Markov Chains with Positive Transitions Are Not Determined by Any p -Marginals

 We prove that if is a finite valued stationary Markov Chain with strictly positive probability transitions, then for any natural number p, there exists a continuum of finite valued non Markovian processes which have the p-marginal distributions of X and with positive entropy, whereas for an irrational rotation and essentially bounded real measurable function f with no zero Fourier coefficient on the unit circle with normalized Lebesgue measure, the process is uniquely determined by its three-dimensional distributions in the class of ergodic processes. We give also a family of Gaussian non-Markovian dynamical systems for which the symbolic dynamic associated to the time zero partition has the two-dimensional distributions of a reversible mixing Markov Chain.     

Mixing and asymptotic properties of Markov semigroups on von Neumann algebras

In the paper, we investigate weak mixing and ‘approach to equilibrium’ of a Markov semigroup, i.e. a semigroup of linear normal positive unital mappings on a von Neumann algebra. In particular, we show that weak mixing is equivalent to ergodictity and triviality of the (point) spectrum of the semigroup, and give conditions assuring that each normal state tends to an equilibrium state under the action of the semigroup. Received May 6, 1999 / in final form October 21, 1999 / Published online July 20, 2000     

Un théorème central limite presque sûr à moments généralisés pour les rotations irrationnelles

In a recent work, we indicated another formulation of the Almost Sure Central Limit Theorem (A.S.C.L.T.), with series in place of averages, by showing that the property of the A.S.C.L.T. directly follows from the theory of orthogonal sums. For, we used the notion of quasi-orthogonal systems introduced earlier by R. Bellmann, and later developed by Kac–Salem–Zygmund. The main object of this paper is to prove a similar result for irrational rotations of the torus. We prove the existence of a generalized moment version of the A.S.C.L.T., with a speed of convergence. In our strategy, we use again the notion of quasi-orthogonal system, and purpose a Gaussian randomization technic, new at least in this context. The proof avoid notably the use of Volny's result on the existence of good Gaussian approximations in aperiodic dynamical systems, and should also permit to be able to treat problems of comparable nature, in particular in non-ergodic cases. Received: 2 February 1999     

Fluctuations of empirical means at low temperature for finite Markov chains with rare transitions in the general case

Summary. The integrated autocovariance and autocorrelation time are essential tools to understand the dynamical behavior of a Markov chain. We study here these two objects for Markov chains with rare transitions with no reversibility assumption. We give upper bounds for the autocovariance and the integrated autocorrelation time, as well as exponential equivalents at low temperature. We also link their slowest modes with the underline energy landscape under mild assumptions. Our proofs will be based on large deviation estimates coming from the theory of Wentzell and Freidlin and others [4, 3, 12], and on coupling arguments (see [6] for a review on the coupling method). Received 5 August 1996 / In revised form: 6 August 1997     

On Variation Functions for Subsequence Ergodic Averages

 Suppose denote the ergodic averages for the natural numbers . Let denote the corresponding maximal function and let for . We show that for if there exists such that then there exists such that . Similar weak (1,1) inequalities follow for V _q when you know them for M too also with q > 1. We also show this fails completely if q= 1. We also show that for certain polynomial like and random sequences , if

On the area and perimeter of a random convex hull in a bounded convex set

Suppose K is a compact convex set in ℝ² and X _i , 1≤i≤n, is a random sample of points in the interior of K. Under general assumptions on K and the distribution of the X _i we study the asymptotic properties of certain statistics of the convex hull of the sample. Received: 24 July 1996/Revised version: 24 February 1998     

Infinite paths in a Lorentz lattice gas model

We consider infinite paths in an illumination problem on the lattice ℤ², where at each vertex, there is either a two-sided mirror (with probability p≥ 0) or no mirror (with probability 1 −p). The mirrors are independently oriented NE-SW or NW-SE with equal probability. We consider beams of light which are shone from the origin and deflected by the mirrors. The beam of light is either periodic or unbounded. The novel feature of this analysis is that we concentrate on the measure on the space of paths. In particular, under the assumption that the set of unbounded paths has positive measure, we are able to establish a useful ergodic property of the measure. We use this to prove results about the number and geometry of infinite light beams. Extensions to higher dimensions are considered. Received: 14 November 1996 / Revised version: 1 September 1998     

Algebraic Coding of Expansive Group Automorphisms and Two-sided Beta-Shifts

 Let α be an expansive automorphisms of compact connected abelian group X whose dual group is cyclic w.r.t. α (i.e. is generated by for some ). Then there exists a canonical group homomorphism ξ from the space of all bounded two-sided sequences of integers onto X such that , where σ is the shift on . We prove that there exists a sofic subshift such that the restriction of ξ to V is surjective and almost one-to-one. In the special case where α is a hyperbolic toral automorphism with a single eigenvalue and all other eigenvalues of absolute value we show that, under certain technical and possibly unnecessary conditions, the restriction of ξ to the two-sided beta-shift is surjective and almost one-to-one. The proofs are based on the study of homoclinic points and an associated algebraic construction of symbolic representations in [13] and [7]. Earlier results in this direction were obtained by Vershik ([24]–[26]), Kenyon and Vershik ([10]), and Sidorov and Vershik ([20]–[21]). (Received 27 October 1998; in revised form 17 May 1999)     

