Asymptotic properties of the sequences (a) ${P_{\phi }^{j}g}_{j=1}^{\infty }$ and (b) ${j^{-1}{\sum }_{i=0}^{j-1}P{ⁱ}_{\phi }g}_{j=1}^{\infty }$, where $P_{\phi }:L¹\to L¹$ 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...

In 1889 A. Markov proved that for every polynomial p in one variable the inequality $\left|\right|p^{\text{'}}{\left|\right|}_{[-1,1]}{\le \left(degp\right)²\left|\right|p\left|\right|}_{[-1,1]}$ 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...

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...

We consider the asymptotic behavior of some classes of sequences defined by a recurrent formula. The main result is the following: Let f: (0,∞)² → (0,∞) be a continuous function such that (a) 0 < f(x,y) < px + (1-p)y for some p ∈ (0,1) and for all x,y ∈ (0,α), where α > 0; (b) $f(x,y)=px+(1-p)y-{\sum }_{s=m}^{\infty }s(x,y)$ uniformly in a neighborhood of the origin, where m > 1, ${}_s(x,y)={\sum }_{i=0}^s{a}_{i,s}{x}^{s-i}{y}^i$; (c) $ₘ(1,1)={\sum }_{i=0}^m{a}_{i,m}>0$. Let x₀,x₁ ∈ (0,α) and $x_{n+1}=f(xₙ,x_{n-1})$, n ∈ ℕ. Then the sequence (xₙ) satisfies the following asymptotic formula: $xₙ\sim {((2-p)/\left((m-1){\sum }_{i=0}^m{a}_{i,m}\right))}^{1/(m-1)}1/\sqrt[m-1]{n}$.

Consider the normed space $(\mathbb{P}\left({ℂ}^N\right),|\left|·\right|\left|\right)$ of all polynomials of N complex variables, where || || a norm is such that the mapping $L_g:(\mathbb{P}\left({ℂ}^N\right),\left|\right|·\left|\right|\left)\ni f\mapsto gf\in \right(\mathbb{P}\left({ℂ}^N\right),\left|\right|·\left|\right|)$ is continuous, with g being a fixed polynomial. It is shown that the Markov type inequality $|\partial /\partial z_j{P\left|\right|\le M\left(degP\right)}^m\left|\right|P\left|\right|$, j = 1,...,N, $P\in \mathbb{P}\left({ℂ}^N\right)$, with positive constants M and m is equivalent to the inequality $\left|\right|{\partial }^N/\partial z₁...\partial z_{N}P\left|\right|\le M^{\text{'}}{\left(degP\right)}^{m^{\text{'}}}\left|\right|P\left|\right|$, $P\in \mathbb{P}\left({ℂ}^N\right)$, 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....

In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the $\alpha$-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.

Suppose that $\{Xn:n\ge 0\}$ 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 $Y_n:=N^{-1/2}{\sum }_{n=0}^{N}V\left(X_n\right)$ 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 $V\left(X_0\right)$ 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 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...

In this paper we deal with the problem of asymptotic integration of nonlinear differential equations with $p-$Laplacian, where $1<p<2$. We prove sufficient conditions under which all solutions of an equation from this class are converging to a linear function as $t\to \infty$.

Our main purpose is to establish the existence of a positive solution of the system ⎧$-{∆}_{p\left(x\right)}u=F(x,u,v)$, x ∈ Ω, ⎨$-{∆}_{q\left(x\right)}v=H(x,u,v)$, x ∈ Ω, ⎩u = v = 0, x ∈ ∂Ω, where $\Omega \subset {ℝ}^N$ is a bounded domain with C² boundary, $F(x,u,v)={\lambda }^{p\left(x\right)}[g\left(x\right)a\left(u\right)+f\left(v\right)]$, $H(x,u,v)={\lambda }^{q(x})[g\left(x\right)b\left(v\right)+h\left(u\right)]$, λ > 0 is a parameter, p(x),q(x) are functions which satisfy some conditions, and $-{∆}_{p\left(x\right)}u=-{div\left(\right|\nabla u|}^{p\left(x\right)-2}\nabla u)$ is called the p(x)-Laplacian. We give existence results and consider the asymptotic behavior of solutions near the boundary. We do not assume any symmetry conditions on the system.

In this paper, we propose an extension of a periodic $GARCH$ ($PGARCH$) model to a Markov-switching periodic $GARCH$ ($MS$-$PGA$ $RCH$), 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...

Sensitivity analysis of irreducible Markov chains considers an original Markov chain with transition probability matrix $P$ and modified Markov chain with transition probability matrix $P$. For their respective stationary probability vectors $\pi ,\tilde{\pi }$, some of the following charactristics are usually studied: $\parallel \pi -\tilde{\pi }{\parallel }_p$ for asymptotical stability [3], $|{\pi }_i-{\tilde{\pi }}_i|,\frac{|{\pi }_i-{\tilde{\pi }}_i|}{{\pi }_i}$ for componentwise stability or sensitivity [1]. For functional transition probabilities, $P=P\left(t\right)$ and stationary probability vector $\pi \left(t\right)$, derivatives are also used...

Let E be a compact set in the complex plane, $g_E$ be the Green function of the unbounded component of ${ℂ}_{\infty }\setminus E$ with pole at infinity and $Mₙ\left(E\right)=sup\left(\right||P^{\text{'}}{\left|\right|}_E{)/(\left|\right|P\left|\right|}_E)$ where the supremum is taken over all polynomials ${P|}_E\not\equiv 0$ of degree at most n, and ${\left|\right|f\left|\right|}_E=sup\left|f\right(z\left)\right|:z\in E$. 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 ${Mₙ\left(E\right)}_{n=1,2,...}$. Some additional conditions are given for special classes of sets.