Singular measures with absolutely continuous convolution squares on locally compact groups

Saeki's result states that on any locally compact nondiscrete group there exist continuous singular measures, with respect to the left Haar measure, with in for all . This paper gives a new and short proof of this using Rademacher-Riesz products.

     

Time reversal and stationary Gibbs measures

Markov chains on an infinite product space are considered whose transition kernel is of the Gibbsian type. It is proved that then a stationary probability measure is Gibbsian if and only if the transition kernel of the reversed chain is also Gibbsian.     

Singular integrals generated by zonal measures

We study -mapping properties of the rough singular integral operator depending on a finite Borel measure on the unit sphere in . It is shown that the conditions , imply the -boundedness of for all provided that 2$"> and is zonal.

     

Singular vectors under random perturbation

Computing the first few singular vectors of a large matrix is a problem that frequently comes up in statistics and numerical analysis. Given the presence of noise, an exact calculation is hard to achieve, and the following problem is of importance: How much does a small perturbation to the matrix change the singular vectors? Answering this question, classical theorems, such as those of Davis‐Kahan and Wedin, give tight estimates for the worst‐case scenario. In this paper, we show that if the perturbation (noise) is random and our matrix has low rank, then better estimates can be obtained. Our method relies on high dimensional geometry and is different from those used in earlier papers. © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 2011     

一类具漂移项的奇异型平稳模型

研究了一类对称的奇异型平稳随机控制模型,在原始模型受控状态过程的基础上添加了飘移因子,并将原始模型中的费用函数推广为较一般的费用函数,求得了与此类问题有关的一个变分不等式组的解,并且给出了最佳控制策略.     

Ergodicity of asymptotically mean stationary channels

Some equivalence conditions for an asymptotically mean stationary channel to be ergodic are given. Incidental results on asymptotically mean stationary measures are also given. Absolute continuity of measures plays a crucial role.     

Homeomorphic measures on stationary Bratteli diagrams

We study the set S of ergodic probability Borel measures on stationary non-simple Bratteli diagrams which are invariant with respect to the tail equivalence relation R. Equivalently, the set S is formed by ergodic probability measures invariant with respect to aperiodic substitution dynamical systems. The paper is devoted to the classification of measures μ from S with respect to a homeomorphism. The properties of the clopen values set S(μ) are studied. It is shown that for every measure μ∈S there exists a subgroup G⊂R such that S(μ)=G∩[0,1]. A criterion of goodness is proved for such measures. Based on this result, the measures from S are classified up to a homeomorphism. We prove that for every good measure μ∈S there exist countably many measures {μi}_i∈N⊂S such that the measures μ and μi are homeomorphic but the tail equivalence relations on the corresponding Bratteli diagrams are not orbit equivalent.     

Singular values of Gaussian matrices and permanent estimators

We present estimates on the small singular values of a class of matrices with independent Gaussian entries and inhomogeneous variance profile, satisfying a broad‐connectedness condition. Using these estimates and concentration of measure for the spectrum of Gaussian matrices with independent entries, we prove that for a large class of graphs satisfying an appropriate expansion property, the Barvinok–Godsil‐Gutman estimator for the permanent achieves sub‐exponential errors with high probability. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 48, 183–212, 2016     

A class of second-order stationary random measures

Experimental measurements associated with n-dimensional regions or “plots” are regarded as observations on random variables indexed by the bounded Borel subsets of Rⁿ, these random variables having finite second moments and satisfying a certain additivity property. Further assumptions concerning the stationary and continuity of the first two moments allow spectral representations to be derived which are analogous to those already in the literature on second-order stationary random measures.     

Singular Measures and Convolution Operators

We show that in the study of certain convolution operators, functions can be replaced by measures without changing the size of the constants appearing in weak type （1, 1） inequalities. As an application, we prove that the best constants for the centered Hardy-Littlewood maximal operator associated with parallelotopes do not decrease with the dimension.     

