Download or read book Limit Theorems for Functionals of Ergodic Markov Chains with General State Space written by Xia Chen and published by American Mathematical Soc.. This book was released on 1999 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for graduate students and research mathematicians working probability theory and statistics.

Download or read book High Dimensional Probability VII written by Christian Houdré and published by Birkhäuser. This book was released on 2016-09-21 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.

Download or read book Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi Compactness written by Hubert Hennion and published by Springer Science & Business Media. This book was released on 2001-08 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.

Download or read book T p Ch To n H c written by Hội Toán học Việt Nam and published by Dr. Vuong Quan Hoang. This book was released on with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.

Download or read book Functional Gaussian Approximation for Dependent Structures written by Florence Merlevède and published by Oxford University Press. This book was released on 2019-02-14 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.

Download or read book Dynamical Zeta Functions Nielsen Theory and Reidemeister Torsion written by Alexander Fel'shtyn and published by American Mathematical Soc.. This book was released on 2000 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the paper we study new dynamical zeta functions connected with Nielsen fixed point theory. The study of dynamical zeta functions is part of the theory of dynamical systems, but it is also intimately related to algebraic geometry, number theory, topology and statistical mechanics. The paper consists of four parts. Part I presents a brief account of the Nielsen fixed point theory. Part II deals with dynamical zeta functions connected with Nielsen fixed point theory. Part III is concerned with analog of Dold congruences for the Reidemeister and Nielsen numbers. In Part IV we explain how dynamical zeta functions give rise to the Reidemeister torsion, a very important topological invariant which has useful applications in knots theory,quantum field theory and dynamical systems.

Download or read book An Ergodic IP Polynomial Szemeredi Theorem written by Vitaly Bergelson and published by American Mathematical Soc.. This book was released on 2000 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors prove a polynomial multiple recurrence theorem for finitely many commuting measure preserving transformations of a probability space, extending a polynomial Szemerédi theorem appearing in [BL1]. The linear case is a consequence of an ergodic IP-Szemerédi theorem of Furstenberg and Katznelson ([FK2]). Several applications to the fine structure of recurrence in ergodic theory are given, some of which involve weakly mixing systems, for which we also prove a multiparameter weakly mixing polynomial ergodic theorem. The techniques and apparatus employed include a polynomialization of an IP structure theory developed in [FK2], an extension of Hindman's theorem due to Milliken and Taylor ([M], [T]), a polynomial version of the Hales-Jewett coloring theorem ([BL2]), and a theorem concerning limits of polynomially generated IP-systems of unitary operators ([BFM]).

Download or read book Markov Processes Feller Semigroups and Evolution Equations written by J. A. van Casteren and published by World Scientific. This book was released on 2011 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.

Download or read book Asymptotic Theory of Weakly Dependent Random Processes written by Emmanuel Rio and published by Springer. This book was released on 2017-04-13 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

Download or read book Ruelle Operators Functions which Are Harmonic with Respect to a Transfer Operator written by Palle E. T. Jørgensen and published by American Mathematical Soc.. This book was released on 2001 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let $N\in\mathbb{N}$, $N\geq2$, be given. Motivated by wavelet analysis, this title considers a class of normal representations of the $C DEGREES{\ast}$-algebra $\mathfrak{A}_{N}$ on two unitary generators $U$, $V$ subject to the relation $UVU DEGREES{-1}=V DEGREES{N}$. The representations are in one-to-one correspondence with solutions $h\in L DEGREES{1}\left(\mathbb{T}\right)$, $h\geq0$, to $R\left(h\right)=h$ where $R$ is a certain transfer operator (positivity-preserving) which was studied previously by D. Ruelle. The representations of $\mathfrak{A}_{N}$ may also be viewed as representations of a certain (discrete) $N$-adic $ax+b$ group which was considered recently

Download or read book Resolving Markov Chains onto Bernoulli Shifts via Positive Polynomials written by Brian Marcus and published by American Mathematical Soc.. This book was released on 2001 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two parts of this monograph contain two separate but related papers. The longer paper in Part A obtains necessary and sufficient conditions for several types of codings of Markov chains onto Bernoulli shifts. It proceeds by replacing the defining stochastic matrix of each Markov chain by a matrix whose entries are polynomials with positive coefficients in several variables; a Bernoulli shift is represented by a single polynomial with positive coefficients, $p$. This transforms jointly topological and measure-theoretic coding problems into combinatorial ones. In solving the combinatorial problems in Part A, the work states and makes use of facts from Part B concerning $p DEGREESn$ and its coefficients. Part B contains the shorter paper on $p DEGREESn$ and its coefficients, and is independ

Download or read book Ergodic Theorems written by Ulrich Krengel and published by Walter de Gruyter. This book was released on 2011-03-01 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.

Download or read book Splitting Theorems for Certain Equivariant Spectra written by L. Gaunce Lewis and published by American Mathematical Soc.. This book was released on 2000 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for graduate students and research mathematicians interested in algebraic topology.

Download or read book Special Groups written by M. A. Dickmann and published by American Mathematical Soc.. This book was released on 2000 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a systematic study of Special Groups, a first-order universal-existential axiomatization of the theory of quadratic forms, which comprises the usual theory over fields of characteristic different from 2, and is dual to the theory of abstract order spaces. The heart of our theory begins in Chapter 4 with the result that Boolean algebras have a natural structure of reduced special group. More deeply, every such group is canonically and functorially embedded in a certain Boolean algebra, its Boolean hull. This hull contains a wealth of information about the structure of the given special group, and much of the later work consists in unveiling it. Thus, in Chapter 7 we introduce two series of invariants "living" in the Boolean hull, which characterize the isometry of forms in any reduced special group. While the multiplicative series--expressed in terms of meet and symmetric difference--constitutes a Boolean version of the Stiefel-Whitney invariants, the additive series--expressed in terms of meet and join--, which we call Horn-Tarski invariants, does not have a known analog in the field case; however, the latter have a considerably more regular behaviour. We give explicit formulas connecting both series, and compute explicitly the invariants for Pfister forms and their linear combinations. In Chapter 9 we combine Boolean-theoretic methods with techniques from Galois cohomology and a result of Voevodsky to obtain an affirmative solution to a long standing conjecture of Marshall concerning quadratic forms over formally real Pythagorean fields. Boolean methods are put to work in Chapter 10 to obtain information about categories of special groups, reduced or not. And again in Chapter 11 to initiate the model-theoretic study of the first-order theory of reduced special groups, where, amongst other things we determine its model-companion. The first-order approach is also present in the study of some outstanding classes of morphisms carried out in Chapter 5, e.g., the pure embeddings of special groups. Chapter 6 is devoted to the study of special groups of continuous functions.

Download or read book Existence of the Sectional Capacity written by Robert Rumely and published by American Mathematical Soc.. This book was released on 2000 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the case where the norms are induced by metrics on the fibres of ${\mathcal L}$, we establish the functoriality of the sectional capacity under base change, pullbacks by finite surjective morphisms, and products. We study the continuity of $S Gamma(\overline{\mathcal L})$ under variation of the metric and line bundle, and we apply this to show that the notion of $v$-adic sets in $X(\mathbb C v)$ of capacity $0$ is well-defined. Finally, we show that sectional capacities for arbitrary norms can be well-approximated using objects of finite type.

Download or read book Wandering Solutions of Delay Equations with Sine Like Feedback written by Bernhard Lani-Wayda and published by American Mathematical Soc.. This book was released on 2001 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for graduate students and research mathematicians interested in mechanics of particle systems.