Central limit theorems for a supercritical branching process in a random environment

For a supercritical branching process (Z_n) in a stationary and ergodic environment ξ, we study the rate of convergence of the normalized population W_n=Z_n/E[Z_n|ξ] to its limit W_∞: we show a central limit theorem for W_∞−W_n with suitable normalization and derive a Berry-Esseen bound for the rate of convergence in the central limit theorem when the environment is independent and identically distributed. Similar results are also shown for W_n+k−W_n for each fixed k∈N^∗.     

Limit theorems for a supercritical branching process with immigration in a random environment

Let (Z_n) be a supercritical branching process with immigration in a random environment. Firstly, we prove that under a simple log moment condition on the offspring and immigration distributions, the naturally normalized population size W_n converges almost surely to a finite random variable W. Secondly, we show criterions for the non-degeneracy and for the existence of moments of the limit random variable W. Finally, we establish a central limit theorem, a large deviation principle and a moderate deviation principle about log Z_n.     

Weighted moments of the limit of a branching process in a random environment

Let (Z _n ) be a supercritical branching process in an independent and identically distributed random environment ζ = (ζ ₀, ζ ₁,…), and let W be the limit of the normalized population size Z _n / $\mathbb{E}$ (Z _n |ζ). We show a necessary and sufficient condition for the existence of weighted moments of W of the form $\mathbb{E}$ , where α ≥ 1 and ? is a positive function slowly varying at ∞.     

Deformations of the generalised Picard bundle

Let X be a nonsingular algebraic curve of genus g?3, and let M_ξ denote the moduli space of stable vector bundles of rank n?2 and degree d with fixed determinant ξ over X such that n and d are coprime. We assume that if g=3 then n?4 and if g=4 then n?3, and suppose further that n₀, d₀ are integers such that n₀?1 and nd₀+n₀d>nn₀(2g-2). Let E be a semistable vector bundle over X of rank n₀ and degree d₀. The generalised Picard bundle W_ξ(E) is by definition the vector bundle over M_ξ defined by the direct image where U_ξ is a universal vector bundle over X×M_ξ. We obtain an inversion formula allowing us to recover E from W_ξ(E) and show that the space of infinitesimal deformations of W_ξ(E) is isomorphic to H¹(X,End(E)). This construction gives a locally complete family of vector bundles over M_ξ parametrised by the moduli space M(n₀,d₀) of stable bundles of rank n₀ and degree d₀ over X. If (n₀,d₀)=1 and W_ξ(E) is stable for all E∈M(n₀,d₀), the construction determines an isomorphism from M(n₀,d₀) to a connected component M⁰ of a moduli space of stable sheaves over M_ξ. This applies in particular when n₀=1, in which case M⁰ is isomorphic to the Jacobian J of X as a polarised variety. The paper as a whole is a generalisation of results of Kempf and Mukai on Picard bundles over J, and is also related to a paper of Tyurin on the geometry of moduli of vector bundles.     

Valeurs aux entiers négatifs des séries de Dirichlet associées a un polynôme,I

In this paper, we are studying Dirichlet series Z(P,ξ,s) = Σ_n?$\text{N}$^1rP(n)^?s ξⁿ, where P ∈ $\text{R}$₊ [X₁,…,X_r] and ξⁿ = ξ₁ⁿ¹ … ξ_r^nr, with ξ_i ∈ $\text{C}$, such that |ξ_i| = 1 and ξ_i ≠ 1, 1 ≦ i ≦ r. We show that Z(P, ξ,·) can be continued holomorphically to the whole complex plane, and that the values Z(P, ξ, ?k) for all non negative integers, belong to the field generated over $\text{Q}$ by the ξ_i and the coefficients of P. If, there exists a number field K, containing the ξ_i, 1 ≦ i ≦ r, and the coefficients of P, then we study the denominators of Z(P, ξ, ?k) and we define a $\text{B}$-adic function Z$\text{B}$(P, ξ,·) which is equal, on class of negative integers, to Z(P, ξ, ?k).     

On a class of martingale inequalities

Let Z = {Z₀, Z₁, Z₂,…} be a martingale, with difference sequence X₀ = Z₀, X_i = Z_i ? Z_{i ? 1}, i ≥ 1. The principal purpose of this paper is to prove that the best constant in the inequality λP(sup_i |X_i| ≥ λ) ≤ C sup_iE |Z_i|, for λ > 0, is C = (log 2)^?1. If Z is finite of length n, it is proved that the best constant is $\text{C}{}_{\mathrm{n}}\text{= [n(2}{}^{\mathrm{<mtext>1</mtext><mtext>n</mtext>}}\text{? 1)]}{}^{\mathrm{?1}}$. The analogous best constant C_n(z) when Z₀ ≡ z is also determined. For these finite cases, examples of martingales attaining equality are constructed. The results follow from an explicit determination of the quantity G_n(z, E) = sup_zP(max_i=1,…,n |X_i| ≥ 1), the supremum being taken over all martingales Z with Z₀ ≡ z and E|Z_n| = E. The expression for G_n(z,E) is derived by induction, using methods from the theory of moments.     

