Weakly strongly singular integral operators on anisotropic Hardy spaces and their dual operators

Let A be an expansive dilation. We define weakly strongly singular integral kernels and study the action of the operators induced by these kernels on anisotropic Hardy spaces associated with A.     

Laws of iterated logarithm for state variables with applications

Letx _k be the state variable (solution) of a stochastic difference equation. This paper gives the laws of iterated logarithm for {x _k} and {x _kx _k ^τ }, which being strongly correlated, are neither stationary nor ergodic. The results obtained are then applied to Kalman filter and LQG control problem. Work supported by National Natural Science Foundation of China and the TWAS Research Grant No. 87-43.     

Approaching consensus can be delicate when positions harden

A model of consensus leads to examples in which the ergodic behavior of a nonstationary product of random nonnegative matrices depends discontinuously on a continuous parameter. In these examples, a product of random matrices, each of which is a scrambling stochastic matrix, changes from being weakly ergodic (asymptotically of rank 1) with probability 1 to being weakly ergodic with probability 0 as a parameter of the process changes smoothly.     

Existence and Density Theorems for Stochastic Maps on Commutative C*-algebras

This paper presents theoremes on the structure of stochastic and normalized positive linear maps over commutative C*-algebras. We show how strongly the solution of the n-tupel problem for stochastic maps relates to the fact that stochastic maps of finite rank are weakly dense within stochastic maps in case of a commutative C*-algebra. We give a new proof of the density theorem and derive (besides the solution of the n-tupel problem) results concerning the extremal maps of certain convex subsets which are weakly dense. All stated facts suggest application in Statistical Physics (algebraic approach), especially concerning questions around evolution of classical systems.     

Weak almost periodicity and the strong ergodic limit theorem for contraction semigroups

We show that if (S(t)) _t≧0 is a contraction semigroup on a closed convex subset of a uniformly convex Banach space, then every bounded and “asymptotically isometric” almost-orbit of (S(t)) _t≧0 is weakly almost periodic in the sense of Eberlein. As one consequence, results on the existence of almost periodic solutions to the abstract Cauchy problem are obtained without the need fora priori compactness assumptions. As a further consequence, the known strong ergodic limit theorems for (almost-) orbits of nonlinear contraction semigroups turn out to be special cases of Eberlein’s classical ergodic theorem for weakly almost periodic functions.     

Equilibria of a class of transport equations arising in congestion control

We consider a multi-queue multi-server system with n servers (processors) and m queues. At the system there arrives a stationary and ergodic stream of m different types of requests with service requirements which are served according to the following k-limited head of the line processor sharing discipline: The first k requests at the head of the m queues are served in processor sharing by the n processors, where each request may receive at most the capacity of one processor. By means of sample path analysis and Loynes’ monotonicity method, a stationary and ergodic state process is constructed, and a necessary as well as a sufficient condition for the stability of the m separate queues are given, which are tight within the class of all stationary ergodic inputs. These conditions lead to tight necessary and sufficient conditions for the whole system, also in case of permanent customers, generalizing an earlier result by the authors for the case of n=k=1. This work was supported by a grant from the Siemens AG.     

Stochastic adaptive control for continuous-time linear systems with quadratic cost

An adaptive control problem is formulated and solved for a completely observed, continuous-time, linear stochastic system with an ergodic quadratic cost criterion. The linear transformationsA of the state,B of the control, andC of the noise are assumed to be unknown. Assuming only thatA is stable and that the pair (A, C) is controllable and using a diminishing excitation control that is asymptotically negligible for an ergodic, quadratic cost criterion it is shown that a family of least-squares estimates is strongly consistent. Furthermore, an adaptive control is given using switchings that is self-optimizing for an ergodic, quadratic cost criterion.This research was partially supported b y NSF Grants ECS-9102714, ECS-9113029, and DMS-9305936.     

Ergodic properties of triangle partitions

We study the ergodic properties of a map called the Triangle Sequence. We prove that the algorithm is weakly convergent almost surely, and ergodic. As far as we know, it is the first example of a 2-dimensional algorithm where a surprising diophantine phenomenon happens: there are sequences of nested cells whose intersection is a segment, although no vertex is fixed. Examples of n-dimensional algorithms presenting this behavior were known for n ≥ 3.      

