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Displaying similar documents to “On invariant measures for piecewise convex transformations”

Invariant measures for piecewise convex transformations of an interval

Christopher Bose, Véronique Maume-Deschamps, Bernard Schmitt, S. Sujin Shin (2002)

Studia Mathematica

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We investigate the existence and ergodic properties of absolutely continuous invariant measures for a class of piecewise monotone and convex self-maps of the unit interval. Our assumption entails a type of average convexity which strictly generalizes the case of individual branches being convex, as investigated by Lasota and Yorke (1982). Along with existence, we identify tractable conditions for the invariant measure to be unique and such that the system has exponential decay of correlations...

Upper Estimate of Concentration and Thin Dimensions of Measures

H. Gacki, A. Lasota, J. Myjak (2009)

Bulletin of the Polish Academy of Sciences. Mathematics

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We show upper estimates of the concentration and thin dimensions of measures invariant with respect to families of transformations. These estimates are proved under the assumption that the transformations have a squeezing property which is more general than the Lipschitz condition. These results are in the spirit of a paper by A. Lasota and J. Traple [Chaos Solitons Fractals 28 (2006)] and generalize the classical Moran formula.

Invariant measures and ideals on discrete groups

Andrzej Pelc

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CONTENTS0. Introduction...........................................51. Preliminaries.........................................72. Universal invariant measures..............133. Extensions of invariant measures........214. Saturation of ideals on groups............34References.............................................46

Robustness regions for measures of risk aggregation

Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas (2016)

Dependence Modeling

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One of risk measures’ key purposes is to consistently rank and distinguish between different risk profiles. From a practical perspective, a risk measure should also be robust, that is, insensitive to small perturbations in input assumptions. It is known in the literature [14, 39], that strong assumptions on the risk measure’s ability to distinguish between risks may lead to a lack of robustness. We address the trade-off between robustness and consistent risk ranking by specifying the...

Gaussian measures associated to the higher order conservation laws of the Benjamin-Ono equation

Nikolay Tzvetkov, Nicola Visciglia (2013)

Annales scientifiques de l'École Normale Supérieure

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Inspired by the work of Zhidkov on the KdV equation, we perform a construction of weighted Gaussian measures associated to the higher order conservation laws of the Benjamin-Ono equation. The resulting measures are supported by Sobolev spaces of increasing regularity. We also prove a property on the support of these measures leading to the conjecture that they are indeed invariant by the flow of the Benjamin-Ono equation.

Invariant measures and the compactness of the domain

Marian Jabłoński, Paweł Góra (1998)

Annales Polonici Mathematici

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We consider piecewise monotonic and expanding transformations τ of a real interval (not necessarily bounded) into itself with countable number of points of discontinuity of τ’ and with some conditions on the variation V [ 0 , x ] ( 1 / | τ ' | ) which need not be a bounded function (although it is bounded on any compact interval). We prove that such transformations have absolutely continuous invariant measures. This result generalizes all previous “bounded variation” existence theorems.