Tail invariant measures of the Dyck shift

We show that the one-sided Dyck shift has a unique tail invariant topologically σ-finite measure (up to scaling). This invariant measure of the one sided Dyck turns out to be a shift-invariant probability. Furthermore, it is one of the two ergodic probabilities obtaining maximal entropy. For the two sided Dyck shift we show that there are exactly three ergodic double-tail invariant probabilities. We show that the two sided Dyck has a double-tail invariant probability, which is also shift invariant, with entropy strictly less than the topological entropy. This article is a part of the author’s M.Sc. Thesis, written under the supervision of J. Aaronson, Tel-Aviv University.     

通过纯有理运算确定矩阵的Jordan块结构

本文讨论如何通过有限步有理运算求得给定矩阵的Jordan块结构(JBS),因为有理运算可以通过符号计算精确实现.与此对照,迄今为止用数值计算求矩阵的JBS与理论结果相距甚远.证明是构造性的,分两大部分:1)确定矩阵A的不变因子,2)根据A的不变因子确定初等因子结构.为求得A的不变因子,我们提出一种新的Las Vegas算法.它是一种概率型算法,这种算法允许失败,但是当且仅当求得正确答案时才停止运算;     

Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions

The strong Feller property is an important quality of Markov semigroups which helps for example in establishing uniqueness of invariant measure. Unfortunately degenerate stochastic evolutions, such as stochastic delay equations, do not possess this property. However the eventual strong Feller property is sufficient in establishing uniqueness of invariant probability measure. In this paper we provide operator theoretic conditions under which a stochastic evolution equation with additive noise possesses the eventual strong Feller property. The results are used to establish uniqueness of invariant probability measure for stochastic delay equations and stochastic partial differential equations with delay, with an application in neural networks.     

Invariant measures for stochastic evolution equations of pure jump type

In this paper, we obtain a characterization of invariant measures of stochastic evolution equations and stochastic partial differential equations of pure jump type. As an application, it is shown that the equation has a unique invariant probability measure under some reasonable conditions.     

Krylov–Safonov estimates for a degenerate diffusion process

This paper proves a Krylov–Safonov estimate for a multidimensional diffusion process whose diffusion coefficients are degenerate on the boundary. As applications the existence and uniqueness of invariant probability measures for the process and Hölder estimates for the associated partial differential equation are obtained.     

Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching

This work studies the threshold dynamics and ergodicity of a stochastic SIRS epidemic model with the disease transmission rate driven by a semi-Markov process. The semi-Markov process used in this paper for describing a randomly changing environment is a very large extension of the most common Markov regime-switching process. We define a basic reproduction number for the semi-Markov regime-switching environment and show that its position with respect to 1 determines the extinction or persistence of the disease. In the case of disease persistence, we give mild sufficient conditions for ensuring the existence and absolute continuity of the invariant probability measure. Under the same conditions, we also prove the global attractivity of the Ω-limit set of the system and the convergence in total variation norm of the transition probability to the invariant measure. Compared with the existing results in the Markov regime-switching environment, the results generalized require almost no additional conditions.     

Ladyzhenskaya流体力学方程组的拉回吸引子与不变测度

本文讨论带周期边界条件的二维Ladyzhenskaya流体力学方程组解的渐近行为.作者先证明该流体力学方程组存在拉回吸引子,然后证明该拉回吸引子上存在唯一不变Borel概率测度.     

Conditions for Permanence and Ergodicity of Certain SIR Epidemic Models

In this paper, we study sufficient conditions for the permanence and ergodicity of a stochastic susceptible-infected-recovered (SIR) epidemic model with Beddington-DeAngelis incidence rate in both of non-degenerate and degenerate cases. The conditions obtained in fact are close to the necessary one. We also characterize the support of the invariant probability measure and prove the convergence in total variation norm of the transition probability to the invariant measure. Some of numerical examples are given to illustrate our results.

     

On stochastic processes in a multilevel control bulk queueing system

This article analyzes some stochastic processes that arise in a bulk single server queue with continuously operating server, state dependent compound Poisson input flow and general state dependent service process. The authors treat the queueing process as a semi–regenerative process and obtain the invariant probability measure and the transient distribution for the embedded Markov chain. The stationary probability measure for the queueing process with continuous time parameter is found by using semi-regenerative techniques. The authors also study the input and output processes and establish ergodic theorems for some functionals of these processes. The results are obtained in terms of the invariant probability measure for the embedded process and the stationary measure for the queueing process with continuous time parameter     

Finding upper-triangular representations for phase-type distributions with 3 distinct real poles

In this paper we seek particular representations for absolutely continuous Phase-type distributions with 3 distinct real poles. First, we define subsets of these Phase-type distributions given the 3 distinct poles. One subset contains distributions that have upper triangular PH representation of order n, but do not have a triangular one of PH order n−1. This is done by using the invariant polytope approach. For any distribution in our subsets we give an invariant polytope containing the corresponding distribution by finding the vertices of the polytope. Second, we propose a method that actually constructs the generator matrix of the required PH representation from the invariant polytope. Consequently, our method constructs an upper triangular PH representation that has minimal order among the upper triangular PH representations given the probability density function of a PH distribution.     

