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Capacités invariantes extrémales

Michel Talagrand (1978)

Annales de l'institut Fourier

On étudie certains cônes de mesures ≥ 0 sur un espace localement compact, qui sont invariantes par l’action continue d’un groupe localement compact G , cette étude étant centrée sur les génératrices extrémales de ces cônes. On dégage d’abord un type très simple d’action continue où l’on décrit complètement la situation. On dégage ensuite une classe d’actions (contenant par exemple l’action de shift de Bernoulli sur { 0 , 1 } N ) qui ne sont pas du type précédent, et que l’on étudie en grand détail. Le résultat...

Central limit theorems for non-invertible measure preserving maps

Michael C. Mackey, Marta Tyran-Kamińska (2008)

Colloquium Mathematicae

Using the Perron-Frobenius operator we establish a new functional central limit theorem for non-invertible measure preserving maps that are not necessarily ergodic. We apply the result to asymptotically periodic transformations and give a specific example using the tent map.

Comparison between criteria leading to the weak invariance principle

Olivier Durieu, Dalibor Volný (2008)

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

The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR188 (1969), the projective criterion introduced by Dedecker in Probab. Theory Related Fields110 (1998), which was subsequently improved by Dedecker and Rio in Ann. Inst. H. Poincaré Probab. Statist.36 (2000) and the condition introduced by Maxwell and Woodroofe in Ann. Probab.28...

Complete positivity of entropy and non-Bernoullicity for transformation groups

Valentin Golodets, Sergey Sinel'shchikov (2000)

Colloquium Mathematicae

The existence of non-Bernoullian actions with completely positive entropy is proved for a class of countable amenable groups which includes, in particular, a class of Abelian groups and groups with non-trivial finite subgroups. For this purpose, we apply a reverse version of the Rudolph-Weiss theorem.

Consistency of the LSE in Linear regression with stationary noise

Guy Cohen, Michael Lin, Arkady Tempelman (2004)

Colloquium Mathematicae

We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also L p -consistency when the noise is strict sense stationary with...

Construction of non-constant and ergodic cocycles

Mahesh Nerurkar (2000)

Colloquium Mathematicae

We construct continuous G-valued cocycles that are not cohomologous to any compact constant via a measurable transfer function, provided the underlying dynamical system is rigid and the range group G satisfies a certain general condition. For more general ergodic aperiodic systems, we also show that the set of continuous ergodic cocycles is residual in the class of all continuous cocycles provided the range group G is a compact connected Lie group. The first construction is based on the "closure...

Constructions of cocycles over irrational rotations

W. Bułatek, M. Lemańczyk, D. Rudolph (1997)

Studia Mathematica

We construct a coboundary cocycle which is of bounded variation, is homotopic to the identity and is Hölder continuous with an arbitrary Hölder exponent smaller than 1.

Constructions of smooth and analytic cocycles over irrational circle rotations

Dalibor Volný (1995)

Commentationes Mathematicae Universitatis Carolinae

We define a class of step cocycles (which are coboundaries) for irrational rotations of the unit circle and give conditions for their approximation by smooth and real analytic coboundaries. The transfer functions of the approximating (smooth and real analytic) coboundaries are close (in the supremum norm) to the transfer functions of the original ones. This result makes it possible to construct smooth and real analytic cocycles which are ergodic, ergodic and squashable (see [Aaronson, Lemańczyk,...

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