On reduction of two-parameter prediction problems

J. Friedrich; L. Klotz; M. Riedel

Displaying similar documents to “On reduction of two-parameter prediction problems”

On the strong Brillinger-mixing property of $α$ -determinantal point processes and some applications

Lothar Heinrich (2016)

Applications of Mathematics

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First, we derive a representation formula for all cumulant density functions in terms of the non-negative definite kernel function $C (x, y)$ defining an $α$ -determinantal point process (DPP). Assuming absolute integrability of the function $C_{0} (x) = C (o, x)$ , we show that a stationary $α$ -DPP with kernel function $C_{0} (x)$ is “strongly” Brillinger-mixing, implying, among others, that its tail- $σ$ -field is trivial. Second, we use this mixing property to prove rates of normal convergence for shot-noise processes and sketch...

Stationary distributions for jump processes with memory

K. Burdzy, T. Kulczycki, R. L. Schilling (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We analyze a jump processes $Z$ with a jump measure determined by a “memory” process $S$ . The state space of $(Z, S)$ is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of $(Z, S)$ is the product of the uniform probability measure and a Gaussian distribution.

Covariance structure of wide-sense Markov processes of order k ≥ 1

Arkadiusz Kasprzyk, Władysław Szczotka (2006)

Applicationes Mathematicae

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A notion of a wide-sense Markov process $X_{t}$ of order k ≥ 1, $X_{t} \sim W M (k)$ , is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_{t}$ is the k-dimensional process $x_{t} = (X_{t - k + 1}, . . ., X_{t})$ . The covariance structure of $X_{t} \sim W M (k)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_{t} \sim W M (k)$ iff $x_{t}$ is a k-dimensional WM(1) process and iff the covariance function of $x_{t}$ has the triangular...

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

Annales de l'I.H.P. Probabilités et statistiques

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In the present work, we consider spectrally positive Lévy processes $(X_{t}, t \geq 0)$ not drifting to $+ \infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with $X$ ) before hitting $0$ . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law $ℙ_{x}^{☆}$ of this conditioned process (starting at $x g t; 0$ ) is defined as a Doob $h$ -transform via a martingale. For Lévy processes with infinite variation paths,...

$L$ -limited-like properties on Banach spaces

Ioana Ghenciu (2023)

Commentationes Mathematicae Universitatis Carolinae

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We study weakly precompact sets and operators. We show that an operator is weakly precompact if and only if its adjoint is pseudo weakly compact. We study Banach spaces with the $p$ - $L$ -limited $^{*}$ and the $p$ -(SR $^{*}$ ) properties and characterize these classes of Banach spaces in terms of $p$ - $L$ -limited $^{*}$ and $p$ -Right $^{*}$ subsets. The $p$ - $L$ -limited $^{*}$ property is studied in some spaces of operators.

Property $(𝐰𝐋)$ and the reciprocal Dunford-Pettis property in projective tensor products

Ioana Ghenciu (2015)

Commentationes Mathematicae Universitatis Carolinae

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A Banach space $X$ has the reciprocal Dunford-Pettis property ( $R D P P$ ) if every completely continuous operator $T$ from $X$ to any Banach space $Y$ is weakly compact. A Banach space $X$ has the $R D P P$ (resp. property $(w L)$ ) if every $L$ -subset of $X^{*}$ is relatively weakly compact (resp. weakly precompact). We prove that the projective tensor product $X \otimes_{π} Y$ has property $(w L)$ when $X$ has the $R D P P$ , $Y$ has property $(w L)$ , and $L (X, Y^{*}) = K (X, Y^{*})$ .

The weak convergence of regenerative processes using some excursion path decompositions

Amaury Lambert, Florian Simatos (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider regenerative processes with values in some general Polish space. We define their $ε$ -big excursions as excursions $e$ such that $ϕ (e) g t; ε$ , where $ϕ$ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of $e$ . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of $ε$ -big excursions and of their endpoints, for all $ε$ in a set whose closure contains $0$ . Finally,...

Certain decompositions of matrices over Abelian rings

Nahid Ashrafi, Marjan Sheibani, Huanyin Chen (2017)

Czechoslovak Mathematical Journal

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A ring $R$ is (weakly) nil clean provided that every element in $R$ is the sum of a (weak) idempotent and a nilpotent. We characterize nil and weakly nil matrix rings over abelian rings. Let $R$ be abelian, and let $n \in ℕ$ . We prove that $M_{n} (R)$ is nil clean if and only if $R / J (R)$ is Boolean and $M_{n} (J (R))$ is nil. Furthermore, we prove that $R$ is weakly nil clean if and only if $R$ is periodic; $R / J (R)$ is $ℤ_{3}$ , $B$ or $ℤ_{3} \oplus B$ where $B$ is a Boolean ring, and that $M_{n} (R)$ is weakly nil clean if and only if $M_{n} (R)$ is nil clean for all $n \geq 2$ .

