Limit theorems for random fields

Nguyen van Thu

Displaying similar documents to “Limit theorems for random fields”

On the isotropic constant of marginals

Grigoris Paouris (2012)

Studia Mathematica

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We show that if μ₁, ..., μₘ are log-concave subgaussian or supergaussian probability measures in $ℝ^{n_{i}}$ , i ≤ m, then for every F in the Grassmannian $G_{N, n}$ , where N = n₁ + ⋯ + nₘ and n< N, the isotropic constant of the marginal of the product of these measures, $π_{F} (μ ₁ \otimes \dots \otimes μ ₘ)$ , is bounded. This extends known results on bounds of the isotropic constant to a larger class of measures.

On inhomogeneous self-similar measures and their $L^{q}$ spectra

Przemysław Liszka (2013)

Annales Polonici Mathematici

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Let $S_{i} : ℝ^{d} \to ℝ^{d}$ for i = 1,..., N be contracting similarities, let $(p ₁, . . ., p_{N}, p)$ be a probability vector and let ν be a probability measure on $ℝ^{d}$ with compact support. It is well known that there exists a unique inhomogeneous self-similar probability measure μ on $ℝ^{d}$ such that $μ = \sum_{i = 1}^{N} p_{i} μ \circ S_{i}^{- 1} + p ν$ . We give satisfactory estimates for the lower and upper bounds of the $L^{q}$ spectra of inhomogeneous self-similar measures. The case in which there are a countable number of contracting similarities and probabilities is considered. In particular,...

On the duality between $p$ -modulus and probability measures

Luigi Ambrosio, Simone Di Marino, Giuseppe Savaré (2015)

Journal of the European Mathematical Society

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Motivated by recent developments on calculus in metric measure spaces $(X, d, m)$ , we prove a general duality principle between Fuglede’s notion [15] of $p$ -modulus for families of finite Borel measures in $(X, d)$ and probability measures with barycenter in $L^{q} (X, m)$ , with $q$ dual exponent of $p \in (1, \infty)$ . We apply this general duality principle to study null sets for families of parametric and non-parametric curves in $X$ . In the final part of the paper we provide a new proof, independent of optimal transportation, of the...

Wasserstein metric and subordination

Philippe Clément, Wolfgang Desch (2008)

Studia Mathematica

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Let $(X, d_{X})$ , $(Ω, d_{Ω})$ be complete separable metric spaces. Denote by (X) the space of probability measures on X, by $W_{p}$ the p-Wasserstein metric with some p ∈ [1,∞), and by $_{p} (X)$ the space of probability measures on X with finite Wasserstein distance from any point measure. Let $f : Ω \to_{p} (X)$ , $ω \mapsto f_{ω}$ , be a Borel map such that f is a contraction from $(Ω, d_{Ω})$ into $(_{p} (X), W_{p})$ . Let ν₁,ν₂ be probability measures on Ω with $W_{p} (ν ₁, ν ₂)$ finite. On X we consider the subordinated measures $μ_{i} = \int_{Ω} f_{ω} d ν_{i} (ω)$ . Then $W_{p} (μ ₁, μ ₂) \leq W_{p} (ν ₁, ν ₂)$ . As an application we show that the solution measures $ϱ_{α} (t)$ ...

On nearly radial marginals of high-dimensional probability measures

Bo'az Klartag (2010)

Journal of the European Mathematical Society

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Suppose that $μ$ is an absolutely continuous probability measure on $^{R}$ n, for large $n$ . Then $μ$ has low-dimensional marginals that are approximately spherically-symmetric. More precisely, if $n \geq {(C / ε)}^{C d}$ , then there exist $d$ -dimensional marginals of $μ$ that are $ε$ -far from being sphericallysymmetric, in an appropriate sense. Here $C > 0$ is a universal constant.

