Order Types of Convex Bodies

We prove a Hadwiger transversal-type result, characterizing convex position on a family of non-crossing convex bodies in the plane. This theorem suggests a definition for the order type of a family of convex bodies, generalizing the usual definition of order type for point sets. This order type turns out to be an oriented matroid. We also give new upper bounds on the Erdős–Szekeres theorem in the context of convex bodies.     

Limit theorems for functionals of convex hulls

Summary In [4] a central limit theorem for the number of vertices of the convex hull of a uniform sample from the interior of a convex polygon is derived. This is done by approximating the process of vertices of the convex hull by the process of extreme points of a Poisson point process and by considering the latter process of extreme points as a Markov process (for a particular parametrization). We show that this method can also be applied to derive limit theorems for the boundary length and for the area of the convex hull. This extents results of Rényi and Sulanke (1963) and Buchta (1984), and shows that the boundary length and the area have a strikingly different probabilistic behavior.     

A note on geometric upper bounds for the exponent of convergence of convex cocompact Kleinian groups

In this note we obtain by purely geometric means that for convex cocompact Kleinian groups the exponent of convergence is bounded from above by an expression which depends mainly on the diameter of the convex core of the associated infinite-volume hyperbolic manifold. This result is derived via refinements of Sullivan's shadow lemma and of estimates for the growth of the orbital counting function and Poincaré series. We finally obtain spectral and fractal implications, such as lower bounds for the bottom of the spectrum of the Laplacian on these manifolds, and upper bounds for the decay of the area of neighbourhoods of the associated limit sets.     

Limit theorems and Markov approximations for chaotic dynamical systems

Summary We prove the central limit theorem and weak invariance principle for abstract dynamical systems based on bounds on their mixing coefficients. We also develop techniques of Markov approximations for dynamical systems. We apply our results to expanding interval maps, Axiom A diffeomorphisms, chaotic billiards and hyperbolic attractors.     

Uniform asymptotic regularity for Mann iterates

In Numer. Funct. Anal. Optim. 22 (2001) 641-656, we obtained an effective quantitative analysis of a theorem due to Borwein, Reich, and Shafrir on the asymptotic behavior of general Krasnoselski-Mann iterations for nonexpansive self-mappings of convex sets C in arbitrary normed spaces. We used this result to obtain a new strong uniform version of Ishikawa's theorem for bounded C. In this paper we give a qualitative improvement of our result in the unbounded case and prove the uniformity result for the bounded case under the weaker assumption that C contains a point x whose Krasnoselski-Mann iteration (x_k) is bounded. We also consider more general iterations for which asymptotic regularity is known only for uniformly convex spaces (Groetsch). We give uniform effective bounds for (an extension of) Groetsch's theorem which generalize previous results by Kirk, Martinez-Yanez, and the author.     

Minkowski’s theorem for arbitrary convex sets

V. Klee extended a well-known theorem of Minkowski to non-compact convex sets. We generalize Minkowski’s theorem to convex sets which are not necessarily closed.     

Statistical properties for nonhyperbolic maps with finite range structure

We establish the central limit theorem and non-central limit theorems for maps admitting indifferent periodic points (the so-called intermittent maps). We also give a large class of Darling-Kac sets for intermittent maps admitting infinite invariant measures. The essential issue for the central limit theorem is to clarify the speed of -convergence of iterated Perron-Frobenius operators for multi-dimensional maps which satisfy Renyi's condition but fail to satisfy the uniformly expanding property. Multi-dimensional intermittent maps typically admit such derived systems. There are examples in section 4 to which previous results on the central limit theorem are not applicable, but our extended central limit theorem does apply.

     

Limit theorems for projections of random walk on a hypersphere

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein–Uhlenbeck process as the dimension of the sphere tends to infinity. We also observe that the same result holds when the random walk is replaced with spherical Brownian motion. This latter result can be viewed as a “functional” generalisation of Poincaré’s observation for projections of uniform measure on high dimensional spheres; the former result is an analogous generalisation of the Bernoulli–Laplace central limit theorem. Given the relation of these two classic results to the central limit theorem for convex bodies, the modest results provided here would appear to motivate a functional generalisation.     

Approximate Central Limit Theorems

We refine the classical Lindeberg–Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parameterized Prokhorov distances in terms of a Lindeberg index. We thus obtain more general approximate central limit theorems, which roughly state that the row-wise sums of a triangular array are approximately asymptotically normal if the array approximately satisfies Lindeberg’s condition. This allows us to continue to provide information in nonstandard settings in which the classical central limit theorem fails to hold. Stein’s method plays a key role in the development of this theory.     

Functional central limit theorem for the volume of excursion sets generated by associated random fields

We prove a functional central limit theorem for the volume of the excursion sets generated by a stationary and associated random field with smooth realizations.     

