Suppose that $\{Xn:n\ge 0\}$ is a stationary Markov chain and $V$ is a certain function on a phase space of the chain, called an observable. We say that the observable satisfies the central limit theorem (CLT) if $Y_n:=N^{-1/2}{\sum }_{n=0}^{N}V\left(X_n\right)$ converge in law to a normal random variable, as $N\to +\infty$. For a stationary Markov chain with the $L^2$ spectral gap the theorem holds for all $V$ such that $V\left(X_0\right)$ is centered and square integrable, see Gordin [7]. The purpose of this article is to characterize a family of observables $V$ for which the CLT holds...

We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let $𝛷$ be a class of functions on the parameter space and consider estimating elements of $𝛷$ under quadratic loss. If the formal Bayes estimator of every function in $𝛷$ is admissible, then the prior is strongly admissible with respect to $𝛷$. Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with...

We study the presence of copies of $l_p^n$’s uniformly in the spaces ${\Pi }_2(C[0,1],X)$ and ${\Pi }_1(C[0,1],X)$. By using Dvoretzky’s theorem we deduce that if $X$ is an infinite-dimensional Banach space, then ${\Pi }_2(C[0,1],X)$ contains $\lambda \sqrt{2}$-uniformly copies of $l_{\infty }^n$’s and ${\Pi }_1(C[0,1],X)$ contains $\lambda$-uniformly copies of $l_2^n$’s for all $\lambda >1$. As an application, we show that if $X$ is an infinite-dimensional Banach space then the spaces ${\Pi }_2(C[0,1],X)$ and ${\Pi }_1(C[0,1],X)$ are distinct, extending the well-known result that the spaces ${\Pi }_2(C[0,1],X)$ and $𝒩\left(C\right[0,1],X)$ are distinct.

A notion of a wide-sense Markov process $X_t$ of order k ≥ 1, $X_t\sim WM\left(k\right)$, 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 $X_t\sim WM\left(k\right)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_t\sim WM\left(k\right)$ iff $x_t$ is a k-dimensional WM(1) process and iff the covariance function of $x_t$ has the triangular...

Acute triangles are defined by having all angles less than $\pi /2$, and are characterized as the triangles containing their circumcenter in the interior. For simplices of dimension $n\ge 3$, acuteness is defined by demanding that all dihedral angles between $(n-1)$-dimensional faces are smaller than $\pi /2$. However, there are, in a practical sense, too few acute simplices in general. This is unfortunate, since the acuteness property provides good qualitative features for finite element methods. The property...

We consider a biharmonic problem ${\Delta }^2{u}_{\omega }=f_{\omega }$ with Navier type boundary conditions $u_{\omega }=\Delta u_{\omega }=0$, on a family of truncated sectors ${\Omega }_{\omega }$ in ${ℝ}^2$ of radius $r$, $0<r<1$ and opening angle $\omega$, $\omega \in (2\pi /3,\pi ]$ when $\omega$ is close to $\pi$. The family of right-hand sides ${\left(f_{\omega }\right)}_{\omega \in (2\pi /3,\pi ]}$ is assumed to depend smoothly on $\omega$ in $L^2\left({\Omega }_{\omega }\right)$. The main result is that $u_{\omega }$ converges to $u_{\pi }$ when $\omega \to \pi$ with respect to the $H^2$-norm. We can also show that the $H^2$-topology is optimal for such a convergence result.

In this paper, we propose an extension of a periodic $GARCH$ ($PGARCH$) model to a Markov-switching periodic $GARCH$ ($MS$-$PGA$ $RCH$), and provide some probabilistic properties of this class of models. In particular, we address the question of strictly periodically and of weakly periodically stationary solutions. We establish necessary and sufficient conditions ensuring the existence of higher order moments. We further provide closed-form expressions for calculating the even-order moments as well...

Let $H$ be a subgroup of a finite group $G$. We say that $H$ satisfies the $\Pi$-property in $G$ if for any chief factor $L/K$ of $G$, $|G/K:N_{G/K}(HK/K\cap L/K)|$ is a $\pi (HK/K\cap L/K)$-number. We obtain some criteria for the $p$-supersolubility or $p$-nilpotency of a finite group and extend some known results by concerning some subgroups that satisfy the $\Pi$-property.

In this paper we are concerned with a class of time-varying discounted Markov decision models ${ℳ}_n$ with unbounded costs $c_n$ and state-action dependent discount factors. Specifically we study controlled systems whose state process evolves according to the equation $x_{n+1}=G_n(x_n,a_n,{\xi }_n),n=0,1,...$, with state-action dependent discount factors of the form ${\alpha }_n(x_n,a_n)$, where $a_n$ and ${\xi }_n$ are the control and the random disturbance at time $n$, respectively. Assuming that the sequences of functions $\left\{{\alpha }_n\right\}$,$\left\{c_n\right\}$ and $\left\{G_n\right\}$ converge, in certain sense, to ${\alpha }_{\infty }$,...

Let E be a compact set in the complex plane, $g_E$ be the Green function of the unbounded component of ${ℂ}_{\infty }\setminus E$ with pole at infinity and $Mₙ\left(E\right)=sup\left(\right||P^{\text{'}}{\left|\right|}_E{)/(\left|\right|P\left|\right|}_E)$ where the supremum is taken over all polynomials ${P|}_E\not\equiv 0$ of degree at most n, and ${\left|\right|f\left|\right|}_E=sup\left|f\right(z\left)\right|:z\in E$. The paper deals with recent results concerning a connection between the smoothness of $g_E$ (existence, continuity, Hölder or Lipschitz continuity) and the growth of the sequence ${Mₙ\left(E\right)}_{n=1,2,...}$. Some additional conditions are given for special classes of sets.

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...