Integration of direct limits of real random variables

In our preceding paper [1], we have studied the fundamental properties of the direct limits of measure spaces. The present article is devoted to the study of the integration of direct limits of direct systems of real measurable functions, and in particular, of direct limits of systems of real random variables. These results will be useful in the stochastic calculus whenever the direct limit theory is essentially employed.     

Reflexivity of Inductive Limits

An inductive locally convex limit of reflexive topological spaces is reflexive iff it is almost regular.     

Strong Nearness Frames Having Enough Cauchy Filters

We prove results establishing sufficient conditions for the sum of two nearness frames to have enough Cauchy filters. From these results and the fact that, in the category of strong nearness frames having enough Cauchy filters and uniform frame maps, complete spatial frames form a coreflective subcategory, follow a variety of results where the open-sets contravariant functor from topological spaces to frames transforms products into sums and inverse limits into direct limits.     

Maslov probability spaces related to the Bose—Einstein and Fermi—Dirac statistics

For systems of indistinguishable particles, we describe probability spaces factored by the equivalence relations identifying configurations which differ by permutation of particles, under the condition that identical states are forbidden (Fermi—Dirac statistics) or admissible (Bose—Einstein statistics). It is assumed that the states of particles have different probabilities; these correspond either to the presence of an external potential, or to a pair interaction potential, or to a collective interaction. The spaces constructed in the paper are related to specific queuing models. Translated fromMatematicheskie Zametki, Vol. 65, No. 5, pp. 746–759, May, 1999.     

Fixed point theory in Fréchet spaces for Volterra type operators

New fixed point theorems for maps (single and multivalued) between Fréchet spaces are presented. The proof relies on fixed point theory in Banach spaces and viewing a Fréchet space as the projective limit of a sequence of Banach spaces.     

Moments and Projections of Semistable Probability Measures on p-adic Vector Spaces

In this paper, two topics on semistable probability measures on p-adic vector spaces are studied. One is the existence of absolute moments of operator-semistable probability measures and another is an answer to the question whether one can get semistability of a probability measure from that of all its projections. All results obtained here are extensions of known results for real vector spaces to p-adic vector spaces.     

A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium

A class of infinite dimensional Ornstein-Uhlenbeck processes that arise as solutions of stochastic partial differential equations with noise generated by measure-valued catalytic processes is investigated. It will be shown that the catalytic Ornstein-Uhlenbeck process with super-Brownian catalyst in one dimension arises as a high density fluctuation limit of a super-Brownian motion in a super-Brownian catalyst with immigration. The main tools include Laplace transformations of stochastic processes, analysis of a non-linear partial differential equation and techniques on continuity and regularity based on properties of the Sobolev spaces.     

Conditional measures and operators

A detailed study of the structure of conditional expectations and conditional probability measures is presented. Some characterizations of conditional expectations as a subclass of projection operators on Banach function spaces, and similarly conditional probabilities as a subclass of vector valued measures on such spaces are included. As applications of these results, a representation of Reynolds operators and related unified formulation of ergodic-martingale theorems are given.     

Splitting of liftings in products of probability spaces II

For a probability measure R on a product of two probability spaces that is absolutely continuous with respect to the product measure we prove the existence of liftings subordinated to a regular conditional probability and the existence of a lifting for R with lifted sections which satisfies in addition a rectangle formula. These results improve essentially some of the results from the former work of the authors [W. Strauss, N.D. Macheras, K. Musia?, Splitting of liftings in products of probability spaces, Ann. Probab. 32 (2004) 2389-2408], by weakening considerably the assumptions and by presenting more direct and shorter proofs. In comparison with [W. Strauss, N.D. Macheras, K. Musia?, Splitting of liftings in products of probability spaces, Ann. Probab. 32 (2004) 2389-2408] it is crucial for applications intended that we can now prescribe one of the factor liftings completely freely. We demonstrate the latter by applications to τ-additive measures, transfer of strong liftings, and stochastic processes.     

Fuzzy概率空间的Fuzzy格刻划

本文研究了Fuzzy概率空间中Fuzzy事件及概率的代数性质.利用Fuzzy概率空间中的概率为集函数这一特征和Fuzzy格的相关理论，得到了Fuzzy概率空间中的概率是从一个Fuzzy格到某个区间的Fuzzy格模同态，并将概率分解成Fuzzy格同态与Fuzzy格模同态的乘积。     

随机赋范空间中算子随机范数与共鸣定理及应用

基于概率论理论基础,给出了随机赋范空间中算子的随机范数定义,在此基础上,应用逆算子定理证明了随机赋范空间中算子族的共鸣定理,它以Banach空间中的共鸣定理为特例,是Banach空间中的共鸣定理的随机化形式,随机化的共鸣定理刻划了在随机赋范空间框架下随机变量族的一致有界性.随机赋范空间中的共鸣定理将可能成为随机泛函分析与概率论的新应用工具.     

