On Invariance Factors and Invariance Vectors for Difference Equations

In this paper, the concept of invariance factors and invariance vectors to obtain invariants (or first integrals) for difference equations will be presented. It will be shown that all invariance factors and invariance vectors have to satisfy a functional equation. This concept turns out to be analogous to the concept of integrating factors and integrating vectors for ordinary differential equations.     

An invariance principle for discrete-time nonlinear systems

In this paper, we derive an invariance principle generalizing LaSalle's invariance principle for discrete-time nonlinear systems. Next, using the invariance principle, we develop a series of results relating stability, observability, and converse Lyapunov theorems for discrete-time nonlinear systems.     

On the invariance of index of semielliptical operator on the scale of anisotropic spaces

The paper is devoted to the questions of invariance of the index of a semielliptical operator on the scale of anisotropic spaces. A necessary and sufficient condition for the invariance of the index of a linear bounded operator on the embedded Hilbert spaces is obtained. This condition is applied to study the invariance of the index of a semielliptical operator. For a semielliptical operator a sufficient condition for the invariance of the index on the scale of anisotropic spaces is obtained.     

s-乘数收敛及其对可允许极拓扑的不变性

在局部凸空间中给出了s-乘数收敛性成为全程不变性的充分条件和必要条件,s-乘数收敛性成为对偶不变性的充分条件.并证明了c-乘数收敛不是对偶不变性.     

Statistical morphisms and related invariance properties

Our aim is to investigate a way to characterize the elements of a statistical manifold (the metric and the family of connections) using invariance properties suggested by Le Cam's theory of experiments. We distinguish the case where the statistical manifold is flat. Then, there naturally exists an entropy and it is proven that experiment invariance is equivalent to entropy invariance. If the statistical manifold is not flat, we introduce a notion of local invariance of selected order associated to the asymptotic (on n observations, n tending to infinity) expansion of the power of the Neymann Pearson test in a contiguous neighborough of some point. This invariance provides a substantial number of morphisms. This was not always true for the entropy invariance: particularly, the case of Gaussian experiments is investigated where it can be proven that entropy invariance does not characterize a metric or a family of connections.     

An invariance property of quadratic forms in random vectors with a selection distribution,with application to sample variogram and covariogram estimators

We study conditions under which an invariance property holds for the class of selection distributions. First, we consider selection distributions arising from two uncorrelated random vectors. In that setting, the invariance holds for the so-called C{\cal{C}} -class and for elliptical distributions. Second, we describe the invariance property for selection distributions arising from two correlated random vectors. The particular case of the distribution of quadratic forms and its invariance, under various selection distributions, is investigated in more details. We describe the application of our invariance results to sample variogram and covariogram estimators used in spatial statistics and provide a small simulation study for illustration. We end with a discussion about other applications, for example such as linear models and indices of temporal/spatial dependence.     

Weighted Invariance Principle for Banach Space-Valued Random Variables

A weighted weak invariance principle for nonseparable Banach space-valued functions is described via asymptotic behavior of a weighted Wiener process. It is proved that, unlike the usual weak invariance principle, the weighted variant cannot be characterized via validity of a central limit theorem in a Banach space. A strong invariance principle is introduced in the present context and used to prove the weighted weak invariance principle that we seek herewith. The result then is applied to empirical processes.     

强不变原理与完全收敛性的统一形式

本文建立了强不变原理与完全收效性的统一形式，得到了用强不变原理研究完全收敛性的方法，前人许多关于强不交原理和完全收敛性的结论是本文的推论．     

Flow Invariance on Stratified Domains

This paper studies conditions for invariance of dynamical systems on stratified domains as originally introduced by Bressan and Hong. We establish Hamiltonian conditions for both weak and strong invariance of trajectories on systems with non-Lipschitz data. This is done via the identification of a new multifunction, the essential velocity multifunction. Properties of this multifunction are investigated and used to establish the relevant invariance criteria.     

