The invariance principle for Banach space valued random variables

We extend the invariance principle to triangular arrays of Banach space valued random variables, and as an application derive the invariance principle for lattices of random variables. We also point out how the q-dimensional time parameter Yeh-Wiener process is naturally related to a one dimensional time Wiener process with an infinite dimensional Banach space as a state space.     

An almost sure invariance principle for triangular arrays of banach space valued random variables

Summary We give a simpler proof of the probability invariance principle for triangular arrays of independent identically distributed random variables with values in a separable Banach space, recently proved by de Acosta [1], and improve this result to an almost sure invariance principle.     

Intrinsic Localization of Frames

Several concepts for the localization of a frame are studied. The intrinsic localization of a frame is defined by the decay properties of its Gramian matrix. Our main result asserts that the canonical dual frame possesses the same intrinsic localization as the original frame. The proof relies heavily on Banach algebra techniques, in particular on recent spectral invariance properties for certain Banach algebras of infinite matrices. Intrinsically localized frames extend in a natural way to Banach frames for a class of associated Banach spaces which are defined by weighted ℓ^p-coefficients of their frame expansions. As an example, the time--frequency concentration of distributions is characterized by means of localized (nonuniform) Gabor frames.     

Weighted pseudo almost automorphic functions and WPAA solutions to semilinear evolution equations

In this paper, we reveal several basic properties about nonlinear vector-valued weighted pseudo almost automorphic functions, including equivalence, completeness, translation invariance, composition theorem, and convolution theorem of these functions. We also give some concrete examples to illustrate our results. Finally, we obtain a new existence theorem of nonlinear weighted pseudo almost automorphic solutions for semilinear evolution equations in Banach spaces.     

An invariance principle for lattices of dependent random variables

Summary It is shown that for -mixing arrays of Banach space valued random vectors the central limit theorem implies the invariance principle. Applying this result to lattices of random variables a higher dimensional invariance principle under dependence assumptions is obtained.Dedicated to Professor Leopold Schmetterer     

随机变量部分和乘积的广义弱不变原理

考虑独立但不同分布的正随机变量序列,建立了关于部分和乘积的弱不变原理的一个普遍性结果,推广和改进了由Matula和Stepien在2009年以及Rempala和Wesolowski在2002年获得的弱不变原理.     

Perron-Frobenius and Krein-Rutman theorems for tangentially positive operators

We study several aspects of a generalized Perron-Frobenius and Krein-Rutman theorems concerning spectral properties of a (possibly unbounded) linear operator on a cone in a Banach space. The operator is subject to the so-called tangency or weak range assumptions implying the resolvent invariance of the cone. The further assumptions rely on relations between the spectral and essential spectral bounds of the operator. In general we do not assume that the cone induces the Banach lattice structure into the underlying space.     

Asymptotic Stability in an Epidemic System

Using the invariance principle in a Banach space with less restriction, we discuss the asymptotic behaviour of an integro-differential equation with infinite delay which is an infection disease model. It is proved that the equilibria are globally asymptotic stable if the parameters fit some relation and the integral kern satisfies a convergence condition.     

A weak Grothendieck compactness principle

The Grothendieck compactness principle states that every norm compact subset of a Banach space is contained in the closed convex hull of a norm null sequence. In this article, an analogue of the Grothendieck compactness principle is considered when the norm topology of a Banach space is replaced by its weak topology. It is shown that every weakly compact subset of a Banach space is contained in the closed convex hull of a weakly null sequence if and only if the Banach space has the Schur property.     

关于加权不变原理的一个注记

在这个注记中我们将关于平稳过程的Davydov弱不变原理推广到长记忆无穷滑动平均过程的加权部分和过程,文中还给出了一些不限于滑动平均过程的一般长记忆时间序列的加权部分和过程增量的二阶矩的边界,这些边界将有助于证明这些过程关于一致度量的胎紧性.作为连续映射定理的一个结果, 我们也导出了一些随机变量函数的概率边界.     

Asymptotic results for the empirical process of stationary sequences

We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.     

Sobolev type embedding and weak solutions with a prescribed singular set

New Sobolev type embeddings for some weighted Banach spaces are established. Using such embeddings and the singular positive radial entire solutions, we construct singular positive weak solutions with a prescribed singular set for a weighted elliptic equation. Our main results in this paper also provide positive weak solutions with a prescribed singular set to an equation with Hardy potential.     

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.     

Bloch,Besov and Dirichlet Spaces of Slice Hyperholomorphic Functions

In this paper we begin the study of some important Banach spaces of slice hyperholomorphic functions, namely the Bloch, Besov and weighted Bergman spaces, and we also consider the Dirichlet space, which is a Hilbert space. The importance of these spaces is well known, and thus their study in the framework of slice hyperholomorphic functions is relevant, especially in view of the fact that this class of functions has recently found several applications in operator theory and in Schur analysis. We also discuss the property of invariance of these function spaces with respect to Möbius maps by using a suitable notion of composition.     

A weak stochastic integral in Banach space with application to a linear stochastic differential equation

Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theorem involving scalar Wiener processes is given for such processes. A weak stochastic integral for Banach spaces involving a cylindrical Wiener process as integrator and an operator-valued stochastic process as integrand is defined. Basic properties of this integral are stated and proved.A class of linear, time-invariant, stochastic differential equations in real, separable, reflexive Banach spaces is formulated in such fashion that a solution of the equation is a cylindrical process. An existence and uniqueness theorem is proved. A stochastic version of the problem of heat conduction in a ring provides an example.Research supported by National Science Foundation under Grant No. ECS-8005960.     

Parallel and bootstrapped stochastic approximation

Parallelization of stochastic approximation procedures can reduce computation and total observation time of a system. Concerning the number of all observations used by the pure sequential and the suggested parallel method a weak invariance principle implies the asymptotic equivalence of both methods. A loglog invariance principle and a rate of a.s. convergence result describe the pathwise properties. Due to the parallel design asymptotic confidence regions can readily be constructed either by computing the bootstrap distribution or the Gaussian limit distribution determined by the empirical covariance     

A mesh-independence principle for operators equations and the Steffensen method

In this study we prove the mesh-independence principle via Steffensen’s method. This principle asserts that when Steffensen’s method is applied to a nonlinear equation between some Banach spaces, as well as to some finite-dimensional discretization of that equation, then the behavior of the discretized process is asymptotically the same as that for the original iteration. Local and semilocal convergence results as well as an error analysis for Steffensen’s method are also provided.     

Invariance principles for iterated maps that contract on average

We consider iterated function schemes that contract on average. Using a transfer operator approach, we prove a version of the almost sure invariance principle. This allows the system to be modelled by a Brownian motion, up to some error term. It follows that many classical statistical properties hold for such systems, such as the weak invariance principle and the law of the iterated logarithm.

     

U-statistics in danach spaces

U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are established     

Invariance principles for sums of Banach space valued random elements and empirical processes

Summary Almost sure and probability invariance principles are established for sums of independent not necessarily measurable random elements with values in a not necessarily separable Banach space. It is then shown that empirical processes readily fit into this general framework. Thus we bypass the problems of measurability and topology characteristic for the previous theory of weak convergence of empirical processes.Both authors were partially supported by NSF grants. This work was done while the second author was visiting the M.I.T. Mathematics Department