Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter

In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as

(a) uniqueness of invariant measure for the signal,

(b) uniqueness of invariant measure for the pair (signal, filter),

(c) a finite memory property of the filter,

(d) a property of finite time dependence between the signal and observation σ fields and

(e) asymptotic stability of the filter.

Previous works on the asymptotic stability of the filter for a variety of filtering models then identify a rich class of filtering problems for which the above equivalent properties hold.     

Comparaison des deux composantes d''un subordinateur bivarié, puis étude de l''enveloppe supérieure d''un processus de Lévy

Soit (Y,Z) un subordinateur bivarié. Nous donnons une condition suffisante pour que Y_t/Z_t converge vers zéro quand t tend vers 0 ou +∞. Ceci généralise partiellement des résultats de Bertoin et de Kesten–Erickson.Soit X un processus de Lévy et S_t=sup{X_s: st}. Soit f une fonction sous-additive. En appliquant le résultat précédent au subordinateur bivarié d'échelle, nous donnons des conditions nécéssaires et suffisantes pour que et égalent 0 ou +∞.Let (Y,Z) be a bivariate subordinator. Generalizing theorems of Bertoin and Kesten–Erickson, we give a sufficient condition for Y_t/Z_t to converge to 0 when t tends either to 0 or +∞.Let X be a Lévy process. Denote by S_t=sup{X_s: st} and let f be any sub-additive function. Applying our first result to the bivariate ladder process, we give necessary and sufficient conditions for and to be either 0 or +∞.     

Bounds on margin distributions in learning problems

Let be a probability space and let P_n be the empirical measure based on i.i.d. sample (X₁,…,X_n) from P. Let be a class of measurable real valued functions on For define F_f(t):=P{ft} and F_n,f(t):=P_n{ft}. Given γ(0,1], define _n,γ(δ):=1/(n^1−γ/2δ^γ). We show that if the L₂(P_n)-entropy of the class grows as ^−α for some α(0,2), then, for all and all δ(0,Δ_n), Δ_n=O(n^1/2),

and

where and c(σ)↓1 as σ↓0 (the above inequalities hold for any fixed σ(0,1] with a high probability). Also, define

Then for all

uniformly in and with probability 1 (for the above ratio is bounded away from 0 and from ∞). The results are motivated by recent developments in machine learning, where they are used to bound the generalization error of learning algorithms. We also prove some more general results of similar nature, show the sharpness of the conditions and discuss the applications in learning theory.     

Positive definite solutions of the nonlinear matrix equation X + AXA = Q (q > 0)

In this paper, the nonlinear matrix equation X + A^∗X^qA = Q (q > 0) is investigated. Some necessary and sufficient conditions for existence of Hermitian positive definite solutions of the nonlinear matrix equations are derived. An effective iterative method to obtain the positive definite solution is presented. Some numerical results are given to illustrate the effectiveness of the iterative methods.     

The structure of invertible substitutions on a three-letter alphabet

We study the structure of invertible substitutions on three-letter alphabet. We show that there exists a finite set of invertible substitutions such that any invertible substitution can be written as I_wσ₁σ₂σ_k, where I_w is the inner automorphism associated with w, and for 1jk. As a consequence, M is the matrix of an invertible substitution if and only if it is a finite product of non-negative elementary matrices.     

Canonical basis linearity regions arising from quiver representations

In this paper we show that there is a link between the combinatorics of the canonical basis of a quantized enveloping algebra and the monomial bases of the second author [Math. Z. 237 (2001) 639] arising from representations of quivers. We prove that some reparametrization functions of the canonical basis, arising from the link between Lusztig's approach to the canonical basis and the string parametrization of the canonical basis, are given on a large cone by linear functions arising from these monomial bases for a quantized enveloping algebra.     