The central limit theorem for random perturbations of rotations

Summary.   We prove a functional central limit theorem for stationary random sequences given by the transformations

Chaos decomposition of multiple fractional integrals and applications

Chaos decomposition of multiple integrals with respect to fractional Brownian motion (with H > 1/2) is given. Conversely the chaos components are expressed in terms of the multiple fractional integrals. Tensor product integrals are introduced and series expansions in those are considered. Strong laws for fractional Brownian motion are proved as an application of multiple fractional integrals. Received: 22 September 1998 / Revised version: 20 April 1999     

Multiple fractional integrals

Multiple integrals with respect to fractional Brownian motion (with H > 1/2) are constructed for a large class of functions. The first and second moments of the multiple integrals are explicitly identified. Received: 23 February 1998 / Revised version: 31 July 1998     

Flow of diffeomorphisms induced by a geometric multiplicative functional

In this paper it is shown that the unique multiplicative functional solution to a differential equation driven by a geometric multiplicative functional consitutes a flow of local diffeomorphisms. In the case where the driving geometric multiplicative functional is generated by a Brownian motion, the result in particular presents an answer to an open problem proposed in Ikeda and Watanabe [4]. Received: 6 May 1996 / Revised version: 20 March 1998     

Differentiable and analytic families of continuous martingales in manifolds with connection

Summary.  We prove that the derivative of a differentiable family X _t (a) of continuous martingales in a manifold M is a martingale in the tangent space for the complete lift of the connection in M, provided that the derivative is bicontinuous in t and a. We consider a filtered probability space (Ω,(ℱ _t )_{0≤ t ≤1}, ℙ) such that all the real martingales have a continuous version, and a manifold M endowed with an analytic connection and such that the complexification of M has strong convex geometry. We prove that, given an analytic family a↦L(a) of random variable with values in M and such that L(0)≡x ₀∈M, there exists an analytic family a↦X(a) of continuous martingales such that X ₁(a)=L(a). For this, we investigate the convexity of the tangent spaces T ^{( n )} M, and we prove that any continuous martingale in any manifold can be uniformly approximated by a discrete martingale up to a stopping time T such that ℙ(T<1) is arbitrarily small. We use this construction of families of martingales in complex analytic manifolds to prove that every ℱ₁-measurable random variable with values in a compact convex set V with convex geometry in a manifold with a C ¹ connection is reachable by a V-valued martingale. Received: 14 March 1996/In revised form: 12 November 1996     

The almost equivalence of pairwise and mutual independence and the duality with exchangeability

For a large collection of random variables in an ideal setting, pairwise independence is shown to be almost equivalent to mutual independence. An asymptotic interpretation of this fact shows the equivalence of asymptotic pairwise independence and asymptotic mutual independence for a triangular array (or a sequence) of random variables. Similar equivalence is also presented for uncorrelatedness and orthogonality as well as for the constancy of joint moment functions and exchangeability. General unification of multiplicative properties for random variables are obtained. The duality between independence and exchangeability is established through the random variables and sample functions in a process. Implications in other areas are also discussed, which include a justification for the use of mutually independent random variables derived from sequential draws where the underlying population only satisfies a version of weak dependence. Macroscopic stability of some mass phenomena in economics is also characterized via almost mutual independence. It is also pointed out that the unit interval can be used to index random variables in the ideal setting, provided that it is endowed together with some sample space a suitable larger measure structure. Received: 16 April 1997 / Revised version: 18 May 1998     

Barycentric formulae for cardinal (SINC-) interpolants by Jean-Paul Berrut

Summary. A formula for the efficient evaluation of the (truncated) cardinal series is known to be numerically unstable near the interpolation abscissae. Here it is shown how the series can be evaluated in an entirely stable manner. Received February 14, 2000 / Published online October 16, 2000     

The central limit theorem for Markov chains with normal transition operators, started at a point

The central limit theorem and the invariance principle, proved by Kipnis and Varadhan for reversible stationary ergodic Markov chains with respect to the stationary law, are established with respect to the law of the chain started at a fixed point, almost surely, under a slight reinforcing of their spectral assumption. The result is valid also for stationary ergodic chains whose transition operator is normal. Received: 28 March 2000 / Revised version: 25 July 2000 /?Published online: 15 February 2001     

Measure concentration for a class of random processes

Summary.   Let X={X _i } _{i =−∞} ^∞ be a stationary random process with a countable alphabet and distribution q. Let q ^∞(·|x _{− k} ⁰) denote the conditional distribution of X ^∞=(X ₁,X ₂,…,X _n ,…) given the k-length past:

Spaces of distributions, interpolation by translates of a basis function and error estimates

Summary. Interpolation with translates of a basis function is a common process in approximation theory. The most elementary form of the interpolant consists of a linear combination of all translates by interpolation points of a single basis function. Frequently, low degree polynomials are added to the interpolant. One of the significant features of this type of interpolant is that it is often the solution of a variational problem. In this paper we concentrate on developing a wide variety of spaces for which a variational theory is available. For each of these spaces, we show that there is a natural choice of basis function. We also show how the theory leads to efficient ways of calculating the interpolant and to new error estimates. Received December 10, 1996 / Revised version received August 29, 1997