Dynamic ℤ d -Random Walks in a Random Scenery: A Strong Law of Large Numbers

In this paper, we study a _d -random walk on nearest neighbours with transition probabilities generated by a dynamical system . We prove, at first, that under some hypotheses, verifies a local limit theorem. Then, we study these walks in a random scenery , a sequence of independent, identically distributed and centred random variables and show that for certain dynamic random walks, satisfies a strong law of large numbers.     

Asymptotic Recurrence and Waiting Times for Stationary Processes

Let be a discrete-valued stationary ergodic process distributed according to P and let x=(..., x _–1, x ₀, x ₁,...) denote a realization from X. We investigate the asymptotic behavior of the recurrence time R _n defined as the first time that the initial n-block reappears in the past of x. We identify an associated random walk, on the same probability space as X, and we prove a strong approximation theorem between log R _n and . From this we deduce an almost sure invariance principle for log R _n. As a byproduct of our analysis we get unified proofs for several recent results that were previously established using methods from ergodic theory, the theory of Poisson approximation and the analysis of random trees. Similar results are proved for the waiting time W _n defined as the first time until the initial n-block from one realization first appears in an independent realization generated by the same (or by a different) process.     

Multiple Wick Product Chaos Processes

Let u(x) xR ^q be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=. Let p _x, (·) be the density of an R ^q valued canonical normal random variable with mean x and variance and let {G _x, ; (x, )R ^q ×[0,1 ]} be the mean zero Gaussian process with covariance

Bounds for Non-Gaussian Approximations of U-Statistics

Let X, ,X ₁,...,X _n be i.i.d. random variables taking values in a measurable space ( ). Consider U-statistics of degree two

Geometry of \mathbb{Z}^d and the Central Limit Theorem for Weakly Dependent Random Fields

We study the asymptotic distribution of where A is a subset of , A _N = A[–N, N] ^d , v(A) = lim _N card(A _N) (2N+1) ^–d (0, 1) and X is a stationary weakly dependent random field. We show that the geometry of A has a relevant influence on the problem. More specifically, S _N(A, X) is asymptotically normal for each X that satisfies certain mixting hypotheses if and only if has a limit F(n; A) as N for each . We also study the class of sets A that satisfy this condition.     

Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition

For an exchangeable sequence of random variables valued in a Polish space, we obtain a necessary and sufficient condition for the large deviation principles of the occupation measure L _n :=(1/n) and of the process-level empirical measures.     

The Metric of Large Deviation Convergence

We construct a metric space of set functions ( , d) such that a sequence {P _n} of Borel probability measures on a metric space ( , d*) satisfies the full Large Deviation Principle (LDP) with speed {a _n} and good rate function I if and only if the sequence converges in ( , d) to the set function e ^–I . Weak convergence of probability measures is another special case of convergence in ( , d). Properties related to the LDP and to weak convergence are then characterized in terms of ( , d).     

More Randomness of Environment Does Not Always Slow Down a Random Walk

We consider a random walk on in a stationary and ergodic random environment, whose states are called types of the vertices of . We find conditions for which the speed of the random walk is positive. In the case of a Markov chain environment with finitely many states, we give an explicit formula for the speed and for the asymptotic proportion of time spent at vertices of a certain type. Using these results, we compare the speed of random walks on in environments of varying randomness.     

Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption

Let (X _t ) be a one dimensional diffusion corresponding to the operator , starting from x>0 and T ₀ be the hitting time of 0. Consider the family of positive solutions of the equation with (0, ), where . We show that the distribution of the h-process induced by any such is , for a suitable sequence of stopping times (S _M : M0) related to which converges to with M. We also give analytical conditions for , where is the smallest point of increase of the spectral measure associated to .     

Conditioned Diffusions which are Brownian Bridges

Let X _t be a one-dimensional diffusion of the form dX _t=dB _t+(X _t)dt. Let Tbe a fixed positive number and let be the diffusion process which is X _t conditioned so that X ₀=X _T=x. If the drift is constant, i.e., , then the conditioned diffusion process is a Brownian bridge. In this paper, we show the converse is false. There is a two parameter family of nonlinear drifts with this property.     

Nontrivial Phase Transition in a Continuum Mirror Model

We consider a Poisson point process on with intensity , and at each Poisson point we place a two sided mirror of random length and orientation. The length and orientation of a mirror is taken from a fixed distribution, and is independent of the lengths and orientations of the other mirrors. We ask if light shone from the origin will remain in a bounded region. We find that there exists a with 0 < < for which, if < , light leaving the origin in all but a countable number of directions will travel arbitrariliy far from the origin with positive probability. Also, if > , light from the origin will almost surely remain in a bounded region.     

A Constructive Proof of the Generalized Gelfand Isomorphism

Using an analog of the classical Frobenius recursion, we define the notion of a Frobenius -homomorphism. For , this is an ordinary ring homomorphism. We give a constructive proof of the following theorem. Let X be a compact Hausdorff space, the th symmetric power of X, and the algebra of continuous complex-valued functions on X with the sup-norm; then the evaluation map defined by the formula identifies the space with the space of all Frobenius -homomorphisms of the algebra into with the weak topology.     

On the Summing Property of the Sobolev Embedding Operators

We prove that the Sobolev embedding operator S _d,k,p : , where 1/s=1/p-k/d , is (v,1) -absolutely summing for appropriate v > 1 . The result is optimal for s 2 .     

Time-Localization of Random Distributions on Wiener Space

A nuclear space of distributions on Wiener space was constructed by Gorostiza and Nualart [10] as a framework for studying weak convergence of trajectorial fluctuations of particle systems. A basic problem in recovering the usual time-evolution results from the trajectorial ones consists in associating in a unique way an -valued process to a random distribution on by localizing it at each time t [0,1]. In this paper we solve this problem for a large class of random distributions which includes trajectorial fluctuation limits of some systems of diffusions.     

On Measure-Valued Processes Generated by Differential Equations

We study the problem of representation of a homogeneous semigroup { _t } _{t 0} of transformations of probability measures on in the form where satisfies a differential equation of a special form dependent on the measure . We give necessary and sufficient conditions for this representation.     

Nonuniqueness Sequences for Weighted Algebras of Holomorphic Functions in the Unit Circle

Suppose that is a system of continuous subharmonic functions in the unit disk and is the class of holomorphic functions f in such that log|f(z)| ≤ B _f p _f (z) + C _f , z ∈ , where B _f and C _f are constants and p _f ∈ . We obtain sufficient conditions for a given number sequence Λ = { λ_n} ⊂ to be a subsequence of zeros of some nonzero holomorphic function from , i.e., Λ is a nonuniqueness sequence for .__________Translated from Matematicheskie Zametki, vol. 77, no. 5, 2005, pp. 775–787.Original Russian Text Copyright ©2005 by L. Yu. Cherednikova.     

One-Dimensional Topologically Nontrivial Solutions in the Skyrme Model

We consider the Skyrme model using the explicit parameterization of the rotation group through elements of its algebra. Topologically nontrivial solutions already arise in the one-dimensional case because the fundamental group of is . We explicitly find and analyze one-dimensional static solutions. Among them, there are topologically nontrivial solutions with finite energy. We propose a new class of projective models whose target spaces are arbitrary real projective spaces .     

On the LIL for Self-Normalized Sums of IID Random Variables

Let be i.i.d. random variables and let, for each and . It is shown that a.s. whenever the sequence of self-normalized sums S _n /V _n is stochastically bounded, and that this limsup is a.s. positive if, in addition, X is in the Feller class. It is also shown that, for X in the Feller class, the sequence of self-normalized sums is stochastically bounded if and only if