Coupling and convergence of random elements,processes, and regenerative processes

The paper starts by proving that a sequence of random elements can be coupled in such a way that the random elements eventually coincide if and only if liminf of their densities is a density. It continues with a survey of some general coupling theory for stochastic processes and applications to wide sense regenerative processes and Palm theory. Finally, a successful coupling and -coupling of wide sense regenerative processes is constructed without assuming that the inter-regeneration times have finite mean.     

Gaussian random fields,infinite dimensional Ornstein-Uhlenbeck processes,and symmetric Markov processes

A general treatment of infinite dimensional Ornstein-Uhlenbeck processes (OUPs) is presented. Emphasis is put on their connection with ordinary Gaussian random fields, and OUPs as symmetric Markov processes. We also discuss the relation to second quantisation and Gaussian Markov random fields.Supported in part by the Swedish Natural Science Research Council, NFR.     

Inference for thinned point processes, with application to Cox processes

Given i.i.d. point processes N₁, N₂,…, let the observations be p-thinnings N′₁, N′₂,…, where p is a function from the underlying space E (a compact metric space) to [0, 1], whose interpretation is that a point of N_i at x is retained with probability p(x) and deleted with probability 1−p(x). Strongly consistent estimators of the thinning function p and the Laplace functional L_N(f) = E[e^−N(f)] of the N_i are constructed; associated “central limit” properties are given. Tests are presented, for the case when the N_i and N′_i are both observable, of the hypothesis that the N′_i are p-thinnings of the N_i. State estimation techniques are developed for the case where the N_i are Cox processes directed by unobservable random measures M_i; these techniques yield minimum mean-squared error estimators, based on observation of only the thinned processes N′_i of the N_i and the directing measures M_i. Limit theorems for empirical Laplace functionals of point processes are given.     

Poisson point processes,excursions and stable processes in two-dimensional structures

Itô’s contributions lie at the root of stochastic calculus and of the theory of excursions. These ideas are also very useful in the study of conformally invariant two-dimensional structures, via conformal loop ensembles, excursions of Schramm–Loewner evolutions and Poisson point processes of Brownian loops.     

Thinning of point processes,revisited

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Symmetrization, symmetric stable processes, and Riesz capacities

Let be a symmetric -stable process killed on exiting an open subset of . We prove a theorem that describes the behavior of its transition probabilities under polarization. We show that this result implies that the probability of hitting a given set in the complement of in the first exit moment from increases when and are polarized. It can also lead to symmetrization theorems for hitting probabilities, Green functions, and Riesz capacities. One such theorem is the following: Among all compact sets in with given volume, the balls have the least -capacity ( ).

     

Numeration systems,fractals and stochastic processes

A numeration system Ω is a compactification of the set of real numbers keeping the actions of addition and positive multiplication in a natural way. That is, Ω is a compact metrizable space with #Ω≥2 to which ℝ acts additively andG acts multiplicatively satisfying the distributive law, whereG is a nontrivial closed multiplicative subgroup of ℝ₊. Moreover, the additive action is minimal and uniquely ergodic with 0-topological entropy, while the multiplication by λ has |log λ|-topological entropy attained uniquely by the unique invariant probability measure under the additive action. We construct Ω as above as a colored tiling space corresponding to a weighted substitution. This framework contains especially the substitution dynamical systems and β-transformation systems with periodic expansion of 1, both of which have discreteG. It also contains systems withG=ℝ₊. We study α-homogeneous cocycles on it with respect to the addition. They are interesting from the point of view of fractal functions or sets as well as self-similar processes. We obtain the zeta-functions of Ω with respect to the multiplication.     

Stochastic integrals for nonprevisible,multiparameter processes

We develop a general theory for stochastic integrals of generalized stochastic processesX(t), depending on multidimensional time, within the framework of the space of Wiener distributions (D ^*).     

Characterization of vector valued,gaussian, stationary,markov processes

We extend an old result by Doob characterizing real-valued, Gaussian, stationary, Markov processes to the vector case. In this case a deterministic component appears that consists of a system of harmonic oscillators while the random part is a collection of independent oscillator processes, modulo linear changes of coordinates.     

Convexity,monotonicity, and gradient processes in Hilbert space

It is shown that in Hilbert spaces the gradient maps of convex functionals with uniformly bounded continuous second Frechét derivatives satisfy monotonicity conditions that insure that some convex combination of the identity, I, and I ? ▽f is either strictly contractive or at worst nonexpansive. This result leads to a complete resolution of the convergence question for a large class of associated gradient processes. In particular, weak convergence of the successive approximation sequence is established even in the singular case where f″ is not strictly positive at critical points of f.     

Optimal structure criteria for discrete,multistage processes

A general structure for discrete, multistage chemical processes is formulated so that a large class of possible process structures result from the variation of a finite set of structure variables. First-order criteria for stationary extrema with respect to these structure variables are derived. It is shown that the dimension of optimal structure problems can be reduced significantly.The authors would like to acknowledge and express their appreciation of the many cogent suggestions, discussion, and criticisms of Professor Roy Jackson, Rice University, Houston, Texas.     

Point processes of cylinders,particles and flats

Point processesX of cylinders, compact sets (particles), or flats inR ^d are mathematical models for fields of sets as they occur, e.g., in practical problems of image analysis and stereology. For the estimation of geometric quantities of such fields, mean value formulas forX are important. By a systematic approach, integral geometric formulas for curvature measures are transformed into density formulas for geometric point processes. In particular, a number of results which are known for stationary and isotropic Poisson processes of convex sets are generalized to nonisotropic processes, to non-Poissonian processes, and to processes of nonconvex sets. The integral geometric background (including recent results from translative integral geometry), the fundamentals of geometric point processes, and the resulting density formulas are presented in detail. Generalizations of the theory and applications in image analysis and stereology are mentioned shortly.     

partially observed control of markov processes,I

It is shown that to each partially observed control problem corresponds a completely observed separated problem, in the sense that the corresponding value functions are equal. This result, established in certain cases previously by Bismut and Fleming, is established here in general, in particular for diffusions. It is also shown that the corresponding measure-valued martingale problem is well posed for constant controls