The Hausdorff Dimension of Operator Semistable Lévy Processes

Let X={X(t)} _t≥0 be an operator semistable Lévy process in ? ^d with exponent E, where E is an invertible linear operator on ? ^d and X is semi-selfsimilar with respect to E. By refining arguments given in Meerschaert and Xiao (Stoch. Process. Appl. 115, 55–75, 2005) for the special case of an operator stable (selfsimilar) Lévy process, for an arbitrary Borel set B??₊ we determine the Hausdorff dimension of the partial range X(B) in terms of the real parts of the eigenvalues of E and the Hausdorff dimension of B.     

算子稳定随机向量序列的一些极限结果

对于独立同分布的没有Gauss分量的指数为可逆线性算子A的算子稳定的R~d值随机向量序列,本文通过积分检验讨论了其部分和及加权和(包括一些经典的加权和,如Cesàro加权和,后置和方式,Euler可和方式,Borel可和方式,几何加权和等)的极限结果.由此得到了部分和及加权和在相对于A的谱分解下的Chover型重对数律,这是与A的特征值的实部有关的结果.     

Hausdorff Dimension of Operator Stable Sample Paths

The Hausdorff dimension of the sample paths of a stochastic process with stationary independent operator stable increments is computed. With probability one, every sample path has the same dimension, depending on the real parts of the eigenvalues of the operator stable exponent.     

Hausdorff Dimension of Operator Stable Sample Paths

The Hausdorff dimension of the sample paths of a stochastic process with stationary independent operator stable increments is computed. With probability one, every sample path has the same dimension, depending on the real parts of the eigenvalues of the operator stable exponent.Received May 28, 2002; in revised form October 2, 2002 Published online May 15, 2003     

Analytic expansion of the lyapunov exponent associated to the SchrÖDinger operator with random potential

The invariant measure and Lyapunov exponent associated to the one–dimensional Schrödinger operator with a random potential (or, in other words, to the damped linear oscillator with random restoring force) are studied for small real noise (diffusions). Analytic expression are given via perturbation expansion. As a by-product, the well-known positivity of the Lyapunov exponent (in the undamped case) is reproved     

Asymptotic and spectral analysis of non‐selfadjoint operators generated by a filament model with a critical value of a boundary parameter

We consider a class of non‐selfadjoint operators generated by the equation and the boundary conditions, which govern small vibrations of an ideal filament with non‐conservative boundary conditions at one end and a heavy load at the other end. The filament has a non‐constant density and is subject to a viscous damping with a non‐constant damping coefficient. The boundary conditions contain two arbitrary complex parameters. In our previous paper (Mathematical Methods in the Applied Sciences 2001; 24 (15) : 1139–1169), we have derived the asymptotic approximations for the eigenvalues and eigenfunctions of the aforementioned non‐selfadjoint operators when the boundary parameters were arbitrary complex numbers except for one specific value of one of the parameters. We call this value the critical value of the boundary parameter. It has been shown (in Mathematical Methods in the Applied Sciences 2001; 24 (15) : 1139–1169) that the entire set of the eigenvalues is located in a strip parallel to the real axis. The latter property is crucial for the proof of the fact that the set of the root vectors of the operator forms a Riesz basis in the state space of the system. In the present paper, we derive the asymptotics of the spectrum exactly in the case of the critical value of the boundary parameter. We show that in this case, the asymptotics of the eigenvalues is totally different, i.e. both the imaginary and real parts of eigenvalues tend to ∞as the number of an eigenvalue increases. We will show in our next paper, that as an indirect consequence of such a behaviour of the eigenvalues, the set of the root vectors of the corresponding operator is not uniformly minimal (let alone the Riesz basis property). Copyright © 2003 John Wiley & Sons, Ltd.     

