Displaying similar documents to “On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes”

On reliability analysis of consecutive k -out-of- n systems with arbitrarily dependent components

Ebrahim Salehi (2016)

Applications of Mathematics

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In this paper, we consider the linear and circular consecutive k -out-of- n systems consisting of arbitrarily dependent components. Under the condition that at least n - r + 1 components ( r n ) of the system are working at time t , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive k -out-of- n systems. In the following, we investigate the inactivity time of the component with lifetime...

A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes

Dietmar Ferger (2021)

Kybernetika

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For lower-semicontinuous and convex stochastic processes Z n and nonnegative random variables ϵ n we investigate the pertaining random sets A ( Z n , ϵ n ) of all ϵ n -approximating minimizers of Z n . It is shown that, if the finite dimensional distributions of the Z n converge to some Z and if the ϵ n converge in probability to some constant c , then the A ( Z n , ϵ n ) converge in distribution to A ( Z , c ) in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

Nonconventional limit theorems in averaging

Yuri Kifer (2014)

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

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We consider “nonconventional” averaging setup in the form d X ε ( t ) d t = ε B ( X ε ( t ) , 𝛯 ( q 1 ( t ) ) , 𝛯 ( q 2 ( t ) ) , ... , 𝛯 ( q ( t ) ) ) where 𝛯 ( t ) , t 0 is either a stochastic process or a dynamical system with sufficiently fast mixing while q j ( t ) = α j t , α 1 l t ; α 2 l t ; l t ; α k and q j , j = k + 1 , ... , grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

On linear preservers of two-sided gut-majorization on 𝐌 n , m

Asma Ilkhanizadeh Manesh, Ahmad Mohammadhasani (2018)

Czechoslovak Mathematical Journal

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For X , Y 𝐌 n , m it is said that X is gut-majorized by Y , and we write X gut Y , if there exists an n -by- n upper triangular g-row stochastic matrix R such that X = R Y . Define the relation gut as follows. X gut Y if X is gut-majorized by Y and Y is gut-majorized by X . The (strong) linear preservers of gut on n and strong linear preservers of this relation on 𝐌 n , m have been characterized before. This paper characterizes all (strong) linear preservers and strong linear preservers of gut on n and 𝐌 n , m .

G-tridiagonal majorization on 𝐌 n , m

Ahmad Mohammadhasani, Yamin Sayyari, Mahdi Sabzvari (2021)

Communications in Mathematics

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For X , Y 𝐌 n , m , it is said that X is majorized by Y (and it is denoted by X g t Y ) if there exists a tridiagonal g-doubly stochastic matrix A such that X = A Y . In this paper, the linear preservers and strong linear preservers of g t are characterized on 𝐌 n , m .

Initial measures for the stochastic heat equation

Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu (2014)

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

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We consider a family of nonlinear stochastic heat equations of the form t u = u + σ ( u ) W ˙ , where W ˙ denotes space–time white noise, the generator of a symmetric Lévy process on 𝐑 , and σ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure u 0 . Tight a priori bounds on the moments of the solution are also obtained. In the particular case that f = c f ' ' for some c g t ; 0 , we prove that if u 0 is a finite measure of compact support, then the...

Row Hadamard majorization on 𝐌 m , n

Abbas Askarizadeh, Ali Armandnejad (2021)

Czechoslovak Mathematical Journal

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An m × n matrix R with nonnegative entries is called row stochastic if the sum of entries on every row of R is 1. Let 𝐌 m , n be the set of all m × n real matrices. For A , B 𝐌 m , n , we say that A is row Hadamard majorized by B (denoted by A R H B ) if there exists an m × n row stochastic matrix R such that A = R B , where X Y is the Hadamard product (entrywise product) of matrices X , Y 𝐌 m , n . In this paper, we consider the concept of row Hadamard majorization as a relation on 𝐌 m , n and characterize the structure of all linear operators T : 𝐌 m , n 𝐌 m , n preserving...

Quasi-diffusion solution of a stochastic differential equation

Agnieszka Plucińska, Wojciech Szymański (2007)

Applicationes Mathematicae

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We consider the stochastic differential equation X t = X + 0 t ( A s + B s X s ) d s + 0 t C s d Y s , where A t , B t , C t are nonrandom continuous functions of t, X₀ is an initial random variable, Y = ( Y t , t 0 ) is a Gaussian process and X₀, Y are independent. We give the form of the solution ( X t ) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ( X t ) is a quasi-diffusion proces.