Fixed point theory for compact absorbing contractive admissible type maps

In this article we present new Lefschetz fixed point theorems for compact absorbing contractive admissible maps between Fréchet spaces. Also, we discuss condensing maps with a compact attractor. Finally we present new antipodal fixed point theory for Kakutani maps.     

Spherical limits for Riesz potentials of functions in central generalized Orlicz-Morrey spaces on the unit ball

We introduce central generalized Orlicz–Morrey spaces on the unit ball, and study the weighted behavior of spherical means for Riesz potentials of functions in those spaces. We also treat Orlicz–Morrey–Sobolev functions which are monotone in the punctured unit ball in the sense of Lebesgue.     

A Metric on Probabilities, and Products of Loeb Spaces

Two functions on finitely additive probability spaces that behavewell under products are introduced: discrepancy, which measureshow close one space comes to extending another, and bi-discrepancy,which is a pseudo-metric on the collection of all spaces ona given set, and a metric on the collection of complete spaces.These are then applied to show that the Loeb space of the internalproduct of two internal finitely additive probability spacesdepends only on the Loeb spaces of the two original internalspaces. Thus the notion of a Loeb product of two Loeb spacesis well defined. The Loeb operation induces an isometry fromthe nonstandard hull of the space of internal probability spaceson a given set to the space of Loeb spaces on that set, withthe metric of bi-discrepancy.     

Optional decomposition of optional supermartingales and applications to filtering and finance

ABSTRACT

The classical Doob–Meyer decomposition and its uniform version the optional decomposition are stated on probability spaces with filtrations satisfying the usual conditions. However, the comprehensive needs of filtering theory and mathematical finance call for their generalizations to more abstract spaces without such technical restrictions. The main result of this paper states that there exists a uniform Doob–Meyer decomposition of optional supermartingales on unusual probability spaces. This paper also demonstrates how this decomposition works in the construction of optimal filters in the very general setting of the filtering problem for optional semimartingales. Finally, the application of these optimal filters of optional semimartingales to mathematical finance is presented.     

WEIGHTED L~p-APPROXIMATION BY THE MODIFIED NEVAI OPERATORS

The present paper gives a Jackson type estimate for Nevai operators under weighted Lp norm, and establishes the direct and converse theorems in some proper Besov spaces.     

On complemented subspaces of sums and products of Banach spaces

It is proved that there exist complemented subspaces of countable topological products (locally convex direct sums) of Banach spaces which cannot be represented as topological products (locally convex direct sums) of Banach spaces.

     

GENERALIZED BOCHNER THEOREM ON LOCALLY CONVEX SPACES

ThisworkissupportedinpartbythePostdoctoralScienceFoundationofChina.1.IntroductionTheclassicalBochnertheoremstatesthatafunctionCiR"-CisthecharacteristicfunctionofaprobabilitymeasureonR"iffCispositivedefinite,C(0)=1andcontinuous.FOrvariousgeneralizationsofthetheoremtoinfinitedimensionspaces,thereaderisreferredto{1]andT3I.Inthemonographl'],MinlostheoremgeneralizestheclassicalBochnertheoremtonuclearspaces,whichcharacterizestheclassofcharacteristicfunctionalsofRadonprobabilitymeasuresonstron…     

The problem of stability in queueing theory

The stability problem in queueing theory is concerned with the continuity of the mappingF from the setU of the input flows into the setV of the output flows. First, using the theory of probability metrics we estimate the modulus ofF-continuity providing thatU andV have structures of metric spaces. Then we evaluate the error terms in the approximation of the input flows by simpler ones assuming that we have observed some functionals of the empirical input flows distributions.Research initiated under support by Army Office of Scientific Research through Mathematical Sciences Institute during the author's visit to MSI in December 1988. References     

Graph limits: An alternative approach to s-graphons

We show that s-convergence of graph sequences is equivalent to the convergence of certain compact sets, called shapes, of Borel probability measures. This result is analogous to the characterization of graphon convergence (with respect to the cut distance) by the convergence of envelopes, due to Dole?al, Grebík, Hladký, Rocha, and Rozhoň.