Volumetric invariants and operators on random families of Banach spaces

Piotr Mankiewicz; Nicole Tomczak-Jaegermann

Displaying similar documents to “Volumetric invariants and operators on random families of Banach spaces”

Random ε-nets and embeddings in $ℓ_{\infty}^{N}$

Y. Gordon, A. E. Litvak, A. Pajor, N. Tomczak-Jaegermann (2007)

Studia Mathematica

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We show that, given an n-dimensional normed space X, a sequence of $N = {(8 / ε)}^{2 n}$ independent random vectors ${(X_{i})}_{i = 1}^{N}$ , uniformly distributed in the unit ball of X*, with high probability forms an ε-net for this unit ball. Thus the random linear map $Γ : ℝ \to ℝ^{N}$ defined by $Γ x = {(⟨ x, X_{i} ⟩)}_{i = 1}^{N}$ embeds X in $ℓ_{\infty}^{N}$ with at most 1 + ε norm distortion. In the case X = ℓ₂ⁿ we obtain a random 1+ε-embedding into $ℓ_{\infty}^{N}$ with asymptotically best possible relation between N, n, and ε.

About the generating function of a left bounded integer-valued random variable

Charles Delorme, Jean-Marc Rinkel (2008)

Bulletin de la Société Mathématique de France

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We give a relation between the sign of the mean of an integer-valued, left bounded, random variable $X$ and the number of zeros of $1 - Φ (z)$ inside the unit disk, where $Φ$ is the generating function of $X$ , under some mild conditions

Some limit theorems for $m$ -pairwise negative quadrant dependent random variables

Yongfeng Wu, Jiangyan Peng (2018)

Kybernetika

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The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ( $1 \leq p \leq 2$ ) for $m$ -pairwise negatively quadrant dependent ( $m$ -PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$ -PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be...

Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

Andrew Rosalsky, Yongfeng Wu (2015)

Applications of Mathematics

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Let ${X_{n, j}, 1 \leq j \leq m (n), n \geq 1}$ be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let $0 < b_{n} \to \infty$ . Conditions are given for $\sum_{j = 1}^{m (n)} X_{n, j} / b_{n} \to 0$ completely and for ${max}_{1 \leq k \leq m (n)} | \sum_{j = 1}^{k} X_{n, j} | / b_{n} \to 0$ completely. As an application of these results, we obtain a complete convergence theorem for the row sums $\sum_{j = 1}^{m (n)} X_{n, j}^{*}$ of the dependent bootstrap samples ${{X_{n, j}^{*}, 1 \leq j \leq m (n)}, n \geq 1}$ arising from a sequence of i.i.d. random variables ${X_{n}, n \geq 1}$ .

Positivity of integrated random walks

Vladislav Vysotsky (2014)

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

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Take a centered random walk $S_{n}$ and consider the sequence of its partial sums $A_{n} : = \sum_{i = 1}^{n} S_{i}$ . Suppose $S_{1}$ is in the domain of normal attraction of an $α$ -stable law with $1 l t; α \leq 2$ . Assuming that $S_{1}$ is either right-exponential (i.e. $ℙ (S_{1} g t; x | S_{1} g t; 0) = e^{- a x}$ for some $a g t; 0$ and all $x g t; 0$ ) or right-continuous (skip free), we prove that $ℙ {A_{1} g t; 0, \dots, A_{N} g t; 0} \sim C_{α} N^{1 / (2 α) - 1 / 2}$ as $N \to \infty$ , where $C_{α} g t; 0$ depends on the distribution of the walk. We also consider a conditional version of this problem and study positivity of integrated discrete bridges.

Asymptotic behavior of a stochastic combustion growth process

Alejandro Ramírez, Vladas Sidoravicius (2004)

Journal of the European Mathematical Society

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We study a continuous time growth process on the $d$ -dimensional hypercubic lattice $𝒵^{d}$ , which admits a phenomenological interpretation as the combustion reaction $A + B \to 2 A$ , where $A$ represents heat particles and $B$ inert particles. This process can be described as an interacting particle system in the following way: at time 0 a simple symmetric continuous time random walk of total jump rate one begins to move from the origin of the hypercubic lattice; then, as soon as any random walk visits a site...

On uniqueness of distribution of a random variable whose independent copies span a subspace in $L_{p}$

S. Astashkin, F. Sukochev, D. Zanin (2015)

Studia Mathematica

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Let 1 ≤ p < 2 and let $L_{p} = L_{p} [0, 1]$ be the classical $L_{p}$ -space of all (classes of) p-integrable functions on [0,1]. It is known that a sequence of independent copies of a mean zero random variable $f \in L_{p}$ spans in $L_{p}$ a subspace isomorphic to some Orlicz sequence space $l_{M}$ . We give precise connections between M and f and establish conditions under which the distribution of a random variable $f \in L_{p}$ whose independent copies span $l_{M}$ in $L_{p}$ is essentially unique.

