Translation invariant spin-flip processes and nonuniqueness

Summary We define a translation invariant measure on the state space {–1, 1} and a set of strictly positive, continuous, attractive flip rates which are translation invariant, such that the corresponding martingale problem has more than one solution for -almost all initial states.     

Invariant density estimation

This paper is concerned with the existence of optimal estimators for the unknown density function, based on a finite number of independent observations. If the statistical problem given is invariant with respect to a certain transformation group, then the invariant density estimators form an essentially complete class of decision functions. If, in particular, the sample space is an Euclidean space and if the densities in question are with respect to Lebesgue measure, an optimal density estimator exists, which is symmetric in the observations and invariant under isometric transformations. If a sufficient sub--algebra exists, under additional conditions, only -measurable density estimators are to be considered.     

On non-singular transformations of a measure space. I

We consider a Lebesgue measure space (M, , m). By an automorphism of (M, , m) we mean a bi-measurable transformation of (M, , m) that together with its inverse is non-singular with respeot to m. We study an equivalence relation between these automorphisms that we call the weak equivalence. Two automorphisms S and T are weakly equivalent if there is an automorphism U such that for almost all x M U maps the S-orbit of x onto the T-orbit of U x. Ergodicity, the existence of a finite invariant measure, the existenoe of a -finite infinite invariant measure, and the non-existence of such measures are invariants of weak equivalenoe. In this paper and in its sequel we solve the problem of weak equivalenoe for a class of automorphisms that comprises all ergodic automorphisms that admit a -finite invariant measure, and also certain ergodic automorphisms that do not admit such a measure.     

Factorization of a rational matrix: The singular case

We study the problem of minimal factorization of an arbitrary rational matrix R(), i. e. where R() is not necessarily square or invertible. Following the definition of minimality used here, we show that the problem can be solved via a generalized eigenvalue problem which will be singular when R() is singular. The concept of invariant subspace, which has been used in the solution of the minimal factorization problem for regular matrices, is now replaced by a reducing subspace, a recently introduced concept which is a logical extension of invariant and deflating subspaces to the singular pencil case.     

Translation invariant valuations in the space of planes

The paper is related to the problem of measure generation in the space IE of planes in IR ³ by combinatorial, translation invariant valuations. General results concerning that problem have been derived in 1994 and 1996 (this journal vol. 31, no. 4. and vol. 33, no. 4, respectively). The purpose of the present article is to give a proof of two geometrical identities on which the theorem on valuations in the space IE can be based. The article consists of the motivational first part that contains the basic concepts from the theory of combinatorial valuations and measure generation in IE, and the second that gives a proof of the identities in question.     

Gibbs <Emphasis Type="Italic">u</Emphasis>-states for the foliated geodesic flow and transverse invariant measures

This paper is devoted to the study of Gibbs u-states for the geodesic flow tangent to a foliation F of a manifold M having negatively curved leaves. By definition, they are the probability measures on the unit tangent bundle to the foliation that are invariant under the foliated geodesic flow and have Lebesgue disintegration in the unstable manifolds of this flow. p]On the one hand we give sufficient conditions for the existence of transverse invariant measures. In particular we prove that when the foliated geodesic flow has a Gibbs su-state, i.e. an invariant measure with Lebesgue disintegration both in the stable and unstable manifolds, then this measure has to be obtained by combining a transverse invariant measure and the Liouville measure on the leaves. p]On the other hand we exhibit a bijective correspondence between the set of Gibbs u-states and a set of probability measure on M that we call φ ^u -harmonic. Such measures have Lebesgue disintegration in the leaves and their local densities have a very specific form: they possess an integral representation analogue to the Poisson representation of harmonic functions.     

Isomorphism and Measure Rigidity for Algebraic Actions on Zero-Dimensional Groups

We consider mixing ^d-actions on compact zero-dimensional abelian groups by automorphisms. Rigidity of invariant measures does not hold for such actions in general; we present conditions which force an invariant measure to be Haar measure on an affine subset. This is applied to isomorphism rigidity for such actions. We develop a theory of halfspace entropies which plays a similar role in the proof to that played by invariant foliations in the proof of rigidity for smooth actions.     

On the existence of an invariant measure for Markov-Feller operators

Let X be a Polish space and P a Markov operator acting on the space of Borel measures on X. We will prove the existence of an invariant measure with respect to P, provided that P satisfies some condition of a Prokhorov type and that the family of functions is equi-continuous with respect to the Prokhorov distance at some point of the space X. Moreover, we will construct a counterexample which show that the above equi-continuity condition cannot be dropped.     

On the absence of invariant measures with locally maximal entropy for a class of shifts of finite type

We prove that for a class of shifts of finite type, , any invariant measure which is not a measure of maximal entropy can be perturbed a small amount in the weak* topology to an invariant measure of higher entropy. Namely, there are no invariant measures which are strictly local maxima for the entropy function.

