Ergodicity of the Finite and Infinite Dimensional α-Stable Systems

Abstract

Some finite and infinite dimensional perturbed α-stable dynamics are constructed and studied in this article. We prove that the finite dimensional system is strongly mixing, while in the infinite dimensional case that the functional coercive inequalities are not available, we develop and apply a technique to prove the point-wise ergodicity for systems with sufficiently small interaction in a large subspace of Ω = R ^{Z d} .     

Quantum groups and quantum shuffles

Let U _q ⁺ be the “upper triangular part” of the quantized enveloping algebra associated with a symetrizable Cartan matrix. We show that U _q ⁺ is isomorphic (as a Hopf algebra) to the subalgebra generated by elements of degree 0 and 1 of the cotensor Hopf algebra associated with a suitable Hopf bimodule on the group algebra of Z ⁿ . This method gives supersymetric as well as multiparametric versions of U _q ⁺ in a uniform way (for a suitable choice of the Hopf bimodule). We give a classification result about the Hopf algebras which can be obtained in this way, under a reasonable growth condition. We also show how the general formalism allows to reconstruct higher rank quantized enveloping algebras from U _q sl(2) and a suitable irreducible finite dimensional representation. Oblatum 21-III-1997 & 12-IX-1997     

Semi-crossed products of C1-algebras

Given a C¹-algebra $\text{U}$ and endomorphim α, there is an associated nonselfadjoint operator algebra $\text{Z}$⁺ X_α$\text{U}$, called the semi-crossed product of $\text{U}$ with α. If α is an automorphim, $\text{Z}$⁺ X_α$\text{U}$ can be identified with a subalgebra of the C¹-crossed product $\text{Z}$⁺ X_α$\text{U}$. If $\text{U}$ is commutative and α is an automorphim satisfying certain conditions, $\text{Z}$⁺ X_α$\text{U}$ is an operator algebra of the type studied by Arveson and Josephson. Suppose S is a locally compact Hausdorff space, φ: S → S is a continuous and proper map, and α is the endomorphim of U=C₀(S) given by α(?) = ? ō φ. Necessary and sufficient conditions on the map φ are given to insure that the semi-crossed product Z⁺X_αC₀(S) is (i) semiprime; (ii) semisimple; (ii) strongly semisimple.     

Constrained Approximation in Banach Spaces

   Abstract. We consider the problem of approximating vectors from a complemented subspace Z ₊ of a Banach space X by the projections onto Z ₊ of vectors from a subspace Y ₊ with a norm constraint on their projections onto the complementary subspace. Sufficient conditions are found for the existence of a unique best approximant and a characterization via a critical point equation is provided, thus extending known results on Hilbert spaces. These results are then applied in the case that X is L ^p (T), where T denotes the unit circle, Z ₊ consists of functions supported on a subset of the circle, and Y ₊ is the corresponding Hardy space.     

Free <Emphasis Type="Bold">C</Emphasis><Subscript>+</Subscript>-actions on <Emphasis Type="Bold">C</Emphasis><Superscript>3</Superscript> are translations

Let X be a smooth contractible three-dimensional affine algebraic variety with a free algebraic C₊-action on it such that S=X//C₊ is smooth. We prove that X is isomorphic to S×C and the action is induced by a translation on the second factor. As a consequence we show that any free algebraic C₊-action on C³ is a translation in a suitable coordinate system.     

On the distribution of Pickands coordinates in bivariate EV and GP models

Let (U,V) be a random vector with U0, V0. The random variables Z=V/(U+V), C=U+V are the Pickands coordinates of (U,V). They are a useful tool for the investigation of the tail behavior in bivariate peaks-over-threshold models in extreme value theory.We compute the distribution of (Z,C) among others under the assumption that the distribution function H of (U,V) is in a smooth neighborhood of a generalized Pareto distribution (GP) with uniform marginals. It turns out that if H is a GP, then Z and C are independent, conditional on C>c−1.These results are used to derive approximations of the empirical point process of the exceedances (Z_i,C_i) with C_i>c in an iid sample of size n. Local asymptotic normality is established for the approximating point process in a parametric model, where c=c(n)↑0 as n→∞.     