Steady flows of Jeffrey–Hamel type from the half-plane into an infinite channel. 1. Linearization on an antisymmetric solution

In this paper our objective is to provide physically reasonable solutions for the stationary Navier–Stokes equations in a two-dimensional domain with two outlets to infinity, a semi-strip Π₋ and a half-plane K. The same problem in an aperture domain, i.e. in a domain with two half-plane outlets to infinity, has been studied but only under symmetry restrictions on the data. Here, we assume that the main asymptotic term of the solution takes an antisymmetric form in K and apply the technique of weighted spaces with detached asymptotics, i.e. we use spaces where the functions have prescribed asymptotic forms in the outlets.After first showing that the corresponding Stokes problem admits a unique solution if and only if certain compatibility conditions are satisfied, we write the Navier–Stokes equations as a perturbation of the Stokes problem and the crucial compatibility condition as an algebraic equation by which the flux becomes determined. Assuming that the coefficient of the main (antisymmetric) asymptotic term of the solution in K does not vanish and that the data are sufficiently small, we use a contraction principle to solve the Navier–Stokes system coupled with the algebraic equation.Finally, we discuss the ill-posedness of the Navier–Stokes problem with prescribed flux.     

A family of integral representations for the Brownian variables

The natural filtration of a real Brownian motion and its excursion filtration are sharing a fundamental property: the property of integral representation. As a consequence, every Brownian variable admits two distinct integral representations. We show here that there are other integral representations of the Brownian variables. They make use of a stochastic flow studied by Bass and Burdzy. Our arguments are inspired by Rogers and Walsh's results on stochastic integration with respect to the Brownian local times.     

On the spectral function of the Poisson–Voronoi cells

Denote by (t)=∑_n1e^−λ_nt, t>0, the spectral function related to the Dirichlet Laplacian for the typical cell of a standard Poisson–Voronoi tessellation in . We show that the expectation E(t), t>0, is a functional of the convex hull of a standard d-dimensional Brownian bridge. This enables us to study the asymptotic behaviour of E(t), when t→0⁺,+∞. In particular, we prove that the law of the first eigenvalue λ₁ of satisfies the asymptotic relation lnP{λ₁t}−2^dω_dj_(d−2)/2^d·t^−d/2 when t→0⁺, where ω_d and j_(d−2)/2 are respectively the Lebesgue measure of the unit ball in and the first zero of the Bessel function J_(d−2)/2.     

Single-job lot streaming in m − 1 two-stage hybrid flowshops

This paper studies the single-job lot streaming problem in a two-stage hybrid flowshop that has m identical machines at the first stage and one machine at the second stage, to minimise the makespan. A setup time is considered before processing each sublot on a machine. For the problem with the number of sublots given, we prove that it is optimal to use a rotation method for allocating and sequencing the sublots on the machines. With such allocation and sequencing, the sublot sizes are then optimised using linear programming. We then consider the problem with equal sublot sizes and develop an efficient solution to determining the optimal number of sublots. Finally optimal and heuristic solution methods for the general problem are proposed and the worst-case performance of the equal-sublot solution is analysed. Computational results are also reported demonstrating the close-to-optimal performances of the heuristic methods in different problem settings.     

The interface between regions where u<0 andu > 0in the porous medium equation

We consider the porous medium equation with sign changes. In particular this equation describes the mixing of fresh and salt groundwater due to mechanical dispersion. The unknown function u, which denotes the velocity of the fluids, may take positive as well as negative values. Our main result is the following : under certain monotonicity hypotheses on the initial function, there exists a time T> 0 after which the regions where u < 0 and u > 0 are separated by an interface x = ζ(t) such that ζ is continuously differentiable on [T,∞]. The method of proof is based on a priori estimates for solutions of regularized problems and for their level lines     

The (2, 2, 0) group inverse problem

We characterize the existence of the group inverse of a two by two matrix with zero (2, 2) entry, over a ring by means of the existence of the inverse of a suitable function of the other three entries. Some special cases are derived.     

Groups of Signature (0; <Emphasis Type="Italic">n</Emphasis>; 0)

Let M be an ideal polygon with 2n − 2 vertices. Consider a pairing of the symmetrical (with respect to some fixed diagonal) sides of M by mappings S _i , 1 ⩽ i ⩽ n − 1, and denote by Γ the group generated by these mappings. Each S _i depends on one parameter. We prove a necessary and sufficient condition for the possibility of choosing these parameters so that our polygon M would be a fundamental domain for the action of Γ.__________Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 9, No. 1, pp. 259–262, 2003.     

