Displaying similar documents to “On the strong Brillinger-mixing property of ${\alpha }$-determinantal point processes and some applications”

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

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

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In the present work, we consider spectrally positive Lévy processes ( X t , t 0 ) not drifting to + and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with X ) before hitting 0 . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law x of this conditioned process (starting at x g t ; 0 ) is defined as a Doob h -transform via a martingale. For Lévy processes with infinite variation paths,...

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 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 W M ( k ) is considered in the general case and in the periodic case. In the general case it is shown that X t W M ( k ) iff x t is a k-dimensional WM(1) process and iff the covariance function of x t has the triangular...

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 .

The weak convergence of regenerative processes using some excursion path decompositions

Amaury Lambert, Florian Simatos (2014)

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

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We consider regenerative processes with values in some general Polish space. We define their ε -big excursions as excursions e such that ϕ ( e ) g t ; ε , where ϕ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of e . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of ε -big excursions and of their endpoints, for all ε in a set whose closure contains 0 . Finally,...

Limit distributions for multitype branching processes of m -ary search trees

Brigitte Chauvin, Quansheng Liu, Nicolas Pouyanne (2014)

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

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Let m 3 be an integer. The so-calledis a discrete time Markov chain which is very popular in theoretical computer science, modelling famous algorithms used in searching and sorting. This random process satisfies a well-known phase transition: when m 26 , the asymptotic behavior of the process is Gaussian, but for m 27 it is no longer Gaussian and a limit W D T of a complex-valued martingale arises. In this paper, we consider the multitype branching process which is the continuous time version of...

Limit theorems for geometric functionals of Gibbs point processes

T. Schreiber, J. E. Yukich (2013)

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

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Observations are made on a point process 𝛯 in d in a window Q λ of volume λ . The observation, or ‘score’ at a point x , here denoted ξ ( x , 𝛯 ) , is a function of the points within a random distance of x . When the input 𝛯 is a Poisson or binomial point process, the large λ limit theory for the total score x 𝛯 Q λ ξ ( x , 𝛯 Q λ ) , when properly scaled and centered, is well understood. In this paper we establish general laws of large numbers, variance asymptotics, and central limit theorems for the total score for Gibbsian...

Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Philip S. Griffin, Ross A. Maller (2013)

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

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This paper is concerned with the small time behaviour of a Lévy process X . In particular, we investigate theof the times, T ¯ b ( r ) and T b * ( r ) , at which X , started with X 0 = 0 , first leaves the space-time regions { ( t , y ) 2 : y r t b , t 0 } (one-sided exit), or { ( t , y ) 2 : | y | r t b , t 0 } (two-sided exit), 0 b l t ; 1 , as r 0 . Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in L p . In many instances these are...

From a kinetic equation to a diffusion under an anomalous scaling

Giada Basile (2014)

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

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A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process ( K ( t ) , i ( t ) , Y ( t ) ) on ( 𝕋 2 × { 1 , 2 } × 2 ) , where 𝕋 2 is the two-dimensional torus. Here ( K ( t ) , i ( t ) ) is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. Y ( t ) is an additive functional of K , defined as 0 t v ( K ( s ) ) d s , where | v | 1 for small k . We prove that the rescaled process ( N ln N ) - 1 / 2 Y ( N t ) converges in distribution to a two-dimensional Brownian motion. As a consequence,...

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.

Optimal estimators in learning theory

V. N. Temlyakov (2006)

Banach Center Publications

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This paper is a survey of recent results on some problems of supervised learning in the setting formulated by Cucker and Smale. Supervised learning, or learning-from-examples, refers to a process that builds on the base of available data of inputs x i and outputs y i , i = 1,...,m, a function that best represents the relation between the inputs x ∈ X and the corresponding outputs y ∈ Y. The goal is to find an estimator f z on the base of given data z : = ( ( x , y ) , . . . , ( x m , y m ) ) that approximates well the regression function...

Hydrodynamical behavior of symmetric exclusion with slow bonds

Tertuliano Franco, Patrícia Gonçalves, Adriana Neumann (2013)

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

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We consider the exclusion process in the one-dimensional discrete torus with N points, where all the bonds have conductance one, except a finite number of slow bonds, with conductance N - β , with β [ 0 , ) . We prove that the time evolution of the empirical density of particles, in the diffusive scaling, has a distinct behavior according to the range of the parameter β . If β [ 0 , 1 ) , the hydrodynamic limit is given by the usual heat equation. If β = 1 , it is given by a parabolic equation involving an operator...

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,...

A density version of the Carlson–Simpson theorem

Pandelis Dodos, Vassilis Kanellopoulos, Konstantinos Tyros (2014)

Journal of the European Mathematical Society

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We prove a density version of the Carlson–Simpson Theorem. Specifically we show the following. For every integer k 2 and every set A of words over k satisfying lim sup n | A [ k ] n | / k n > 0 there exist a word c over k and a sequence ( w n ) of left variable words over k such that the set c { c w 0 ( a 0 ) . . . w n ( a n ) : n and a 0 , . . . , a n [ k ] } is contained in A . While the result is infinite-dimensional its proof is based on an appropriate finite and quantitative version, also obtained in the paper.

Estimation of the density of a determinantal process

Yannick Baraud (2013)

Confluentes Mathematici

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We consider the problem of estimating the density Π of a determinantal process N from the observation of n independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish non-asymptotic risk bounds with respect to the Hellinger loss and deduce, when n goes to infinity, uniform rates of convergence over classes of densities Π of interest.

Exponential domination in function spaces

Vladimir Vladimirovich Tkachuk (2020)

Commentationes Mathematicae Universitatis Carolinae

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Given a Tychonoff space X and an infinite cardinal κ , we prove that exponential κ -domination in X is equivalent to exponential κ -cofinality of C p ( X ) . On the other hand, exponential κ -cofinality of X is equivalent to exponential κ -domination in C p ( X ) . We show that every exponentially κ -cofinal space X has a κ + -small diagonal; besides, if X is κ -stable, then n w ( X ) κ . In particular, any compact exponentially κ -cofinal space has weight not exceeding κ . We also establish that any exponentially κ -cofinal...