Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

Author: Hubert Hennion

Publisher: Springer Science & Business Media

Published: 2001-08

Total Pages: 150

ISBN-13: 3540424156

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This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.


Functional Gaussian Approximation for Dependent Structures

Functional Gaussian Approximation for Dependent Structures

Author: Florence Merlevède

Publisher: Oxford University Press

Published: 2019-02-14

Total Pages: 496

ISBN-13: 0192561863

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Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.


Asymptotic Theory of Weakly Dependent Random Processes

Asymptotic Theory of Weakly Dependent Random Processes

Author: Emmanuel Rio

Publisher: Springer

Published: 2017-04-13

Total Pages: 211

ISBN-13: 3662543230

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Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires absolument régulières ou fortement mélangeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'étude des processus faiblement dépendants aux statisticiens ou aux probabilistes travaillant sur ces processus.


Frames, Bases and Group Representations

Frames, Bases and Group Representations

Author: Deguang Han

Publisher: American Mathematical Soc.

Published: 2000

Total Pages: 111

ISBN-13: 0821820672

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This work develops an operator-theoretic approach to discrete frame theory on a separable Hilbert space. It is then applied to an investigation of the structural properties of systems of unitary operators on Hilbert space which are related to orthonormal wavelet theory. Also obtained are applications of frame theory to group representations, and of the theory of abstract unitary systems to frames generated by Gabor type systems.


A New Construction of Homogeneous Quaternionic Manifolds and Related Geometric Structures

A New Construction of Homogeneous Quaternionic Manifolds and Related Geometric Structures

Author: Vicente Cortés

Publisher: American Mathematical Soc.

Published: 2000

Total Pages: 79

ISBN-13: 0821821113

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Let $V = {\mathbb R}^{p,q}$ be the pseudo-Euclidean vector space of signature $(p,q)$, $p\ge 3$ and $W$ a module over the even Clifford algebra $C\! \ell^0 (V)$. A homogeneous quaternionic manifold $(M,Q)$ is constructed for any $\mathfrak{spin}(V)$-equivariant linear map $\Pi : \wedge^2 W \rightarrow V$. If the skew symmetric vector valued bilinear form $\Pi$ is nondegenerate then $(M,Q)$ is endowed with a canonical pseudo-Riemannian metric $g$ such that $(M,Q,g)$ is a homogeneous quaternionic pseudo-Kahler manifold. If the metric $g$ is positive definite, i.e. a Riemannian metric, then the quaternionic Kahler manifold $(M,Q,g)$ is shown to admit a simply transitive solvable group of automorphisms. In this special case ($p=3$) we recover all the known homogeneous quaternionic Kahler manifolds of negative scalar curvature (Alekseevsky spaces) in a unified and direct way. If $p>3$ then $M$ does not admit any transitive action of a solvable Lie group and we obtain new families of quaternionic pseudo-Kahler manifolds. Then it is shown that for $q = 0$ the noncompact quaternionic manifold $(M,Q)$ can be endowed with a Riemannian metric $h$ such that $(M,Q,h)$ is a homogeneous quaternionic Hermitian manifold, which does not admit any transitive solvable group of isometries if $p>3$. The twistor bundle $Z \rightarrow M$ and the canonical ${\mathrm SO}(3)$-principal bundle $S \rightarrow M$ associated to the quaternionic manifold $(M,Q)$ are shown to be homogeneous under the automorphism group of the base. More specifically, the twistor space is a homogeneous complex manifold carrying an invariant holomorphic distribution $\mathcal D$ of complex codimension one, which is a complex contact structure if and only if $\Pi$ is nondegenerate. Moreover, an equivariant open holomorphic immersion $Z \rightarrow \bar{Z}$ into a homogeneous complex manifold $\bar{Z}$ of complex algebraic group is constructed. Finally, the construction is shown to have a natural mirror in the category of supermanifolds. In fact, for any $\mathfrak{spin}(V)$-equivariant linear map $\Pi : \vee^2 W \rightarrow V$ a homogeneous quaternionic supermanifold $(M,Q)$ is constructed and, moreover, a homogeneous quaternionic pseudo-Kahler supermanifold $(M,Q,g)$ if the symmetric vector valued bilinear form $\Pi$ is nondegenerate.