On row-sum majorization

Farzaneh Akbarzadeh, Ali Armandnejad (2019)

Czechoslovak Mathematical Journal

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Let 𝕄 n , m be the set of all n × m real or complex matrices. For A , B 𝕄 n , m , we say that A is row-sum majorized by B (written as A rs B ) if R ( A ) R ( B ) , where R ( A ) is the row sum vector of A and is the classical majorization on n . In the present paper, the structure of all linear operators T : 𝕄 n , m 𝕄 n , m preserving or strongly preserving row-sum majorization is characterized. Also we consider the concepts of even and circulant majorization on n and then find the linear preservers of row-sum majorization of these relations on 𝕄 n , m . ...

On the combinatorial structure of 0 / 1 -matrices representing nonobtuse simplices

Jan Brandts, Abdullah Cihangir (2019)

Applications of Mathematics

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A 0 / 1 -simplex is the convex hull of n + 1 affinely independent vertices of the unit n -cube I n . It is nonobtuse if none of its dihedral angles is obtuse, and acute if additionally none of them is right. Acute 0 / 1 -simplices in I n can be represented by 0 / 1 -matrices P of size n × n whose Gramians G = P P have an inverse that is strictly diagonally dominant, with negative off-diagonal entries. In this paper, we will prove that the positive part D of the transposed inverse P - of P is doubly stochastic and has the...

Spectral condition, hitting times and Nash inequality

Eva Löcherbach, Oleg Loukianov, Dasha Loukianova (2014)

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

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Let X be a μ -symmetric Hunt process on a LCCB space 𝙴 . For an open set 𝙶 𝙴 , let τ 𝙶 be the exit time of X from 𝙶 and A 𝙶 be the generator of the process killed when it leaves 𝙶 . Let r : [ 0 , [ [ 0 , [ and R ( t ) = 0 t r ( s ) d s . We give necessary and sufficient conditions for 𝔼 μ R ( τ 𝙶 ) l t ; in terms of the behavior near the origin of the spectral measure of - A 𝙶 . When r ( t ) = t l , l 0 , by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order l + 1 for τ 𝙶 ...

Weak convergence of mutually independent X B and X A under weak convergence of X X B - X A

W. Szczotka (2006)

Applicationes Mathematicae

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For each n ≥ 1, let v n , k , k 1 and u n , k , k 1 be mutually independent sequences of nonnegative random variables and let each of them consist of mutually independent and identically distributed random variables with means v̅ₙ and u̅̅ₙ, respectively. Let X B ( t ) = ( 1 / c ) j = 1 [ n t ] ( v n , j - v ̅ ) , X A ( t ) = ( 1 / c ) j = 1 [ n t ] ( u n , j - u ̅ ̅ ) , t ≥ 0, and X = X B - X A . The main result gives conditions under which the weak convergence X X , where X is a Lévy process, implies X B X B and X A X A , where X B and X A are mutually independent Lévy processes and X = X B - X A .

C * -points vs P -points and P -points

Jorge Martinez, Warren Wm. McGovern (2022)

Commentationes Mathematicae Universitatis Carolinae

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In a Tychonoff space X , the point p X is called a C * -point if every real-valued continuous function on C { p } can be extended continuously to p . Every point in an extremally disconnected space is a C * -point. A classic example is the space 𝐖 * = ω 1 + 1 consisting of the countable ordinals together with ω 1 . The point ω 1 is known to be a C * -point as well as a P -point. We supply a characterization of C * -points in totally ordered spaces. The remainder of our time is aimed at studying when a point in a product space...

𝒞 k -regularity for the ¯ -equation with a support condition

Shaban Khidr, Osama Abdelkader (2017)

Czechoslovak Mathematical Journal

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Let D be a 𝒞 d q -convex intersection, d 2 , 0 q n - 1 , in a complex manifold X of complex dimension n , n 2 , and let E be a holomorphic vector bundle of rank N over X . In this paper, 𝒞 k -estimates, k = 2 , 3 , , , for solutions to the ¯ -equation with small loss of smoothness are obtained for E -valued ( 0 , s ) -forms on D when n - q s n . In addition, we solve the ¯ -equation with a support condition in 𝒞 k -spaces. More precisely, we prove that for a ¯ -closed form f in 𝒞 0 , q k ( X D , E ) , 1 q n - 2 , n 3 , with compact support and for ε with 0 < ε < 1 there...

Stabilization of monomial maps in higher codimension

Jan-Li Lin, Elizabeth Wulcan (2014)

Annales de l’institut Fourier

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A monomial self-map f on a complex toric variety is said to be k -stable if the action induced on the 2 k -cohomology is compatible with iteration. We show that under suitable conditions on the eigenvalues of the matrix of exponents of f , we can find a toric model with at worst quotient singularities where f is k -stable. If f is replaced by an iterate one can find a k -stable model as soon as the dynamical degrees λ k of f satisfy λ k 2 &gt; λ k - 1 λ k + 1 . On the other hand, we give examples of monomial maps f , where...