The integrable coupling system of a 3 × 3 discrete matrix spectral problem

Integrable coupling with six potentials is first proposed by coupling a given 3 × 3 discrete matrix spectral problem. It is shown that coupled system of integrable equations can possess zero curvature representations and recursion operators, which yield infinitely many commuting symmetries. Moreover, by means of the discrete variational identity on semi-direct sums of Lie algebras, the Hamiltonian form is deduced for the lattice equations in the resulting hierarchy. Finally, we prove that the hierarchy of the resulting Hamiltonian equations is Liouville integrable discrete Hamiltonian system.     

Variations on (0, s)-Sequences

In the first part of this paper, after a survey on the general theory of (t, s)-sequences, we review the main constructions of (0, s)-sequences and point out some relations between them. From these comparisons and from examples we have met in another context, we have found new (0, s)-sequences in prime base b to which the second part is devoted; the proofs are based on the general framework of formal Laurent series introduced by Niederreiter; the construction can be randomized and should have numerical applications.     

Theq-gamma function forx<0

F. H. Jackson defined aq analogue of the gamma function which extends theq-factorial (n!) _q =1(1+q)(1+q+q ²)...(1+q+q ²+...+q ^n–1) to positivex. Askey studied this function and obtained analogues of most of the classical facts about the gamma function, for 0<q<1. He proved an analogue of the Bohr-Mollerup theorem, which states that a logarithmically convex function satisfyingf(1)=1 andf(x+1)=[(q ^x –1)/(q–1)]f(x) is in fact theq-gamma function He also studied the behavior of _q asq changes and showed that asq1^–, theq-gamma function becomes the ordinary gamma function forx>0.I proved many of these results forq>1. The current paper contains a study of the behavior of _q (x) forx<0 and allq>0. In addition to some basic properties of _q , we will study the behavior of the sequence {x _n (q)} of critical points asn orq changes.     

Eigenvector-free solutions to AX = B with PX = XP and X = sX constraints

The matrix equation AX = B with PX = XP and X^H = sX constraints is considered, where P is a given Hermitian involutory matrix and s = ±1. By an eigenvalue decomposition of P, we equivalently transform the constrained problem to two well-known constrained problems and represent the solutions in terms of the eigenvectors of P. Using Moore-Penrose generalized inverses of the products generated by matrices A, B and P, the involved eigenvectors can be released and eigenvector-free formulas of the general solutions are presented. Similar strategy is applied to the equations AX = B, XC = D with the same constraints.     

On the “viscous incompressible fluid + rigid body” system with Navier conditions

In this paper we consider the motion of a rigid body in a viscous incompressible fluid when some Navier slip conditions are prescribed on the body's boundary. The whole system “viscous incompressible fluid + rigid body” is assumed to occupy the full space R³${\mathbb{R}}^3$. We start by proving the existence of global weak solutions to the Cauchy problem. Then, we exhibit several properties of these solutions. First, we show that the added-mass effect can be computed which yields better-than-expected regularity (in time) of the solid velocity-field. More precisely we prove that the solid translation and rotation velocities are in the Sobolev space H¹$H^1$. Second, we show that the case with the body fixed can be thought as the limit of infinite inertia of this system, that is when the solid density is multiplied by a factor converging to +∞. Finally we prove the convergence in the energy space of weak solutions “à la Leray” to smooth solutions of the system “inviscid incompressible fluid + rigid body” as the viscosity goes to zero, till the lifetime T   of the smooth solution of the inviscid system. Moreover we show that the rate of convergence is optimal with respect to the viscosity and that the solid translation and rotation velocities converge in H¹(0,T)$H^1(0,T)$.     

Self-interacting diffusions II: convergence in law

This paper concerns convergence in law properties of self-interacting diffusions on a compact Riemannian manifold.