Limit theorems for stationary Markov processes with L2-spectral gap

Déborah Ferré; Loïc Hervé; James Ledoux

Displaying similar documents to “Limit theorems for stationary Markov processes with L2-spectral gap”

A new kind of augmentation of filtrations

Joseph Najnudel, Ashkan Nikeghbali (2011)

ESAIM: Probability and Statistics

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Let (Ω, $ℱ$ , ( $ℱ_{t}$ ), $ℙ$ ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to $ℱ_{\infty}$ (the-algebra generated by ( $ℱ_{t}$ )) a coherent family of probability measures ( $ℚ_{t}$ ) indexed by , each of them being defined on $ℱ_{t}$ . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative...

Multi-Harnack smoothings of real plane branches

Pedro Daniel González Pérez, Jean-Jacques Risler (2010)

Annales scientifiques de l'École Normale Supérieure

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Let $Δ \subset 𝐑^{2}$ be an integral convex polygon. G. Mikhalkin introduced the notion of, a class of real algebraic curves, defined by polynomials supported on $Δ$ and contained in the corresponding toric surface. He proved their existence, viamethod, and that the topological type of their real parts is unique (and determined by $Δ$ ). This paper is concerned with the description of the analogous statement in the case of a smoothing of a real plane branch $(C, 0)$ . We introduce the class ofsmoothings of $(C, 0)$ by...

The scaling limits of a heavy tailed Markov renewal process

Julien Sohier (2013)

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

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In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the $α$ -stable regenerative set. We then apply these results to the strip wetting model which is a random walk $S$ constrained above a wall and rewarded or penalized when it hits the strip $[0, \infty) \times [0, a]$ where $a$ is a given positive number. The convergence result that we establish allows to characterize the scaling limit of this process at criticality.

Optional splitting formula in a progressively enlarged filtration

Shiqi Song (2014)

ESAIM: Probability and Statistics

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Let $𝔽_{}^{}$ F be a filtration andbe a random time. Let $𝔾_{}^{}$ G be the progressive enlargement of $𝔽_{}^{}$ F with. We study the following formula, called the optional splitting formula: For any $𝔾_{}^{}$ G-optional process, there exists an $𝔽_{}^{}$ F-optional process and a function defined on [0∞] × (ℝ × ) being $ℬ [0, \infty] \otimes 𝒪 (𝔽_{}^{})$ ℬ[0,∞]⊗x1d4aa;(F) measurable, such that $Y = Y^{'} 1_{[0, τ)}^{} + Y^{''} (τ) 1_{[τ, \infty)}^{} .$ Y=Y′1[0,τ)+Y′′(τ)1[τ,∞). (This formula can also be formulated for multiple random times ...

Constructive quantization: approximation by empirical measures

Steffen Dereich, Michael Scheutzow, Reik Schottstedt (2013)

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

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In this article, we study the approximation of a probability measure $μ$ on $ℝ^{d}$ by its empirical measure ${\hat{μ}}_{N}$ interpreted as a random quantization. As error criterion we consider an averaged $p$ th moment Wasserstein metric. In the case where $2 p l t; d$ , we establish fine upper and lower bounds for the error, a. Moreover, we provide a universal estimate based on moments, a . In particular, we show that quantization by empirical measures is of optimal order under weak assumptions.

Tangential Markov inequality in $L^{p}$ norms

Agnieszka Kowalska (2015)

Banach Center Publications

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In 1889 A. Markov proved that for every polynomial p in one variable the inequality $| | p^{'} {| |}_{[- 1, 1]} {\leq (d e g p) ² | | p | |}_{[- 1, 1]}$ is true. Moreover, the exponent 2 in this inequality is the best possible one. A tangential Markov inequality is a generalization of the Markov inequality to tangential derivatives of certain sets in higher-dimensional Euclidean spaces. We give some motivational examples of sets that admit the tangential Markov inequality with the sharp exponent. The main theorems show that the results on certain arcs...

Two stationarity conditions in the $G I / r_{0} / M / r_{1}$ dam

M. Jankiewicz (1988)

Applicationes Mathematicae

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Curvature measures, normal cycles and asymptotic cones

Xiang Sun, Jean-Marie Morvan (2013)

Actes des rencontres du CIRM

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The purpose of this article is to give an overview of the theory of the and to show how to use it to define a on singular surfaces embedded in an (oriented) Euclidean space $𝔼^{3}$ . In particular, we will introduce the notion of associated to a Borel subset of $𝔼^{3}$ , generalizing the defined at each point of a smooth surface. For simplicity, we restrict our singular subsets to polyhedra of the $3$ -dimensional Euclidean space $𝔼^{3}$ . The coherence of the theory lies in a convergence theorem: If a...

