Blackwell’s theorem for fuzzy variables

Recently, Zhao et al. (Euro J Oper Res 169:189–201, 2006) discussed a random fuzzy renewal process based on the random fuzzy theory and established Blackwell’s theorem in random fuzzy sense. They obtained Blackwell’s theorem for fuzzy variables by degenerating the process. However, this result is invalid. We provide some counterexamples and offer a corrected version of fuzzy Blackwell’s theorem.     

Random fuzzy renewal process

This paper attempts to discuss a random fuzzy renewal process based on random fuzzy theory. The interarrival times are characterized as nonnegative random fuzzy variables which is a more reasonable consideration in the real world. Under this setting, the rate of the random fuzzy renewal process is discussed and a random fuzzy elementary renewal theorem is presented. Furthermore, the expected value of renewals in an arbitrary interval is investigated and Blackwell’s theorem in random fuzzy sense is also established.     

Uniform convergence of fuzzy random renewal process

Recently, Zhao et al. (in Fuzzy Optimization and Decision Making 2007 6, 279–295) presented a fuzzy random elementary renewal theorem and fuzzy random renewal reward theorem in the fuzzy random process. In this paper, we study the convergence of fuzzy random renewal variable and of the total rewards earned by time t with respect to the extended Hausdorff metrics d _∞ and d ₁. Using this convergence information and applying the uniform convergence theorem, we provide some new versions of the fuzzy random elementary renewal theorem and the fuzzy random renewal reward theorem.     

Asymptotic behavior for random walk in random environment with holding times

In this article, we mainly discuss the asymptotic behavior for multi-dimensional continuous-time random walk in random environment with holding times. By constructing a renewal structure and using the point “environment viewed from the particle”, under General Kalikow's Condition, we show the law of large numbers (LLN) and central limit theorem (CLT) for the escape speed of random walk.     

Fuzzy random renewal process and renewal reward process

So far, there have been several concepts about fuzzy random variables and their expected values in literature. One of the concepts defined by Liu and Liu (2003a) is that the fuzzy random variable is a measurable function from a probability space to a collection of fuzzy variables and its expected value is described as a scalar number. Based on the concepts, this paper addresses two processes—fuzzy random renewal process and fuzzy random renewal reward process. In the fuzzy random renewal process, the interarrival times are characterized as fuzzy random variables and a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process is presented. In the fuzzy random renewal reward process, both the interarrival times and rewards are depicted as fuzzy random variables and a fuzzy random renewal reward theorem on the limit value of the long-run expected reward per unit time is provided. The results obtained in this paper coincide with those in stochastic case or in fuzzy case when the fuzzy random variables degenerate to random variables or to fuzzy variables.     

Delayed renewal process with uncertain interarrival times

Delayed renewal process is a special type of renewal process in which the first interarrival time is quite different from the others. This paper first proposes an uncertain delayed renewal process whose interarrival times are regarded as uncertain variables. Then it gives an uncertainty distribution of delayed renewal process and an elementary delayed renewal theorem.     

Position dependent and stochastic thinning of point processes

A short probabilistic proof of Kallenberg's theorem [2] on thinning of point processes is given. It is extended to the case where the probability of deletion of a point depends on the position of the point and is itself random. The proof also leads easily to a statement about the rate of convergence in Renyi's theorem on thinning a renewal process.     

Zur Überlagerung von Erneuerungsprozessen

Summary If a finite sequence of independent (not necessarily stationary) renewal processes is given, a superposition process can easily be defined as the union of all point sequences represented by the given processes. The properties of such superposition processes are investigated. First, a necessary and sufficient condition for a superposition process to be a renewal process is given. Essentially, this condition reads thus: the given processes must be Poisson processes. The main result given in this paper is a limit theorem for superposition processes which shows that, even with largely arbitrary renewal processes superimposed, the superposition process has local properties which approach the properties of the Poisson process as the number of given processes increases. The theorem contains some well-known special theorems of this type [e.g. Khintchine, 1960; Franken, 1963].

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Von der Fakultät für Allgemeine Wissenschaften der T. H. München angenommene Habilitationsschrift (Auszug).     

A CLT for renewal processes with a finite set of interarrival distributions

We prove a central limit theorem for a renewal process based on a sequence of independent non-negative interarrival times whose distributions are taken from a finite set. The result extends the classical central limit theorem obtained by Takács (1956).     

An extension of Lewis's Lemma,renormalization of harmonic and analytic functions,and normal families

An extension of a lemma due to J. Lewis is established and is used to give rapid proofs of some classical theorems in complex function theory such as Montel's theorem and Miranda's theorem. Another application of Lewis's Lemma yields a general normality criterion for families of harmonic and holomorphic functions. This criterion permits a quick proof of Bloch's classical covering theorem for holomorphic functions (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A note on random coin tossing

Harris and Keane [Probab. Theory Related Fields 109 (1997) 27-37] studied absolute continuity/singularity of two probabilities on the coin-tossing space, one representing independent tosses of a fair coin, while in the other a biased coin is tossed at renewal times of an independent renewal process and a fair coin is tossed at all other times. We extend their results by allowing possibly different biases at the different renewal times. We also investigate the contiguity and asymptotic separation properties in this kind of set-up and obtain some sufficient conditions.Keywords:renewal process, absolute continuity, singularity, contiguity, asymptotic separation, martingale convergence theorem     

Extreme Value Asymptotics for Multivariate Renewal Processes

For a sequence of partial sums ofd-dimensional independent identically distributed random vectors a corresponding multivariate renewal process is defined componentwise. Via strong invariance together with an extreme value limit theorem for Rayleigh processes, a number of weak asymptotic results are established for thed-dimensional renewal process. Similar theorems for the estimated version of this process are also derived. These results are suggested to serve as simultaneous asymptotic testing devices for detecting changes in the multivariate setting.     