Ample Vector Bundles with Small g − q

Let X be a smooth complex projective variety and let Z ? X be a smooth submanifold of dimension ≥ 2, which is the zero locus of a section of an ample vector bundle ? of rank dim X ? dim Z ≥ 2 on X. Let H be an ample line bundle on X, whose restriction H _Z to Z is generated by global sections. The structure of triplets (X,?,H) as above is described under the assumption that the curve genus of the corank-1 vector bundle ? ⊕ H ^{⊕ (dim Z?1)} is ≤ h ¹( _X ) + 2.     

Inference on superimposed subcritical Galton-Watson processes with immigration

Summary In this paper we consider the superimposed processZ generated by two independent subcritical Galton-Watson processesX ₁ andX ₂, with immigration, by the relationZ=X ₁ +X ₂. The seemingly second order autoregressive relation, that is identified inZ, is exploted towards proposing CAN estimators for the parameters ofZ,X ₁ andX ₂, based on only a partial realisation ofZ, using time series techniques. The results of this paper are motivated by a time series approach for studying specific branching processes due to Venkataraman (1982,Adv. Appl. Prob.,14, 1–20).     

Strong Decomposition of Random Variables

A random variable X is called strongly decomposable into (strong) components Y,Z, if X=Y+Z where Y=φ(X), Z=X−φ(X) are independent nondegenerate random variables and φ is a Borel function. Examples of decomposable and indecomposable random variables are given. It is proved that at least one of the strong components Y and Z of any random variable X is singular. A necessary and sufficient condition is given for a discrete random variable X to be strongly decomposable. Phenomena arising when φ is not Borel are discussed. The Fisher information (on a location parameter) in a strongly decomposable X is necessarily infinite.     

A property of strictly singular one-to-one operators

We prove that ifT is a strictly singular one-to-one operator defined on an infinite dimensional Banach spaceX, then for every infinite dimensional subspaceY ofX there exists an infinite dimensional subspaceZ ofX such thatZ∩Y is infinite dimensional,Z contains orbits ofT of every finite length and the restriction ofT toZ is a compact operator. The research was partially supported by NSF.     

The Bar-Radical of a Class of Almost Alternative Baric Algebras

In this article we prove that, if (U, ω) is a finite dimensional baric algebra of (γ, δ) type over a field F of characteristic ≠ 2,3,5 such that γ² ? δ² + δ = 1 and δ ≠ 0,1, then rad(U) = R(U) ∩ (bar(U))², where R(U) is the nilradical (maximal nil ideal) of U.     

On calculation of moments of ladder heights

Let X,X ₁,X ₂, … be independent identically distributed random variables, F(x) = P{X < x}, S ₀ = 0, and S _n =Σ _i=1 ⁿ X _i . We consider the random variables, ladder heights Z ₊ and Z ₋ that are respectively the first positive sum and the first negative sum in the random walk {S _n }, n = 0, 1, 2, …. We calculate the first three (four in the case EX = 0) moments of random variables Z ₊ and Z ₋ in the qualitatively different cases EX > 0, EX < 0, and EX = 0. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 46, No. 2, pp. 159–179, April–June, 2006.     

Approximation of Analytic Sets with Proper Projection by Algebraic Sets

Let X be an analytic subset of U×C ⁿ of pure dimension k such that the projection of X onto U is a proper mapping, where U⊂C ^k is a Runge domain. We show that X can be approximated by algebraic sets. Next we present a constructive method for local approximation of analytic sets by algebraic ones.     

The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution

Consider a general linear model Y=Xβ+Z where Cov Z may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way we can prove a Basu type theorem. This result can be used to give the relation between the sufficiency of the generalized least-squares estimator and the assumption that Z is normally distributed. So we can generalize the well-known result that the generalized least-squares estimator is sufficient for β if Z is normally distributed. Further we can solve the converse problem as well.     