约束Birkhoff系统的形式不变性

约束Birkhoff系统的形式不变性是约束Birkhoff方程在无限小变换下的一种不变性。给出约束Birkhoff系统形式不变性的定义与判据,并研究了这种形式不变性与Noether对称性之间的关系。     

变质量非完整系统的形式不变性与Lie对称性

研究变质量非完整系统的形式不变性和Lie对称性．给出变质量非完整系统在无限小变换下形式不变性和Lie对称性的定义、判据及存在守恒量的定理,得到形式不变性和Lie对称性的关系,并举例说明结果的应用．     

Invariance principles for the law of the iterated logarithm under G-framework

We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm(LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation space, we also give an invariance principle for LIL. In some sense, this result is an extension of the classical Strassen's invariance principle to the case where probability measure is no longer additive. Furthermore,we give some examples as applications.     

Shift permutation invariance in linear random factor models

The objective of this paper is to consider shift invariance, a specific type of exchangeability, of random factors in linearmodels. The randomfactors are described via their covariance matrices and it is shown that shift invariance implies circular Toeplitz covariancematrices and marginally shift invariance implies block circular Toeplitz covariance matrices. In order to get interpretable linear models reparametrization is performed. It is shown that by putting restrictions on the spectrum of the shift invariant covariance matrices natural reparametrization conditions for the corresponding factors are obtained which then, among others, can be used to obtain unique parametrizations under shift invariance.      

AN INVARIANCE OF CDF EQUATION

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Invariance Principles for Autonomous Infinite Delay Difference Systems

The invariance principles for autonomous difference systems with infinite delay are established.As applications of the obtained invariance principles, criteria for asymptotic stability and asymptotic constancy of solutions are also given.     

Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature

Abstract

Thanks to the Stroock and Varadhan “Support Theorem” and under convenient regularity assumptions, stochastic viability problems are equivalent to invariance problems for control systems (also called tychastic viability), as it has been singled out by Doss in 1977 for instance. By the way, it is in this framework of invariance under control systems that problems of stochastic viability in mathematical finance are studied. The Invariance Theorem for control systems characterizes invariance through first‐order tangential and/or normal conditions whereas the stochastic invariance theorem characterizes invariance under second‐order tangential conditions. Doss's Theorem states that these first‐order normal conditions are equivalent to second‐order normal conditions that we expect for invariance under stochastic differential equations for smooth subsets. We extend this result to any subset by defining in an adequate way the concept of contingent curvature of a set and contingent epi‐Hessian of a function, related to the contingent curvature of its epigraph. This allows us to go one step further by characterizing functions the epigraphs of which are invariant under systems of stochastic differential equations. We shall show that they are (generalized) solutions to either a system of first‐order Hamilton‐Jacobi equations or to an equivalent system of second‐order Hamilton‐Jacobi equations.     

Comparison of quenched and annealed invariance principles for random conductance model

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.     

相对论Birkhoff系统的形式不变性与Noether守恒量

研究相对论Birkhoff系统的形式不变性,寻求系统的守恒量。在群的无限小变换下,给出相对论Birkhoff系统的形式不变性的定义和判剧。基于相对论Pfaff-Birkhoff-D'Alembert原理在群的无限小变换下的变形形式,建立相对论Birkhoff系统的Noether对称性理论。通过研究形式不变性与Noether对称性之间的关系,得到相对论Birkhoff系统的守恒量。研究结果表明:在一定的条件下,相对论Birkhoff系统的形式不变性导致Noether对称性的守恒量。     

A useful estimate in the multidimensional invariance principle

Summary An estimate of the convergence speed in the multidimensional invariance principle is obtained. Using this estimate, we can prove strong invariance principles for partial sums of independent not necessarily identically distributed multidimensional random vectors.     

Inference for the invariance of canonical analysis under linear transformations

Using a recent result about the invariance problem in linear canonical analysis (LCA), we introduce a criterion by means of which one can see if this invariance holds when the related random vectors are transformed by linear maps. Then, the estimation of this criterion is considered as well as the problem of testing for invariance of LCA. Particularly, a new test for additional information in canonical analysis is proposed and simulations are used to gain understanding of the finite sample performance of this test and to compare it with the likelihood ratio test.