Measurability of inverses of random operators and existence theorems

Let (Ω,B,μ) be ameasure space andX a separable Hubert space. LetT be a random operator from Ω ×X intoX. In this paper we investigate the measurability ofT ^-1. In our main theorems we show that ifT is a separable random operator withT(w) almost sure invertible and monotone and demicontinuous thenT ^-1is also a random operator. As an application of this we give an existence theorem for random Hammerstein operator equation.     

Hypercontraction principle and random multilinear forms

Summary We study a Banach space valued random multilinear forms in independent real random variables extensively using the concept of hypercontractive maps between L ^q-spaces. We show that multilinear forms share with linear forms a lot of properties, like comparability of L ^q-,L ⁰-and almost sure convergence.This author's contribution to a revision of this paper was supported by AFOSR Grant No. F49620 85C 0144     

Invariance principle for associated random fields

In 1984, C. M. Newman posed the problem of proving the invariance principle in distribution for associated random fields (i. e., fields satisfying the so-called FKG-inequalities)X={X_j, j∈Z^d} when d≥3. The solution of this problem for wide-sense stationary associated random fields is obtained here under slightly more restrictive conditions than those used by C. M. Newman and A. L. Wright for the strictly stationary case where d=1 and d=2. Partially supported by the Russian Foundation for Fundamental Research (grant No. 93-01-01454). Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russia, 1995, Part I.     

On symmetric random walks with random conductances on ℤ d

We study models of continuous time, symmetric, ℤ^d-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We consider the case of independent conductances with a polynomial tail near 0 and obtain precise asymptotics for the annealed return probability and convergence times for the random walk confined to a finite box.     

Large deviations for Gibbs random fields

A large deviation principle for Gibbs random fields on Z^d is proven and a corresponding large deviations proof of the Gibbs variational formula is given. A generalization of the Lanford theory of large deviations is also obtained.This work was partially supported by NSF-DMR81-14726     

Properties of the random search in global optimization

From theorems which we prove about the behavior of gaps in a set ofN uniformly random points on the interval [0, 1], we determine properties of the random search procedure in one-dimensional global optimization. In particular, we show that the uniform grid search is better than the random search when the optimum is chosen using the deterministic strategy, that a significant proportion of large gaps are contained in the uniformly random search, and that the error in the determination of the point at which the optimum occurs, assuming that it is unique, will on the average be twice as large using the uniformly random search compared with the uniform grid. In addition, some of the properties of the largest gap are verified numerically, and some extensions to higher dimensions are discussed. The latter show that not all of the conclusions derived concerning the inadequacies of the one-dimensional random search extend to higher dimensions, and thaton average the random search is better than the uniform grid for dimensions greater than 6.This paper is based on work started in the Statistics Department of Princeton University when the first author was visiting as a Research Associate. Part of this research was supported by the Office of Naval Research, Contract No. 0014-67-A-0151-0017, and by the US Army Research Office—Durham, Contract No. DA-31-124-ARO-D-215.2 The authors wish to thank B. Omodei for his careful work in preparing the programs for the results of Figs. 1–2 and Table 1. The computations were performed on the IBM 360/50 of the Australian National University's Computer Centre. Thanks are also due to R. Miles for suggestions regarding the extension of the results to multidimensional regions, and to P. A. P. Moran and R. Brent for suggestions regarding the evaluation of the integral ₀ ¹ ... ^0/1 (x ₁ ² + ... +x _n ^/2 )^1/2 dx ₁ ...dx _n.     

On the random conjugate spaces of a random locally convex module

Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally suitable for the current development of the theory of random conjugate spaces. In this process, we also obtain a somewhat surprising and crucial result: if the base (Ω, F , P ) of a random normed module is nonatomic then the random normed module is a totally disconnected topological space when it is endowed with the locally L0 -convex topology.     

Some random approximations and random fixed point theorems for 1-set-contractive random operators

In this paper, we will prove that the random version of Fan's Theorem (Math. Z. 112 (1969), 234-240) is true for 1-set-contractive random operator , where is a weakly compact separable closed ball in a Banach space and is a measurable space. This class of 1-set-contractive random operator includes condensing random operators, semicontractive random operators, LANE random operators, nonexpansive random operators and others. As applications of our theorems, some random fixed point theorems of non-self-maps are proved under various well-known boundary conditions.

     

Equivalence of renewal sequences and isomorphism of random walks

We show that centred aperiodic random walks on ℤ ^d whose jump random variables are inL ²√log⁺ L have equivalent renewal sequences. An isomorphism theorem is deduced. Research was done while the author was visiting the Centre de Physique Theorique, Luminy-Marseille, France. Research supported by NSF Grant DMS 91-00725.     

Gibbsianness of fermion random point fields

We consider fermion (or determinantal) random point fields on Euclidean space ℝ^d. Given a bounded, translation invariant, and positive definite integral operator J on L²(ℝ^d), we introduce a determinantal interaction for a system of particles moving on ℝ^d as follows: the n points located at x₁,· · ·,x_n ∈ ℝ^d have the potential energy given by where j(x−y) is the integral kernel function of the operator J. We show that the Gibbsian specification for this interaction is well-defined. When J is of finite range in addition, and for d≥2 if the intensity is small enough, we show that the fermion random point field corresponding to the operator J(I+J)⁻¹ is a Gibbs measure admitted to the specification.     

On exponential and other random variable generators

G. Marsaglia [6] proposed a new method for generating exponential random variables. In this note, his method is modified and generalized for generating χ² random variables with even degrees of freedom. Remarks refer to general χ² and normal random variable generators.     

