Weak convergence of diffusion processes on Wiener space

Let γ be a Gaussian measure on a Suslin space X, H be the corresponding Cameron–Martin space and {e _i } ⊂ H be an orthonormal basis of H. Suppose that μ _n = ρ _n · γ is a sequence of probability measures which converges weakly to a probability measure μ = ρ · γ Consider a sequence of Dirichlet forms , where and . We prove some sufficient conditions for Mosco convergence where . In particular, if X is a Hilbert space, and can be uniformly approximated by finite dimensional conditional expectations for every fixed e _i , then under broad assumptions Mosco and the distributions of the associated stochastic processes converge weakly.     

Mosco convergence of quasi-regular dirichlet forms

1.IntroductionactEbeaHa~tOPologicalspaceandmamdritemeasureonitsBorela-algebraB(E).In[11,MOSCointroducedthefollowingnow-calledMoscoconvergenceofsyllUnetricac~l~:tlf621i.t,..2.1].AsequenceofsynUnetricbilinearforms(En,D(en)),nEN,issaidtoMO8coconvergetoa...     

Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables

In this paper, we establish a Rosenthal-type inequality of the maximum of partial sums for ρ^- -mixing random fields. As its applications we get the Hájeck -Rènyi inequality and weak convergence of sums of ρ^- -mixing sequence. These results extend related results for NA sequence and p^＊ -mixing random fields,     

A Limit Theorem for Dirichlet L-Functions

We prove a limit theorem on the weak convergence of probability measures in the space of continuous functions for Dirichlet L-functions. The result generalizes a similar theorem for the Riemann zeta-function.     

Mosco convergence of Dirichlet forms in infinite dimensions with changing reference measures

Let E be an infinite-dimensional locally convex space, let {μ_n} be a weakly convergent sequence of probability measures on E, and let be a sequence of Dirichlet forms on E such that is defined on L²(μ_n). General sufficient conditions for Mosco convergence of the gradient Dirichlet forms are obtained. Applications to Gibbs states on a lattice and to the Gaussian case are given. Weak convergence of the associated processes is discussed.     

Weak convergence of empirical and quantile processes in sup-norm metrics via kmt-constructions

There has been much interest recently in the specially constructed empirical processes of Komlós, Major and Tusnády [2]; as one would guess, much of the application has come from the Hungarian school.In this note we contribute to the unifying effect this profound work has had by showing how the major theorem of O'Reilly [4] follows in rather elementary fashion from this powerful construction. We also take this opportunity to restate O'Reilly's criterion in an elementary form that is far more intelligible.     

Weak convergence of the sequential empirical processes of residuals in TAR models

This paper studies the weak convergence of the sequential empirical process K n of the residuals in the threshold autoregressive(TAR)model of order p.Under some mild conditions,it is shown that K n converges weakly to a Kiefer process plus a random variable which converges to a multivariate normal.This differs from that given by Bai(1994)for a stationary autoregressive and moving average(ARMA)model.     

Regularity of Weak Solutions of Nonlinear Equations with Discontinuous Coefficients

In this paper, we prove that the weak solutions u∈Wloc^1, p （Ω） （1 〈p〈∞） of the following equation with vanishing mean oscillation coefficients A（x）： -div[（A（x）△↓u·△↓u）p-2/2 A（x）△↓u＋│F（x）│^p-2 F（x）]=B（x, u, △↓u）, belong to Wloc^1, q （Ω）（A↓q∈（p, ∞）, provided F ∈ Lloc^q（Ω） and B（x, u, h） satisfies proper growth conditions where Ω ∪→R^N（N≥2） is a bounded open set, A（x）=（A^ij（x）） N×N is a symmetric matrix function.     