Integral representation and relaxation for functionals defined on measures

Ennio De Giorgi, Luigi Ambrosio, Giuseppe Buttazzo (1987)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti

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Given a separable metric locally compact space $\Omega$ , and a positive finite non-atomic measure $\lambda$ on $\Omega$ , we study the integral representation on the space of measures with bounded variation $\Omega$ of the lower semicontinuous envelope of the functional $F(u)=\int_{\Omega}f(x,u)d\lambda\qquad u\in L^{1}(\Omega,\lambda,\mathbb{R}^{n})$ with respect to the weak convergence of measures.

Path functionals over Wasserstein spaces

Alessio Brancolini, Giuseppe Buttazzo, Filippo Santambrogio (2006)

Journal of the European Mathematical Society

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Given a metric space $X$ we consider a general class of functionals which measure the cost of a path in $X$ joining two given points $x_{0}$ and $x_{1}$ , providing abstract existence results for optimal paths. The results are then applied to the case when $X$ is aWasserstein space of probabilities on a given set $Ω$ and the cost of a path depends on the value of classical functionals over measures. Conditions for linking arbitrary extremal measures $μ_{0}$ and $μ_{1}$ by means of finite cost paths are given. ...

$L^{p}$ -improving properties of measures of positive energy dimension

Kathryn E. Hare, Maria Roginskaya (2005)

Colloquium Mathematicae

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A measure is called $L^{p}$ -improving if it acts by convolution as a bounded operator from $L^{p}$ to $L^{q}$ for some q > p. Positive measures which are $L^{p}$ -improving are known to have positive Hausdorff dimension. We extend this result to complex $L^{p}$ -improving measures and show that even their energy dimension is positive. Measures of positive energy dimension are seen to be the Lipschitz measures and are characterized in terms of their improving behaviour on a subset of $L^{p}$ -functions.

Denseness and Borel complexity of some sets of vector measures

Zbigniew Lipecki (2004)

Studia Mathematica

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Let ν be a positive measure on a σ-algebra Σ of subsets of some set and let X be a Banach space. Denote by ca(Σ,X) the Banach space of X-valued measures on Σ, equipped with the uniform norm, and by ca(Σ,ν,X) its closed subspace consisting of those measures which vanish at every ν-null set. We are concerned with the subsets $_{ν} (X)$ and $_{ν} (X)$ of ca(Σ,X) defined by the conditions |φ| = ν and |φ| ≥ ν, respectively, where |φ| stands for the variation of φ ∈ ca(Σ,X). We establish necessary and sufficient...

On NIP and invariant measures

Ehud Hrushovski, Anand Pillay (2011)

Journal of the European Mathematical Society

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We study forking, Lascar strong types, Keisler measures and definable groups, under an assumption of NIP (not the independence property), continuing aspects of the paper [16]. Among key results are (i) if $p = tp (b / A)$ does not fork over $A$ then the Lascar strong type of $b$ over $A$ coincides with the compact strong type of $b$ over $A$ and any global nonforking extension of $p$ is Borel definable over $bdd (A)$ , (ii) analogous statements for Keisler measures and definable groups, including the fact that $G^{000} = G^{00}$ for $G$ ...

Level by level equivalence and the number of normal measures over $P_{κ} (λ)$

Arthur W. Apter (2007)

Fundamenta Mathematicae

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We construct two models for the level by level equivalence between strong compactness and supercompactness in which if κ is λ supercompact and λ ≥ κ is regular, we are able to determine exactly the number of normal measures $P_{κ} (λ)$ carries. In the first of these models, $P_{κ} (λ)$ carries $2^{2^{{[λ]}^{< κ}}}$ many normal measures, the maximal number. In the second of these models, $P_{κ} (λ)$ carries $2^{2^{{[λ]}^{< κ}}}$ many normal measures, except if κ is a measurable cardinal which is not a limit of measurable cardinals. In this case, κ (and...

Osgood type conditions for an m th-order differential equation

Stanisaw Szufla (1998)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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We present a new theorem on the differential inequality $u^{(m)} \leq w (u)$ . Next, we apply this result to obtain existence theorems for the equation $x^{(m)} = f (t, x)$ .

