Domains of attraction to Tweedie distributions

We derive new Tauberian theorems for natural exponential families, characterizing regularity properties of the family’s variance function in terms of those of an extreme generating measure. This provides normal and general domains of attraction to Tweedie distributions and leads to new results on weak convergence of natural exponential families to Tweedie distributions, parallel to weak convergence toward stable laws. In particular, we give the domains of attraction to the gamma and compound Poisson-gamma distributions.     

Minimal graphs in over convex domains

Krust established that all conjugate and associate surfaces of a minimal graph over a convex domain are also graphs. Using a convolution theorem from the theory of harmonic univalent mappings, we generalize Krust's theorem to include the family of convolution surfaces which are generated by taking the Hadamard product or convolution of mappings. Since this convolution involves convex univalent analytic mappings, this family of convolution surfaces is much larger than just the family of associated surfaces. Also, this generalization guarantees that all the resulting surfaces are over close-to-convex domains. In particular, all the associate surfaces and certain Goursat transformation surfaces of a minimal graph over a convex domain are over close-to-convex domains.

     

Approximation on attraction domain of Cohen-Grossberg neural networks

In this paper, approximations of attraction domains of the asymptotically stable equilibrium points of some typical Cohen-Grossberg neural networks are achieved. Most Cohen-Grossberg neural networks are highly nonlinear systems which makes it difficult to approximate their attraction domain. Under some weak assumptions, we are allowed to employ the optimal Lyapunov method to obtain a Lyapunov function for asymptotically stable equilibrium points of a given Cohen-Grossberg neural network. With the help of this Lyapunov function, we approximate the corresponding attraction domain by the iterative expansion approach. Numerical simulations also illustrate that the approximation obtained is really part of the attraction domain.     

On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws

In this article we study the max domains of attraction of distributions of sums of independent random variables belonging to the max domains of attraction of max stable laws under linear normalization. These results lead to the study of the max domains of attraction of distributions of products of independent random variables belonging to the max domain of attraction of max stable laws under power normalization.     

General max-stable laws

We review the work on max-stable laws and their max domains of attraction introduced by Pancheva (Lect Notes Math 1155:284–309, 1984). We introduce the concept of general max domain of strict attraction of the general max-stable laws, a subclass of the general max domain of attraction and prove new results. Some interesting examples also are discussed.      

A bivariate stable characterization and domains of attraction

Bivariate stable distributions are defined as those having a domain of attraction, where vectors are used for normalization. These distributions are identified and their domains of attraction are given in a number of equivalent forms. In one case, marginal convergence implies joint convergence. A bivariate optional stopping property is given. Applications to bivariate random walk are suggested.     

Estimates of Tempered Stable Densities

Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding Lévy measure and the Lévy–Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable semigroups of J. Rosiński.     

Existence of Multivariate Max-Universal Laws

If suitably normalized maxima of an i.i.d. sample converge in distribution, the limiting distribution is known to be max-infinitely divisible and the common distribution of the sample is said to belong to its domain of attraction. We prove the existence of max-universal distributions belonging to the domain of attraction of every max-infinitely divisible law. The proof follows in the spirit of corresponding results for normalized sums of i.i.d. random variables originated by Doeblin and shows that necessarily the sampling size has to be rapidly increasing. Restricting the growth rate of the sampling size, we prove that one necessarily deals with max-semistable distributions and their domains of attraction. 2000 Mathematics subject classification Primary—60G70 Secondary—60E99, 60F05     

Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

Attractor properties of physical branches of the solution to the renormalization group equation

We investigate the global phase-portrait structure of a local version of the exact renormalization group (RG) equation for a fluctuating scalar field of the order parameter. All the physical branches of the RG equation solution for the fixed points belong to the attractor subspace to which the local density of the Ginzburg-Landau-Wilson functional is attracted for largely arbitrary initial configurations. The solution of the RG equation corresponding to the nontrivial fixed point determining the critical behavior under the second-order phase transition is a fixed saddle point of this attractor subspace separating the attraction domains of two stable solutions corresponding to the high- and low-temperature thermodynamic regimes. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 117, No. 3, pp. 397–410, December, 1998.     

