Stationarity of multivariate particle systems

A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d${\mathbb{R}}^d$ and in some cases provide a full characterisation of the stationarity property. In particular, a full characterisation of stationary multivariate Brown–Resnick processes is given.     

On removable sets for convex functions

In the present article we provide a sufficient condition for a closed set F∈R^d$F\in {\mathbb{R}}^d$ to have the following property which we call c  -removability: Whenever a continuous function f:R^d→R$f:{\mathbb{R}}^d\to \mathbb{R}$ is locally convex on the complement of F  , it is convex on the whole R^d${\mathbb{R}}^d$. We also prove that no generalized rectangle of positive Lebesgue measure in R²${\mathbb{R}}^2$ is c-removable. Our results also answer the following question asked in an article by Jacek Tabor and Józef Tabor (2010) [5]: Assume the closed set F⊂R^d$F\subset {\mathbb{R}}^d$ is such that any locally convex function defined on R^d?F${\mathbb{R}}^d?F$ has a unique convex extension on R^d${\mathbb{R}}^d$. Is F   necessarily intervally thin (a notion of smallness of sets defined by their “essential transparency” in every direction)? We prove the answer is negative by finding a counterexample in R²${\mathbb{R}}^2$.     

Intersection local times for interlacements

We define renormalized intersection local times for random interlacements of Lévy processes in R^d$R^d$ and prove an isomorphism theorem relating renormalized intersection local times with associated Wick polynomials.     

Linearly repetitive Delone sets are rectifiable

We show that every linearly repetitive Delone set in the Euclidean d  -space R^d${\mathbb{R}}^d$, with d?2$d?2$, is equivalent, up to a bi-Lipschitz homeomorphism, to the integer lattice Z^d${\mathbb{Z}}^d$. In the particular case when the Delone set X   in R^d${\mathbb{R}}^d$ comes from a primitive substitution tiling of R^d${\mathbb{R}}^d$, we give a condition on the eigenvalues of the substitution matrix which ensures the existence of a homeomorphism with bounded displacement from X   to the lattice βZ^d$\beta {\mathbb{Z}}^d$ for some positive β. This condition includes primitive Pisot substitution tilings but also concerns a much broader set of substitution tilings.     

Multi-tiling and Riesz bases

Let S   be a bounded, Riemann measurable set in R^d${\mathbb{R}}^d$, and Λ be a lattice. By a theorem of Fuglede, if S   tiles R^d${\mathbb{R}}^d$ with translation set Λ, then S has an orthogonal basis of exponentials. We show that, under the more general condition that S multi-tiles  R^d${\mathbb{R}}^d$ with translation set Λ, S has a Riesz basis of exponentials. The proof is based on Meyer?s quasicrystals.     

Perfect simulation and moment properties for the Matérn type III process

In a seminal work, Bertil Matérn introduced several types of processes for modeling repulsive point processes. In this paper an algorithm is presented for the perfect simulation of the Matérn III process within a bounded window in R^d${\mathbb{R}}^d$, fully accounting for edge effects. A simple upper bound on the mean time needed to generate each point is computed when interaction between points is characterized by balls of fixed radius R$R$. This method is then generalized to handle interactions resulting from use of random grains about each point. This includes the case of random radii as a special case. In each case, the perfect simulation method is shown to be provably fast, making it a useful tool for analysis of such processes.     

A simple condition for bounded displacement

We study separated nets Y   that arise from primitive substitution tilings of R^d${\mathbb{R}}^d$. We show that the question whether Y   is a bounded displacement of Z^d${\mathbb{Z}}^d$ or not can be reduced, in many cases, to a simple question on the eigenvalues and eigenspaces of the substitution matrix.     

Differentiation of sets – The general case

In recent work by Khmaladze and Weil (2008) and by Einmahl and Khmaladze (2011), limit theorems were established for local empirical processes near the boundary of compact convex sets K   in R^d${\mathbb{R}}^d$. The limit processes were shown to live on the normal cylinder Σ of K, respectively on a class of set-valued derivatives in Σ. The latter result was based on the concept of differentiation of sets at the boundary ∂K of K, which was developed in Khmaladze (2007). Here, we extend the theory of set-valued derivatives to boundaries ∂F   of rather general closed sets F⊂R^d$F\subset {\mathbb{R}}^d$, making use of a local Steiner formula for closed sets, established in Hug, Last and Weil (2004).     

Random polarizations

We derive conditions under which random sequences of polarizations (two-point symmetrizations) on S^d${\mathbb{S}}^d$, R^d${\mathbb{R}}^d$, or H^d${\mathbb{H}}^d$ converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose distributions need not be uniform. The proof of convergence hinges on an estimate for the expected distance from the limit that yields a bound on the rate of convergence. In the special case of i.i.d. sequences, almost sure convergence holds even for polarizations chosen at random from suitable small sets. As corollaries, we find bounds on the rate of convergence of Steiner symmetrizations that require no convexity assumptions, and show that full rotational symmetry can be achieved by randomly alternating Steiner symmetrizations in a finite number of directions that satisfy an explicit non-degeneracy condition. We also present some negative results on the rate of convergence and give examples where convergence fails.     

