and let T(t) be a continuous representation of S by contractions in a Banach space X. For a regular probability μ on S, we study the convergence of the powers of the μ-average Ux = ʃ T(t)xdμ(t). Our main results for random walks on a group G are: (i) The following are equivalent for an adapted regular probability on G: μ is strictly aperiodic; converges weakly for every continuous unitary representation of G; U is weakly mixing for any...
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...
In this paper, we are interested in the asymptotical behavior
of the error between the solution of a differential equation
perturbed by a flow (or by a transformation) and the solution
of the associated averaged differential equation.
The main part of this redaction is devoted to the ascertainment
of results of convergence in distribution analogous to those
obtained in [10] and [11]. As in [11], we shall use a representation
by a suspension flow over a dynamical system. Here, we make an
assumption...
We investigate a scale of -spaces defined with the help of certain Lorentz norms. The results are applied to extrapolation techniques concerning operators defined on adapted sequences. Our extrapolation works simultaneously with two operators, starts with --estimates, and arrives at --estimates, or more generally, at estimates between K-functionals from interpolation theory.
We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.
We consider a random walk in a stationary ergodic environment in , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in , , which serves as environment....
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