Spectral condition, hitting times and Nash inequality

Eva Löcherbach, Oleg Loukianov, Dasha Loukianova (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Let $X$ be a $μ$ -symmetric Hunt process on a LCCB space $𝙴$ . For an open set $𝙶 \subseteq 𝙴$ , let $τ_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$ . Let $r : [0, \infty [\to [0, \infty [$ and $R (t) = \int_{0}^{t} r (s) d s$ . We give necessary and sufficient conditions for $𝔼_{μ} R (τ_{𝙶}) l t; \infty$ in terms of the behavior near the origin of the spectral measure of $- A^{𝙶}$ . When $r (t) = t^{l}$ , $l \geq 0$ , by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l + 1$ for $τ_{𝙶}$ ...

Weakly null sequences with upper estimates

Daniel Freeman (2008)

Studia Mathematica

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We prove that if $(v_{i})$ is a seminormalized basic sequence and X is a Banach space such that every normalized weakly null sequence in X has a subsequence that is dominated by $(v_{i})$ , then there exists a uniform constant C ≥ 1 such that every normalized weakly null sequence in X has a subsequence that is C-dominated by $(v_{i})$ . This extends a result of Knaust and Odell, who proved this for the cases in which $(v_{i})$ is the standard basis for $ℓ_{p}$ or c₀.

Weak precompactness and property (V*) in spaces of compact operators

Ioana Ghenciu (2015)

Colloquium Mathematicae

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We give sufficient conditions for subsets of compact operators to be weakly precompact. Let $L_{w *} (E *, F)$ (resp. $K_{w *} (E *, F)$ ) denote the set of all w* - w continuous (resp. w* - w continuous compact) operators from E* to F. We prove that if H is a subset of $K_{w *} (E *, F)$ such that H(x*) is relatively weakly compact for each x* ∈ E* and H*(y*) is weakly precompact for each y* ∈ F*, then H is weakly precompact. We also prove the following results: If E has property (wV*) and F has property (V*), then $K_{w *} (E *, F)$ has property (wV*). Suppose...

Some properties of stationary sets

C. A. Di Prisco, W. Marek

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CONTENTSIntroduction..................................................................51. Derivative of a stationary set...................................72. Stationary degrees ...............................................133. Subsets of $P_{ϰ} (λ)$ ..............................................194. Stationary subsets of $P_{ϰ} (λ)$ .............................255. Superstationary substes of $P_{ϰ} (λ)$ ....................326. End-stationary subsets of $P_{ϰ} (λ)$ ......................34References................................................................37 ...

On Hattori spaces

A. Bouziad, E. Sukhacheva (2017)

Commentationes Mathematicae Universitatis Carolinae

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For a subset $A$ of the real line $ℝ$ , Hattori space $H (A)$ is a topological space whose underlying point set is the reals $ℝ$ and whose topology is defined as follows: points from $A$ are given the usual Euclidean neighborhoods while remaining points are given the neighborhoods of the Sorgenfrey line. In this paper, among other things, we give conditions on $A$ which are sufficient and necessary for $H (A)$ to be respectively almost Čech-complete, Čech-complete, quasicomplete, Čech-analytic and weakly separated...

Weak convergence of mutually independent $X ₙ^{B}$ and $X ₙ^{A}$ under weak convergence of $X ₙ \equiv X ₙ^{B} - X ₙ^{A}$

W. Szczotka (2006)

Applicationes Mathematicae

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For each n ≥ 1, let $v_{n, k}, k \geq 1$ and $u_{n, k}, k \geq 1$ be mutually independent sequences of nonnegative random variables and let each of them consist of mutually independent and identically distributed random variables with means v̅ₙ and u̅̅ₙ, respectively. Let $X ₙ^{B} (t) = (1 / c ₙ) \sum_{j = 1}^{[n t]} (v_{n, j} - v ̅ ₙ)$ , $X ₙ^{A} (t) = (1 / c ₙ) \sum_{j = 1}^{[n t]} (u_{n, j} - u ̅ ̅ ₙ)$ , t ≥ 0, and $X ₙ = X ₙ^{B} - X ₙ^{A}$ . The main result gives conditions under which the weak convergence $X ₙ \overset{}{\to} X$ , where X is a Lévy process, implies $X ₙ^{B} \overset{}{\to} X^{B}$ and $X ₙ^{A} \overset{}{\to} X^{A}$ , where $X^{B}$ and $X^{A}$ are mutually independent Lévy processes and $X = X^{B} - X^{A}$ .