A general result on almost sure central limit theorem for self-normalized sums for mixing sequences*

Let X, X ₁ , X ₂ , . . . be a sequence of strictly stationary ?-mixing random variables with zero means. In this paper, we show that a self-normalized version of almost sure central limit theorem holds under the assumptions that the mixing coefficients satisfy $ \sum\nolimits_{n=1}^{\infty } {{\phi^{{{1 \left/ {2} \right.}}}}\left( {{2^n}} \right)<\infty } $ ; moreover, we no longer restrict ourselves to logarithmic averages, but allow rather arbitrary weight sequences.     

An Invariance Principle for Fractional Brownian Sheets

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance principle for fractional Brownian motions by Dedecker et al. (Bernoulli 17:88–113, 2011) to high dimensions. A key ingredient of their argument, the martingale approximation, is replaced by an \(m\) -approximation argument. An important tool of our approach is a moment inequality for stationary random fields recently established by El Machkouri et al. (Stoch. Process. Appl. 123:1–14, 2013).     

Group-Theoretic Dimension of Stationary Symmetric α-Stable Random Fields

The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (Ann. Probab. 32:1438–1468, 2004; Adv. Appl. Probab. 36:805–823, 2004), where it was established, based on the seminal works of Rosiński (Ann. Probab. 23:1163–1187, 1995; 28:1797–1813, 2000), that the growth rate is connected to the ergodic-theoretic properties of the flow that generates the process. The results were generalized to the case of stable random fields indexed by ? ^d in Roy and Samorodnitsky (J. Theor. Probab. 21:212–233, 2008), where properties of the group of nonsingular transformations generating the stable process were studied as an attempt to understand the growth rate of the partial maximum process. This work generalizes this connection between stable random fields and group theory to the continuous parameter case, that is, to fields indexed by ? ^d .     

Algebraic Hecke characters and strictly compatible systems of abelian mod p Galois representations over global fields

In [10] (C R Acad Sci Paris Ser I Math 323(2) 117–120, 1996), [11] (Math Res Lett 10(1):71–83 2003), [12] (Can J Math 57(6):1215–1223 2005), Khare showed that any strictly compatible systems of semisimple abelian mod p Galois representations of a number field arises from a unique finite set of algebraic Hecke characters. In this article, we consider a similar problem for arbitrary global fields. We give a definition of Hecke character which in the function field setting is more general than previous definitions by Goss and Gross and define a corresponding notion of compatible system of mod p Galois representations. In this context we present a unified proof of the analog of Khare’s result for arbitrary global fields. In a sequel we shall apply this result to strictly compatible systems arising from Drinfeld modular forms, and thereby attach Hecke characters to cuspidal Drinfeld Hecke eigenforms.     

Linear SPDEs Driven by Stationary Random Distributions

Using tools from the theory of stationary random distributions developed in It? (Mem. Coll. Sci., Univ. Kyoto, Ser. A: Math., 28:209?C223,?1954) and Yaglom (Theory Probab. Appl., 2:273?C320,?1957), we introduce a new class of processes which can be used as a model for the noise perturbing an SPDE. This type of noise is not necessarily Gaussian, but it includes the spatially homogeneous Gaussian noise introduced in Dalang (Electron. J. Probab. 4(6)?1999), and the fractional noise considered in Balan and Tudor (Stoch. Process. Appl., 120:2468?C2494,?2010). We derive some general conditions for the existence of a random field solution of a linear SPDE with this type of noise, under some mild conditions imposed on the Green function of the differential operator which appears in this equation. This methodology is applied to the study of the heat and wave equations (possibly replacing the Laplacian by one of its fractional powers), extending in this manner the results of Balan and Tudor (Stoch. Process. Appl., 120:2468?C2494,?2010) to the case H<1/2.     