On the Variance Associated to a Family of Ovaloids in the Euclidean Space $E_{3}$

Giuseppe Caristi, Giovanni Molica Bisci (2007)

Bollettino dell'Unione Matematica Italiana

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In this paper we consider a random variable $h$ arising from an intersection problem between a fixed convex body $K_{0}$ and a system of random independent and uniformly distributed ovaloids in $E_{3}$ .

On the ψ₂-behaviour of linear functionals on isotropic convex bodies

G. Paouris (2005)

Studia Mathematica

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The slicing problem can be reduced to the study of isotropic convex bodies K with $d i a m (K) \leq c \sqrt n L_{K}$ , where $L_{K}$ is the isotropic constant. We study the ψ₂-behaviour of linear functionals on this class of bodies. It is proved that ${| | ⟨ \cdot, θ ⟩ | |}_{ψ ₂} \leq C L_{K}$ for all θ in a subset U of $S^{n - 1}$ with measure σ(U) ≥ 1 - exp(-c√n). However, there exist isotropic convex bodies K with uniformly bounded geometric distance from the Euclidean ball, such that $m a x_{θ \in S^{n - 1}} {| | ⟨ \cdot, θ ⟩ | |}_{ψ ₂} \geq c ∜ n L_{K}$ . In a different direction, we show that good average ψ₂-behaviour of linear functionals...

The absolute continuity of the invariant measure of random iterated function systems with overlaps

Balázs Bárány, Tomas Persson (2010)

Fundamenta Mathematicae

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We consider iterated function systems on the interval with random perturbation. Let $Y_{ε}$ be uniformly distributed in [1-ε,1+ ε] and let $f_{i} \in C^{1 + α}$ be contractions with fixpoints $a_{i}$ . We consider the iterated function system $Y_{ε} f_{i} + a_{i} (1 - Y_{ε}) ⁿ_{i = 1}$ , where each of the maps is chosen with probability $p_{i}$ . It is shown that the invariant density is in L² and its L² norm does not grow faster than 1/√ε as ε vanishes. The proof relies on defining a piecewise hyperbolic dynamical system on the cube with an SRB-measure whose projection...

Giant component and vacant set for random walk on a discrete torus

Itai Benjamini, Alain-Sol Sznitman (2008)

Journal of the European Mathematical Society

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We consider random walk on a discrete torus $E$ of side-length $N$ , in sufficiently high dimension $d$ . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time $u N^{d}$ . We show that when $u$ is chosen small, as $N$ tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const $log N$ . Moreover, this connected component occupies a...

On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let Ω be a countable infinite product $Ω ₁^{ℕ}$ of copies of the same probability space Ω₁, and let Ξₙ be the sequence of the coordinate projection functions from Ω to Ω₁. Let Ψ be a possibly nonmeasurable function from Ω₁ to ℝ, and let Xₙ(ω) = Ψ(Ξₙ(ω)). Then we can think of Xₙ as a sequence of independent but possibly nonmeasurable random variables on Ω. Let Sₙ = X₁ + ⋯ + Xₙ. By the ordinary Strong Law of Large Numbers, we almost surely have $E_{*} [X ₁] \leq l i m i n f S ₙ / n \leq l i m s u p S ₙ / n \leq E * [X ₁]$ , where $E_{*}$ and E* are the lower and upper expectations....

Geometrically strictly semistable laws as the limit laws

Marek T. Malinowski (2007)

Discussiones Mathematicae Probability and Statistics

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A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable $X_{p}$ such that $X \overset{d}{=} \sum_{k = 1}^{T (p)} X_{p, k}$ , where $X_{p, k}$ ’s are i.i.d. copies of $X_{p}$ , and random variable T(p) independent of $X_{p, 1}, X_{p, 2}, . . .$ has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions....

Gaussian approximation of Gaussian scale mixtures

Gérard Letac, Hélène Massam (2020)

Kybernetika

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For a given positive random variable $V > 0$ and a given $Z \sim N (0, 1)$ independent of $V$ , we compute the scalar $t_{0}$ such that the distance in the $L^{2} (ℝ)$ sense between $Z V^{1 / 2}$ and $Z \sqrt{t_{0}}$ is minimal. We also consider the same problem in several dimensions when $V$ is a random positive definite matrix.

