Central limit asymptotics for shifts of finite type

We study the rate of convergence and asymptotic expansions in the central limit theorem for the class of Hölder continuous functions on a shift of finite type endowed with a stationary equilibrium state. It is shown that the rate of convergence in the theorem isO(n ^?1/2) and when the function defines a non-lattice distribution an asymptotic expansion to the order ofo(n ^?1/2) is given. Higher-order expansions can be obtained for a subclass of functions. We also make a remark on the central limit theorem for (closed) orbital measures.     

Local Limit Theorems for Sums of Power Series Distributed Random Variables and for the Number of Components in Labelled Relational Structures

A Local limit theorem for the distribution of the number of components in random labelled relational structures of size n (e.g., a type of random graphs on n vertices, random permutations of n elements, etc.) is proved as n→∞. The case when the corresponding exponential generating functions diverge at their radii of convergence is considered.     

Palindromic Matrices of Order Two and Three-Point Subdivision Schemes

We introduce a family of three-point subdivision schemes related to palindromic pairs of matrices of order 2. We apply the Mößner theorem on palindromic matrices to the C ⁰ convergence of these subdivision schemes. We study the Hölder regularity of their limit functions. The Hölder exponent which is found in the regular case is sharp for most limit functions. In the singular case, the modulus of continuity of the limit functions is of order δlogδ. These results can be used for studying the C ¹ convergence of the Merrien family of Hermite subdivision schemes.     

非紧致一秩Riemann对称空间上的中心极限定理

我们在本文中研究非紧致一秩Ｒｉｅｍａｎｎ对称空间上初等球函数的渐近表示,并利用Ｌｏｈｏｕｅ Ｎ．和Ｒｙｃｈｎｅｒ Ｔｈ．得到的热核表达式,建立起这类空间上的非欧中心极限定理,所得结果包含了Ｔｅｒｒａｓ的定理作为其特例．     

Estimates for Correlation in Dynamical Systems: From Hölder Continuous Functions to General Observables

For many dynamical systems that are popular in applications, estimates are known for the decay of correlation in the case of Hölder continuous functions. In the present article, we suggest an approach that allows us to obtain estimates for correlation in dynamical systems in the case of arbitrary functions. This approach is based on approximation and estimates are obtained with the use of known estimates for Hölder continuous functions. We apply our approach to transitive Anosov diffeomorphisms and derive the central limit theorem for the characteristic functions of certain sets with boundary of zero measure.     

Some variants of the classical Aubin–Lions Lemma

This paper explores two generalizations of the classical Aubin–Lions Lemma. First, we give a sufficient condition to commute weak limit and multiplication of two functions. We deduce from this criteria a compactness theorem for degenerate parabolic equations. Second, we state and prove a compactness theorem for noncylindrical domains, including the case of dual estimates involving only divergence-free test functions.     

Coupled Continuous Time Random Maxima

Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables which have arbitrary distributions. In case that the waiting times between the events have infinite mean, the limit process that appears differs from the limit process that appears in the classical case. With a continuous mapping approach, we derive a limit theorem for the case that the waiting times and the subsequent events are dependent as well as for the case that the waiting times depend on the preceding events (in this case we speak of an Overshooting Continuous Time Random Maxima, abbr. OCTRM). We get the distribution functions of the limit processes and a formula for the Laplace transform in time of the CTRM and the OCTRM limit. With this formula we have another way to calculate the distribution functions of the limit processes, namely by inversion of the Laplace transform. Moreover, we present governing equations which in our case are time fractional differential equations whose solutions are the distribution functions of our limit processes.     

Leafwise Brownian Motions and Some Function Theoretic Properties of Laminations

We discuss the value distribution of Borel measurable functions which are subharmonic or meromorphic along leaves on laminations. They are called leafwise subharmonic functions or meromorphic functions respectively. We consider cases that each leaf is a negatively curved Riemannian manifold or Kähler manifold. We first consider the case when leaves are Riemannian with a harmonic measure in L.Garnett sense. We show some Liouville type theorem holds for leafwise subharmonic functions in this case. In the case of laminations whose leaves are Kähler manifolds with some curvature condition we consider the value distribution of leafwise meromorphic functions. If a lamination has an ergodic harmonic measure, a variant of defect relation in Nevanlinna theory is obtained for almost all leaves. It gives a bound of the number of omitted points by those functions. Consequently we have a Picard type theorem for leafwise meromorphic functions.     