Spaces of functions on domain $Ω$ , whose $k$ -th derivatives are measures defined on $\bar{Ω}$

Jiří Souček (1972)

Časopis pro pěstování matematiky

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On biorthogonal systems whose functionals are finitely supported

Christina Brech, Piotr Koszmider (2011)

Fundamenta Mathematicae

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We show that for each natural number n > 1, it is consistent that there is a compact Hausdorff totally disconnected space $K_{2 n}$ such that $C (K_{2 n})$ has no uncountable (semi)biorthogonal sequence ${(f_{ξ}, μ_{ξ})}_{ξ \in ω ₁}$ where $μ_{ξ}$ ’s are atomic measures with supports consisting of at most 2n-1 points of $K_{2 n}$ , but has biorthogonal systems ${(f_{ξ}, μ_{ξ})}_{ξ \in ω ₁}$ where $μ_{ξ}$ ’s are atomic measures with supports consisting of 2n points. This complements a result of Todorcevic which implies that it is consistent that such spaces do not exist: he proves...

Self-affine measures that are $L^{p}$ -improving

Kathryn E. Hare (2015)

Colloquium Mathematicae

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A measure is called $L^{p}$ -improving if it acts by convolution as a bounded operator from $L^{q}$ to L² for some q < 2. Interesting examples include Riesz product measures, Cantor measures and certain measures on curves. We show that equicontractive, self-similar measures are $L^{p}$ -improving if and only if they satisfy a suitable linear independence property. Certain self-affine measures are also seen to be $L^{p}$ -improving.

$L^{p} - L^{q}$ estimates for some convolution operators with singular measures on the Heisenberg group

T. Godoy, P. Rocha (2013)

Colloquium Mathematicae

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We consider the Heisenberg group ℍⁿ = ℂⁿ × ℝ. Let ν be the Borel measure on ℍⁿ defined by $ν (E) = \int_{ℂ ⁿ} χ_{E} (w, φ (w)) η (w) d w$ , where $φ (w) = \sum_{j = 1}^{n} a_{j} | w_{j} | ²$ , w = (w₁,...,wₙ) ∈ ℂⁿ, $a_{j} \in ℝ$ , and η(w) = η₀(|w|²) with $η ₀ \in C_{c}^{\infty} (ℝ)$ . We characterize the set of pairs (p,q) such that the convolution operator with ν is $L^{p} (ℍ ⁿ) - L^{q} (ℍ ⁿ)$ bounded. We also obtain $L^{p}$ -improving properties of measures supported on the graph of the function $φ (w) = {| w |}^{2 m}$ .

Canonical Banach function spaces generated by Urysohn universal spaces. Measures as Lipschitz maps

Piotr Niemiec (2009)

Studia Mathematica

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It is proved (independently of the result of Holmes [Fund. Math. 140 (1992)]) that the dual space of the uniform closure $C F L (_{r})$ of the linear span of the maps x ↦ d(x,a) - d(x,b), where d is the metric of the Urysohn space $_{r}$ of diameter r, is (isometrically if r = +∞) isomorphic to the space $L I P (_{r})$ of equivalence classes of all real-valued Lipschitz maps on $_{r}$ . The space of all signed (real-valued) Borel measures on $_{r}$ is isometrically embedded in the dual space of $C F L (_{r})$ and it is shown that the image...

The sizes of the classes of $H^{(N)}$ -sets

Václav Vlasák (2014)

Fundamenta Mathematicae

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The class of $H^{(N)}$ -sets forms an important subclass of the class of sets of uniqueness for trigonometric series. We investigate the size of this class which is reflected by the family of measures (called polar) annihilating all sets from the class. The main aim of this paper is to answer in the negative a question stated by Lyons, whether the polars of the classes of $H^{(N)}$ -sets are the same for all N ∈ ℕ. To prove our result we also present a new description of $H^{(N)}$ -sets.