Local dimensions of measures on infinitely generated self-affine sets

We show the existence of the local dimension of an invariant probability measure on an infinitely generated self-affine set, for almost all translations. This implies that an ergodic probability measure is exactly dimensional. Furthermore the local dimension equals the minimum of the local Lyapunov dimension and the dimension of the space.     

Invariant Measures and Symmetry Property of Lévy Type Operators

Second order elliptic integro-differential operators (Lévy type operators) are investigated. The notion of regular (infinitesimal) invariant probability measures for such operators is posed. Sufficient conditions for the existence of such regular infinitesimal invariant probability measures are obtained and the symmetrization problem is discussed.     

Statistical properties of topological Collet-Eckmann maps

We study geometric and statistical properties of complex rational maps satisfying a non-uniform hyperbolicity condition called “Topological Collet-Eckmann”. This condition is weaker than the “Collet-Eckmann” condition. We show that every such map possesses a unique conformal probability measure of minimal exponent, and that this measure is non-atomic, ergodic, and that its Hausdorff dimension is equal to the Hausdorff dimension of the Julia set. Furthermore, we show that there is a unique invariant probability measure that is absolutely continuous with respect to this conformal measure, and that this invariant measure is exponentially mixing (it has exponential decay of correlations) and satisfies the Central Limit Theorem.We also show that for a complex rational map the existence of such invariant measure characterizes the Topological Collet-Eckmann condition: a rational map satisfies the Topological Collet-Eckmann condition if, and only if, it possesses an exponentially mixing invariant measure that is absolutely continuous with respect to some conformal measure, and whose topological support contains at least 2 points.     

按揭支付的单调性分析

考虑了基于随机提前偿付的按揭支付的期望收入或损失的分析模型,模型具有和提前偿付的概率分布无关的一些单调特性,揭示了潜在的异于传统的按揭风险控制思路,可以支持新颖支付模式的研发,并构成按揭风险治理的有力补充.     

一阶格点系统的不变测度与Liouville型方程

该文讨论一阶格点系统的解在相空间中的概率分布问题.作者先证明该格点系统的解算子生成的过程存在拉回吸引子,然后证明拉回吸引子上存在唯一的Borel不变概率测度,且该不变测度满足Liouville型方程.     

Invariant measures for non-primitive tiling substitutions

We consider self-affine tiling substitutions in Euclidean space and the corresponding tiling dynamical systems. It is well known that in the primitive case, the dynamical system is uniquely ergodic. We investigate invariant measures when the substitution is not primitive and the tiling dynamical system is non-minimal. We prove that all ergodic invariant probability measures are supported on minimal components, but there are other natural ergodic invariant measures, which are infinite. Under some mild assumptions, we completely characterize σ-finite invariant measures which are positive and finite on a cylinder set. A key step is to establish recognizability of non-periodic tilings in our setting. Examples include the “integer Sierpiński gasket and carpet” tilings. For such tilings, the only invariant probability measure is supported on trivial periodic tilings, but there is a fully supported σ-finite invariant measure that is locally finite and unique up to scaling.     

Statistical stationary states for a two-layer quasi-geostrophic system

Existence of a family of locally invariant probability measures for large scale flows in enclosed temperate sea is proved. This model is extremely important for understanding the meso-scale phenomena in oceans. The techniques used are those developed by Albeverio and his collaborators.     

A mixed random walk on nonnegative matrices: A law of large numbers

In this paper a mixed random walk on nonnegative matrices has been studied. Under reasonable conditions, existence of a unique invariant probability measure and a law of large numbers have been established for such walks.     

Gibbs <Emphasis Type="Italic">u</Emphasis>-states for the foliated geodesic flow and transverse invariant measures

This paper is devoted to the study of Gibbs u-states for the geodesic flow tangent to a foliation F of a manifold M having negatively curved leaves. By definition, they are the probability measures on the unit tangent bundle to the foliation that are invariant under the foliated geodesic flow and have Lebesgue disintegration in the unstable manifolds of this flow. p]On the one hand we give sufficient conditions for the existence of transverse invariant measures. In particular we prove that when the foliated geodesic flow has a Gibbs su-state, i.e. an invariant measure with Lebesgue disintegration both in the stable and unstable manifolds, then this measure has to be obtained by combining a transverse invariant measure and the Liouville measure on the leaves. p]On the other hand we exhibit a bijective correspondence between the set of Gibbs u-states and a set of probability measure on M that we call φ ^u -harmonic. Such measures have Lebesgue disintegration in the leaves and their local densities have a very specific form: they possess an integral representation analogue to the Poisson representation of harmonic functions.