Asymptotic results on infinite tandem queueing networks

We consider an infinite tandem queueing network consisting of ·/GI/1/∞ stations with i.i.d. service times. We investigate the asymptotic behavior of t(n, k), the inter-arrival times between customers n and n + 1 at station k, and that of w(n, k), the waiting time of customer n at station k. We establish a duality property by which w(n, k) and the “idle times”y(n, k) play symmetrical roles. This duality structure, interesting by itself, is also instrumental in proving some of the ergodic results. We consider two versions of the model: the quadrant and the half-plane. In the quadrant version, the sequences of boundary conditions {w(0,k), k∈ℕ} and {t(n, 0), n∈ℕ}, are given. In the half-plane version, the sequence {t(n, 0), n∈ℕ} is given. Under appropriate assumptions on the boundary conditions and on the services, we obtain ergodic results for both versions of the model. For the quadrant version, we prove the existence of temporally ergodic evolutions and of spatially ergodic ones. Furthermore, the process {t(n, k), n∈ℕ} converges weakly with k to a limiting distribution, which is invariant for the queueing operator. In the more difficult half plane problem, the aim is to obtain evolutions which are both temporally and spatially ergodic. We prove that 1/n∑ _k=1 ⁿ w(0, k) converges almost surely and in L ₁ to a finite constant. This constitutes a first step in trying to prove that {t(n,k), n∈ℤ} converges weakly with k to an invariant limiting distribution. Received: 23 March 1999 / Revised version: 5 January 2000 / Published online: 12 October 2000     

Ergodic properties of triangle partitions

We study the ergodic properties of a map called the Triangle Sequence. We prove that the algorithm is weakly convergent almost surely, and ergodic. As far as we know, it is the first example of a 2-dimensional algorithm where a surprising diophantine phenomenon happens: there are sequences of nested cells whose intersection is a segment, although no vertex is fixed. Examples of n-dimensional algorithms presenting this behavior were known for n ≥ 3.     

Structure of maximal commutative subalgebras of the first Weyl Algebra

A short proof is given to Dixmier's sixth problem from [9] for the first Weyl algebra which askswhether a polynomial of a generic element of the first Weyl algebra is a generic element. Anaffirmative answer to this question was given by A. Joseph [14]. In the paper we give an answer to a similar question but for an arbitrary element of the first Weyl algebra. This result is used then to clarify structure of maximal commutative subalgebras in the first Weyl algebraA ₁: for a given maximal commutative subalgebra C of the Weyl algebra A₁ (almost) all non-scalar elements of it have the sametype, more precisely, have one of the following types: (i) strongly nilpotent, (ii) weakly nilpotent, (iii) generic, (iv) generic except for a subset, K ^*a+K of elements of strongly semi-simple type where a∈C is an element of strongly semi-simple type and K^*=K/{0}, (v) generic except for a subset, K^*a+K of elements of weakly semi-simple type where a∈C is an element of weakly semi-simple type.

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Sunto Si fornisce una dimostrazione breve al sesto problema di Dixmier enunciato in [9] per la prima algebra di Weyl che chiedese un polinomio di un elemento generico della prima algebra di Weyl è un elemento generico. Una rispostaaffermativa a questo problema à stata data da A. Joseph in [14]. In questo articolo formiamo una risposta ad un quesito simile ma per un elemento arbitrario della prima algebra di Weyl. Questo risultato è usato quindi per chiarire la struttura delle sottoalgebre commutative massimali della prima algebra di WeylA ₁: per una data sottoalgebra commutativa massimale C dell'algebra di Weyl A₁ (quasi) tutti i suoi elementi non scalari hanno lo stessotipo; più precisamente, hanno uno dei seguenti tipi: (i) fortemente nilpotente, (ii) debolmente nilpotente, (iii) generico, (iv) generico eccetto che per un sottoinsieme K ^*a+K di elementi di tipo fortemente semisemplice, dove a∈C è un elemento di tipo debolmente semisemplice.

     

Residual behavior of induced maps

Consider (X,F, μ,T) a Lebesgue probability space and measure preserving invertible map. We call this a dynamical system. For a subsetA ∈F. byT _A:A →A we mean the induced map,T _A(x)=T^rA(x)(x) wherer _A(x)=min{i〉0:T ⁱ(x) ∈A}. Such induced maps can be topologized by the natural metricD(A, A’) = μ(AΔA’) onF mod sets of measure zero. We discuss here ergodic properties ofT _A which are residual in this metric. The first theorem is due to Conze.Theorem 1 (Conze):For T ergodic, T _A is weakly mixing for a residual set of A.Theorem 2:For T ergodic, 0-entropy and loosely Bernoulli, T _A is rank-1, and rigid for a residual set of A.Theorem 3:For T ergodic, positive entropy and loosely Bernoulli, T _A is Bernoulli for a residual set of A.Theorem 4:For T ergodic of positive entropy, T _A is a K-automorphism for a residual set of A. A strengthening of Theorem 1 asserts thatA can be chosen to lie inside a given factor algebra ofT. We also discuss even Kakutani equivalence analogues of Theorems 1–4.     