Explicit invariant measures for products of random matrices

We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL. The matrices in the product are such that one entry is gamma-distributed along a ray in the complex plane. When the ray is the positive real axis, the products are those associated with a continued fraction studied by Letac & Seshadri [Z. Wahr. Verw. Geb. 62 (1983) 485-489], who showed that the distribution of the continued fraction is a generalised inverse Gaussian. We extend this result by finding the distribution for an arbitrary ray in the complex right-half plane, and thus compute the corresponding Lyapunov exponent explicitly. When the ray lies on the imaginary axis, the matrices in the infinite product coincide with the transfer matrices associated with a one-dimensional discrete Schrödinger operator with a random, gamma-distributed potential. Hence, the explicit knowledge of the Lyapunov exponent may be used to estimate the (exponential) rate of localisation of the eigenstates.

     

Resistance dimension,random walk dimension and fractal dimension

In this paper, we generalize a theorem due to Telcs concerning random walks on infinite graphs, which describes the relation of random walk dimension, fractal dimension and resistance dimension. Moreover, we obtain a reasonable upper bound and lower bound on the hitting time in terms of resistance for some nice graphs. In fact, the conditions given in this paper are weaker than those obtained by A. Telcs.Partly supported by National Natural Science Foundation and State Educational Committee of China.     

Generalized Hadamard matrices whose transposes are not generalized Hadamard matrices

In answer to “Research Problem 16” in Horadam's recent book Hadamard matrices and their applications, we provide a construction for generalized Hadamard matrices whose transposes are not generalized Hadamard matrices. © 2009 Wiley Periodicals, Inc. J Combin Designs 17: 456–458, 2009     

Mosco-convergence and Wiener measures for conductive thin boundaries

The Mosco-convergence of energy functionals and the convergence of associated Wiener measures are proved for a domain with highly conductive thin boundary. We obtain those results for matrix-valued conductivities and a family of speed measures (measures of the underlying domain). In particular, this family includes the Lebesgue measure and the one which makes the energy functional superposition. The expectation of the displacement of the associated processes close to the boundary goes to +∞ due to the explosion of the conductivity at the limit.     

An efficient and reliable quadrature algorithm for integration with respect to binomial measures

In this work numerical methods for integration with respect to binomial measures are considered. Binomial measures are examples of fractal measures and arise when multifractal properties are investigated. Interpolatory quadrature rules are considered. An automatic integrator with local quadrature rules that generalize the five points Newton Cotes formula and error estimates based on null rules is then described. Numerical tests are performed to verify the efficiency and accuracy of the method. These tests confirm that the automatic integrator turns out to be as good as one of the best known quadrature algorithms with respect to the Lebesgue measure. AMS subject classification (2000)  28A25, 60G18, 65D30, 65D32, 68M15     

Non-uniqueness of stationary measures for self-stabilizing processes

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This specific self-interaction leads to nonlinear stochastic differential equations and permits pointing out singular phenomena like non-uniqueness of associated stationary measures. The existence of several invariant measures is essentially based on the non-convex environment and requires generalized Laplace’s method approximations.     

Stability of stationary solutions of piecewise affine differential equations describing gene regulatory networks

We study stability properties of a class of piecewise affine systems of ordinary differential equations arising in the modeling of gene regulatory networks. Our method goes back to the concept of a Filippov stationary solution (in the narrow sense) to a differential inclusion corresponding to the system in question. The main result of the paper justifies a reduction principle in the stability analysis enabling to omit the variables that are not singular, i.e. that stay away from the discontinuity set of the system. We suggest also “the first approximation method” to study asymptotic stability of stationary solutions based on calculating the principal part of the system, which is 0-homogeneous rather than linear. This leads to an efficient algorithm of how to check asymptotic stability without calculating the eigenvalues of the system?s Jacobian. In Appendix A we discuss and compare two other concepts of stationary solutions to the system in question.     

四阶奇异边值问题的正解

该文利用锥不动点理论，分别给出了超线性四阶微分方程奇异边值问题正解存在的充分条件和充分必要条件.     

Limit theorems for stationary random evolutions

On a separable Banach space, let A(ξ₁),A(ξ₂),... be a strictly stationary sequence of infinitesimal operators, centered so that EA(ξ_i) = 0, i = 1,2,.... This paper characterizes the limit of the random evolutions

as the solution to a martingale problem. This work is a direct extension of previous work on i.i.d. random evolutions.