Invariance principles for stochastic area and related stochastic integrals

Given an antisymmetric kernel K (K(z, z′) = ?K(z′, z)) and i.i.d. random variates Z_n, n?1, such that EK²(Z₁, Z₂)<∞, set A_n = ∑₁?i?j?nK(Z_i,Z_j), n?1. If the Z_n's are two-dimensional and K is the determinant function, A_n is a discrete analogue of Paul Lévy's so-called stochastic area. Using a general functional central limit theorem for stochastic integrals, we obtain limit theorems for the A_n's which mirror the corresponding results for the symmetric kernels that figure in theory of U-statistics.     

A note on bideterminants for Schur superalgebras

Let S(m|n,r)_Z be a Z-form of a Schur superalgebra S(m|n,r) generated by elements ξ_i,j. We solve a problem of Muir and describe a Z-form of a simple S(m|n,r)-module D_λ,Q over the field Q of rational numbers, under the action of S(m|n,r)_Z. This Z-form is the Z-span of modified bideterminants [T_?:T_i] defined in this work. We also prove that each [T_?:T_i] is a Z-linear combination of modified bideterminants corresponding to (m|n)-semistandard tableaux T_i.     

Asymptotic behaviour of multiperiodic functions scaled by Pisot numbers

Let β > 1 be a Pisot number andg be a positive Hölder continuous function with period one and g(0) = 1. The multiperiodic functionG(ξ)=Π _n=0 ^∞ g(ξ/βⁿ) is studied and the asymptotic behaviour ofI _G(T) = ∫ ₀ ^T G(ξ)dξ investigated. We prove that the limit of logI(T)/ logT exists asT tends to infinity. We also provide a method to calculate this limit for the caseg(ξ) = cos² 2πξ, corresponding to the Fourier transform of the Bernoulli convolution associated to the golden number (or some of its generalizations).     

Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

As is well known, for a supercritical Galton-Watson process Z _n whose offspring distribution has mean m > 1, the ratio W _n := Z _n /m ⁿ has almost surely a limit, say W. We study the tail behaviour of the distributions of W _n and W in the case where Z ₁ has a heavy-tailed distribution, that is, $\mathbb{E}e^{\lambda {\rm Z}_1 } = \infty $ for every λ > 0. We show how different types of distributions of Z ₁ lead to different asymptotic behaviour of the tail of W _n and W. We describe the most likely way in which large values of the process occur.     

A uniform asymptotic expansion for weighted sums of exponentials

We consider the random variable Z_n,α=Y₁+2^αY₂+?+n^αY_n, with α∈R and Y₁,Y₂,… independent and exponentially distributed random variables with mean one. The distribution function of Z_n,α is in terms of a series with alternating signs, causing great numerical difficulties. Using an extended version of the saddle point method, we derive a uniform asymptotic expansion for P(Z_n,α<x) that remains valid inside (α≥−1/2) and outside (α<−1/2) the domain of attraction of the central limit theorem. We discuss several special cases, including α=1, for which we sharpen some of the results in Kingman and Volkov (2003).     

On the asymptotic behaviour of the empirical random field of the brownian motion

Let ξ_t, t ? 0, be a d-dimensional Brownian motion. The asymptotic behaviour of the random field ??∫^t₀?(ξ_s) ds is investigated, where ? belongs to a Sobolev space of periodic functions. Particularly a central limit theorem and a law of iterated logarithm are proved leading to a so-called universal law of iterated logarithm.     

On delayed averages of Brownian motion in Banach spaces

Let {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let a_T be a nondecreasing function of T for which (i) 0 < a_T ≤ T (T ≥ 0), (ii) $\text{a}{}_{\mathrm{T}}\text{T}$ is nonincreasing. We establish a Strassen limit theorem for the net {ξ_T: T ≥ 3}, where

$\text{ξ}{}_{\mathrm{T}}\text{=}\text{W(T + ta}{}_{\mathrm{T}}\text{) ? W(T)}\text{{2a}{}_{\mathrm{T}}\text{[}\text{log}\text{(}\text{T}\text{a}{}_{\mathrm{T}}\text{) +}\text{log log}\text{T]}}\text{1}\text{2}\text{,}\text{0 ? t ? 1}$

     