Large deviations for local time fractional Brownian motion and applications

Let be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, and let be the local time process at zero of a strictly stable Lévy process of index 1<α?2 independent of WH. The α-stable local time fractional Brownian motion is defined by ZH(t)=WH(Lt). The process ZH is self-similar with self-similarity index and is related to the scaling limit of a continuous time random walk with heavy-tailed waiting times between jumps [P. Becker-Kern, M.M. Meerschaert, H.P. Scheffler, Limit theorems for coupled continuous time random walks, Ann. Probab. 32 (2004) 730-756; M.M. Meerschaert, H.P. Scheffler, Limit theorems for continuous time random walks with infinite mean waiting times, J. Appl. Probab. 41 (2004) 623-638]. However, ZH does not have stationary increments and is non-Gaussian. In this paper we establish large deviation results for the process ZH. As applications we derive upper bounds for the uniform modulus of continuity and the laws of the iterated logarithm for ZH.     

Hausdorff Dimension for Range and Graph of Multi-Parameter Operator Stable L\'{e}vy Processes

The lower Hausdorff dimension results for the range and the graph of multi-parameter operator stable L\'{e}vy processes are established. The consequences are completely determined by the eigenvalues of its exponent matrix.     

Some results,concerning the variation of eigenvalues,when these depend on a real parameter

In this article we deal with a Hamiltonial of the form H(v) = Ho + A(v) where Ho is a self-adjoint bounded or unbounded operator on a Hilbert space and A(v) is a bounded self-adjoint perturbation depending on a real parameter v. In quantum mechanics a variety of results has been obtained by taking formally the derivative of the eigenvectors and eigenvalues of H(v).The differentiability of the eigenvectors and eigenvalues has been rigorously proved under several assumptions. Among these assumptions is the assumption that the eigenvalues are simple and the assumption that the perturbation A(v) is a uniformly bounded self-adjoint operator. A part of this article is dealing with examples, which show that these two assumptions are essential. The rest of this article is devoted to different applications concerning asymptotic relations of eigenvalues and a result for the solutions of the equation d_y/d_t= M(t)y in an abstract infinite dimensional Hilbert space, where iM(t)(1²=-1) is self-adjoint for every t in an interval. This result finds a succesful application to the theory of Toda and Langmuir lattices.     

Sequences of vectors that are orbits of operators

This paper characterizes sequences of vectors that are the orbits of a linear operator and sequences of vectors in a Hilbert space that are orbits of a unitary operator. The latter is applied to time series. Sequences of vectors in a Hilbert space that generalize random walks are also shown to be the orbits of a bounded linear operator.     

Completeness of weak perturbations of self-adjoint operators

One solves the following problem of M. V. Keldysh: let H be a completely continuous self-adjoint operator acting in a separable Hubert space ?, being a weak perturbation (i.e., the operator S is completely continuous and I+S is invertible); is it true that the operator T will be complete together with H (i.e., the family of its root vectors complete in ?)? The answer is negative. One describes H alloperators, forwhich the answer is positive (for any S): these are those totally positive completely continuous operators H for which where v(t) is the number of eigenvalues of H larger than .     

An integral method for solving nonlinear eigenvalue problems

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the resolvent operator, applied to at least k column vectors, where k is the number of eigenvalues inside the contour. The theorem of Keldysh is employed to show that the original nonlinear eigenvalue problem reduces to a linear eigenvalue problem of dimension k. No initial approximations of eigenvalues and eigenvectors are needed. The method is particularly suitable for moderately large eigenvalue problems where k is much smaller than the matrix dimension. We also give an extension of the method to the case where k is larger than the matrix dimension. The quadrature errors caused by the trapezoid sum are discussed for the case of analytic closed contours. Using well known techniques it is shown that the error decays exponentially with an exponent given by the product of the number of quadrature points and the minimal distance of the eigenvalues to the contour.     

Trichotomies for abstract semilinear differential equations

In this paper we present some results concerning the existence and uniqueness of mild solutions to certain abstract semilinear differential equations and the asymptotic behavior of these solutions. The basic techniques used are the iterative method and the fixed point theory for differential equations in Banach space. However, the most pleasant here is that it can be applied to nonlinear equations without assuming the eigenvalues of the differential operator in the linear parts of the differential equation has non-zero real part.     

