Empirical Distributions and Uniform-in-Dimension Estimations of Scatter in the Problem of Existence of Typical Distributions

A connection between empirical measures and dimension-invariant estimations in the problem of existence of typical distributions for finite-dimensional spaces of random variables is established. Bibliography: 3 titles.     

Barycenter and maximum likelihood

We refine recent existence and uniqueness results, for the barycenter of points at infinity of Hadamard manifolds, to measures on the sphere at infinity of symmetric spaces of non compact type and, more specifically, to measures concentrated on single orbits. The barycenter will be interpreted as the maximum likelihood estimate (MLE) of generalized Cauchy distributions on Furstenberg boundaries. As a spin-off, a new proof of the general Knight-Meyer characterization theorem will be given.     

Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces

Tomasz Szarek presented interesting criteria for the existence of invariant measures and asymptotic stability of Markov operators on Polish spaces. Hans Crauel in his book presented the theory of random probabilistic measures on Polish spaces showing that notions of compactness and tightness for such measures are in one-to-one correspondence with such notions for non-random measures on Polish spaces, in addition to the criteria under which the space of random measures is itself a Polish space. This result allowed the transfer of results of Szarek to the case of random dynamical systems in the sense of Arnold. These criteria are interesting because they allow to use the existence of simple deterministic Lyapunov type function together with additional conditions to show the existence of invariant measures and asymptotic stability of random dynamical systems on general Polish spaces.     

Convolution on distribution spaces characterized by regularization

Locally convex convolutor spaces are studied which consist of those distributions that define a continuous convolution operator mapping from the space of test functions into a given locally convex lattice of measures. The convolutor spaces are endowed with the topology of uniform convergence on bounded sets. Their locally convex structure is characterized via regularization and function-valued seminorms under mild structural assumptions on the space of measures. Many recent generalizations of classical distribution spaces turn out to be special cases of the general convolutor spaces introduced here. Recent topological characterizations of convolutor spaces via regularization are extended and improved. A valuable property of the convolutor spaces in applications is that convolution of distributions inherits continuity properties from those of bilinear convolution mappings between the locally convex lattices of measures.     

Elliptic equations for measures on infinite dimensional spaces and applications

We introduce and study a new concept of a weak elliptic equation for measures on infinite dimensional spaces. This concept allows one to consider equations whose coefficients are not globally integrable. By using a suitably extended Lyapunov function technique, we derive a priori estimates for the solutions of such equations and prove new existence results. As an application, we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes equations and investigate the elliptic equations for the corresponding invariant measures. Our general theorems yield a priori estimates and existence results for such elliptic equations. We also obtain moment estimates for Gibbs distributions and prove an existence result applicable to a wide class of models. Received: 23 January 2000 / Revised version: 4 October 2000 / Published online: 5 June 2001     

Nonclassical problem with integral boundary conditions for elliptic system

In the present paper, a mixed nonclassical problem for multidimensional second-order elliptic system with Dirichlet and nonlocal integral boundary conditions is considered. Since Lax-Milgram theorem cannot be applied straightforwardly for such a nonlocal problem, we consider the problem in the spaces of vector-valued distributions with respect to one space variable with values in the spaces of functions with respect to the other space variables. We introduce special multipliers and applying them we obtain suitable new a priori estimates, and under minimal conditions on the coefficients of the elliptic operator we prove the existence and uniqueness of the solution in appropriate spaces of vector-valued distributions with values in Sobolev spaces.     

Some remarks on countably determined measures and uniform distribution of sequences

Two topics are investigated: countably determined (regular Borel probability) measures on compact Hausdorff spaces, and uniform distribution of sequences regarding mainly this kind of measures. We prove several characterizations of countably determined measures, and apply the results in order to show the existence of a well distributed sequence in the support of a countably determined measure. We also generalize a result of Losert on the existence of uniformly distributed sequences in compact dyadic spaces.     

EXISTENCE THEOREMS FOR RANDOM MEASURES

Two existence theorems of random measures on a separable complete metric space areproved.It seems that the theory of random measures in locally compact spaces and that inseparable complete metric spaces are essentially different by noting that the critera fortightness of the locally finite measures is much more tedious than that of the Radommeasures.     

Moments and Projections of Semistable Probability Measures on p-adic Vector Spaces

In this paper, two topics on semistable probability measures on p-adic vector spaces are studied. One is the existence of absolute moments of operator-semistable probability measures and another is an answer to the question whether one can get semistability of a probability measure from that of all its projections. All results obtained here are extensions of known results for real vector spaces to p-adic vector spaces.     

