Invariant measures related with randomly connected Poisson driven differential equations

Katarzyna Horbacz

Displaying similar documents to “Invariant measures related with randomly connected Poisson driven differential equations”

Kantorovich-Rubinstein Maximum Principle in the Stability Theory of Markov Semigroups

Henryk Gacki (2004)

Bulletin of the Polish Academy of Sciences. Mathematics

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A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures $_{s i g}$ is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.

Estimates of capacity of self-similar measures

Jozef Myjak, Tomasz Szarek (2002)

Annales Polonici Mathematici

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We give lower and upper estimates of the capacity of self-similar measures generated by iterated function systems $(S_{i}, p_{i}) : i = 1, . . ., N$ where $S_{i}$ are bi-lipschitzean transformations.

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...

Unique Bernoulli $g$ -measures

Anders Johansson, Anders Öberg, Mark Pollicott (2012)

Journal of the European Mathematical Society

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We improve and subsume the conditions of Johansson and Öberg and Berbee for uniqueness of a $g$ -measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique $g$ -measures have Bernoulli natural extensions. We also conclude that we have convergence in the Wasserstein metric of the iterates of the adjoint transfer operator to the $g$ -measure.

On Ordinary and Standard Lebesgue Measures on $ℝ^{\infty}$

Gogi Pantsulaia (2009)

Bulletin of the Polish Academy of Sciences. Mathematics

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New concepts of Lebesgue measure on $ℝ^{\infty}$ are proposed and some of their realizations in the ZFC theory are given. Also, it is shown that Baker’s both measures [1], [2], Mankiewicz and Preiss-Tišer generators [6] and the measure of [4] are not α-standard Lebesgue measures on $ℝ^{\infty}$ for α = (1,1,...).

Invariant weighted Wiener measures and almost sure global well-posedness for the periodic derivative NLS

Andrea R. Nahmod, Tadahiro Oh, Luc Rey-Bellet, Gigliola Staffilani (2012)

Journal of the European Mathematical Society

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We construct an invariant weighted Wiener measure associated to the periodic derivative nonlinear Schrödinger equation in one dimension and establish global well-posedness for data living in its support. In particular almost surely for data in a Fourier–Lebesgue space $ℱ L^{s, r} (T)$ with $s \geq \frac{1}{2}, 2 < r < 4, (s - 1) r < - 1$ and scaling like $H^{\frac{1}{2} - ϵ} (𝕋)$ , for small $ϵ > 0$ . We also show the invariance of this measure.

Erratum to “Geometric rigidity of $\times m$ invariant measures” (J. Eur. Math. Soc. 14, 1539–1563 (2012))

Michael Hochman (2013)

Journal of the European Mathematical Society

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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 exit laws for semigroups in weak duality

Imed Bachar (2001)

Commentationes Mathematicae Universitatis Carolinae

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Let $ℙ : = {(P_{t})}_{t > 0}$ be a measurable semigroup and $m$ a $σ$ -finite positive measure on a Lusin space $X$ . An $m$ -exit law for $ℙ$ is a family ${(f_{t})}_{t > 0}$ of nonnegative measurable functions on $X$ which are finite $m$ -a.e. and satisfy for each $s, t > 0$ $P_{s} f_{t} = f_{s + t}$ $m$ -a.e. An excessive function $u$ is said to be in $ℛ$ if there exits an $m$ -exit law ${(f_{t})}_{t > 0}$ for $ℙ$ such that $u = \int_{0}^{\infty} f_{t} d t$ , $m$ -a.e. Let $𝒫$ be the cone of $m$ -purely excessive functions with respect to $ℙ$ and $ℐ m V$ be the cone of $m$ -potential functions. It is clear that $ℐ m V \subseteq ℛ \subseteq 𝒫$ . In this...

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...

Invariant densities for random $β$ -expansions

Karma Dajani, Martijn de Vries (2007)

Journal of the European Mathematical Society

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Let $β > 1$ be a non-integer. We consider expansions of the form $\sum_{i = 1}^{\infty} d_{i} / β^{i}$ , where the digits ${(d_{i})}_{i \geq 1}$ are generated by means of a Borel map $K_{β}$ defined on ${0, 1}^{ℕ} \times [0, ⌊ β ⌋ (β - 1)]$ . We show existence and uniqueness of a $K_{β}$ -invariant probability measure, absolutely continuous with respect to $m_{p} \otimes λ$ , where $m_{p}$ is the Bernoulli measure on ${0, 1}^{ℕ}$ with parameter $p$ ( $0 < p < 1$ ) and $λ$ is the normalized Lebesgue measure on $[0, ⌊ β ⌋ (β - 1)]$ . Furthermore, this measure is of the form $m_{p} \otimes μ_{β, p}$ , where $μ_{β, p}$ is equivalent to $λ$ . We prove that the measure of maximal entropy and $m_{p} \otimes λ$ are mutually...