Waring’s problem for Beatty sequences and a local to global principle

William D. Banks, Ahmet M. Güloğlu, Robert C. Vaughan (2014)

Journal de Théorie des Nombres de Bordeaux

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We investigate in various ways the representation of a large natural number $N$ as a sum of $s$ positive $k$ -th powers of numbers from a fixed Beatty sequence. , a very general form of the local to global principle is established in additive number theory. Although the proof is very short, it depends on a deep theorem of M. Kneser.

A priori bounds for some infinitely renormalizable quadratics: II. Decorations

Jeremy Kahn, Mikhail Lyubich (2008)

Annales scientifiques de l'École Normale Supérieure

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A decoration of the Mandelbrot set $M$ is a part of $M$ cut off by two external rays landing at some tip of a satellite copy of $M$ attached to the main cardioid. In this paper we consider infinitely renormalizable quadratic polynomials satisfying the decoration condition, which means that the combinatorics of the renormalization operators involved is selected from a finite family of decorations. For this class of maps we prove bounds. They imply local connectivity of the corresponding Julia...

The Nagaev-Guivarc’h method via the Keller-Liverani theorem

Loïc Hervé, Françoise Pène (2010)

Bulletin de la Société Mathématique de France

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The Nagaev-Guivarc’h method, via the perturbation operator theorem of Keller and Liverani, has been exploited in recent papers to establish limit theorems for unbounded functionals of strongly ergodic Markov chains. The main difficulty of this approach is to prove Taylor expansions for the dominating eigenvalue of the Fourier kernels. The paper outlines this method and extends it by stating a multidimensional local limit theorem, a one-dimensional Berry-Esseen theorem, a first-order...

On the central limit theorem for some birth and death processes

Tymoteusz Chojecki (2011)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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Suppose that ${X n : n \geq 0}$ 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 $Y_{n} : = N^{- 1 / 2} \sum_{n = 0}^{N} V (X_{n})$ 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 $V (X_{0})$ 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...

The jacobian map, the jacobian group and the group of automorphisms of the Grassmann algebra

Vladimir V. Bavula (2010)

Bulletin de la Société Mathématique de France

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There are nontrivial dualities and parallels between polynomial algebras and the Grassmann algebras (e.g., the Grassmann algebras are dual of polynomial algebras as quadratic algebras). This paper is an attempt to look at the Grassmann algebras at the angle of the Jacobian conjecture for polynomial algebras (which is the question/conjecture about the Jacobian set– the set of all algebra endomorphisms of a polynomial algebra with the Jacobian...

A proof of Reidemeister-Singer’s theorem by Cerf’s methods

François Laudenbach (2014)

Annales de la faculté des sciences de Toulouse Mathématiques

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Heegaard splittings and Heegaard diagrams of a closed 3-manifold $M$ are translated into the language of Morse functions with Morse-Smale pseudo-gradients defined on $M$ . We make use in a very simple setting of techniques which Jean Cerf developed for solving a famous problem. In passing, we show how to cancel the supernumerary local extrema in a generic path of functions when $dim M > 2$ . The main tool that we introduce is an which could be useful elsewhere.

Distortion inequality for the Frobenius-Perron operator and some of its consequences in ergodic theory of Markov maps in $ℝ^{d}$

Piotr Bugiel (1998)

Annales Polonici Mathematici

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Asymptotic properties of the sequences (a) ${P_{φ}^{j} g}_{j = 1}^{\infty}$ and (b) ${j^{- 1} \sum_{i = 0}^{j - 1} P ⁱ_{φ} g}_{j = 1}^{\infty}$ , where $P_{φ} : L ¹ \to L ¹$ is the Frobenius-Perron operator associated with a nonsingular Markov map defined on a σ-finite measure space, are studied for g ∈ G = f ∈ L¹: f ≥ 0 and ⃦f ⃦ = 1. An operator-theoretic analogue of Rényi’s Condition is introduced. It is proved that under some additional assumptions this condition implies the L¹-convergence of the sequences (a) and (b) to a unique g₀ ∈ G. The general result is applied to some smooth Markov...

Localization and delocalization for heavy tailed band matrices

Florent Benaych-Georges, Sandrine Péché (2014)

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

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We consider some random band matrices with band-width $N^{μ}$ whose entries are independent random variables with distribution tail in $x^{- α}$ . We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when $α l t; 2 (1 + μ^{- 1})$ , the largest eigenvalues have order $N^{(1 + μ) / α}$ , are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked for full matrices...

Compact subsets of $C^{n}$ preserving Markov’s inequality

W. Plesniak (1988)

Matematički Vesnik

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