Invariant densities for random $β$ -expansions

Karma Dajani, Martijn de Vries (2007)

Journal of the European Mathematical Society

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Let $β > 1$ be a non-integer. We consider expansions of the form $\sum_{i = 1}^{\infty} d_{i} / β^{i}$ , where the digits ${(d_{i})}_{i \geq 1}$ are generated by means of a Borel map $K_{β}$ defined on ${0, 1}^{ℕ} \times [0, ⌊ β ⌋ (β - 1)]$ . We show existence and uniqueness of a $K_{β}$ -invariant probability measure, absolutely continuous with respect to $m_{p} \otimes λ$ , where $m_{p}$ is the Bernoulli measure on ${0, 1}^{ℕ}$ with parameter $p$ ( $0 < p < 1$ ) and $λ$ is the normalized Lebesgue measure on $[0, ⌊ β ⌋ (β - 1)]$ . Furthermore, this measure is of the form $m_{p} \otimes μ_{β, p}$ , where $μ_{β, p}$ is equivalent to $λ$ . We prove that the measure of maximal entropy and $m_{p} \otimes λ$ are mutually...

Convolution operators with anisotropically homogeneous measures on $ℝ^{2 n}$ with n-dimensional support

E. Ferreyra, T. Godoy, M. Urciuolo (2002)

Colloquium Mathematicae

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Let $α_{i}, β_{i} > 0$ , 1 ≤ i ≤ n, and for t > 0 and x = (x₁,...,xₙ) ∈ ℝⁿ, let $t • x = (t^{α ₁} x ₁, . . ., t^{α ₙ} x ₙ)$ , $t \circ x = (t^{β ₁} x ₁, . . ., t^{β ₙ} x ₙ)$ and $| | x | | = \sum_{i = 1}^{n} {| x_{i} |}^{1 / α_{i}}$ . Let φ₁,...,φₙ be real functions in $C^{\infty} (ℝ ⁿ - 0)$ such that φ = (φ₁,..., φₙ) satisfies φ(t • x) = t ∘ φ(x). Let γ > 0 and let μ be the Borel measure on $ℝ^{2 n}$ given by $μ (E) = \int_{ℝ ⁿ} χ_{E} {(x, φ (x)) | | x | |}^{γ - α} d x$ , where $α = \sum_{i = 1}^{n} α_{i}$ and dx denotes the Lebesgue measure on ℝⁿ. Let $T_{μ} f = μ * f$ and let $| | T_{μ} {| |}_{p, q}$ be the operator norm of $T_{μ}$ from $L^{p} (ℝ^{2 n})$ into $L^{q} (ℝ^{2 n})$ , where the $L^{p}$ spaces are taken with respect to the Lebesgue measure. The type set $E_{μ}$ is defined by $E_{μ} = (1 / p, 1 / q) : | | T_{μ} {| |}_{p, q} < \infty, 1 \leq p, q \leq \infty$ . In the case $α_{i} \neq β_{k}$ for 1 ≤ i,k ≤ n we characterize the...

The type set for homogeneous singular measures on ℝ ³ of polynomial type

E. Ferreyra, T. Godoy (2006)

Colloquium Mathematicae

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Let φ:ℝ ² → ℝ be a homogeneous polynomial function of degree m ≥ 2, let μ be the Borel measure on ℝ ³ defined by $μ (E) = \int_{D} χ_{E} (x, φ (x)) d x$ with D = x ∈ ℝ ²:|x| ≤ 1 and let $T_{μ}$ be the convolution operator with the measure μ. Let $φ = φ ₁^{e ₁} \dots φ ₙ^{e ₙ}$ be the decomposition of φ into irreducible factors. We show that if $e_{i} \neq m / 2$ for each $φ_{i}$ of degree 1, then the type set $E_{μ} : = (1 / p, 1 / q) \in [0, 1] \times [0, 1] : | | T_{μ} {| |}_{p, q} < \infty$ can be explicitly described as a closed polygonal region.

Optimality of the range for which equivalence between certain measures of smoothness holds

Z. Ditzian (2010)

Studia Mathematica

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Recently it was proved for 1 < p < ∞ that $ω^{m} {(f, t)}_{p}$ , a modulus of smoothness on the unit sphere, and $K ̃ ₘ {(f, t^{m})}_{p}$ , a K-functional involving the Laplace-Beltrami operator, are equivalent. It will be shown that the range 1 < p < ∞ is optimal; that is, the equivalence $ω^{m} {(f, t)}_{p} \approx K ̃ ₘ {(f, t^{r})}_{p}$ does not hold either for p = ∞ or for p = 1.