Measures of maximal entropy for random $β$ -expansions

Karma Dajani, Martijn de Vries (2005)

Journal of the European Mathematical Society

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Let $β > 1$ be a non-integer. We consider $β$ -expansions of the form $\sum_{i = 1}^{\infty} d_{i} / β^{i}$ , where the digits ${(d_{i})}_{i \geq 1}$ are generated by means of a Borel map $K_{β}$ defined on ${0, 1}^{ℕ} \times [0, ⌊ β ⌋ / (β - 1)]$ . We show that $K_{β}$ has a unique mixing measure $ν_{β}$ of maximal entropy with marginal measure an infinite convolution of Bernoulli measures. Furthermore, under the measure $ν_{β}$ the digits ${(d_{i})}_{i \geq 1}$ form a uniform Bernoulli process. In case 1 has a finite greedy expansion with positive coefficients, the measure of maximal entropy is Markov. We also discuss the uniqueness...

A Class of Contractions in Hilbert Space and Applications

Nick Dungey (2007)

Bulletin of the Polish Academy of Sciences. Mathematics

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We characterize the bounded linear operators T in Hilbert space which satisfy T = βI + (1-β)S where β ∈ (0,1) and S is a contraction. The characterizations include a quadratic form inequality, and a domination condition of the discrete semigroup ${(T ⁿ)}_{n = 1, 2, . . .}$ by the continuous semigroup ${(e^{- t (I - T)})}_{t \geq 0}$ . Moreover, we give a stronger quadratic form inequality which ensures that $s u p n ∥ T ⁿ - T^{n + 1} ∥ : n = 1, 2, . . . < \infty$ . The results apply to large classes of Markov operators on countable spaces or on locally compact groups.

Transition semigroups for stochastic semilinear equations on Hilbert spaces

Anna Chojnowska-Michalik

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A large class of stochastic semilinear equations with measurable nonlinear term on a Hilbert space H is considered. Assuming the corresponding nonsymmetric Ornstein-Uhlenbeck process has an invariant measure μ, we prove in the $L^{p} (H, μ)$ spaces the existence of a transition semigroup $(P_{t})$ for the equations. Sufficient conditions are provided for hyperboundedness of $P_{t}$ and for the Log Sobolev Inequality to hold; and in the case of a bounded nonlinear term, sufficient and necessary conditions are obtained....

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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Invariant subspaces for operators in a general II1-factor

Uffe Haagerup, Hanne Schultz (2009)

Publications Mathématiques de l'IHÉS

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Let ℳ be a von Neumann factor of type II1 with a normalized trace τ. In 1983 L. G. Brown showed that to every operator T∈ℳ one can in a natural way associate a spectral distribution measure μ T (now called the Brown measure of T), which is a probability measure in ℂ with support in the spectrum σ(T) of T. In this paper it is shown that for every T∈ℳ and every Borel set B in ℂ, there is a unique closed T-invariant subspace $𝒦 = 𝒦_{T} (B)$ affiliated with ℳ, such that the Brown measure of ${T |}_{𝒦}$ is concentrated...

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...

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

M. Jankiewicz (1988)

Applicationes Mathematicae

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Regular behavior at infinity of stationary measures of stochastic recursion on NA groups

Dariusz Buraczewski, Ewa Damek (2010)

Colloquium Mathematicae

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Let N be a simply connected nilpotent Lie group and let $S = N ⋊ {(ℝ ⁺)}^{d}$ be a semidirect product, ${(ℝ ⁺)}^{d}$ acting on N by diagonal automorphisms. Let (Qₙ,Mₙ) be a sequence of i.i.d. random variables with values in S. Under natural conditions, including contractivity in the mean, there is a unique stationary measure ν on N for the Markov process Xₙ = MₙXn-1 + Qₙ. We prove that for an appropriate homogeneous norm on N there is χ₀ such that $l i m_{t \to \infty} t^{χ ₀} ν x : | x | > t = C > 0$ . In particular, this applies to classical Poisson kernels on symmetric...

Quantization Dimension Estimate of Inhomogeneous Self-Similar Measures

Mrinal Kanti Roychowdhury (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

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We consider an inhomogeneous measure μ with the inhomogeneous part a self-similar measure ν, and show that for a given r ∈ (0,∞) the lower and the upper quantization dimensions of order r of μ are bounded below by the quantization dimension $D_{r} (ν)$ of ν and bounded above by a unique number $κ_{r} \in (0, \infty)$ , related to the temperature function of the thermodynamic formalism that arises in the multifractal analysis of μ.

Osgood type conditions for an m th-order differential equation

Stanisaw Szufla (1998)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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We present a new theorem on the differential inequality $u^{(m)} \leq w (u)$ . Next, we apply this result to obtain existence theorems for the equation $x^{(m)} = f (t, x)$ .

Asymptotic behavior of the invariant measure for a diffusion related to an NA group

Ewa Damek, Andrzej Hulanicki (2006)

Colloquium Mathematicae

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On a Lie group NA that is a split extension of a nilpotent Lie group N by a one-parameter group of automorphisms A, the heat semigroup $μ_{t}$ generated by a second order subelliptic left-invariant operator $\sum_{j = 0}^{m} Y_{j} + Y$ is considered. Under natural conditions there is a $μ ̌_{t}$ -invariant measure m on N, i.e. $μ ̌_{t} * m = m$ . Precise asymptotics of m at infinity is given for a large class of operators with Y₀,...,Yₘ generating the Lie algebra of S.

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....