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The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces

Nguyen Van Huan, Nguyen Van Quang (2012)

Kybernetika

We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.

The Dyson Brownian Minor Process

Mark Adler, Eric Nordenstam, Pierre Van Moerbeke (2014)

Annales de l’institut Fourier

Consider an n × n Hermitean matrix valued stochastic process { H t } t 0 where the elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian motion, that is they behave as Ornstein-Uhlenbeck processes conditioned never to intersect.In this paper we study not only the eigenvalues of the full matrix, but also the eigenvalues of all the principal minors. That is, the eigenvalues of the k × k minors in the upper left corner of H t . Projecting this...

The fuzzy metric space based on fuzzy measure

Jialiang Xie, Qingguo Li, Shuili Chen, Huan Huang (2016)

Open Mathematics

In this paper, we study the relation between a fuzzy measure and a fuzzy metric which is induced by the fuzzy measure. We also discuss some basic properties of the constructed fuzzy metric space. In particular, we show that the nonatom of fuzzy measure space can be characterized in the constructed fuzzy metric space.

The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles

Ashkan Nikeghbali, Dirk Zeindler (2013)

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

The goal of this paper is to analyse the asymptotic behaviour of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens measure. We combine tools from combinatorics and complex analysis (e.g. singularity analysis of generating functions) to prove that under some analytic conditions (on relevant generating functions) the cycle process converges to a vector of independent Poisson variables...

The Geometry of Model Spaces for Probability-Preserving Actions of Sofic Groups

Tim Austin (2016)

Analysis and Geometry in Metric Spaces

Bowen’s notion of sofic entropy is a powerful invariant for classifying probability-preserving actions of sofic groups. It can be defined in terms of the covering numbers of certain metric spaces associated to such an action, the ‘model spaces’. The metric geometry of these model spaces can exhibit various interesting features, some of which provide other invariants of the action. This paper explores an approximate connectedness property of the model spaces, and uses it give a new proof that certain...

The Heyde theorem on a-adic solenoids

Margaryta Myronyuk (2013)

Colloquium Mathematicae

We prove the following analogue of the Heyde theorem for a-adic solenoids. Let ξ₁, ξ₂ be independent random variables with values in an a-adic solenoid Σ a and with distributions μ₁, μ₂. Let α j , β j be topological automorphisms of Σ a such that β α - 1 ± β α - 1 are topological automorphisms of Σ a too. Assuming that the conditional distribution of the linear form L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ is symmetric, we describe the possible distributions μ₁, μ₂.

The Lévy continuity theorem for nuclear groups

W. Banaszczyk (1999)

Studia Mathematica

Let G be an abelian topological group. The Lévy continuity theorem says that if G is an LCA group, then it has the following property (PL) a sequence of Radon probability measures on G is weakly convergent to a Radon probability measure μ if and only if the corresponding sequence of Fourier transforms is pointwise convergent to the Fourier transform of μ. Boulicaut [Bo] proved that every nuclear locally convex space G has the property (PL). In this paper we prove that the property (PL) is inherited...

The local relaxation flow approach to universality of the local statistics for random matrices

László Erdős, Benjamin Schlein, Horng-Tzer Yau, Jun Yin (2012)

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

We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides with the local statistics of the corresponding Gaussian ensemble provided the distribution of the individual matrix element is smooth and the eigenvalues {xj}j=1N are close to their classical location {γj}j=1N determined by the limiting density of eigenvalues. Under...

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