Displaying similar documents to “Probabilistic properties of a Markov-switching periodic G A R C H process”

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...

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 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 ,...

On the uniqueness of periodic decomposition

Viktor Harangi (2011)

Fundamenta Mathematicae

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Let a , . . . , a k be arbitrary nonzero real numbers. An ( a , . . . , a k ) -decomposition of a function f:ℝ → ℝ is a sum f + + f k = f where f i : is an a i -periodic function. Such a decomposition is not unique because there are several solutions of the equation h + + h k = 0 with h i : a i -periodic. We will give solutions of this equation with a certain simple structure (trivial solutions) and study whether there exist other solutions or not. If not, we say that the ( a , . . . , a k ) -decomposition is essentially unique. We characterize those periods for which essential...

Cobham's theorem for substitutions

Fabien Durand (2011)

Journal of the European Mathematical Society

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The seminal theorem of Cobham has given rise during the last 40 years to a lot of work about non-standard numeration systems and has been extended to many contexts. In this paper, as a result of fifteen years of improvements, we obtain a complete and general version for the so-called substitutive sequences. Let α and β be two multiplicatively independent Perron numbers. Then a sequence x A , where A is a finite alphabet, is both α -substitutive and β -substitutive if and only if x is ultimately...

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 E with pole at infinity and M ( 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 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 ( E ) n = 1 , 2 , . . . . Some additional conditions are given for special classes of sets.

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 ...

L₁-uniqueness of degenerate elliptic operators

Derek W. Robinson, Adam Sikora (2011)

Studia Mathematica

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Let Ω be an open subset of d with 0 ∈ Ω. Furthermore, let H Ω = - i , j = 1 d i c i j j be a second-order partial differential operator with domain C c ( Ω ) where the coefficients c i j W l o c 1 , ( Ω ̅ ) are real, c i j = c j i and the coefficient matrix C = ( c i j ) satisfies bounds 0 < C(x) ≤ c(|x|)I for all x ∈ Ω. If 0 d s s d / 2 e - λ μ ( s ) ² < for some λ > 0 where μ ( s ) = 0 s d t c ( t ) - 1 / 2 then we establish that H Ω is L₁-unique, i.e. it has a unique L₁-extension which generates a continuous semigroup, if and only if it is Markov unique, i.e. it has a unique L₂-extension which generates a submarkovian semigroup....

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 u d at level u , d 3 . Roughly speaking, we show that observations of u restricted to two disjoint subsets A 1 and A 2 of d are approximately independent, once we add a sprinkling to the process 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...

C * -points vs P -points and P -points

Jorge Martinez, Warren Wm. McGovern (2022)

Commentationes Mathematicae Universitatis Carolinae

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In a Tychonoff space X , the point p X is called a C * -point if every real-valued continuous function on C { p } can be extended continuously to p . Every point in an extremally disconnected space is a C * -point. A classic example is the space 𝐖 * = ω 1 + 1 consisting of the countable ordinals together with ω 1 . The point ω 1 is known to be a C * -point as well as a P -point. We supply a characterization of C * -points in totally ordered spaces. The remainder of our time is aimed at studying when a point in a product space...

Theoretical analysis for 1 - 2 minimization with partial support information

Haifeng Li, Leiyan Guo (2025)

Applications of Mathematics

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We investigate the recovery of k -sparse signals using the 1 - 2 minimization model with prior support set information. The prior support set information, which is believed to contain the indices of nonzero signal elements, significantly enhances the performance of compressive recovery by improving accuracy, efficiency, reducing complexity, expanding applicability, and enhancing robustness. We assume k -sparse signals 𝐱 with the prior support T which is composed of g true indices and b wrong...

C 1 self-maps on closed manifolds with finitely many periodic points all of them hyperbolic

Jaume Llibre, Víctor F. Sirvent (2016)

Mathematica Bohemica

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Let X be a connected closed manifold and f a self-map on X . We say that f is almost quasi-unipotent if every eigenvalue λ of the map f * k (the induced map on the k -th homology group of X ) which is neither a root of unity, nor a zero, satisfies that the sum of the multiplicities of λ as eigenvalue of all the maps f * k with k odd is equal to the sum of the multiplicities of λ as eigenvalue of all the maps f * k with k even. We prove that if f is C 1 having finitely many periodic points all of them...

Complex series and connected sets

B. Jasek

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CONTENTSPREFACE..........................................................................................................................................................................3INTRODUCTION............................................................................................................................................................. 41. Notation. 2. Subject of the paper.Chapter I. DECOMPOSITION OF Σ INTO Σ 1 , Σ 2 , Σ 3 , Σ 4 INESSENTIAL RESTRICTIONOF GENERALITY ...............................................................................................................................................................

Σ s -products revisited

Reynaldo Rojas-Hernández (2015)

Commentationes Mathematicae Universitatis Carolinae

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We show that any Σ s -product of at most 𝔠 -many L Σ ( ω ) -spaces has the L Σ ( ω ) -property. This result generalizes some known results about L Σ ( ω ) -spaces. On the other hand, we prove that every Σ s -product of monotonically monolithic spaces is monotonically monolithic, and in a similar form, we show that every Σ s -product of Collins-Roscoe spaces has the Collins-Roscoe property. These results generalize some known results about the Collins-Roscoe spaces and answer some questions due to Tkachuk [Lifting the Collins-Roscoe...