Beamlets are densely embedded in H −1

The insufficiency of using ordinary measurable functions to model complex natural images was first emphasized by David Mumford (Q Appl Math 59:85–111, 2001). The idea was later rediscovered by Yves Meyer (Oscillating Patterns in Image Processing and Nonlinear Evolution Equations, vol. 22, University Lecture Series, AMS, Providence, 2001) who introduced proper texture models based on generalized functions or distributions. The simpler but effective Sobolev texture model of H ^???1 was subsequently explored by Osher et al. (Multiscale Model Simul 1:349–370, 2003) to facilitate practical computation. H ^???1 textures have also been further employed in the recent works of Daubechies and Teschke (Appl Comput Harmon Anal 19(1):1–16, 2005), Lieu and Vese (UCLA CAM Tech Report, 05–33, 2005), Shen (Appl Math Res Express 4:143–167, 2005), and many others, leading to a new generation of models for image processing and analysis. On the other hand, beamlets are the unconventional class of geometric wavelets invented by Donoho and Huo (Multiscale and Multiresolution Methods, Lect Notes Comput Sci Eng, vol. 20, pp. 149–196. Springer, Berlin, 2002) to efficiently represent and detect lower dimensional singular image features. In the current work, we make an intriguing connection between the above two realms by demonstrating that H ^???1 is the natural space (of generalized functions) that hosts beamlets, and in return can be completely described by them. Computational evidences existing in the literature also help confirm this newly discovered bond.     

On the empirical process of multivariate, dependent random variables

A convergence theorem of Billingsley for the empirical process of stationary, real valued radom variables under a mixing condition is generalized to the k-dimensional and nonstationary case. Further a more general empirical process is treated, including the upper summation boundary as argument. Some applications are given to a Kolmogorov-Smirnov and a Cramér-von Mises type statistic.     

A central limit theorem for stationary random fields

Summary. We prove a central limit theorem for strictly stationary random fields under a projective assumption. Our criterion is similar to projective criteria for stationary sequences derived from Gordin's theorem about approximating martingales. However our approach is completely different, for we establish our result by adapting Lindeberg's method. The criterion that it provides is weaker than martingale-type conditions, and moreover we obtain as a straightforward consequence, central limit theorems for α-mixing or φ-mixing random fields. Received: 19 February 1997 / In revised form: 2 September 1997     

Precise large deviations for dependent regularly varying sequences

We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of Nagaev (Theory Probab Appl 14:51–64, 193–208, 1969) and Nagaev (Ann Probab 7:745–789, 1979) for iid regularly varying sequences. The proof uses an idea of Jakubowski (Stoch Proc Appl 44:291–327, 1993; 68:1–20, 1997) in the context of central limit theorems with infinite variance stable limits. We illustrate the principle for stochastic volatility models, real valued functions of a Markov chain satisfying a polynomial drift condition and solutions of linear and non-linear stochastic recurrence equations.     

Absolute regularity and Brillinger-mixing of stationary point processes

We study the following problem: How to verify Brillinger-mixing of stationary point processes in $ {{\mathbb{R}}^d} $ by imposing conditions on a suitable mixing coefficient? For this, we define an absolute regularity (or β-mixing) coefficient for point processes and derive, in terms of this coefficient, an explicit condition that implies finite total variation of the kth-order reduced factorial cumulant measure of the point process for fixed $ k\geqslant 2 $ . To prove this, we introduce higher-order covariance measures and use Statulevi?ius’ representation formula for mixed cumulants in case of random (counting) measures. To illustrate our results, we consider some Brillinger-mixing point processes occurring in stochastic geometry.     

Maximum properties of affine minimal hypersurfaces

It is shown that the sign of the second variation of locally strongly convex affine minimal hypersurfaces in affine space A ⁿ for n ≥ 4 can not be determined by a suitable reduction to a sum of squares as was done for n = 3 in [3]. Also we prove that strictly stable locally strongly convex affine minimal hypersurfaces are a relative weak maximum of the affine area functional, and give an affine version of the Morse-Smale index theorem [16].     

