Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_α$

Misiewicz Jolanta K.

Displaying similar documents to “Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_{α}$ ”

Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

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Consider a proper metric space and a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random continuous mappings → . It induces the stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and complete the unpublished work of Martin Benda on local contractivity, which merits publicity and provides an important tool for studying...

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

Martina Petráková (2023)

Kybernetika

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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...

Viability theorems for stochastic inclusions

Michał Kisielewicz (1995)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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Sufficient conditions for the existence of solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{I R ⁿ} H_{τ, z} (x_{τ}) ν ̃ (d τ, d z)$ beloning to a given set K of n-dimensional cádlág processes are given.

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

T. Pogany (1990)

Matematički Vesnik

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Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders

Z. Michna (2007)

Studia Mathematica

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In this paper we consider a symmetric α-stable Lévy process Z. We use a series representation of Z to condition it on the largest jump. Under this condition, Z can be presented as a sum of two independent processes. One of them is a Lévy process $Y_{x}$ parametrized by x > 0 which has finite moments of all orders. We show that $Y_{x}$ converges to Z uniformly on compact sets with probability one as x↓ 0. The first term in the cumulant expansion of $Y_{x}$ corresponds to a Brownian motion which implies...

Extending the Wong-Zakai theorem to reversible Markov processes

Richard F. Bass, B. Hambly, Terry Lyons (2002)

Journal of the European Mathematical Society

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We show how to construct a canonical choice of stochastic area for paths of reversible Markov processes satisfying a weak Hölder condition, and hence demonstrate that the sample paths of such processes are rough paths in the sense of Lyons. We further prove that certain polygonal approximations to these paths and their areas converge in $p$ -variation norm. As a corollary of this result and standard properties of rough paths, we are able to provide a significant generalization of the classical...

The majorizing measure approach to sample boundedness

Witold Bednorz (2015)

Colloquium Mathematicae

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We describe an alternative approach to sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of the distribution of the argument maximum. For a centered Gaussian process X(t), t ∈ T, we obtain a short proof of the exact lower bound on $s u p_{t \in T} X (t)$ . Finally we prove the equivalence of the usual majorizing measure functional to its conjugate version.

On a construction of majorizing measures on subsets of ℝⁿ with special metrics

Jakub Olejnik (2010)

Studia Mathematica

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We consider processes Xₜ with values in $L_{p} (Ω, ℱ, P)$ and “time” index t in a subset A of the unit cube. A natural condition of boundedness of increments is assumed. We give a full characterization of the domains A for which all such processes are a.e. continuous. We use the notion of Talagrand’s majorizing measure as well as geometrical Paszkiewicz-type characteristics of the set A. A majorizing measure is constructed.

Concentration of measure on product spaces with applications to Markov processes

Gordon Blower, François Bolley (2006)

Studia Mathematica

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For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities and transportation inequalities. In the case of the Euclidean space $ℝ^{m}$ , there are sufficient conditions for the joint law to satisfy a logarithmic Sobolev inequality. In several cases, the constants obtained are of optimal order of growth with respect to the number of random variables,...

Invariance principle for Mott variable range hopping and other walks on point processes

P. Caputo, A. Faggionato, T. Prescott (2013)

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

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We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the $α$ -power of the jump length and depend on the energy marks via a Boltzmann-like factor. The case $α = 1$ corresponds to the phonon-induced Mott variable range hopping in disordered solids in the regime of strong Anderson localization. We prove that for almost every realization of the marked process, the diffusively rescaled random walk, with an arbitrary start point,...

Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Francis Comets, Serguei Popov (2012)

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

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We consider a random walk in a stationary ergodic environment in $ℤ$ , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in $ℝ^{d}$ , $d \geq 3$ , which serves...

On Stochastic Differential Equations with Reflecting Boundary Condition in Convex Domains

Weronika Łaukajtys (2004)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let D be an open convex set in $ℝ^{d}$ and let F be a Lipschitz operator defined on the space of adapted càdlàg processes. We show that for any adapted process H and any semimartingale Z there exists a unique strong solution of the following stochastic differential equation (SDE) with reflection on the boundary of D: $X_{t} = H_{t} + \int_{0}^{t} ⟨ F {(X)}_{s -}, d Z_{s} ⟩ + K_{t}$ , t ∈ ℝ⁺. Our proofs are based on new a priori estimates for solutions of the deterministic Skorokhod problem.

The central limit theorem for stochastic integrals.