Improper colouring of (random) unit disk graphs

For any graph G, the k-improper chromatic numberχ^k(G) is the smallest number of colours used in a colouring of G such that each colour class induces a subgraph of maximum degree k. We investigate χ^k for unit disk graphs and random unit disk graphs to generalise results of McDiarmid and Reed [Colouring proximity graphs in the plane, Discrete Math. 199(1-3) (1999) 123-137], McDiarmid [Random channel assignment in the plane, Random Structures Algorithms 22(2) (2003) 187-212], and McDiarmid and Müller [On the chromatic number of random geometric graphs, submitted for publication].     

Anomalous behaviour for the random corrections to the cumulants of random walks in fluctuating random media

The Central Limit Theorem for a model of discrete-time random walks on the lattice ℤ^ν in a fluctuating random environment was proved for almost-all realizations of the space-time nvironment, for all ν > 1 in [BMP1] and for all ν≥ 1 in [BBMP]. In [BMP1] it was proved that the random correction to the average of the random walk for ν≥ 3 is finite. In the present paper we consider the cases ν = 1,2 and prove the Central Limit Theorem as T→∞ for the random correction to the first two cumulants. The rescaling factor for theaverage is for ν = 1 and (ln T), for ν=2; for the covariance it is , ν = 1,2. Received: 25 November 1999 / Revised version: 7 June 2000 / Published online: 15 February 2001     

Multivariate operator-self-similar random fields

Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields X={X(t),t∈R^d} with values in R^m are constructed by utilizing homogeneous functions and stochastic integral representations.     

Level crossing probabilities II: Polygonal recurrence of multidimensional random walks

In part I we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is O(n−1/2). In higher dimensions we call a random walk ‘polygonally recurrent’ if there is a bounded set, hit by infinitely many of the straight lines between two consecutive sites a.s. The above estimate implies that three-dimensional random walks with independent components are polygonally transient. Similarly a directionally reinforced random walk on Z³ in the sense of Mauldin, Monticino and von Weizsäcker [R.D. Mauldin, M. Monticino, H. von Weizsäcker, Directionally reinforced random walks, Adv. Math. 117 (1996) 239-252] is transient. On the other hand, we construct an example of a transient but polygonally recurrent random walk with independent components on Z².     

Transforms of pseudo-Boolean random variables

As in earlier works, we consider {0,1}ⁿ as a sample space with a probability measure on it, thus making pseudo-Boolean functions into random variables. Under the assumption that the coordinate random variables are independent, we show it is very easy to give an orthonormal basis for the space of pseudo-Boolean random variables of degree at most k. We use this orthonormal basis to find the transform of a given pseudo-Boolean random variable and to answer various least squares minimization questions.     

An almost sure invariance principle for random walks in a space-time random environment

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance principle and considering environments with an L² averaged drift. We also state an a.s. invariance principle for random walks in general random environments whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain. T. Sepp?l?inen was partially supported by National Science Foundation grant DMS-0402231.     

Critical behavior in inhomogeneous random graphs

We study the critical behavior of inhomogeneous random graphs in the so‐called rank‐1 case, where edges are present independently but with unequal edge occupation probabilities. The edge occupation probabilities are moderated by vertex weights, and are such that the degree of vertex i is close in distribution to a Poisson random variable with parameter w_i, where w_i denotes the weight of vertex i. We choose the weights such that the weight of a uniformly chosen vertex converges in distribution to a limiting random variable W. In this case, the proportion of vertices with degree k is close to the probability that a Poisson random variable with random parameter W takes the value k. We pay special attention to the power‐law case, i.e., the case where \begin{align*}{\mathbb{P}}(W\geq k)\end{align*} is proportional to k^‐(τ‐1) for some power‐law exponent τ > 3, a property which is then inherited by the asymptotic degree distribution. We show that the critical behavior depends sensitively on the properties of the asymptotic degree distribution moderated by the asymptotic weight distribution W. Indeed, when \begin{align*}{\mathbb{P}}(W > k) \leq ck^{-(\tau-1)}\end{align*} for all k ≥ 1 and some τ > 4 and c > 0, the largest critical connected component in a graph of size n is of order n^2/3, as it is for the critical Erd?s‐Rényi random graph. When, instead, \begin{align*}{\mathbb{P}}(W > k)=ck^{-(\tau-1)}(1+o(1))\end{align*} for k large and some τ∈(3,4) and c > 0, the largest critical connected component is of the much smaller order n^{(τ‐2)/(τ‐1)}. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 42, 480–508, 2013     

Double roots of random littlewood polynomials

We consider random polynomials whose coefficients are independent and uniform on {-1, 1}. We prove that the probability that such a polynomial of degree n has a double root is o(n^-2) when n+1 is not divisible by 4 and asymptotic to \(1/\sqrt 3 \) otherwise. This result is a corollary of a more general theorem that we prove concerning random polynomials with independent, identically distributed coefficients having a distribution which is supported on {-1, 0, 1} and whose largest atom is strictly less than \(\frac{{8\sqrt 3 }}{{\pi {n^2}}}\). In this general case, we prove that the probability of having a double root equals the probability that either -1, 0 or 1 are double roots up to an o(n^-2) factor and we find the asymptotics of the latter probability.     

Infinite partitions of random graphs

We determine the set of canonical equivalence relations on [G]ⁿ, where G is a random graph, extending the result of Erd?s and Rado for the integers to random graphs.