Asymptotic stability and estimates for the attraction domains of monotone difference systems

We generalize asymptotic stability criteria and estimates for attraction domains in the nonnegative cone for systems of autonomous difference equations with monotone discontinuous right-hand side.     

The domains of partial attraction of probabilities on groups and on vector spaces

It is shown that for exponential Lie groupsG the limit behavior of i.i.d. triangular arrays on the groupG and on the tangent spaceG coincide. This result is used to obtain a characterization of domains of partial attraction (resp. semistable attraction) on exponential (resp. simply connected nilpotent) Lie groups via the corresponding domains on the tangent space.     

Norming operators for generalized domains of attraction

A sequence of independent and identically distributed random vectorsX _n on ^k is said to belong to the generalized domain of attraction of a nondegenerate random vectorY on ^k provided that there exist linear operatorsA _n on ^k and nonrandom constantsb _n ^k such that the centered and normalized partial sumsA _n (X ₁++X _n –b _n converge in distribution toY. In this paper we show that the sequence of norming operatorsA _n can always be chosen to vary regularly.Partially supported by NSF Grant DMS-91-03131 at Albion College.     

The stability domains of hamiltonian systems

Linear Hamiltonian systems with an arbitrary number of degrees of freedom, which depend smoothly on a vector of real parameters, are investigated. All possible singularities of the boundary of the stability domain of Hamiltonian systems of general position are determined and described for the case of two and three parameters. In the first approximation, the geometry of these singularities (the orientation in the parameter space, angles, etc.) is determined on the basis of the first derivative of the matrix of the system with respect to the parameters, as are the eigenvectors and generalized eigenvectors evaluated at the singular point. A detailed investigation is made of gyroscopic systems as a special case of Hamiltonian systems. As mechanical examples, an account is given of the problem of the stability of the oscillations of a tube through which a fluid is flowing, and of the stability of the motion of a two-body system. The tangent cones to the stability domains of these systems at singular points of the “cusp” and “dihedral angle” type, which arise on the boundaries of these domains, are found.     

Invariance principles for generalized domains of semistable attraction

Let X,_X1,_X2,…$X,X_1,X_2,\dots$ be independent and identically distributed R^d${\mathbb{R}}^d$-valued random vectors and assume X$X$ belongs to the generalized domain of attraction of some operator semistable law without normal component. Then without changing its distribution, one can redefine the sequence on a new probability space such that the properly affine normalized partial sums converge in probability and consequently even in L^p$L^p$ (for some p>0$p>0$) to the corresponding operator semistable Lévy motion.     

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.     

Operator stable laws: Series representations and domains of normal attraction

LetX,X ₁,X ₂,... be i.i.d. random vectors in ^d. The limit laws that can arise by suitable affine normalizations of the partial sums,S _n=X ₁+...+X _n, are calledoperator-stable laws. These laws are a natural extension to ^d of the stable laws on. Thegeneralized domain of attraction of [GDOA()] is comprised of all random vectorsX whose partial sums can be affinely normalized to converge to . If the linear part of the affine transformation is restricted to take the formn ^–B for some exponent operatorB naturally associated to thenX is in thegeneralized domain of normal attraction of [GDONA()]. This paper extends the theory of operator-stable laws and their domains of attraction and normal attraction.     

Convolution tails,product tails and domains of attraction

Summary A distribution function is said to have an exponential tail F(t) = F(t, ) if e ^u F(t+u) is asymptotically equivalent to F(t), t, t, for all u. In this case F(lnt) is regularly varying. For two such distributions, F and G, the convolution H=F*G also has an exponential tail. We investigate the relationship between H and its components F and G, providing conditions for lim H/F to exist. In addition, we are able to describe the asymptotic nature of H when the limit is infinite, for many cases. This corresponds to determining both the domain of attraction and the norming constants for the product of independent variables whose distributions have regularly varying tails.In addition, we compare the tails of H=F*G with H ₁=F ₁*G ₁when F is asymptotically equivalent to F and G is equivalent to G ₁. Such a comparison corresponds to the balancing consideration for the product of independent variables in stable domains of attraction. We discover that there are several distinct comparisons possible.     