On ordinary and standard products of infinite family of <Emphasis Type="Italic">σ</Emphasis>-finite measures and some of their applications

We introduce notions of ordinary and standard products of σ-finite measures and prove their existence. This approach allows us to construct invariant extensions of ordinary and standard products of Haar measures. In particular, we construct translation-invariant extensions of ordinary and standard Lebesgue measures on ℝ^∞ and Rogers-Fremlin measures on ℓ ^∞, respectively, such that topological weights of quasi-metric spaces associated with these measures are maximal (i.e., 2 ^c ). We also solve some Fremlin problems concerned with an existence of uniform measures in Banach spaces.     

Construction of non-Gaussian surface measures by Malliavin’s method

We generalize the Airault-Malliavin theorem on the existence of surface measures on infinite-dimensional spaces with Gaussian measures on surfaces. We prove that the sets of capacities generated by Sobolev classes on infinite-dimensional spaces are dense. Translated fromMatematicheskie Zametki, Vol. 65, No. 3, pp. 377–388, March, 1999.     

On Kantorovich Problems with a Parameter

Doklady Mathematics - In this note, we study the Kantorovich problem of optimal transportation of measures on metric spaces in the case where the cost function and marginal distributions depend on...     

Zur existenz projektiver Limites von Vektormassen

We give a generally applicable method of proof for the existence of a projective limit of a projective system of vector measures. This method works by reducing the general case to the case of measures on compact spaces.     

Distributions and Analytical Measures on Infinite-Dimensional Spaces

Spaces of test functions and spaces of distributions (generalized measures) on infinite-dimensional spaces are constructed, which, in the finite-dimensional case, coincide with classical spaces \(\mathscr{D}\) and \(\mathscr{D}'\). These distribution spaces contain generalized Feynman measures (but do not contain a generalized Lebesgue measure, which is not considered in this paper). For broad classes of infinite-dimensional differential equations in distribution spaces, the Cauchy problem has fundamental solutions. These results are much more definitive than those of A.Yu. Khrennikov’s and A.V. Uglanov’s pioneering works.     

Extension of the ito calculus via the malliavin calculus

The Ito formula is extended to the tempered distributions "evaluated" on the trajectories of a nondegenerate Ito process in the sense of P. Malliavin. To do this the Ito integral is extended to vector-valued adapted distributions on Wiener space. Also a Galerkin type approximation using the Skorohod integral or the divergence operator is given for the diffusion processes. At the final section we give a sufficient condition for the existence of a smooth density for the filtering of nonlinear diffusions with the help of the techniques of the Malliavin calculus and the theory of nuclear spaces.     

Sections, selections and Prohorov's theorem

The famous Prohorov theorem for Radon probability measures is generalized in terms of usco mappings. In the case of completely metrizable spaces this is achieved by applying a classical Michael result on the existence of usco selections for l.s.c. mappings. A similar approach works when sieve-complete spaces are considered.     

On nonlinear distributional and impulsive Cauchy problems

In this paper, existence results are derived for the unique, smallest, greatest, minimal and maximal solutions of nonlinear distributional Cauchy problems. Dependence of solutions on the data is also studied. The obtained results are applied to impulsive differential equations. Main tools are fixed point results in function spaces and recently introduced concepts of regulated and continuous primitive integrals of distributions.     

RANDOMLY CONNECTED DYNAMICAL SYSTEMS ON BANACH SPACES

We give sufficient conditions for asymptotic stability of Markov operators governing the evolution of measures due to the action of randomly chosen dynamical systems on Banach spaces. We show that the existence of an invariant measure for the transition operator implies the existence of an invariant measure for a semigroup generated by the considered systems.     

On the complexity of expansive measures

We prove that the existence of positively expansive measures for continuous maps on compact metric spaces implies the existence of e 0 and a sequence of(m, e)-separated sets whose cardinalities go to infinite as m →∞. We then prove that maps exhibiting such a constant e and the positively expansive maps share some properties.     

Entropy differential metric, distance and divergence measures in probability spaces: A unified approach

The paper is devoted to metrization of probability spaces through the introduction of a quadratic differential metric in the parameter space of the probability distributions. For this purpose, a φ-entropy functional is defined on the probability space and its Hessian along a direction of the tangent space of the parameter space is taken as the metric. The distance between two probability distributions is computed as the geodesic distance induced by the metric. The paper also deals with three measures of divergence between probability distributions and their interrelationships.