The Number of Generations Entirely Visited for Recurrent Random Walks in a Random Environment

In this paper we deal with a random walk in a random environment on a super-critical Galton–Watson tree. We focus on the recurrent cases already studied by Hu and Shi (Ann. Probab. 35:1978–1997, 2007; Probab. Theory Relat. Fields 138:521–549, 2007), Faraud et al. (Probab. Theory Relat. Fields, 2011, in press), and Faraud (Electron. J. Probab. 16(6):174–215, 2011). We prove that the largest generation entirely visited by these walks behaves like logn, and that the constant of normalization, which differs from one case to another, is a function of the inverse of the constant of Biggins’ law of large numbers for branching random walks (Biggins in Adv. Appl. Probab. 8:446–459, 1976).     

On the asymptotic normality of frequency polygons for strongly mixing spatial processes

This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by $\mathbb {Z}^d$ . Our method allows us to consider only minimal conditions on the width bins and provides a simple criterion on the mixing coefficients. In particular, we improve in several directions a previous result by Carbon, Francq and Tran 2010.     

Radius of Convergence of p-adic Connections and the p-adic Rolle Theorem

We apply the theory of the radius of convergence of a p-adic connection [2] to the special case of the direct image of the constant connection via a finite morphism of compact p-adic curves, smooth in the sense of rigid geometry. We detail in sections 1 and 2, how to obtain convergence estimates for the radii of convergence of analytic sections of such a finite morphism. In the case of an étale covering of curves with good reduction, we get a lower bound for that radius, corollary 3.3, and obtain, via corollary 3.7, a new geometric proof of a variant of the p-adic Rolle theorem of Robert and Berkovich, theorem 0.2. We take this opportunity to clarify the relation between the notion of radius of convergence used in [2] and the more intrinsic one used by Kedlaya [16, Def. 9.4.7.].     

New Ore��s Type Results on Hamiltonicity and Existence of Paths of Given Length in Graphs

The well-known Ore??s theorem (see Ore in Am Math Mon 65:55, 1960), states that a graph G of order n such that d(x)?+?d(y)??? n for every pair {x, y} of non-adjacent vertices of G is Hamiltonian. In this paper, we considerably improve this theorem by proving that in a graph G of order n and of minimum degree ????? 2, if there exist at least n ? ?? vertices x of G so that the number of the vertices y of G non-adjacent to x and satisfying d(x)?+?d(y)??? n ? 1 is at most ?? ? 1, then G is Hamiltonian. We will see that there are graphs which violate the condition of the so called ??Extended Ore??s theorem?? (see Faudree et?al. in Discrete Math 307:873?C877, 2007) as well as the condition of Chvatál??s theorem (see Chvátal in J Combin Theory Ser B 12:163?C168, 1972) and the condition of the so called ??Extended Fan?? theorem?? (see Faudree et?al. in Discrete Math 307:873?C877, 2007), but satisfy the condition of our result, which then, only allows to conclude that such graphs are Hamiltonian. This will show the pertinence of our result. We give also a new result of the same type, ensuring the existence of a path of given length.     

Self-crossing Points of a Line Segment Process

This paper is devoted to planar stationary line segment processes. The segments are assumed to be independent, identically distributed, and independent of the locations (reference points). We consider a point process formed by self-crossing points between the line segments. Its asymptotic variance is explicitly expressed for Poisson segment processes. The main result of the paper is the central limit theorem for the number of intersection points in expanding rectangular sampling window. It holds not only for Poisson processes of reference points but also for stationary point processes satisfying certain conditions on absolute regularity (β-mixing) coefficients. The proof is based on the central limit theorem for β-mixing random fields. Approximate confidence intervals for the intensity of intersections can be constructed.     