Solution of the basin problem for Hénon-like attractors

For a large class of non-uniformly hyperbolic attractors of dissipative diffeomorphisms, we prove that there are no “holes” in the basin of attraction: stable manifolds of points in the attractor fill-in a full Lebesgue measure subset. Then, Lebesgue almost every point in the basin is generic for the SRB (Sinai-Ruelle-Bowen) measure of the attractor. This solves a problem posed by Sinai and by Ruelle, for this class of systems. Oblatum 30-IX-1999 & 8-VI-2000?Published online: 18 September 2000     

Convolution operators in A ?∞ for convex domains

We consider the convolution operators in spaces of functions which are holomorphic in a bounded convex domain in ℂ ⁿ and have a polynomial growth near its boundary. A characterization of the surjectivity of such operators on the class of all domains is given in terms of low bounds of the Laplace transformation of analytic functionals defining the operators.     

Functions of regular variation and freely stable laws

Freely stable laws and their domains of attraction are characterized using the theory of functions of regular variation. The results show a complete analogy with classical probability. In fact they can be used to provide an alternative proof of the corresponding classical arguments. The first author was supported in part by a grant from the National Science Foundation.     

Compactness of Some Operators of Convolution Type in Generalized Morrey Spaces

Sufficient conditions for the compactness in generalized Morrey spaces of the composition of a convolution operator and the operator of multiplication by an essentially bounded function are obtained. Very weak conditions on the function are also obtained under which the commutator of the operator of multiplication by such a function and a convolution operator is compact. The compactness of convolution operators in domains of cone type is investigated.     

The averaging method and the persistence of attractors

The theorems that are presented in this paper, are a contribution to the foundations of the averaging method for ordinary differential equations. They involve the study of the persistent features of vector fields, under non autonomous perturbations of mean value zero. The problem of obtain ing qualitative information from the study of the averaged equation is considered and theorems that give new conditions to guarantee the uniform validitv of the approximation over the time interval [ 0.∞), are proved. A general icsult on the persistence of attractors is presented. The analysis uses in a fundamental way, a generalization of the notion of a solution stable under persistent disturbances. The proofs do not require special behavior of the linearized system and the results obtained are not only local, but give relevant information about the persistence of domains of attraction.     

An error analysis of Runge–Kutta convolution quadrature

An error analysis is given for convolution quadratures based on strongly A-stable Runge–Kutta methods, for the non-sectorial case of a convolution kernel with a Laplace transform that is polynomially bounded in a half-plane. The order of approximation depends on the classical order and stage order of the Runge–Kutta method and on the growth exponent of the Laplace transform. Numerical experiments with convolution quadratures based on the Radau IIA methods are given on an example of a time-domain boundary integral operator.     

Computational complexity of stable partitions with B-preferences

Consider a special stable partition problem in which the player's preferences over sets to which she could belong are identical with her preferences over the most attractive member of a set and in case of indifference the set of smaller cardinality is preferred. If the preferences of all players over other (individual) players are strict, a strongly stable and a stable partition always exists. However, if ties are present, we show that both the existence problems are NP-complete. These results are very similar to what is known for the stable roommates problem. Received: July 2000/Revised: October 2002 RID="*" ID="*"  This work was supported by the Slovak Agency for Science, contract #1/7465/20 “Combinatorial Structures and Complexity of Algorithms”.     

Chung-type law of the iterated logarithm for continuous time random walk

A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.     

Exponential estimate for reaction diffusion models

Summary. We consider the superposition of a speeded up symmetric simple exclusion process with a Glauber dynamics, which leads to a reaction diffusion equation. Using a method introduced in [Y] based on the study of the time evolution of the H ₋₁ norm, we prove that the mean density of particles on microscopic boxes of size N ^α , for any 12/13<α<1, converges to the solution of the hydrodynamic equation for times up to exponential order in N, provided the initial state is in the basin of attraction of some stable equilibrium of the reaction–diffusion equation. From this result we obtain a lower bound for the escape time of a domain in the basin of attraction of the stable equilibrium point. Received: 3 March 1995 / In revised form: 2 February 1996