Universality of critical behaviour in a class of recurrent random walks

Let X₀=0, X₁, X₂,.. be an aperiodic random walk generated by a sequence ₁, ₂,... of i.i.d. integer-valued random variables with common distribution p(·) having zero mean and finite variance. For anN-step trajectory and a monotone convex functionV: withV(0)=0, define Further, let be the set of all non-negative paths compatible with the boundary conditionsX₀=a, X_N=b. We discuss asymptotic properties of under the probability distribution N and 0, Z^a,b_N,+, being the corresponding normalization. If V(·) grows not faster than polynomially at infinity, define H() to be the unique solution to the equation Our main result reads that as 0, the typical height of X_[, ^N] scales as H() and the correlations along decay exponentially on the scale H()². Using a suitable blocking argument, we show that the distribution tails of the rescaled height decay exponentially with critical exponent 3/2. In the particular case of linear potential V(·), the characteristic length H() is proportional to ^-1/3 as 0.Mathematics Subject Classification (2000):60G50, 60K35; 82B27, 82B41     

On the exact Hausdorff dimension of the set of Liouville numbers

Let denote the set of Liouville numbers. For a dimension function h, we write () for the h-dimensional Hausdorff measure of . In this paper we locate the exact cut-point at which the Hausdorff measure of drops from infinity to zero. Namely, if h is a dimension function that increases faster than any power function near 0, then ()=, and if h is a dimension function that increases slower than some power function near 0, then ()=0. This answers a question asked by R. D. Mauldin.Mathematics Subject Classification (2000): 28A80     

Cumulants are universal homomorphisms into Hausdorff groups

This is a contribution to the theory of sums of independent random variables at an algebraico-analytical level: Let Prob denote the convolution semigroup of all probability measures on with all moments finite, topologized by polynomially weighted total variation. We prove that the cumulant sequence regarded as a function from Prob into the additive topological group ofall real sequences, is universal among continuous homomorphisms from Prob into Hausdorff topological groups, in the usual sense that every other such homomorphism factorizes uniquely through . An analogous result, referring to just the first cumulants,holds for the semigroup of all probability measures with existing rth moments. In particular, there is no nontrivial continuous homomorphism from the convolution semigroup of all probability measures, topologized by the total variation metric, into any Hausdorff topological group.Mathematics Subject Classification (2000): 60B15, 60E10, 60G50     

Isoperimetric inequalities and random walks on quotients of graphs and buildings

Let be a Euclidean or hyperbolic building and let GAut be a locally compact unimodular group, which acts strongly transitively on . We use graphs , quasi-isometric to , to study asymptotic properties of quotients , where is a discrete subgroup of G. If G has Kazhdans property (T) we show that such quotients satisfy strong isoperimetric inequalities. This yields new examples of graphs with positive Cheeger constant. Such graphs cannot be bi-Lipschitz embedded into Hilbert space. Moreover, simple random walks on such quotients are shown to be recurrent if and only if is a uniform lattice in G.Mathematics Subject Classification (1991): 11E95, 22E40, 22E50, 51E24, 60G50in final form: 10 October 2003     

What is so special with the powerset operation?

The powerset operator, , is an operator which (1) sends sets to sets,(2) is defined by a positive formula and (3) raises the cardinality of its argument, i.e., |(x)|>|x|. As a consequence of (3), has a proper class as least fixed point (the universe itself). In this paper we address the questions: (a) How does contribute to the generation of the class of all positive operators? (b) Are there other operators with the above properties, independent of ? Concerning (a) we show that every positive operator is a combination of the identity, powerset, and almost constant operators. This enables one to define what a -independent operator is. Concerning (b) we show that every -independent bounded positive operator is not -like.Mathematics Subject Classification (2000): Primary 03E05, secondary 03E20     

Prediction for discrete time series

Let {X_n} be a stationary and ergodic time series taking values from a finite or countably infinite set Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times _n along which we will be able to estimate the conditional probability P(=x|X₀,...,) from data segment (X₀,...,) in a pointwise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet time series which includes among others all stationary and ergodic finitarily Markovian processes. If the stationary and ergodic process turns out to be finitarily Markovian (among others, all stationary and ergodic Markov chains are included in this class) then almost surely. If the stationary and ergodic process turns out to possess finite entropy rate then _n is upperbounded by a polynomial, eventually almost surely.Mathematics Subject Classification (2000): 62G05, 60G25, 60G10     

Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript>

Given γ ∈ (−1,1), we present a dyadic growth condition on the finite dimensional distributions of operator semigroups on C₀(E which - for γ>0 and Feller semigroups - assures that the corresponding Feller process has paths in local Hölder spaces and in weighted Besov spaces of order γ. We show that, for operator semigroups satisfying Gaussian kernel estimates of order m>1, condition holds for all and even for all in the case of Feller semigroups. Such Gaussian kernel estimates are typical for Feller semigroups on fractals of walk dimension m and for semigroups generated by elliptic operators on ℝ^D of order m≥D.     

Non-abelian class field theory for arithmetic surfaces

Let be a regular arithmetic surface. Assume that for all irreducible curves there are given open normal subgroups of ₁(C), which fulfill a compatibility condition at all closed points x . We then show that these data uniquely determine a normal subgroup of ₁(). This is used to construct abelian class field theory for arithmetic surfaces using only K₀ and K₁ groups of local and global fields.Mathematics Subject Classification (2000): 14G40, 11R37, 14H25     

New dependence coefficients. Examples and applications to statistics

To measure the dependence between a real-valued random variable X and a -algebra , we consider four distances between the conditional distribution function of X given and the distribution function of X. The coefficients obtained are weaker than the corresponding mixing coefficients and may be computed in many situations. In particular, we show that they are well adapted to functions of mixing sequences, iterated random functions and dynamical systems. Starting from a new covariance inequality, we study the mean integrated square error for estimating the unknown marginal density of a stationary sequence. We obtain optimal rates for kernel estimators as well as projection estimators on a well localized basis, under a minimal condition on the coefficients. Using recent results, we show that our coefficients may be also used to obtain various exponential inequalities, a concentration inequality for Lipschitz functions, and a Berry-Esseen type inequality.Mathematics Subject Classification (2000): 62G07, 60J10, 60E15, 37C30     

Selector processes on classes of sets

Consider the random subset X of ℕ obtained by selecting independently each integer with a probability δ. Consider a finite class of finite sets. We describe a combinatorial quantity that is of the same order as We then give a related result allowing to compute the supremum of the empirical process on a class of sets. Work partially supported by an NSF grant.