     

The critical contact process seen from the right edge

Summary Durrett (1984) proved the existence of an invariant measure for the critical and supercritical contact process seen from the right edge. Galves and Presutti (1987) proved, in the supercritical case, that the invariant measure was unique, and convergence to it held starting in any semi-infinite initial state. We prove the same for the critical contact process. We also prove that the process starting with one particle, conditioned to survive until timet, converges to the unique invariant measure ast.Partially supported by the National Science FoundationPartially supported by the National Science Foundation, the National Security Agency, and the Army Research Office through the Mathematical Sciences Institute at Cornell University     

A stationary Fleming–Viot type Brownian particle system

We consider a system \({\{X_1,\ldots,X_N\}}\) of N particles in a bounded d-dimensional domain D. During periods in which none of the particles \({X_1,\ldots,X_N}\) hit the boundary \({\partial D}\) , the system behaves like N independent d-dimensional Brownian motions. When one of the particles hits the boundary \({\partial D}\) , then it instantaneously jumps to the site of one of the remaining N ? 1 particles with probability (N ? 1)^?1. For the system \({\{X_1,\ldots,X_N\}}\) , the existence of an invariant measure \({\nu\mskip-12mu \nu}\) has been demonstrated in Burdzy et al. [Comm Math Phys 214(3):679–703, 2000]. We provide a structural formula for this invariant measure \({\nu\mskip-12mu \nu}\) in terms of the invariant measure m of the Markov chain \({\xi}\) which returns the sites the process \({X:=(X_1,\ldots,X_N)}\) jumps to after hitting the boundary \({\partial D^N}\) . In addition, we characterize the asymptotic behavior of the invariant measure m of \({\xi}\) when N → ∞. Using the methods of the paper, we provide a rigorous proof of the fact that the stationary empirical measure processes \({\frac1N\sum_{i=1}^N\delta_{X_i}}\) converge weakly as N → ∞ to a deterministic constant motion. This motion is concentrated on the probability measure whose density with respect to the Lebesgue measure is the first eigenfunction of the Dirichlet Laplacian on D. This result can be regarded as a complement to a previous one in Grigorescu and Kang [Stoch Process Appl 110(1):111–143, 2004].     

Weak solutions to stochastic porous media equations

A stochastic version of the porous medium equation is studied. The corresponding Kolmogorov equation is solved in a space where is an invariant measure. Then a weak solution, that is a solution in the sense of the corresponding martingale problem, is constructed.     

On mixing in infinite measure spaces

Summary Two concepts of mixing for null-preserving transformations are introduced, both coinciding with (strong) mixing if there is a finite invariant measure. The authors believe to offer the correct answer to the old problem of defining mixing in infinite measure spaces. A sequence of sets is called semiremotely trivial if every subsequence contains a further subsequence with trivial remote -algebra (=tail -field). A transformation T is called mixing if (T ^–n A) is semiremotely trivial for every set A of finite measure; completely mixing if this is true for every measurable A. Thus defined mixing is exactly the condition needed to generalize certain theorems holding in finite measure case. For invertible non-singular transformations complete mixing implies the existence of a finite equivalent invariant mixing measure. If no such measure exists, complete mixing implies that for any two probability measures ₁,₂, in total variation norm.Research of this author is supported by the National Science Foundation (U.S.A.) under grant GP 7693.     

Generic points for dynamical systems with average shadowing

We study the Besicovitch pseudometric \(D_B\) for compact dynamical systems. The set of generic points of ergodic measures turns out to be closed with respect to \(D_B\). It is proved that the weak specification property implies the average asymptotic shadowing property and the latter property does not imply the former one nor the almost specification property. Furthermore an example of a proximal system with the average shadowing property is constructed. It is proved that to every invariant measure \(\mu \) of a compact dynamical system one can associate a certain asymptotic pseudo orbit such that any point asymptotically tracing in average that pseudo orbit is generic for \(\mu \). A simple consequence of the theory presented is that every invariant measure has a generic point in a system with the asymptotic average shadowing property.     

On the distribution of periodic points for β-shifts

It is shown that for -shifts the periodic points are uniformly distributed with respect to the unique measure of maximal entropy, and that the invariant measures with support on a single periodic orbit are dense in the space of all invariant measures. Dedicated to Prof. Dr. E. Hlawka on the occasion of his 60th birthday     

A Note on the Best Invariant Estimator of a Distribution Function Under the Kolmogorov-Smirnov Loss

For the invariant decision problem of estimating a continuous distribution function with the Kolmogorov-Smirnov loss within the class of proper– distribution functions, it is proved that the sample distribution function is the best invariant estimator only for the sample size n = 1 and 2. Further it is shown that the best invariant estimator is minimax. Exact jumps of the best invariant estimator are derived for n 4.     

On the structure of stationary flat processes. III

Summary For arbitrary k and d with 1 k < d, sufficient conditions in terms of the second order moment measure are found for a stationary random measure in the space of k-flats in R ^d to be a.s. invariant. Some of these conditions are further shown to be almost sharp, in the sense of being nearly fulfilled for a certain class of stationary random measures which fail to be invariant. The latter results are based on estimates of the distributions under the homogeneous probability measure of certain rotational invariants for pairs of linear subspaces.     

Dimension of hyperbolic measures of random diffeomorphisms

We consider dynamics of compositions of stationary random diffeomorphisms. We will prove that the sample measures of an ergodic hyperbolic invariant measure of the system are exact dimensional. This is an extension to random diffeomorphisms of the main result of Barreira, Pesin and Schmeling (1999), which proves the Eckmann-Ruelle dimension conjecture for a deterministic diffeomorphism.

     

Invariante und strenge Tests

Summary Using an idea of Kiefer [5] it is proved that an invariant and most stringent test as introduced by Schaafsma [7] exists, if the test problem is invariant under a solvable group of measurable transformations. Considering a test problem of Ajne [1] for uniformity of a circular distribution it is shown, however, that in this case is an invariant and most stringent size- test.