Cylindrical fractional Brownian motion in Banach spaces

In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The developed stochastic integral for deterministic operator valued integrands is based on a series representation of the cylindrical fractional Brownian motion, which is analogous to the Karhunen–Loève expansion for genuine stochastic processes. In the last part we apply our results to study the abstract stochastic Cauchy problem in a Banach space driven by cylindrical fractional Brownian motion.     

Feynman path integrals for polynomially growing potentials

A general class of infinite dimensional oscillatory integrals with polynomially growing phase functions is studied. A representation formula of the Parseval type is proved, as well as a formula giving the integrals in terms of analytically continued absolutely convergent integrals. These results are applied to provide a rigorous Feynman path integral representation for the solution of the time-dependent Schrödinger equation with a quartic anharmonic potential. The Borel summability of the asymptotic expansion of the solution in power series of the coupling constant is also proved.     

Partial sums of orthonormal bases preserving positivity—And martingales

We characterize, for finite measure spaces, those orthonormal bases with the following positivity property: if f is a non-negative function, then the partial sums in the expansion of f are non-negative. The bases are necessarily generalized Haar functions and the partial sums are a martingale closed on the right by f.     

Asymptotic expansion of perturbative Chern-Simons theory via Wiener space

The Chern-Simons integral is divided into a sum of finitely many resp. infinitely many contributions. A mathematical meaning is given to the “finite part” and an asymptotic estimate of the other part is given, using the abstract Wiener space setting. The latter takes the form of an asymptotic expansion in powers of a charge, using the infinite-dimensional Malliavin-Taniguchi formula for a change of variables.     

Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation

Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Itô formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results are applied to prove regularity in space and time of the solutions of the Zakai equation.     

On the covariance of the asymptotic empirical copula process

Conditions are given under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance function than the standard empirical process based on observations from the copula. Illustrations are provided and consequences for inference are outlined.     

Generalized Fresnel integrals

A general class of (finite dimensional) oscillatory integrals with polynomially growing phase functions is studied. A representation formula of the Parseval type is proven as well as a formula giving the integrals in terms of analytically continued absolutely convergent integrals. Their asymptotic expansion for “strong oscillations” is given. The expansion is in powers of ?1/2M, where ? is a small parameters and 2M is the order of growth of the phase function. Additional assumptions on the integrands are found which are sufficient to yield convergent, resp. Borel summable, expansions.     

The hausdorff metric and measurable selections

We construct measurable selections for closed set-valued maps into arbitrary complete metric spaces. We do not need to make any separability assumptions. We view the set-valued maps as point-valued maps into the hyperspace and our measurability assumptions arethe usual kinds of measurability of point-valued maps in this setting. We also discuss relationship of these measurability conditions to the ones usually considered in the theory of measurable selections.     

Law of the iterated logarithm for the periodogram

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density function associated with the stationary process. Results for a specified frequency are also given. Our results also lead to the law of the iterated logarithm for the real and imaginary parts of the discrete Fourier transform. The proofs rely on martingale approximations combined with results from harmonic analysis and techniques from ergodic theory. Several applications to linear processes and their functionals, iterated random functions, mixing structures and Markov chains are also presented.     

Elliptic equations for measures on infinite dimensional spaces and applications

We introduce and study a new concept of a weak elliptic equation for measures on infinite dimensional spaces. This concept allows one to consider equations whose coefficients are not globally integrable. By using a suitably extended Lyapunov function technique, we derive a priori estimates for the solutions of such equations and prove new existence results. As an application, we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes equations and investigate the elliptic equations for the corresponding invariant measures. Our general theorems yield a priori estimates and existence results for such elliptic equations. We also obtain moment estimates for Gibbs distributions and prove an existence result applicable to a wide class of models. Received: 23 January 2000 / Revised version: 4 October 2000 / Published online: 5 June 2001     

Dimension zero at all scales

We consider the notion of dimension in four categories: the category of (unbounded) separable metric spaces and (metrically proper) Lipschitz maps, and the category of (unbounded) separable metric spaces and (metrically proper) uniform maps. A unified treatment is given to the large scale dimension and the small scale dimension. We show that in all categories a space has dimension zero if and only if it is equivalent to an ultrametric space. Also, 0-dimensional spaces are characterized by means of retractions to subspaces. There is a universal zero-dimensional space in all categories. In the Lipschitz Category spaces of dimension zero are characterized by means of extensions of maps to the unit 0-sphere. Any countable group of asymptotic dimension zero is coarsely equivalent to a direct sum of cyclic groups. We construct uncountably many examples of coarsely inequivalent ultrametric spaces.     