A stability result for a volume ratio

For a convex body K in ℝⁿ, the volume quotient is the ratio of the smallest volume of the circumscribed ellipsoids to the largest volume of the inscribed ellipsoids, raised to power 1/n. It attains its maximum if and only if K is a simplex. We improve this result by estimating the Banach-Mazur distance of K from a simplex if the volume quotient of K is close to the maximum. This work was supported in part by the European Network PHD, FP6 Marie Curie Actions, RTN, Contract MCRN-511953.     

A confinement result on a quasi-geostrophic flow in thef-plane

We study the behavior of a quasi-geostrophic flow in thef-plane. We consider a positive initial potential vorticity with a compact support and we bound the growth in time of its support. We prove also that a fluid particle cannot go fast away from the initial position.     

Series representation for operator semistable laws and domains of normal attraction

The goal of this paper is to extend the series representation to operator semistable laws and to give necessary and sufficient conditions for a vector X to belong to the generalized domain of normal attraction of some operator semistable law having no Gaussian component. Proceedings of the Seminar on Stability Problems for Stochastic Models. Hajdúszoboszló. Hungary 1997, Part II.     

Harmonic renewal measures and bivariate domains of attraction in fluctuation theory

Summary Each probability measure C on a first orthant is associated with a harmonic renewal measure G. Specifically we consider (N, S _N ) the ladder (time, place) of a random walk S _n. Using bivariate G we show that when S ₁ is in a domain of attraction so is (N, S _N). This unifies and generalizes results of Sinai, Rogosin.     

The stability of time-dependent laminar flow: Parallel flows

Zusammenfassung In dieser Arbeit wird das allgemeine Problem der Stabilität inkompressibler, instationärer, paralleler und laminarer Strömungen zwischen zwei unendlichen Ebenen untersucht. Dabei werden sowohl die klassische linearisierte Theorie für Störungen mit kleiner Amplitude als auch eine Variationsmethode für Störungen endlicher Grösse angewandt. Die grundlegenden Lehrsätze der linearen Theorie werden, soweit dies für das allgemeine Problem möglich ist, erweitert und ihre Konsequenzen aufgezeigt. Unter Anwendung der Variationsmethode werden für mehrere besondere instationäre Strömungen quantitative Ergebnisse gezeigt, aber die hier entwickelten Gleichungen können ebenso auf jedwede parallele Strömung angewendet werden. Das stationäre Problem ist als ein besonderer Grenzfall behandelt.     

Series representation for semistable laws and their domains of semistable attraction

If the centered and normalized partial sums of an i.i.d. sequence of random variables converge in distribution to a nondegenerate limit then we say that this sequence belongs to the domain of attraction of the necessarily stable limit. If we consider only the partial sums which terminate atk _n wherek _n+1 ck _n then the sequence belongs to the domain of semistable attraction of the necessarily semistable limit. In this paper, we consider the case where the limiting distribution is nonnormal. We obtain a series representation for the partial sums which converges almost surely. This representation is based on the order statistics, and utilizes the Poisson process. Almost sure convergence is a useful technical device, as we illustrate with a number of applications.This research was supported by a research scholarship from the Deutsche Forschungsgemeinschaft (DFG).     

On the almost sure central limit theorem and domains of attraction

We give necessary and sufficient criteria for a sequence (X _n) of i.i.d. r.v.'s to satisfy the a.s. central limit theorem, i.e.,

The stability of non-conservative systems and an estimate of the domain of attraction

The stability of mechanical systems, on which dissipative, gyroscopic, potential and positional non-conservative forces act, is investigated. The condition for asymptotic stability is obtained using the Lyapunov function and an estimate of the domain of attraction is also found in terms of the system being considered. A precessional system is also examined. It is shown that the condition for the asymptotic stability of a system is the condition of acceptability in the sense of the stability of a precessional system. The results obtained are applied to the problem of the stabilization, using external moments, of the steady motion of a balanced gyroscope in gimbals.     

The stability of systems with a delay at points on the boundaries of stability domains where safe sections become unsafe ones

The results obtained in [1–5] are applied to give a criterion for the stability of the equilibrium states of systems with a delay at points on the boundaries of stability domains where safe sections become unsafe.