Sets with the Bernstein and generalized Markov properties

Mirosław Baran; Agnieszka Kowalska

Displaying similar documents to “Sets with the Bernstein and generalized Markov properties”

Siciak’s extremal function via Bernstein and Markov constants for compact sets in $ℂ^{N}$

Leokadia Bialas-Ciez (2012)

Annales Polonici Mathematici

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The paper is concerned with the best constants in the Bernstein and Markov inequalities on a compact set $E \subset ℂ^{N}$ . We give some basic properties of these constants and we prove that two extremal-like functions defined in terms of the Bernstein constants are plurisubharmonic and very close to the Siciak extremal function $Φ_{E}$ . Moreover, we show that one of these extremal-like functions is equal to $Φ_{E}$ if E is a nonpluripolar set with $l i m_{n \to \infty} M ₙ {(E)}^{1 / n} = 1$ where $M ₙ (E) : = s u p {| | | g r a d P | | |}_{E} / {| | P | |}_{E}$ , the supremum is taken over all polynomials P of N variables...

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...

Markov's property for kth derivative

Mirosław Baran, Beata Milówka, Paweł Ozorka (2012)

Annales Polonici Mathematici

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Consider the normed space $(ℙ (ℂ^{N}), | | \cdot | |)$ of all polynomials of N complex variables, where || || a norm is such that the mapping $L_{g} : (ℙ (ℂ^{N}), | | \cdot | |) ∋ f \mapsto g f \in (ℙ (ℂ^{N}), | | \cdot | |)$ is continuous, with g being a fixed polynomial. It is shown that the Markov type inequality $| \partial / \partial z_{j} {P | | \leq M (d e g P)}^{m} | | P | |$ , j = 1,...,N, $P \in ℙ (ℂ^{N})$ , with positive constants M and m is equivalent to the inequality $| | \partial^{N} / \partial z ₁ . . . \partial z_{N} P | | \leq M^{'} {(d e g P)}^{m^{'}} | | P | |$ , $P \in ℙ (ℂ^{N})$ , with some positive constants M’ and m’. A similar equivalence result is obtained for derivatives of a fixed order k ≥ 2, which can be more specifically formulated in the language of normed algebras....

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...

Polynomial inequalities on general subsets of $R^{N}$

Pierre Goetgheluck (1989)

Colloquium Mathematicae

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Evaluating default priors with a generalization of Eaton’s Markov chain

Brian P. Shea, Galin L. Jones (2014)

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

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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...

Smoothness of Green's functions and Markov-type inequalities

Leokadia Białas-Cież (2011)

Banach Center Publications

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Let E be a compact set in the complex plane, $g_{E}$ be the Green function of the unbounded component of $ℂ_{\infty} ∖ E$ with pole at infinity and $M ₙ (E) = s u p (| | P^{'} {| |}_{E} {) / (| | P | |}_{E})$ where the supremum is taken over all polynomials ${P |}_{E} ≢ 0$ of degree at most n, and ${| | f | |}_{E} = s u p | f (z) | : z \in E$ . 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 ${M ₙ (E)}_{n = 1, 2, . . .}$ . Some additional conditions are given for special classes of sets.

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.

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...

Probabilistic properties of a Markov-switching periodic $G A R C H$ process

Billel Aliat, Fayçal Hamdi (2019)

Kybernetika

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In this paper, we propose an extension of a periodic $G A R C H$ ( $P G A R C H$ ) model to a Markov-switching periodic $G A R C H$ ( $M S$ - $P G A$ $R C H$ ), 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...

Covariance structure of wide-sense Markov processes of order k ≥ 1

Arkadiusz Kasprzyk, Władysław Szczotka (2006)

Applicationes Mathematicae

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A notion of a wide-sense Markov process $X_{t}$ of order k ≥ 1, $X_{t} \sim W M (k)$ , 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 $X_{t} \sim W M (k)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_{t} \sim W M (k)$ iff $x_{t}$ is a k-dimensional WM(1) process and iff the covariance function of $x_{t}$ has the triangular...

Eigenvalues of operators in $L_{p}$ -spaces in Markov chains with a general state space

Zbyněk Šidák (1967)

Czechoslovak Mathematical Journal

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Approximation properties for modified $(p, q)$ -Bernstein-Durrmeyer operators

Mohammad Mursaleen, Ahmed A. H. Alabied (2018)

Mathematica Bohemica

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We introduce modified $(p, q)$ -Bernstein-Durrmeyer operators. We discuss approximation properties for these operators based on Korovkin type approximation theorem and compute the order of convergence using usual modulus of continuity. We also study the local approximation property of the sequence of positive linear operators $D_{n, p, q}^{*}$ and compute the rate of convergence for the function $f$ belonging to the class ${Lip}_{M} (γ)$ .

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

M. Jankiewicz (1988)

Applicationes Mathematicae

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Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs

Beatris A. Escobedo-Trujillo, Carmen G. Higuera-Chan (2019)

Kybernetika

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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 $x_{n + 1} = G_{n} (x_{n}, a_{n}, ξ_{n}), n = 0, 1, ...$ , with state-action dependent discount factors of the form $α_{n} (x_{n}, a_{n})$ , where $a_{n}$ and $ξ_{n}$ are the control and the random disturbance at time $n$ , respectively. Assuming that the sequences of functions ${α_{n}}$ , ${c_{n}}$ and ${G_{n}}$ converge, in certain sense, to $α_{\infty}$ ,...

Bad properties of the Bernstein numbers

Albrecht Pietsch (2008)

Studia Mathematica

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We show that the classes $_{p}^{b e r n} : = T : (b ₙ (T)) \in l_{p}$ associated with the Bernstein numbers bₙ fail to be operator ideals. Moreover, $_{p}^{b e r n} \circ_{q}^{b e r n} ⊈_{r}^{b e r n}$ for 1/r = 1/p + 1/q.

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

W. Plesniak (1988)

Matematički Vesnik

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Bernstein and De Giorgi type problems: new results via a geometric approach

Alberto Farina, Berardino Sciunzi, Enrico Valdinoci (2008)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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We use a Poincaré type formula and level set analysis to detect one-dimensional symmetry of stable solutions of possibly degenerate or singular elliptic equations of the form $div (a (| \nabla u (x) |) \nabla u (x)) + f (u (x)) = 0 .$ Our setting is very general and, as particular cases, we obtain new proofs of a conjecture of De Giorgi for phase transitions in $ℝ^{2}$ and $ℝ^{3}$ and of the Bernstein problem on the flatness of minimal area graphs in $ℝ^{3}$ . A one-dimensional symmetry result in the half-space is also obtained as a byproduct...