Free monotone transport

By solving a free analog of the Monge-Ampère equation, we prove a non-commutative analog of Brenier’s monotone transport theorem: if an n-tuple of self-adjoint non-commutative random variables Z ₁,…,Z _n satisfies a regularity condition (its conjugate variables ξ ₁,…,ξ _n should be analytic in Z ₁,…,Z _n and ξ _j should be close to Z _j in a certain analytic norm), then there exist invertible non-commutative functions F _j of an n-tuple of semicircular variables S ₁,…,S _n , so that Z _j =F _j (S ₁,…,S _n ). Moreover, F _j can be chosen to be monotone, in the sense that and g is a non-commutative function with a positive definite Hessian. In particular, we can deduce that C ^?(Z ₁,…,Z _n )?C ^?(S ₁,…,S _n ) and \(W^{*}(Z_{1},\dots,Z_{n})\cong L(\mathbb{F}(n))\) . Thus our condition is a useful way to recognize when an n-tuple of operators generate a free group factor. We obtain as a consequence that the q-deformed free group factors \(\varGamma_{q}(\mathbb{R}^{n})\) are isomorphic (for sufficiently small q, with bound depending on n) to free group factors. We also partially prove a conjecture of Voiculescu by showing that free Gibbs states which are small perturbations of a semicircle law generate free group factors. Lastly, we show that entrywise monotone transport maps for certain Gibbs measure on matrices are well-approximated by the matricial transport maps given by free monotone transport.     

On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

Let (X_m,n)_(m,n)∈Z² be a C^p-valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z². In the case of a “rational order”, we give the spectral distribution of the resulting evanescent component and prove that for two different rational orders, the resulting evanescent components are mutually orthogonal.     

Quantum Brownian motion and generalizations of Hermite polynomials

We introduce new families of orthogonal polynomials H_D,n, motivated by the non-equilibrium evolution of a quantum Brownian particle (qBp). The H_D,n’s generalize non-trivially the standard Hermite polynomials, employed for classical Brownian motion. We treat several models (labelled by D) for a non-equilibrium qBp, by means of the Wigner function W, in the presence of a “heat bath” at thermal equilibrium, with and without ab initio friction. For long times (for a suitable class of initial conditions), the non-equilibrium Wigner function W should approach, in some sense, the (time-independent) equilibrium Wigner function W_eq,D, which describes the thermal equilibrium of the qBp with the “heat bath” and plays a central role. W_eq,D is chosen to be the weight function which orthogonalizes the H_D,n’s. New results on W_eq,D and on the H_D,n’s are reported. We justify the key role of the H_D,n’s as follows. Using the H_D,n’s, moments W_eq,D,n and W_n are introduced for W_eq,D and W, respectively. At equilibrium, all moments W_eq,D,n except the lowest one (W_eq,D,0) vanish identically. Off-equilibrium, one expects that, for long times (for suitable initial conditions): (i) all non-equilibrium moments W_n (except the lowest moment W₀), will approach zero, while (ii) the lowest non-equilibrium moment W₀ will tend to W_eq,D,0(≠0). To complete the justification, we outline how the approximate long-time non-equilibrium theories determined by W₀ for the different models (D) yield Smoluchowski equations and irreversible evolutions of the qBp towards thermal equilibrium.     

Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion

We consider a diffusion (ξ _t ) _t≥0 whose drift contains some deterministic periodic signal. Its shape being fixed and known, up to scaling in time, the periodicity of the signal is the unknown parameter ? of interest. We consider sequences of local models at ? corresponding to continuous observation of the process ξ on the time interval [0, n] as n → ∞, with suitable choice of local scale at ?. Our tools - under an ergodicity condition — are path segments of ξ corresponding to the period ?, and limit theorems for certain functionals of the process ξ, which are not additive functionals. When the signal is smooth, with local scale n ^?3/2 at ?, we have local asymptotic normality (LAN) in the sense of Le Cam [21]. When the signal has a finite number of discontinuities, with local scale n ^?2 at ?, we obtain a limit experiment of different type, studied by Ibragimov and Khasminskii [14], where smoothness of the parametrization (in the sense of Hellinger distance) is Hölder 1/2.     

On strong limit theorems concerning delayed sums of a random sequence

Let (ξ _n ) _n∈N be a sequence of arbitrarily dependent random variables. In this paper, a generalized strong limit theorem of the delayed average of (ξ _n ) _n∈N is investigated, then some limit theorems for arbitrary information sources follow. As corollaries, some known results are generalized.     

Annealed deviations of random walk in random scenery

Let (Zn)_n∈N be a d-dimensional random walk in random scenery, i.e., with (Sk)_k∈N0 a random walk in Zd and (Y(z))_z∈Zd an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and some finite exponential moments. We identify the speed and the rate of the logarithmic decay of for various choices of sequences n(bn) in [1,∞). Depending on n(bn) and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work [A. Asselah, F. Castell, Large deviations for Brownian motion in a random scenery, Probab. Theory Related Fields 126 (2003) 497-527] by A. Asselah and F. Castell, we consider sceneries unbounded to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen [X. Chen, Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks, Ann. Probab. 32 (4) 2004].     

Reverse processes and some limit theorems of multitype Galton-Watson processes

We classify the reverse process {X_n} of a multitype Galton-Watson process {Z_n}. In the positive recurrent cases we give the stationary measure for {X_n} explicitly, and in the critical case, supposing that all the second moments of Z₁ are finite, we establish the convergence in law to a gamma distribution. Limit distributions of {Z_cn}, 0 < c < 1, conditioned on Z_n, are also given in the subcritical, supercritical and critical cases, respectively. These extend the previous one-type work of W. W. Esty.