On Chung's Lil and Csáki's Law for Renewal Processes

In this paper, Chung's law of the iterated logarithm (LIL) for partial sums, Csáki's law (a generalization of Chung's LIL), and Hirsch's law are extended to renewal processes.     

Random Walks with Stochastically Bounded Increments: Renewal Theory

Summary. This paper develops renewal theory for a rather general class of random walks S_N including linear submartingales with positive drift. The basic assumption on S_N is that their conditional increment distribution functions with respect to some filtration ?_? are bounded from above and below by integrable distribution functions. Under a further mean stability condition these random walks turn out to be natural candidates for satisfying Blackwell-type renewal theorems. In a companion paper [2], certain uniform lower and upper drift bounds for S_N, describing its average growth on finite remote time intervals, have been introduced and shown to be equal in case the afore-mentioned mean stability condition holds true. With the help of these bounds we give lower and upper estimates for H * U(B), where U denotes the renewal measure of S_N, H a suitable delay distribution and B a Borel subset of IR. This is then further utilized in combination with a coupling argument to prove the principal result, namely an extension of Blackwell's renewal theorem to random walks of the previous type whose conditional increment distribution additionally contain a subsequence with a common component in a certain sense. A number of examples are also presented.     

马尔可夫骨架过程的极限分布

本文运用基本更新定理和Smith关键更新定理等理论和方法,对马尔可夫骨架过程的极限分布进行深入研究,得到主要结果如下:去掉了原有结果中要求的绝对连续的条件,给出了马尔可夫骨架过程极限分布存在的充分条件;得到了马尔可夫骨架过程极限分布的具体公式,并证明了该极限分布为概率分布.     

Snapback repellers and homoclinic orbits for multi-dimensional maps

Marotto extended Li–Yorke?s theorem on chaos from one-dimension to multi-dimension through introducing the notion of snapback repeller in 1978. Due to a technical flaw, he redefined snapback repeller in 2005 to validate this theorem. This presentation provides two methodologies to facilitate the application of Marotto?s theorem. The first one is to estimate the radius of repelling neighborhood for a repelling fixed point. This estimation is of essential and practical significance as combined with numerical computations of snapback points. Secondly, we propose a sequential graphic-iteration scheme to construct homoclinic orbit for a repeller. This construction allows us to track the homoclinic orbit. Applications of the present methodologies with numerical computation to a chaotic neural network and a predator–prey model are demonstrated.     

Pincherle's theorem in reverse mathematics and computability theory

We study the logical and computational properties of basic theorems of uncountable mathematics, in particular Pincherle's theorem, published in 1882. This theorem states that a locally bounded function is bounded on certain domains, i.e. one of the first ‘local-to-global’ principles. It is well-known that such principles in analysis are intimately connected to (open-cover) compactness, but we nonetheless exhibit fundamental differences between compactness and Pincherle's theorem. For instance, the main question of Reverse Mathematics, namely which set existence axioms are necessary to prove Pincherle's theorem, does not have an unique or unambiguous answer, in contrast to compactness. We establish similar differences for the computational properties of compactness and Pincherle's theorem. We establish the same differences for other local-to-global principles, even going back to Weierstrass. We also greatly sharpen the known computational power of compactness, for the most shared with Pincherle's theorem however. Finally, countable choice plays an important role in the previous, we therefore study this axiom together with the intimately related Lindelöf lemma.     

Note on a theorem of Eliahou

From a result (Wilf’s conjecture and Macaulay’s theorem, 2017, Theorem 5.11) of Eliahou on the growth of the Hilbert function of a standard graded algebra we derive an inequality related to a question in Wilf (Am Math Mon 85, 1978). This enables us to construct a (to our knowledge new) class of numerical semigroups of embedding dimension 5 and arbitrarily high Cohen-Macaulay-type, for which the question of Wilf (1978) has an affirmative answer.     

On infinitely divisible semimartingales

Stricker’s theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see Stricker (Z Wahrsch Verw Geb 64(3):303–312, 1983). We consider extensions of this result to non Gaussian infinitely divisible processes. First we show that the class of infinitely divisible semimartingales is so large that the natural analog of Stricker’s theorem fails to hold. Then, as the main result, we prove that an infinitely divisible semimartingale relative to the filtration generated by a random measure admits a unique decomposition into an independent increment process and an infinitely divisible process of finite variation. Consequently, the natural analog of Stricker’s theorem holds for all strictly representable processes (as defined in this paper). Since Gaussian processes are strictly representable due to Hida’s multiplicity theorem, the classical Stricker’s theorem follows from our result. Another consequence is that the question when an infinitely divisible process is a semimartingale can often be reduced to a path property, when a certain associated infinitely divisible process is of finite variation. This gives the key to characterize the semimartingale property for many processes of interest. Along these lines, using Basse-O’Connor and Rosiński (Stoch Process Appl 123(6):1871–1890, 2013a), we characterize semimartingales within a large class of stationary increment infinitely divisible processes; this class includes many infinitely divisible processes of interest, including linear fractional processes, mixed moving averages, and supOU processes, as particular cases. The proof of the main theorem relies on series representations of jumps of càdlàg infinitely divisible processes given in Basse-O’Connor and Rosiński (Ann Probab 41(6):4317–4341, 2013b) combined with techniques of stochastic analysis.     

Descent of the complete intersection property by homomorphisms of finite virtual projective dimension

We prove a descent theorem for the complete intersection property by homomorphisms of finite (Avramov's) virtual projective dimension. This result suggests a (slight) modification of Avramov's definition of virtual projective dimension.