鞅的自正则指数不等式

本文讨论了局部平方可积鞅,给出了Delyon不等式的推广形式. 这个结果对于建立鞅的自正则指数不等式有一定的意义. 本文还讨论了线性回归的一个应用.     

Exponential Martingales and Changes of Measure for Counting Processes

We give sufficient criteria for the Doléans-Dade exponential of a stochastic integral with respect to a counting process local martingale to be a true martingale. The criteria are adapted particularly to the case of counting processes and are sufficiently weak to be useful and verifiable, as we illustrate by several examples. In particular, the criteria allow for the construction of for example nonexplosive Hawkes processes, counting processes with stochastic intensities depending on diffusion processes as well as inhomogeneous finite-state Markov processes.     

Uniform Uniform Exponential Growth of Subgroups of the Mapping Class Group

Let Mod(S) denote the mapping class group of a compact, orientable surface S. We prove that finitely generated subgroups of Mod(S) which are not virtually abelian have uniform exponential growth with minimal growth rate bounded below by a constant depending only, and necessarily, on S. For the proof, we find in any such subgroup explicit free group generators which are “short” in any word metric. Besides bounding growth, this allows a bound on the return probability of simple random walks.     

Uniform Exponential Ergodicity of Stochastic Dissipative Systems

We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is applied to the stochastic reaction diffusion equation in ^d with d3.     

Uniform Growth in Groups of Exponential Growth

This is an exposition of examples and classes of finitely-generated groups which have uniform exponential growth. The main examples are non-Abelian free groups, semi-direct products of free Abelian groups with automorphisms having an eigenvalue of modulus distinct from 1, and Golod–Shafarevich infinite finitely-generated p-groups. The classes include groups which virtually have non-Abelian free quotients, nonelementary hyperbolic groups, appropriate free products with amalgamation, HNN-extensions and one-relator groups, as well as soluble groups of exponential growth. Several open problems are formulated.     

On Uniform Exponential Stability of Exponentially Bounded Evolution Families

A result of Barbashin ([1], [15]) states that an exponentially bounded evolution family defined on a Banach space and satisfying some measurability conditions is uniformly exponentially stable if and only if for some 1 ≤ p < ∞, we have that:

非自治随机FitzHugh-Nagumo系统的随机一致指数吸引子

本文首先给出了非自治随机动力系统的随机一致指数吸引子的概念及其存在性判据,其次证明了Rn上的带加法噪声和拟周期外力的FitzHugh-Nagumo系统的随机一致指数吸引子的存在性.     

On Uniform Exponential Trichotomy of Evolution Operators in Banach Spaces

This paper presents necessary and sufficient conditions for uniform exponential trichotomy of nonlinear evolution operators in Banach spaces. Thus are obtained results which extend well-known results for uniform exponential stability in the linear case.      

Perron Conditions for Uniform Exponential Expansiveness of Linear Skew-Product Flows

 We present necessary and sufficient conditions for uniform exponential expansiveness of discrete skew-product flows, in terms of uniform complete admissibility of the pair (c ₀(N, X), c ₀(N, X)). We give discrete and continuous characterizations for uniform exponential expansiveness of linear skew-product flows, using the uniform complete admissibility of the pairs (c ₀(N, X), c ₀(N, X)) and (C ₀(R ₊, X), C ₀(R ₊, X)), respectively. We generalize an expansiveness theorem due to Van Minh, R?biger and Schnaubelt, for the case of linear skew-product flows. Received August 10, 2001; in revised form June 25, 2002     

Perron Conditions for Uniform Exponential Expansiveness of Linear Skew-Product Flows

 We present necessary and sufficient conditions for uniform exponential expansiveness of discrete skew-product flows, in terms of uniform complete admissibility of the pair (c ₀(N, X), c ₀(N, X)). We give discrete and continuous characterizations for uniform exponential expansiveness of linear skew-product flows, using the uniform complete admissibility of the pairs (c ₀(N, X), c ₀(N, X)) and (C ₀(R ₊, X), C ₀(R ₊, X)), respectively. We generalize an expansiveness theorem due to Van Minh, R?biger and Schnaubelt, for the case of linear skew-product flows.     

Necessary and Sufficient Conditions for the Uniform Integrability of the Stochastic Exponential

Journal of Theoretical Probability - We establish necessary and sufficient conditions for uniform integrability of the stochastic exponential $${{{mathcal {E}}}}(M)$$ , where M is a continuous...     

Martingales and character ratios

Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the symmetric group on transpositions. A generalization of these results is given for Jack measure on partitions. We also give a probabilistic proof of a result of Burnside and Brauer on the decomposition of tensor products.

     

Reverse Martingales and Approximation Operators

Let {ξ_n, _n, n ≥ m ≥ 1} be a reverse martingale such that the distribution of ξ_n depends on x I R =(− ∞, ∞)x. for each n ≥ m, and ξ_n[formula] For a continuous bounded function f on R let L_n(f, x) = Ef(ξ_n) be the associated positive linear operator. The properties of ξ_n are used to obtain the convergence properties of L_n(f, x), and some more details are given when ξ_n is a reverse martingale sequence of -statistics. Lipschitz properties for a subclass of these operators resulting from an exponential Family of distributions are also given. It is further shown that this class of operators of convex functions preserves convexity also. An example of a reverse supermartingale related to the Bleimann-Butzer-Hahn operator is also discussed.     

Martingales in Banach Lattices

In this article, we present a version of martingale theory in terms of Banach lattices. A sequence of contractive positive projections (E_n) on a Banach lattice F is said to be a filtration if E_nE_m = E_{n∧ m}. A sequence (x_n) in F is a martingale if E_nx_m = x_n whenever n ≤ m. Denote by M = M(F, (E_n)) the Banach space of all norm uniformly bounded martingales. It is shown that if F doesn’t contain a copy of c₀ or if every E_n is of finite rank then M is itself a Banach lattice. Convergence of martingales is investigated and a generalization of Doob Convergence Theorem is established. It is proved that under certain conditions one has isometric embeddings . Finally, it is shown that every martingale difference sequence is a monotone basic sequence. Mathematics Subject Classification (2000). 60G48, 46B42     

Martingales on Frame Bundles

Let M be a smooth manifold endowed with a symmetric connection . There are two important ways of lift the connection of M to the frame bundle BM, the canonical lift and the horizontal lift . The aim of this work is determine the -martingales and the -martingales on BM. Our results allow to establish new characterizations of harmonic maps from Riemannian manifolds to frame bundles. The research of P. Catuogno is supported in part by FAPESP 01/13158-4 and S. Stelmastchuk is fully supported by FAPESP 02/12154-8.     

Martingales with sufficient statistics

The property of countable convexity of the set which contains all dominated martingale laws, for a family of measurable functions with values in a separable Borel space, is proved to be equivalent to the existence of a sufficient statistic. The result is then used to derive a representation of such laws in terms of their extreme points, which are laws of uniformly integrable martingales. Finally, we show that martingales with sufficient statistics converge with probability 1.     

Weighted Commutator and Weighted BMO Martingales

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