Some results on monotone metric spaces

We present some new results on monotone metric spaces. We prove that every bounded 1-monotone metric space in R^d${\mathbb{R}}^d$ has a finite 1-dimensional Hausdorff measure. As a consequence we obtain that each continuous bounded curve in R^d${\mathbb{R}}^d$ has a finite length if and only if it can be written as a finite sum of 1-monotone continuous bounded curves. Next we construct a continuous function f such that M   has a zero Lebesgue measure provided the graph(f|M)$\mathrm{graph}(f|M)$ is a monotone set in the plane. We finally construct a differentiable function with a monotone graph and unbounded variation.     

The construction of multivariate periodic wavelet bi-frames

This paper addresses periodic wavelet bi-frames associated with general expansive matrices. Periodization is an important method to obtain periodic wavelets from wavelets on R^d${\mathbb{R}}^d$. MEP and MOEP provide us with criteria for the construction of wavelet bi-frames on R^d${\mathbb{R}}^d$. Based on periodization techniques, MEP and MOEP, periodic wavelet bi-frames associated with the dyadic matrix have been constructed. However, the problem of constructing periodic wavelet bi-frames associated with general expansive matrices is still open. The geometry of a general expansive matrix is much more complicated than the dyadic matrix. In this paper, with the help of quasi-norms, MEP and MOEP we construct periodic wavelet bi-frames associated with general expansive matrices.     

Harness processes and harmonic crystals

In the Hammersley harness processes the R$\mathbb{R}$-valued height at each site i∈Z^d$i\in {\mathbb{Z}}^d$ is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process “a la Harris” simultaneously for all times and boxes contained in Z^d${\mathbb{Z}}^d$. With this representation we compute covariances and show L²$L^2$ and almost sure time and space convergence of the process. In particular, the process started from the flat configuration and viewed from the height at the origin converges to an invariant measure. In dimension three and higher, the process itself converges to an invariant measure in L²$L^2$ at speed t^1−d/2$t^{1-d/2}$ (this extends the convergence established by Hsiao). When the noise is Gaussian the limiting measures are Gaussian fields (harmonic crystals) and are also reversible for the process.     

Riesz transforms for Dunkl Hermite expansions

In the present paper, we establish that Riesz transforms for Dunkl Hermite expansions introduced by Nowak and Stempak are singular integral operators with Hörmander's type condition. We prove that they are bounded on L^p(R^d,d_μκ)$L^p({\mathbb{R}}^d,d{\mu }_{\kappa })$ for 1<p<∞$1<p<\infty$ and from L¹(R^d,d_μκ)$L^1({\mathbb{R}}^d,d{\mu }_{\kappa })$ into L^1,∞(R^d,d_μκ)$L^{1,\infty }({\mathbb{R}}^d,d{\mu }_{\kappa })$.     

A recursive method for computing interpolants

In this paper, we describe a recursive method for computing interpolants defined in a space spanned by a finite number of continuous functions in R^d${\mathbb{R}}^d$. We apply this method to construct several interpolants such as spline interpolants, tensor product interpolants and multivariate polynomial interpolants. We also give a simple algorithm for solving a multivariate polynomial interpolation problem and constructing the minimal interpolation space for a given finite set of interpolation points.     

The Morse–Sard theorem for Clarke critical values

The Morse–Sard theorem states that the set of critical values of a C^k$C^k$ smooth function defined on a Euclidean space R^d${\mathbb{R}}^d$ has Lebesgue measure zero, provided k≥d$k\ge d$. This result is hereby extended for (generalized) critical values of continuous selections over a compactly indexed countable family of C^k$C^k$ functions: it is shown that these functions are Lipschitz continuous and the set of their Clarke critical values is null.     

Convergence to Lévy stable processes under some weak dependence conditions

For a strictly stationary sequence of random vectors in R^d${\mathbb{R}}^d$ we study convergence of partial sum processes to a Lévy stable process in the Skorohod space with _J1$J_1$-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.     

A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail

We study the probability distribution F(u)$F\left(u\right)$ of the maximum of smooth Gaussian fields defined on compact subsets of R^d${\mathbb{R}}^d$ having some geometric regularity.     

Decay of eigenfunctions of elliptic PDE's,I

We study exponential decay of eigenfunctions of self-adjoint higher order elliptic operators on R^d${\mathbb{R}}^d$. We show that the possible (global) critical decay rates are determined algebraically. In addition we show absence of super-exponentially decaying eigenfunctions and a refined exponential upper bound.     

Random walk in a high density dynamic random environment

The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on Z^d${\mathbb{Z}}^d$, d≥1$d\ge 1$. The red particles jump at rate 1 and are in a Poisson equilibrium with density μ$\mu$. The green particle also jumps at rate 1, but uses different transition kernels p^′$p^{\prime }$ and p^″$p^{″}$ depending on whether it sees a red particle or not. It is shown that, in the limit as μ→∞$\mu \to \infty$, the speed of the green particle tends to the average jump under p^′$p^{\prime }$. This result is far from surprising, but it is non-trivial to prove. The proof that is given in this note is based on techniques that were developed in Kesten and Sidoravicius (2005) to deal with spread-of-infection models. The main difficulty is that, due to particle conservation, space–time correlations in the field of red particles decay slowly. This places the problem in a class of random walks in dynamic random environments for which scaling laws are hard to obtain.