Linear response for smooth deformations of generic nonuniformly hyperbolic unimodal maps

Viviane Baladi, Daniel Smania (2012)

Annales scientifiques de l'École Normale Supérieure

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We consider $C^{2}$ families $t \mapsto f_{t}$ of $C^{4}$ unimodal maps $f_{t}$ whose critical point is slowly recurrent, and we show that the unique absolutely continuous invariant measure $μ_{t}$ of $f_{t}$ depends differentiably on $t$ , as a distribution of order $1$ . The proof uses transfer operators on towers whose level boundaries are mollified via smooth cutoff functions, in order to avoid artificial discontinuities. We give a new representation of $μ_{t}$ for a Benedicks-Carleson map $f_{t}$ , in terms of a single smooth function and the...

Self-affine measures and vector-valued representations

Qi-Rong Deng, Xing-Gang He, Ka-Sing Lau (2008)

Studia Mathematica

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Let A be a d × d integral expanding matrix and let $S_{j} (x) = A^{- 1} (x + d_{j})$ for some $d_{j} \in ℤ^{d}$ , j = 1,...,m. The iterated function system (IFS) ${S_{j}}_{j = 1}^{m}$ generates self-affine measures and scale functions. In general this IFS has overlaps, and it is well known that in many special cases the analysis of such measures or functions is facilitated by expressing them in vector-valued forms with respect to another IFS that satisfies the open set condition. In this paper we prove a general theorem on such representation. The proof...

$L_{p, q}$ spaces

Joseph Kupka

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CONTENTS1. Introduction...................................................................................................... 52. Notation and basic terminology........................................................................... 73. Definition and basic properties of the $L_{p, q}$ spaces................................. 114. Integral representation of bounded linear functionals on $L_{p, q} (B)$ ........ 235. Examples in $L_{p, q}$ theory...................................................................................

Erratum to “Geometric rigidity of $\times m$ invariant measures” (J. Eur. Math. Soc. 14, 1539–1563 (2012))

Michael Hochman (2013)

Journal of the European Mathematical Society

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Truncation and Duality Results for Hopf Image Algebras

Teodor Banica (2014)

Bulletin of the Polish Academy of Sciences. Mathematics

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Associated to an Hadamard matrix $H \in M_{N} (ℂ)$ is the spectral measure μ ∈ [0,N] of the corresponding Hopf image algebra, A = C(G) with $G \subset S ⁺_{N}$ . We study a certain family of discrete measures $μ^{r} \in [0, N]$ , coming from the idempotent state theory of G, which converge in Cesàro limit to μ. Our main result is a duality formula of type $\int_{0}^{N} {(x / N)}^{p} d μ^{r} (x) = \int_{0}^{N} {(x / N)}^{r} d ν^{p} (x)$ , where $μ^{r}, ν^{r}$ are the truncations of the spectral measures μ,ν associated to $H, H^{t}$ . We also prove, using these truncations $μ^{r}, ν^{r}$ , that for any deformed Fourier matrix $H = F_{M} \otimes_{Q} F_{N}$ we have μ = ν.

On the potential theory of some systems of coupled PDEs

Abderrahim Aslimani, Imad El Ghazi, Mohamed El Kadiri, Sabah Haddad (2016)

Commentationes Mathematicae Universitatis Carolinae

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In this paper we study some potential theoretical properties of solutions and super-solutions of some PDE systems (S) of type $L_{1} u = - μ_{1} v$ , $L_{2} v = - μ_{2} u$ , on a domain $D$ of $ℝ^{d}$ , where $μ_{1}$ and $μ_{2}$ are suitable measures on $D$ , and $L_{1}$ , $L_{2}$ are two second order linear differential elliptic operators on $D$ with coefficients of class $𝒞^{\infty}$ . We also obtain the integral representation of the nonnegative solutions and supersolutions of the system (S) by means of the Green kernels and Martin boundaries associated with $L_{1}$ and $L_{2}$ , and...