Discrete limit theorems for general Dirichlet series. III

Here we prove a limit theorem in the sense of the weak convergence of probability measures in the space of meromorphic functions for a general Dirichlet series. The explicit form of the limit measure in this theorem is given. Partially supported by Lithuanian Foundation of Studies and Science     

Weak convergence of Markov-modulated random sequences

This work is concerned with weak convergence of non-Markov random processes modulated by a Markov chain. The motivation of our study stems from a wide variety of applications in actuarial science, communication networks, production planning, manufacturing and financial engineering. Owing to various modelling considerations, the modulating Markov chain often has a large state space. Aiming at reduction of computational complexity, a two-time-scale formulation is used. Under this setup, the Markov chain belongs to the class of nearly completely decomposable class, where the state space is split into several subspaces. Within each subspace, the transitions of the Markov chain varies rapidly, and among different subspaces, the Markov chain moves relatively infrequently. Aggregating all the states of the Markov chain in each subspace to a single super state leads to a new process. It is shown that under such aggregation schemes, a suitably scaled random sequence converges to a switching diffusion process.     

Invertible Weak Entwining Structures and Weak C-cleft Extensions

In this note we improve the definition of invertible weak entwining structure. Also we clarify what invertibility means for weak cleft extensions and weak C-Galois extensions.      

Existence of Positive Solutions to Semipositone Singular Dirichlet Boundary Value Problems

The paper presents the conditions which guarantee that for some positive value of μ there are positive solutions of the differential equation （Ф（x＇））＇＋μQ（t, x, x＇） = 0 satisfying the Dirichlet boundary conditions x（0） = x（T） = 0. Here Q is a continuous function on the set [0, T] × （0, ∞） ~ （R ／ {0}） of the semipositone type and Q is singular at the value zero of its phase variables.     

Weak-type Endpoint Estimates for Multilinear Singular Integral Operators

In this paper, the authors discuss a class of multilinear singular integrals and obtain that the operators are bounded from H^1(R^n) to weak L^1(R^n). Using this result, we can directly prove a main theorem in [5].     

The Dirichlet problem for Baire-one functions

Let X be a compact convex set and let ext X stand for the set of all extreme points of X. We characterize those bounded function defined on ext X which can be extended to an affine Baire-one function on the whole set X.     

Local approximation properties of certain class of linear positive operators via <Emphasis Type="Italic">I</Emphasis>—convergence

In this study, we obtain a local approximation theorems for a certain family of positive linear operators via I—convergence by using the first and the second modulus of continuities and the elements of Lipschitz class functions. We also give an example to show that the classical Korovkin Theory does not work but the theory works in I—convergence sense.      

Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms

Nakao’s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting.It? ’s formula in terms of the extended stochastic integrals is obtained.     

On special values of certain Dirichlet L-functions

Let r _k (n) denote the number of ways n can be expressed as a sum of k squares. Recently, S. Cooper (Ramanujan J. 6:469–490, [2002]), conjectured a formula for r ₉(t), t≡5 (mod 8), r ₁₁(t), t≡7 (mod 8), where t is a square-free positive integer. In this note we observe that these conjectures follow from the works of Lomadze (Akad. Nauk Gruz. Tr. Tbil. Mat. Inst. Razmadze 17:281–314, [1949]; Acta Arith. 68(3):245–253, [1994]). Further we express r ₉(t), r ₁₁(t) in terms of certain special values of Dirichlet L-functions. Combining these two results we get expressions for these special values of Dirichlet L-functions involving Jacobi symbols.      

Weak convergence of Markov-modulated diffusion processes with rapid switching

In this paper, we study the weak convergence of a sequence of Markov-modulated diffusion processes when the modulating Markov chain is ergodic and rapidly switching. We prove, in particular, its tightness property based on Aldous’ tightness criterion.     

Weak MV-algebras

In a recent paper [CHAJDA, I.—KüHR, J.: A non-associative generalization of MV-algebras, Math. Slovaca 57, (2007), 301–312], authors introduced and studied a non-associative generalization of MV-algebras called NMV-algebras. In contrast to MV-algebras, sections (i.e. principal filters) in NMV-algebras which are proper (i.e. are not MV-algebras), do not admit a structure of an NMV-algebra with respect to the operations defined in a natural way. The aim of the paper is to present a new class of algebras generalizing MV-algebras but sharing the above property. The financial support by the grant of Czech Government MSM 6198959214 is gratefully acknowledged.