Concentration of measure and isoperimetric inequalities in product spaces

The concentration of measure phenomenon in product spaces roughly states that, if a set A in a product Ω^N of probability spaces has measure at least one half, “most” of the points of Ωn are “close” to A. We proceed to a systematic exploration of this phenomenon. The meaning of the word “most” is made rigorous by isoperimetrictype inequalities that bound the measure of the exceptional sets. The meaning of the work “close” is defined in three main ways, each of them giving rise to related, but different inequalities. The inequalities are all proved through a common scheme of proof. Remarkably, this simple approach not only yields qualitatively optimal results, but, in many cases, captures near optimal numerical constants. A large number of applications are given, in particular to Percolation, Geometric Probability, Probability in Banach Spaces, to demonstrate in concrete situations the extremely wide range of application of the abstract tools. Dedicated to Vitali Milman     

On stochastic setting of stationary phase method

A probability model _∫Rexp(ι[nP(x)])dΦ_n(x) with Φ_n(x) the distribution function of random variable (ξ_k is i.i.d. sequence of r.v.’s with zero expectation and unit variance), being in a framework of stationary phase method is analyzed. The asymptotic expansion in CLT and Hörmander’s theorem play crucial role in asymptotic analysis of the model.     

Asymptotic summation of power series

Summary. We give an asymptotic expansion in powers of of the remainder , when the sequence has a similar expansion. Contrary to previous results, explicit formulas for the computation of the coefficients are presented. In the case of numerical series (), rigorous error estimates for the asymptotic approximations are also provided. We apply our results to the evaluation of , which generalizes various summation problems appeared in the recent literature on convergence acceleration of numerical and power series. Received April 22, 1997     

On Melnikov functions of a homoclinic loop through a nilpotent saddle for planar near-Hamiltonian systems

The first-order Melnikov function of a homoclinic loop through a nilpotent saddle for general planar near-Hamiltonian systems is considered. The asymptotic expansion of this Melnikov function and formulas for its first coefficients are given. The number of limit cycles which appear near the homoclinic loop is discussed by using the asymptotic expansion of the first-order Melnikov function. An example is presented as an application of the main results.     

The moment problem on the Wiener space

Consider an L¹-continuous functional ? on the vector space of polynomials of Brownian motion at given times, suppose ? commutes with the quadratic variation in a natural sense, and consider a finite set of polynomials of Brownian motion at rational times, , mapping the Wiener space to R.In the spirit of Schmüdgen's solution to the finite-dimensional moment problem, we give sufficient conditions under which ? can be written in the form ∫⋅dμ for some probability measure μ on the Wiener space such that μ-almost surely, all the random variables are nonnegative.     

Multiplicity results for interfaces of Ginzburg-Landau-Allen-Cahn equations in periodic media

The Ginzburg-Landau-Allen-Cahn equation is a variational model for phase coexistence and for other physical problems. It contains a term given by a kinetic part of elliptic type plus a double-well potential. We assume that the functional depends on the space variables in a periodic way.We show that given a plane with rational normal, there are minimal solutions, satisfying the following properties. These solutions are asymptotic to the pure phases and are separated by an interface. The convergence to the pure phases is exponentially fast. The interface lies at a finite distance M from the chosen plane, where M is a universal constant. Furthermore, these solutions satisfy some monotonicity properties with respect to integer translations (namely, integer translations are always comparable to the function).We then show that all the interfaces of the global periodic minimizers satisfy similar monotonicity and plane-like properties.We also consider the case of possibly irrationally oriented planes. We show that either there is a one parameter family of minimizers whose graphs provide a field of extremals or there are at least two solutions, one which is a minimizer and another one which is not. These solutions also have interfaces bounded by a universal constant, they enjoy monotonicity properties with respect to integer translations and the nonminimal solutions are trapped inside a gap of the lamination induced by the minimizers.     

A systematization of the saddle point method. Application to the Airy and Hankel functions

The standard saddle point method of asymptotic expansions of integrals requires to show the existence of the steepest descent paths of the phase function and the computation of the coefficients of the expansion from a function implicitly defined by solving an inversion problem. This means that the method is not systematic because the steepest descent paths depend on the phase function on hand and there is not a general and explicit formula for the coefficients of the expansion (like in Watson's Lemma for example). We propose a more systematic variant of the method in which the computation of the steepest descent paths is trivial and almost universal: it only depends on the location and the order of the saddle points of the phase function. Moreover, this variant of the method generates an asymptotic expansion given in terms of a generalized (and universal) asymptotic sequence that avoids the computation of the standard coefficients, giving an explicit and systematic formula for the expansion that may be easily implemented on a symbolic manipulation program. As an illustrative example, the well-known asymptotic expansion of the Airy function is rederived almost trivially using this method. New asymptotic expansions of the Hankel function Hn(z) for large n and z are given as non-trivial examples.     

Some Measurability Results and Applications to Spaces with Mixed Family-norm

A space with mixed family-norm consists of all functions x on a product space such that the function belongs to V (here, U(t) and V denote given Köthe spaces). Conditions for the measurability of y are given, and the Köthe dual of such spaces is determined. For this purpose a generalization of the Luxemburg-Gribanov theorem for ‘uniformly measurable’ functions is proved. This result is also formulated for vector functions.