Tverberg-Type Theorems for Intersecting by Rays

In this paper we consider some results on intersection between rays and a given family of convex, compact sets. These results are similar to the central point theorem, and Tverberg’s theorem on partitions of a point set.     

Bounds for relative errors of complex matrix factorizations

The goal of this paper is to obtain optimal first order bounds for absolute and relative errors of unitary and Hermitian factors of some commonly used matrix factorizations. We have chosen the strong derivative calculus approach and we have expressed the factors as a differentiable function of the data but since these expressions define the functions implicitly, the inverse function theorem plays a central role in finding the Jacobian matrix. Then, first order bounds are deduced by means of the mean value theorem for the derivatives. We either improve or generalize some of the bounds proposed by Bhatia [1], Stewart [2], and Sun [3].     

Deviations bounds and conditional principles for thin sets

The aim of this paper is to use non-asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to stochastic mechanics and calibration problems for diffusion processes are discussed.     

Inequalities in completely convex stochastic programming

A two-stage stochastic programming problem in which the random variable enters in a convex manner is called completely convex. For such problems we give a sequence of inequalities and equalities showing the equivalence of optimality over plans and optimality of a two-stage procedure related to dynamic programming and giving upper bounds on the expected value of perfect information. Our assumptions are the weakest possible to guarantee the results in the completely convex case and supersede previous related results which have received erroneous proofs or have been established under highly restrictive conditions. In the course of our argument we exhibit a new measurable selection theorem and a rather general form of Jensen's inequality. We also present a multistage generalization of our central theorem.     

A note on the central limit theorem for bipower variation of general functions

In this paper we present a central limit theorem for general functions of the increments of Brownian semimartingales. This provides a natural extension of the results derived in [O.E. Barndorff-Nielsen, S.E. Graversen, J. Jacod, M. Podolskij, N. Shephard, A central limit theorem for realised power and bipower variations of continuous semimartingales, in: From Stochastic Analysis to Mathematical Finance, Festschrift for Albert Shiryaev, Springer, 2006], where the central limit theorem was shown for even functions. We prove an infeasible central limit theorem for general functions and state some assumptions under which a feasible version of our results can be obtained. Finally, we present some examples from the literature to which our theory can be applied.     

Elementary density bounds for self-similar sets and application

Falconer[1] used the relationship between upper convex density and upper spherical density to obtain elementary density bounds for s-sets at H S-almost all points of the sets. In this paper, following Falconer[1], we first provide a basic method to estimate the lower bounds of these two classes of set densities for the self-similar s-sets satisfying the open set condition （OSC）, and then obtain elementary density bounds for such fractals at all of their points. In addition, we apply the main results to the famous classical fractals and get some new density bounds.     

Analogues of the central point theorem for families with d-intersection property in ℝ d

In this paper we consider families of compact convex sets in ? ^d such that any subfamily of size at most d has a nonempty intersection. We prove some analogues of the central point theorem and Tverberg’s theorem for such families.     

A Helly-type theorem for higher-dimensional transversals

We prove that a collection of compact convex sets of bounded diameters in that is unbounded in k independent directions has a k-flat transversal for k<d if and only if every d+1 of the sets have a k-transversal. This result generalizes a theorem of Hadwiger(–Danzer–Grünbaum–Klee) on line transversals for an unbounded family of compact convex sets. It is the first Helly-type theorem known for transversals of dimension between 1 and d−1.     

The affine representation theorem for abstract convex geometries

A convex geometry is a combinatorial abstract model introduced by Edelman and Jamison which captures a combinatorial essence of “convexity” shared by some objects including finite point sets, partially ordered sets, trees, rooted graphs. In this paper, we introduce a generalized convex shelling, and show that every convex geometry can be represented as a generalized convex shelling. This is “the representation theorem for convex geometries” analogous to “the representation theorem for oriented matroids” by Folkman and Lawrence. An important feature is that our representation theorem is affine-geometric while that for oriented matroids is topological. Thus our representation theorem indicates the intrinsic simplicity of convex geometries, and opens a new research direction in the theory of convex geometries.     

A functional central limit theorem for diffusions on periodic submanifolds of ℝ N

We prove a functional central limit theorem for diffusions on periodic sub- manifolds of ℝ^N. The proof is an adaptation of a method presented in [BenLioPap] and [Bha] for proving functional central limit theorems for diffusions with periodic drift vectorfields. We then apply the central limit theorem in order to obtain a recurrence and a transience criterion for periodic diffusions. Other fields of applications could be heat-kernel estimates, similar to the ones obtained in [Lot].Mathematics Subject Classification (2000): 35B27, 60F05, 58J65The author wants to express his gratitude toward the National Cheng Kung University in Tainan (Taiwan) for its kind hospitality.