Antonio Sintes Blanc (1985)

Collectanea Mathematica

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Set-valued stochastic integrals and stochastic inclusions in a plane

Władysław Sosulski (2001)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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We present the concepts of set-valued stochastic integrals in a plane and prove the existence of a solution to stochastic integral inclusions of the form $z_{s, t} \in φ_{s, t} + \int_{0}^{s} \int_{0}^{t} F_{u, v} (z_{u, v}) d u d v + \int_{0}^{s} \int_{0}^{t} G_{u, v} (z_{u, v}) d w_{u, v}$

Classes of measures closed under mixing and convolution. Weak stability

Jolanta K. Misiewicz, Krzysztof Oleszkiewicz, Kazimierz Urbanik (2005)

Studia Mathematica

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For a random vector X with a fixed distribution μ we construct a class of distributions ℳ(μ) = μ∘λ: λ ∈ , which is the class of all distributions of random vectors XΘ, where Θ is independent of X and has distribution λ. The problem is to characterize the distributions μ for which ℳ(μ) is closed under convolution. This is equivalent to the characterization of the random vectors X such that for all random variables Θ₁, Θ₂ independent of X, X’ there exists a random variable Θ independent...

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

Jakub Olejnik (2010)

Banach Center Publications

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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...

Fredholmness of pseudo-differential operators with nonregular symbols

Kazushi Yoshitomi (2023)

Czechoslovak Mathematical Journal

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We establish the Fredholmness of a pseudo-differential operator whose symbol is of class $C^{0, σ}$ , $0 < σ < 1$ , in the spatial variable. Our work here refines the work of H. Abels, C. Pfeuffer (2020).

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

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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 $𝒫_{sup}$ .

Continuous pseudo-hairy spaces and continuous pseudo-fans

Janusz R. Prajs (2002)

Fundamenta Mathematicae

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A compact metric space X̃ is said to be a continuous pseudo-hairy space over a compact space X ⊂ X̃ provided there exists an open, monotone retraction $r : X ̃ \binom{o n t o}{⟶} X$ such that all fibers $r^{- 1} (x)$ are pseudo-arcs and any continuum in X̃ joining two different fibers of r intersects X. A continuum $Y_{X}$ is called a continuous pseudo-fan of a compactum X if there are a point $c \in Y_{X}$ and a family ℱ of pseudo-arcs such that $⋃ ℱ = Y_{X}$ , any subcontinuum of $Y_{X}$ intersecting two different elements of ℱ contains c, and ℱ is homeomorphic...

α-stable random walk has massive thorns

Alexander Bendikov, Wojciech Cygan (2015)

Colloquium Mathematicae

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We introduce and study a class of random walks defined on the integer lattice $ℤ^{d}$ -a discrete space and time counterpart of the symmetric α-stable process in $ℝ^{d}$ . When 0 < α <2 any coordinate axis in $ℤ^{d}$ , d ≥ 3, is a non-massive set whereas any cone is massive. We provide a necessary and sufficient condition for a thorn to be a massive set.

Stochastic differential equations with Sobolev drifts and driven by $α$ -stable processes

Xicheng Zhang (2013)

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

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In this article we prove the pathwise uniqueness for stochastic differential equations in $ℝ^{d}$ with time-dependent Sobolev drifts, and driven by symmetric $α$ -stable processes provided that $α \in (1, 2)$ and its spectral measure is non-degenerate. In particular, the drift is allowed to have jump discontinuity when $α \in (\frac{2 d}{d + 1}, 2)$ . Our proof is based on some estimates of Krylov’s type for purely discontinuous semimartingales.

Stochastic dynamical systems with weak contractivity properties II. Iteration of Lipschitz mappings

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

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In this continuation of the preceding paper (Part I), we consider a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random Lipschitz mappings → , where is a proper metric space. We investigate existence and uniqueness of invariant measures, as well as recurrence and ergodicity of the induced stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . The main results concern the case when the associated Lipschitz constants are log-centered. Principal tools are local contractivity, as considered in detail in Part I,...

Conditional distributions, exchangeable particle systems, and stochastic partial differential equations

Dan Crisan, Thomas G. Kurtz, Yoonjung Lee (2014)

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

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Stochastic partial differential equations (SPDEs) whose solutions are probability-measure-valued processes are considered. Measure-valued processes of this type arise naturally as de Finetti measures of infinite exchangeable systems of particles and as the solutions for filtering problems. In particular, we consider a model of asset price determination by an infinite collection of competing traders. Each trader’s valuations of the assets are given by the solution of a stochastic differential...

Displaying similar documents to “Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of L α ”

Displaying similar documents to “Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of $L_{α}$ ”