The Martin boundary and completion of Markov chains

Summary In this paper we treat a time-symmetrical Martin boundary theory for continuous parameter Markov chains. This is done by reversing the time sense of a Markov chainX _t in such a way as to obtain a dual Markov chain , and considering the two chains together. Various relations between the Martin exit boundaries and of these processes are studied. The exit boundary of , is in a sense an entrance boundary forX _t and vice versa. After a natural identification of certain points in and one can topologizeI in such a way thatboth X _t and have standard modifications in this space which are right continuous, have left limits, and are strongly Markov.Research supported in part at Stanford University, Stanford, California under AFOSR 0049.     

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 .     

Time Difference on the Brownian Curve

Let X _t and Y _t be respectively the locations of the maximum and minimum, over [0, t], of a real-valued Wiener process. We establish limsup and liminf iterated logarithm laws for , the time difference between the maximum and the minimum, as well as for max(X _t, Y _t) and min(X _t, Y _t).     

Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

In this paper we study the behavior of sums of a linear process associated to a strictly stationary sequence with values in a real separable Hilbert space and are linear operators from H to H. One of the results is that satisfies the CLT provided are i.i.d. centered having finite second moments and . We shall provide an example which shows that the condition on the operators is essentially sharp. Extensions of this result are given for sequences of weak dependent random variables under minimal conditions.     

Spin Models and Strongly Hyper-Self-Dual Bose-Mesner Algebras

We introduce the notion of hyper-self-duality for Bose-Mesner algebras as a strengthening of formal self-duality. Let denote a Bose-Mesner algebra on a finite nonempty set X. Fix p X, and let and denote respectively the dual Bose-Mesner algebra and the Terwilliger algebra of with respect to p. By a hyper-duality of , we mean an automorphism of such that for all ; and is a duality of . is said to be hyper-self-dual whenever there exists a hyper-duality of . We say that is strongly hyper-self-dual whenever there exists a hyper-duality of which can be expressed as conjugation by an invertible element of . We show that Bose-Mesner algebras which support a spin model are strongly hyper-self-dual, and we characterize strong hyper-self-duality via the module structure of the associated Terwilliger algebra.     

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      

On the Connection Between Oriented Percolation and Contact Process

We study the contact process in ^d and a family of two-parametric oriented percolation models in ^d × ₊. It is proved that the derivative at the endpoint of the critical curve for percolation exists and its absolute value coincides with the critical rate for the corresponding contact process.     

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).     

Symmetric Distributions of Random Measures in Higher Dimensions

An infinite sequence of random variables X=(X ₁, X ₂,...) is said to be spreadable if all subsequences of X have the same distribution. Ryll-Nardzewski showed that X is spreadable iff it is exchangeable. This result has been generalized to various discrete parameter and higher dimensional settings. In this paper we show that a random measure on the tetrahedral space is spreadable, iff it can be extended to an exchangeable random measure on . The result is a continuous parameter version of a theorem by Kallenberg.     

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.     

K-Theory for the Banach Algebra of Operators on James''s Quasi-reflexive Banach Spaces

We prove that the K-groups of the Banach algebra of bounded, linear operators on the pth James space , where 1 < p < , are given by and . Moreover, for each Banach space and each non-zero, closed ideal contained in the ideal of inessential operators, we show that and . This enables us to calculate the K-groups of for each Banach space which is a direct sum of finitely many James spaces and -spaces.     

Auxiliary Problem Principle and Proximal Point Methods

An extension of the auxiliary problem principle to variational inequalities with non-symmetric multi-valued operators in Hilbert spaces is studied. This extension concerns the case that the operator is split into the sum of a single-valued operator , possessing a kind of pseudo Dunn property, and a maximal monotone operator . The current auxiliary problem is k constructed by fixing at the previous iterate, whereas (or its single-valued approximation ^k) k is considered at a variable point. Using auxiliary operators of the form ^k+ , with _k>0, the standard for the auxiliary problem principle assumption of the strong convexity of the function h can be weakened exploiting mutual properties of and h. Convergence of the general scheme is analyzed and some applications are sketched briefly.     

Divergence of a Random Walk Through Deterministic and Random Subsequences

Let {S _n} _n0 be a random walk on the line. We give criteria for the existence of a nonrandom sequence n _i for which respectively We thereby obtain conditions for to be a strong limit point of {S _n} or {S _n /n}. The first of these properties is shown to be equivalent to for some sequence a _i , where T(a) is the exit time from the interval [–a,a]. We also obtain a general equivalence between and for an increasing function fand suitable sequences n _i and a _i. These sorts of properties are of interest in sequential analysis. Known conditions for and (divergence through the whole sequence n) are also simplified.     

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

Brownian Martingales and Some New Results on Interpolation of Hardy Spaces

Let H₁( ) be the usual Hardy space on . We show that the couple (H₁( ), L( ) is a Calderón couple. This result immediately follows from the following stronger one: Given any fH₁( ) +L( ) there exist two linear operators U and V satisfying the properties: (i) Uf=Nf (Nf being the non-tangential maximal function of f) and U is contractive from H₁( ) to L₁( ) and also from L( ) to L( ); (ii) V(Nf)=f, V is similtaneously bounded from L₁( ) to H₁( ) and from L( ) to L( ) and the norms of V on these spaces are controlled by a universal constant. We also have similar results on the couple (L_p( ), BMO ( )) for every 1相似文献   

Phase retrieval for probability measures on abelian groups

IfX is a locally compact abelian group, a probability measure onX and its Fourier transform, the mapping | | is obviously not injective. The aim of this article is to find conditions under which the identification of given | | is possible up to a shift and a central symmetry.Research partially supported by the Swiss National Science Foundation.     

Exponential Stability of Semigroups Related to Operator Models in Mechanics

In this paper, we consider equations of the form , where is a function with values in the Hilbert space , the operator B is symmetric, and the operator A is uniformly positive and self-adjoint in . The linear operator generating the C ₀-semigroup in the energy space is associated with this equation. We prove that this semigroup is exponentially stable if the operator B is uniformly positive and the operator A dominates B in the sense of quadratic forms.     

Large deviations for trajectories of sums of independent random variables

Given a sequence of independent, but not necessarily identically distributed random variables,Y _i , letS _k denote thekth partial sum. Define a function by taking to be the piecewise linear interpolant of the points (k, S _k ), evaluated att, whereS ₀=0, andk=0, 1, 2,... Fort[0, 1], let . The are called trajectories. With regularity and moment conditions on theY _i , a large deviation principle is proved for the .     

Markov Processes with Equal Capacities

Let X and be transient standard Markov processes in weak duality with respect to a -finite measure m. Let (Y, , ) be a second dual pair with the same state space E as (X, , m). Let Cap ^X and Cap ^Y be the 0-order capacities associated with (X, , m) and (Y, , ), and let V and denote the potential kernels for Y and . Assume that singletons are polar with respect to both X and Y, and that semipolar sets are of capacity zero for both dual pairs. We show that if Cap ^X (B)=Cap ^Y (B) for every Borel subset of E then there is a strictly increasing continuous additive functional D=(D _t) _t0 of (X, , m) such that

Packing Measure and Dimension of Random Fractals

We consider random fractals generated by random recursive constructions. We prove that the box-counting and packing dimensions of these random fractals, K, equals , their almost sure Hausdorff dimension. We show that some almost deterministic conditions known to ensure that the Hausdorff measure satisfies also imply that the packing measure satisfies 0< . When these conditions are not satisfied, it is known . Correspondingly, we show that in this case , provided a random strong open set condition is satisfied. We also find gauge functions (t) so that the -packing measure is finite.