Stable random fields and geometry

Shigeo Takenaka (2010)

Banach Center Publications

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Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for $M = S^{m}$ , the m-dimensional sphere. Let $Y (B); B \in ℬ (S^{m})$ be the Gaussian random measure on $S^{m}$ , that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on $S^{m}$ , 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for $B_{i}$ , i = 1,2,..., $B_{i} \cap B_{j} = \emptyset$ ,...

On bilinear forms based on the resolvent of large random matrices

Walid Hachem, Philippe Loubaton, Jamal Najim, Pascal Vallet (2013)

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

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Consider a $N \times n$ non-centered matrix $𝛴_{n}$ with a separable variance profile: $𝛴_{n} = \frac{D_{n}^{1 / 2} X_{n} {\tilde{D}}_{n}^{1 / 2}}{\sqrt{n}} + A_{n} .$ Matrices $D_{n}$ and ${\tilde{D}}_{n}$ are non-negative deterministic diagonal, while matrix $A_{n}$ is deterministic, and $X_{n}$ is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by $Q_{n} (z)$ the resolvent associated to $𝛴_{n} 𝛴_{n}^{*}$ , i.e. $Q_{n} (z) = {(𝛴_{n} 𝛴_{n}^{*} - z I_{N})}^{- 1} .$ Given two sequences of deterministic vectors $(u_{n})$ and $(v_{n})$ with bounded Euclidean norms, we study the limiting behavior of the random bilinear form:...

The spread of a catalytic branching random walk

Philippe Carmona, Yueyun Hu (2014)

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

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We consider a catalytic branching random walk on $ℤ$ that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position $M_{n}$ : For some constant $α$ , $\frac{M_{n}}{n} \to α$ almost surely on the set of infinite number of visits of the origin. Then we determine all possible limiting laws for $M_{n} - α n$ as $n$ goes to infinity.

Product property for capacities in $ℂ^{N}$

Mirosław Baran, Leokadia Bialas-Ciez (2012)

Annales Polonici Mathematici

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The paper deals with logarithmic capacities, an important tool in pluripotential theory. We show that a class of capacities, which contains the L-capacity, has the following product property: $C_{ν} (E ₁ \times E ₂) = m i n (C_{ν ₁} (E ₁), C_{ν ₂} (E ₂))$ , where $E_{j}$ and $ν_{j}$ are respectively a compact set and a norm in $ℂ^{N_{j}}$ (j = 1,2), and ν is a norm in $ℂ^{N ₁ + N ₂}$ , ν = ν₁⊕ₚ ν₂ with some 1 ≤ p ≤ ∞. For a convex subset E of $ℂ^{N}$ , denote by C(E) the standard L-capacity and by $ω_{E}$ the minimal width of E, that is, the minimal Euclidean distance between two supporting hyperplanes...

Random noise and perturbation of copulas

Radko Mesiar, Ayyub Sheikhi, Magda Komorníková (2019)

Kybernetika

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For a random vector $(X, Y)$ characterized by a copula $C_{X, Y}$ we study its perturbation $C_{X + Z, Y}$ characterizing the random vector $(X + Z, Y)$ affected by a noise $Z$ independent of both $X$ and $Y$ . Several examples are added, including a new comprehensive parametric copula family ${(𝒞_{k})}_{k \in [- \infty, \infty]}$ .

On families of weakly dependent random variables

Tomasz Łuczak (2011)

Banach Center Publications

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Let $ₙ^{(k)}$ be a family of random independent k-element subsets of [n] = 1,2,...,n and let $(ₙ^{(k)}, ℓ) = ₙ^{(k)} (ℓ)$ denote a family of ℓ-element subsets of [n] such that the event that S belongs to $ₙ^{(k)} (ℓ)$ depends only on the edges of $ₙ^{(k)}$ contained in S. Then, the edges of $ₙ^{(k)} (ℓ)$ are ’weakly dependent’, say, the events that two given subsets S and T are in $ₙ^{(k)} (ℓ)$ are independent for vast majority of pairs S and T. In the paper we present some results on the structure of weakly dependent families of subsets obtained in this way. We...

Soft local times and decoupling of random interlacements

Serguei Popov, Augusto Teixeira (2015)

Journal of the European Mathematical Society

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In this paper we establish a decoupling feature of the random interlacement process $ℐ^{u} \subset ℤ^{d}$ at level $u$ , $d \geq 3$ . Roughly speaking, we show that observations of $ℐ^{u}$ restricted to two disjoint subsets $A_{1}$ and $A_{2}$ of $ℤ^{d}$ are approximately independent, once we add a sprinkling to the process $ℐ^{u}$ by slightly increasing the parameter $u$ . Our results differ from previous ones in that we allow the mutual distance between the sets $A_{1}$ and $A_{2}$ to be much smaller than their diameters. We then provide an important application...