Hausdorff Dimension for Range and Graph of Multi-Parameter Operator Stable L\'{e}vy Processes

??The lower Hausdorff dimension results for the range and the graph of multi-parameter operator stable L\'{e}vy processes are established. The consequences are completely determined by the eigenvalues of its exponent matrix.     

Eigenvalues and musical instruments

Most musical instruments are built from physical systems that oscillate at certain natural frequencies. The frequencies are the imaginary parts of the eigenvalues of a linear operator, and the decay rates are the negatives of the real parts, so it ought to be possible to give an approximate idea of the sound of a musical instrument by a single plot of points in the complex plane. Nevertheless, the authors are unaware of any such picture that has ever appeared in print. This paper attempts to fill that gap by plotting eigenvalues for simple models of a guitar string, a flute, a clarinet, a kettledrum, and a musical bell. For the drum and the bell, simple idealized models have eigenvalues that are irrationally related, but as the actual instruments have evolved over the generations, the leading five or six eigenvalues have moved around the complex plane so that their relative positions are musically pleasing.     

Numerical stability of chaotic synchronization using a nonlinear coupling function

Nonlinear coupling has been used to synchronize some chaotic systems. The difference evolutional equation between coupled systems, determined via the linear approximation, can be used to analyze the stability of the synchronization between drive and response systems. According to the stability criteria the coupled chaotic systems are asymptotically synchronized, if all eigenvalues of the matrix found in this linear approximation have negative real parts. There is no synchronization, if at least one of these eigenvalues has positive real part. Nevertheless, in this paper we have considered some cases on which there is at least one zero eigenvalue for the matrix in the linear approximation. Such cases demonstrate synchronization-like behavior between coupled chaotic systems if all other eigenvalues have negative real parts.     

Limited memory preconditioners for symmetric indefinite problems with application to structural mechanics

This paper presents a class of limited memory preconditioners (LMP) for solving linear systems of equations with symmetric indefinite matrices and multiple right‐hand sides. These preconditioners based on limited memory quasi‐Newton formulas require a small number k of linearly independent vectors and may be used to improve an existing first‐level preconditioner. The contributions of the paper are threefold. First, we derive a formula to characterize the spectrum of the preconditioned operator. A spectral analysis of the preconditioned matrix shows that the eigenvalues are all real and that the LMP class is able to cluster at least k eigenvalues at 1. Secondly, we show that the eigenvalues of the preconditioned matrix enjoy interlacing properties with respect to the eigenvalues of the original matrix provided that the k linearly independent vectors have been prior projected onto the invariant subspaces associated with the eigenvalues of the original matrix in the open right and left half‐plane, respectively. Third, we focus on theoretical properties of the Ritz‐LMP variant, where Ritz information is used to determine the k vectors. Finally, we illustrate the numerical behaviour of the Ritz limited memory preconditioners on realistic applications in structural mechanics that require the solution of sequences of large‐scale symmetric saddle‐point systems. Numerical experiments show the relevance of the proposed preconditioner leading to a significant decrease in terms of computational operations when solving such sequences of linear systems. A saving of up to 43% in terms of computational effort is obtained on one of these applications. Copyright © 2016 John Wiley & Sons, Ltd.     

Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors

We establish the strong law of large numbers with operator normalizations for vector martingales and sums of orthogonal random vectors. We describe its applications to the investigation of the strong consistency of least-squares estimators in a linear regression and the asymptotic behavior of multidimensional autoregression processes.     

Asymptotics of eigenvalues of the Jacobi matrix of a system of semilinear parabolic equations

We consider the stationary spatially homogeneous solutions of a system of semilinear parabolic equations in a bounded domain with Neumann boundary conditions. It is well known that the stability of such solutions is related to the signs of the real parts of the eigenvalues of the linearized operator composed of the Jacobi matrix of the dynamical system and the differential operator generated by a diffusion process. We obtain the asymptotics of these eigenvalues. We also study the special case in which the diffusion operator is described by matrices containing Jordan blocks, which corresponds to the case of cross diffusion.