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,...

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 $X = X^{B} - X^{A}$ .

Number of solutions in a box of a linear equation in an Abelian group

Maciej Zakarczemny (2016)

Colloquium Mathematicae

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For every finite Abelian group Γ and for all $g, a ₁, . . ., a_{k} \in Γ$ , if there exists a solution of the equation $\sum_{i = 1}^{k} a_{i} x_{i} = g$ in non-negative integers $x_{i} \leq b_{i}$ , where $b_{i}$ are positive integers, then the number of such solutions is estimated from below in the best possible way.

Limit theorems for geometric functionals of Gibbs point processes

T. Schreiber, J. E. Yukich (2013)

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

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Observations are made on a point process $𝛯$ in $ℝ^{d}$ in a window $Q_{λ}$ of volume $λ$ . The observation, or ‘score’ at a point $x$ , here denoted $ξ (x, 𝛯)$ , is a function of the points within a random distance of $x$ . When the input $𝛯$ is a Poisson or binomial point process, the large $λ$ limit theory for the total score $\sum_{x \in 𝛯 \cap Q_{λ}} ξ (x, 𝛯 \cap Q_{λ})$ , when properly scaled and centered, is well understood. In this paper we establish general laws of large numbers, variance asymptotics, and central limit theorems for the total score for Gibbsian...

Limit distributions for multitype branching processes of $m$ -ary search trees

Brigitte Chauvin, Quansheng Liu, Nicolas Pouyanne (2014)

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

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Let $m \geq 3$ be an integer. The so-calledis a discrete time Markov chain which is very popular in theoretical computer science, modelling famous algorithms used in searching and sorting. This random process satisfies a well-known phase transition: when $m \leq 26$ , the asymptotic behavior of the process is Gaussian, but for $m \geq 27$ it is no longer Gaussian and a limit $W^{D T}$ of a complex-valued martingale arises. In this paper, we consider the multitype branching process which is the continuous time version of...

Factorizations of normality via generalizations of $β$ -normality

Ananga Kumar Das, Pratibha Bhat, Ria Gupta (2016)

Mathematica Bohemica

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The notion of $β$ -normality was introduced and studied by Arhangel’skii, Ludwig in 2001. Recently, almost $β$ -normal spaces, which is a simultaneous generalization of $β$ -normal and almost normal spaces, were introduced by Das, Bhat and Tartir. We introduce a new generalization of normality, namely weak $β$ -normality, in terms of $θ$ -closed sets, which turns out to be a simultaneous generalization of $β$ -normality and $θ$ -normality. A space $X$ is said to be weakly $β$ -normal (w $β$ -normal $)$ if for every...

How to construct a Hovey triple from two cotorsion pairs

James Gillespie (2015)

Fundamenta Mathematicae

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Let be an abelian category, or more generally a weakly idempotent complete exact category, and suppose we have two complete hereditary cotorsion pairs $(, \tilde{})$ and $(\tilde{},)$ in satisfying $\tilde{} \subseteq$ and $\cap \tilde{} = \tilde{} \cap$ . We show how to construct a (necessarily unique) abelian model structure on with (resp. $\tilde{}$ ) as the class of cofibrant (resp. trivially cofibrant) objects, and (resp. $\tilde{}$ ) as the class of fibrant (resp. trivially fibrant) objects.

Nonconventional limit theorems in averaging

Yuri Kifer (2014)

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

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We consider “nonconventional” averaging setup in the form $\frac{d X^{ε} (t)}{d t} = ε B (X^{ε} (t)$ , $𝛯 (q_{1} (t)), 𝛯 (q_{2} (t)), ..., 𝛯 (q_{ℓ} (t)))$ where $𝛯 (t)$ , $t \geq 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_{j} (t) = α_{j} t$ , $α_{1} l t; α_{2} l t; \dots l t; α_{k}$ and $q_{j}$ , $j = k + 1, ..., ℓ$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.