Sungularity as $L_{2}$-regularity and vice versa

T. Pogany

Displaying similar documents to “Sungularity as $L_{2}$ -regularity and vice versa”

On Paszkiewicz-type criterion for a.e. continuity of processes in $L^{p}$ -spaces

Jakub Olejnik (2010)

Banach Center Publications

Similarity:

In this paper we consider processes Xₜ with values in $L^{p}$ , p ≥ 1 on subsets T of a unit cube in ℝⁿ satisfying a natural condition of boundedness of increments, i.e. a process has bounded increments if for some non-decreasing f: ℝ₊ → ℝ₊ ||Xₜ-Xₛ||ₚ ≤ f(||t-s||), s,t ∈ T. We give a sufficient criterion for a.s. continuity of all processes with bounded increments on subsets of a given set T. This criterion turns out to be necessary for a wide class of functions f. We use a geometrical Paszkiewicz-type...

On reduction of two-parameter prediction problems

J. Friedrich, L. Klotz, M. Riedel (1995)

Studia Mathematica

Similarity:

We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group $G_{2}$ (whose dual is a Polish space) with known values of the processes on a separable subset $S_{2} \subseteq G_{2}$ to results for weakly stationary processes on $G_{1} \times G_{2}$ with observed values on $G_{1} \times S_{2}$ . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.

A note on the existence of Gibbs marked point processes with applications in stochastic geometry

Martina Petráková (2023)

Kybernetika

Similarity:

This paper generalizes a recent existence result for infinite-volume marked Gibbs point processes. We try to use the existence theorem for two models from stochastic geometry. First, we show the existence of Gibbs facet processes in $ℝ^{d}$ with repulsive interactions. We also prove that the finite-volume Gibbs facet processes with attractive interactions need not exist. Afterwards, we study Gibbs-Laguerre tessellations of $ℝ^{2}$ . The mentioned existence result cannot be used, since one of its...

Estimating the conditional expectations for continuous time stationary processes

Gusztáv Morvai, Benjamin Weiss (2020)

Kybernetika

Similarity:

One of the basic estimation problems for continuous time stationary processes $X_{t}$ , is that of estimating $E {X_{t + β} | X_{s} : s \in [0, t]}$ based on the observation of the single block ${X_{s} : s \in [0, t]}$ when the actual distribution of the process is not known. We will give fairly optimal universal estimates of this type that correspond to the optimal results in the case of discrete time processes.

Stationary distributions for jump processes with memory

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

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

Similarity:

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.

A remarkable $σ$ -finite measure unifying supremum penalisations for a stable Lévy process

Yuko Yano (2013)

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

Similarity:

The $σ$ -finite measure $𝒫_{sup}$ which unifies supremum penalisations for a stable Lévy process is introduced. Silverstein’s coinvariant and coharmonic functions for Lévy processes and Chaumont’s $h$ -transform processes with respect to these functions are utilized for the construction of $𝒫_{sup}$ .

A Weak-Type Inequality for Submartingales and Itô Processes

Adam Osękowski (2015)

Bulletin of the Polish Academy of Sciences. Mathematics

Similarity:

Let α ∈ [0,1] be a fixed parameter. We show that for any nonnegative submartingale X and any semimartingale Y which is α-subordinate to X, we have the sharp estimate $∥ Y ∥_{W} \leq (2 (α + 1) ²) / (2 α + 1) ∥ X ∥_{L^{\infty}}$ . Here W is the weak- $L^{\infty}$ space introduced by Bennett, DeVore and Sharpley. The inequality is already sharp in the context of α-subordinate Itô processes.

Theorem-proving systems

Ewa Orłowska

Similarity:

CONTENTSIntroduction.................................................................................................................... 6Chapter I. Theorem-proving system§ 1. Theory...................................................................................................................... 7§ 2. Fundamental theory $T_{ƒ}$ ................................................................................ 8§ 3. Theorem-proving system.......................................................................................

On smoothing properties of transition semigroups associated to a class of SDEs with jumps

Seiichiro Kusuoka, Carlo Marinelli (2014)

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

Similarity:

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in $ℝ^{d}$ driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process $Y$ (i.e. $Y = W \circ T$ , where $T$ is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process $W$ ) and of an arbitrary Lévy process independent of $Y$ , that the drift coefficient is continuous...

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

Lothar Heinrich (2016)

Applications of Mathematics

Similarity:

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...

Linearized plasticity is the evolutionary $Γ$ -limit of finite plasticity

Alexander Mielke, Ulisse Stefanelli (2013)

Journal of the European Mathematical Society

Similarity:

We provide a rigorous justification of the classical linearization approach in plasticity. By taking the small-deformations limit, we prove via $Γ$ -convergence for rate-independent processes that energetic solutions of the quasi-static finite-strain elastoplasticity system converge to the unique strong solution of linearized elastoplasticity.

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

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

Similarity:

We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $α$ with drift and diffusion coefficients $b$ , $σ$ . When $α \in (1, 2)$ , we investigate pathwise uniqueness for this equation. When $α \in (0, 1)$ , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $α \in (0, 1)$ or $α \in (1, 2)$ and on whether the driving stable process is symmetric or not. Our...

Two stationarity conditions in the $G I / r_{0} / M / r_{1}$ dam

M. Jankiewicz (1988)

Applicationes Mathematicae

Similarity:

Small positive values for supercritical branching processes in random environment

Vincent Bansaye, Christian Böinghoff (2014)

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

Similarity:

Branching Processes in Random Environment (BPREs) $(Z_{n} : n \geq 0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $ℙ (1 \leq Z_{n} \leq k | Z_{0} = i)$ , $k, i \in ℕ$ as $n \to \infty$ . More precisely, we characterize...

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

Similarity:

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,...

Some properties of stationary sets

C. A. Di Prisco, W. Marek

Similarity:

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 ...

Universal rates for estimating the residual waiting time in an intermittent way

Gusztáv Morvai, Benjamin Weiss (2020)

Kybernetika

Similarity:

A simple renewal process is a stochastic process ${X_{n}}$ taking values in ${0, 1}$ where the lengths of the runs of $1$ ’s between successive zeros are independent and identically distributed. After observing $X_{0}, X_{1}, ... X_{n}$ one would like to estimate the time remaining until the next occurrence of a zero, and the problem of universal estimators is to do so without prior knowledge of the distribution of the process. We give some universal estimates with rates for the expected time to renewal as well as for the conditional...

Displaying similar documents to “Sungularity as L 2 -regularity and vice versa”

Displaying similar documents to “Sungularity as $L_{2}$ -regularity and vice versa”