Tightness of products of i.i.d. random matrices

Summary In this paper we present a necessary and sufficient condition for tightness of products of i.i.d. finite dimensional random nonnegative matrices. We give an example illustrating the use of our theorem and treat completely the case of 2×2 matrices. We also describe stationary solutions of the linear equationy _n=X_ny_n–1, n>0, in (R ^d )⁺, whereX ₁,X ₂,... are i.i.d.d×d nonnegative matrices.     

Perron Conditions for Uniform Exponential Expansiveness of Linear Skew-Product Flows

 We present necessary and sufficient conditions for uniform exponential expansiveness of discrete skew-product flows, in terms of uniform complete admissibility of the pair (c ₀(N, X), c ₀(N, X)). We give discrete and continuous characterizations for uniform exponential expansiveness of linear skew-product flows, using the uniform complete admissibility of the pairs (c ₀(N, X), c ₀(N, X)) and (C ₀(R ₊, X), C ₀(R ₊, X)), respectively. We generalize an expansiveness theorem due to Van Minh, R?biger and Schnaubelt, for the case of linear skew-product flows. Received August 10, 2001; in revised form June 25, 2002     

Perron Conditions for Uniform Exponential Expansiveness of Linear Skew-Product Flows

 We present necessary and sufficient conditions for uniform exponential expansiveness of discrete skew-product flows, in terms of uniform complete admissibility of the pair (c ₀(N, X), c ₀(N, X)). We give discrete and continuous characterizations for uniform exponential expansiveness of linear skew-product flows, using the uniform complete admissibility of the pairs (c ₀(N, X), c ₀(N, X)) and (C ₀(R ₊, X), C ₀(R ₊, X)), respectively. We generalize an expansiveness theorem due to Van Minh, R?biger and Schnaubelt, for the case of linear skew-product flows.     

Graded Modules Over the q-Analog Virasoro-Like Algebra

In this paper, we deal with the classification of the irreducible Z-graded and Z ²-graded modules with finite dimensional homogeneous subspaces for the q analog Virasoro-like algebra L. We first prove that a Z-graded L-module must be a uniformly bounded module or a generalized highest weight module. Then we show that an irreducible generalized highest weight Z-graded module with finite dimensional homogeneous subspaces must be a highest (or lowest) weight module and give a necessary and sufficient condition for such a module with finite dimensional homogeneous subspaces. We use the Z-graded modules to construct a class of Z ²-graded irreducible generalized highest weight modules with finite dimensional homogeneous subspaces. Finally, we classify the Z ²-graded L-modules. We first prove that a Z ²-graded module must be either a uniformly bounded module or a generalized highest weight module. Then we prove that an irreducible nontrivial Z ²-graded module with finite dimensional homogeneous subspaces must be isomorphic to a module constructed as above. As a consequence, we also classify the irreducible Z-graded modules and the irreducible Z ²-graded modules with finite dimensional homogeneous subspaces and center acting nontrivial. Supported by the National Science Foundation of China (No 10671160), the China Postdoctoral Science Foundation (No. 20060390693), the Specialized Research fund for the Doctoral Program of Higher Education (No.20060384002), and the New Century Talents Supported Program from the Education Department of Fujian Province.     

Topological direct sum decompositions of banach spaces

LetY andZ be two closed subspaces of a Banach spaceX such thatY≠lcub;0rcub; andY+Z=X. Then, ifZ is weakly countably determined, there exists a continuous projectionT inX such that ∥T∥=1,T(X)⊃Y, T ⁻¹(0)⊂Z and densT(X)=densY. It follows that every Banach spaceX is the topological direct sum of two subspacesX ₁ andX ₂ such thatX ₁ is reflexive and densX ₂**=densX**/X.     

The maximal and minimal 2-correlation of a class of 1-dependent 0–1 valued processes

We compute the maximal and minimal value ofP[X _N =X _N+1=1] for fixedP[X _N =1], where (X _N ) _N∈Z is a 0–1 valued 1-dependent process obtained by a coding of an i.i.d.-sequence of uniformly [0,1] distributed random variables with a subset of the unit square. This research was supported by the Netherlands Foundation for Mathematics (S.M.C.) with financial aid from the Netherlands Organization for the Advancement of Pure Research (ZWO).