A generalized notion of variation applied to Markov chains and Anosov maps

Summary Extending the operator formalism of [3] we show that there exists a large class of functions which possess an exponential decay of correlations and fulfill a central limit theorem under a certain type of Markov chains. This result can be applied to the symbolic dynamics of Anosov maps, showing that in the case of a absolutely continuous invariant measure there is a large class of functions with good ergodic properties-larger than the usual class of Hölder continuous functions.work supported by Studienstiftung des deutschen Volkes     

Diffusion approximation of systems with repeated calls and an unreliable server

We consider single-server queueing systems with repeated calls and an unreliable server, which may fail both when free and when busy. A central limit theorem and a diffusion approximation theorem are obtained for the queue as a time-dependent process in the case of a low rate of repeated calls.Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 74, pp. 78–80, 1992;     

Entropy and the combinatorial dimension

We solve Talagrand’s entropy problem: the L ₂-covering numbers of every uniformly bounded class of functions are exponential in its shattering dimension. This extends Dudley’s theorem on classes of {0,1}-valued functions, for which the shattering dimension is the Vapnik-Chervonenkis dimension. In convex geometry, the solution means that the entropy of a convex body K is controlled by the maximal dimension of a cube of a fixed side contained in the coordinate projections of K. This has a number of consequences, including the optimal Elton’s Theorem and estimates on the uniform central limit theorem in the real valued case. Oblatum 10-XII-2001 & 4-IX-2002?Published online: 8 November 2002     

Limit Theorems for Branching Diffusions in Hydrodynamical Rescaling

The hydrodynamical limit is studied for infinite systems of BROWN ian particles in R^d, d = 3, which branch out at exponentially distributed times according to a critical offspring distribution with finite second moment. In the second part a central limit theorem for the hydrodynamical fluctuations is derived in the case, when the branching mechanism has a finite third moment.     

Central Limit Theorem for Nonlinear Semi-Markov Reward Processes

Abstract

In this work, we obtain a central limit theorem for reward processes defined on a finite state space semi-Markov process, when reward functions assumed to have general forms and are not of constant rates. Martingale theory is the main tool which have been used for establishing the convergence of scaled and shifted reward process to a zero mean Brownian motion. The striking point in this article is considering general forms for the reward functions which are realistic in applications. The conditions needed for these results are existence of variances for sojourn times in each state and second order integrability of reward functions with respect to sojourn times distributions.     

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.     

Fuzzy random renewal process and renewal reward process

So far, there have been several concepts about fuzzy random variables and their expected values in literature. One of the concepts defined by Liu and Liu (2003a) is that the fuzzy random variable is a measurable function from a probability space to a collection of fuzzy variables and its expected value is described as a scalar number. Based on the concepts, this paper addresses two processes—fuzzy random renewal process and fuzzy random renewal reward process. In the fuzzy random renewal process, the interarrival times are characterized as fuzzy random variables and a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process is presented. In the fuzzy random renewal reward process, both the interarrival times and rewards are depicted as fuzzy random variables and a fuzzy random renewal reward theorem on the limit value of the long-run expected reward per unit time is provided. The results obtained in this paper coincide with those in stochastic case or in fuzzy case when the fuzzy random variables degenerate to random variables or to fuzzy variables.     

A note on conjugate Π-variation and a weak limit theorem for the number of renewals

A weak limit theorem for the number of renewals N(t) when 1 − F(x) is regularly varying with index −1 is given utilizing an alternatemethod of constructing conjugates for functions in the well-known subclass Π of slowly varying functions. An error in the literature concerning the centering term when F(x) has a finite mean is corrected.     

Some Contributions to Stochastic Asymptotic Stability and Boundedness via Multiple Lyapunov Functions

Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper to establish some sufficient criteria for locating the limit sets of solutions of stochastic differential equations. From them follow many useful results on stochastic asymptotic stability and boundedness, which enable us to construct the Lyapunov functions much more easily in applications. In particular, the well-known classical theorem on stochastic asymptotic stability is a special case of our more general results. These show clearly the power of our new results.     

随机泛函微分方程的渐近稳定性

应用多个Liapunov函数讨论了随机泛函微分方程解的渐近行为,建立了确定这种方程解的极限位置的充分条件,并且从这些条件得到了随机泛函微分方程渐近稳定性的有效判据,使实际应用中构造Liapunov函数更为方便．同时也说明了该结果包含了经典的随机泛函微分方程稳定性结果为其特殊情况．最后给出的结果在随机Hopfield神经网络中的应用．     

GI/G/1排队系统队长的强大数定律和中心极限定理

本文首先证明当服务强度小于1时,GI/G/1排队系统的队长是一个特殊的马尔可夫骨架过程——正常返的Doob骨架过程,然后运用马尔可夫骨架过程的强大数定律和中心极限定理等重要结果,给出了队长的累积过程的期望和方差,并给出了该累积过程满足强大数定律和中心极限定理的充分条件。     

An alternative proof of Pellet’s theorem for matrix polynomials

We propose an alternative proof of Pellet’s theorem for matrix polynomials that, unlike existing proofs, does not rely on Rouché’s theorem. A similar proof is provided for the generalization to matrix polynomials of a result by Cauchy that can be considered as a limit case of Pellet’s theorem.