Rigidity around Poisson submanifolds

We prove a rigidity theorem in Poisson geometry around compact Poisson submanifolds, using the Nash–Moser fast convergence method. In the case of one-point submanifolds (fixed points), this implies a stronger version of Conn’s linearization theorem [2], also proving that Conn’s theorem is a manifestation of a rigidity phenomenon; similarly, in the case of arbitrary symplectic leaves, it gives a stronger version of the local normal form theorem [7]. We can also use the rigidity theorem to compute the Poisson moduli space of the sphere in the dual of a compact semisimple Lie algebra [17].     

An Empirical Process Central Limit Theorem for Multidimensional Dependent Data

Let $(U_{n}(t))_{t\in\mathbb{R}^{d}}$ be the empirical process associated to an ? ^d -valued stationary process (X _i ) _i≥0. In the present paper, we introduce very general conditions for weak convergence of $(U_{n}(t))_{t\in\mathbb{R}^{d}}$ , which only involve properties of processes (f(X _i )) _i≥0 for a restricted class of functions $f\in\mathcal{G}$ . Our results significantly improve those of Dehling et al. (Stoch. Proc. Appl. 119(10):3699–3718, 2009) and Dehling and Durieu (Stoch. Proc. Appl. 121(5):1076–1096, 2011) and provide new applications. The central interest in our approach is that it does not need the indicator functions which define the empirical process $(U_{n}(t))_{t\in\mathbb{R}^{d}}$ to belong to the class  $\mathcal{G}$ . This is particularly useful when dealing with data arising from dynamical systems or functionals of Markov chains. In the proofs we make use of a new application of a chaining argument and generalize ideas first introduced in Dehling et al. (Stoch. Proc. Appl. 119(10):3699–3718, 2009) and Dehling and Durieu (Stoch. Proc. Appl. 121(5):1076–1096, 2011). Finally we will show how our general conditions apply in the case of multiple mixing processes of polynomial decrease and causal functions of independent and identically distributed processes, which could not be treated by the preceding results in Dehling et al. (Stoch. Proc. Appl. 119(10):3699–3718, 2009) and Dehling and Durieu (Stoch. Proc. Appl. 121(5):1076–1096, 2011).     

Ando’s theorem for nonnegative forms

In this paper, we present a generalization of Ando??s theorem for nonnegative forms. He proved that the infimum of two positive operators A and B exists in the positive cone if and only if the generalized shorts [B]A and [A]B are comparable (see Ando et?al. in Problem of infimum in the positive cone, analytic and geometric inequalities and applications, Math. Appl. 478, pp 1?C12, 1999). That is, [A]B??? [B]A or [B]A??? [A]B. Using the concept of the parallel sum of nonnegative forms, Hassi, Sebestyén and de Snoo investigated the decomposability of a nonnegative form ${\mathfrak{t}}$ into an almost dominated and a singular part with respect to a nonnegative form ${\mathfrak{w}}$ (see Hassi et?al. in J. Funct. Anal. 257(12), 3858?C3894, 2009). Applying their results, we formulate a necessary and sufficient condition for the existence of the infimum of two nonnegative forms.     

Some Recent Developments on Hopf��s Holomorphic Form

Hopf??s theorem on surfaces in ${\mathbb{R}^3}$ with constant mean curvature (Hopf in Math Nach 4:232?C249, 1950-51) was a turning point in the study of such surfaces. In recent years, Hopf-type theorems appeared in various ambient spaces, (Abresch and Rosenberg in Acta Math 193:141?C174, 2004 and Abresch and Rosenberg in Mat Contemp Sociedade Bras Mat 28:283-298, 2005). The simplest case is the study of surfaces with parallel mean curvature vector in ${M_k^n \times \mathbb{R}, n \ge 2}$ , where ${M_k^n}$ is a complete, simply-connected Riemannian manifold with constant sectional curvature k ?? 0. The case n?=?2 was solved in Abresch and Rosenberg 2004. Here we describe some new results for arbitrary n.