Automorphisms that admit an approximation by periodic transformations

Summary We are concerned with a class of automorphisms which can be approximated by periodic transformations. We show that such an automorphism T is ergodic and that a relationship exists between the spectrum of T, the measure of the sets which are invariant under T, and the ergodicity of the powers of T. Finally, we exhibit conditions under which T is weakly mixing and not strongly mixing.This research was supported by NSF Grant No. GP-7490.     

On Lyapunov Exponents and Rotation Number of Random Linear Hamiltonian Systems

We consider linear Hamiltonian differential systems in R²ⁿ depending on a stationary ergodic Markov process. The induced processes on the Lagrangian manifolds L_p and L_p?1, p (1 ≦ p ≦ n) are studied. From this we derive representations for the Lyapunov exponents, especially the lowest non-negative exponent, and a (suitably defined) rotation number of the system.     

Change of velocity and ergodicity in flows and in Markov semi-groups

Let {T(t)}_t0 be a strongly continuous semi-group of Markov operators on C(X) with generator G. If mC(X) is strictly positive, mG generates a semigroup. If {T(t)} is a group given by a flow, m may have isolated zeros and, under some regularity conditions, mG will still generate a flow, constructed explicitly. The connection between some ergodic properties of the new and original flow is studied. For the Markov semi-groups, the new one is strongly ergodic if and only if the original one is strongly ergodic.Our thanks to Howard Levine for pointing out the literature on multiplication perturbations of semi-group generators and to the referee whose comments enabled us to considerably shorten the argument for Theorem 2.1(b).Research partly supported by NSF grant GP 34118     

Proprietes generiques de processus croises

LetS _φ be the skew product transformation(x, g)↦(Sx, gφ(x)) defined on Ω×G, where Ω is a compact metric space,G a compact metric group with its Haar measureh. IfS is a μ-continuous transformation where μ is a Borel measure on Ω, ergodic with respect toS, we study the setE ₀ of μ-continuous applications φ:Ω→G such that μ⩀h is ergodic (with respect toS _φ). For example,E ₀ is residual in the group of μ-continuous applications from Ω toG with the uniform convergence topology. We also study the weakly mixing case. Some arithmetic applications are given.     

Imbedded construction of stationary sequences and point processes with a random memory

We show convergence in variation to a unique stationary state for a class of point processes (respectively, stochastic sequences) with stochastic intensity kernels (respectively, transition probabilities) including the (A,m)-processes of Lindvall [12]. This is done under two basic conditions: first, the random memory of the processes considered is consistent or non-reusable (that is, past information not used at a given time cannot be recalled at a later time) and secondly, the kernels have a deterministic fixed component for which the memory is almost surely finite.     

Averaging sequences and modulated ergodic theorems for weakly almost periodic group representations

LetT be a weakly almost periodic (WAP) representation of a locally compact Σ-compact groupG by linear operators in a Banach spaceX, and letM = M(T) be its ergodic projection onto the space of fixed points (i.e.,Mx is the unique fixed point in the closed convex hull of the orbit ofx). A sequence of probabilities Μ_n is said toaverage T [weakly] if ∫T(t)x dΜ _n converges [weakly] toM(T)x for eachx ∃X. We callΜ _n [weakly]unitarily averaging if it averages [weakly] every unitary representation in a Hilbert space, and [weakly]WAPRaveraging if it averages [weakly] every WAP representation. We investigate some of the relationships of these notions, and connect them with properties of the regular representation (by translations) in the spaceWAP(G). Research partially supported by the Israel Science Foundation.     

Compactness of eigenvectors for certain families of non-negative matrices

Conditions are given which guarantee that the normalized left eigenvectors of certain classes of non-negative matrices of unbounded dimension, interpreted as functions of [0, 1], form precompact sets in L₁. These eigenvectors are uniformly bounded above and in some cases uniformly bounded below.     

Weakly n-hyponormal Weighted Shifts and Their Examples

The gap between hyponormal and subnormal Hilbert space operators can be studied using the intermediate classes of weakly n-hyponormal and (strongly) n-hyponormal operators. The main examples for these various classes, particularly to distinguish them, have been the weighted shifts. In this paper we first obtain a characterization for a weakly n-hyponormal weighted shift W_α with weight sequence α, from which we extend some known results for quadratically hyponormal (i.e., weakly 2-hyponormal) weighted shifts to weakly n-hyponormal weighted shifts. In addition, we discuss some new examples for weakly n-hyponormal weighted shifts; one illustrates the differences among the classes of 2-hyponormal, quadratically hyponormal, and positively quadratically hyponormal operators.