The inversion theorem in 𝐿¹. The Poisson integral

Author(s):  
Joel Feldman ◽  
Manfred Salmhofer ◽  
Eugene Trubowitz

1998 ◽  
Vol 96 (2-3) ◽  
pp. 127-144 ◽  
Author(s):  
Tonglin Zhu ◽  
Wei Lin

1999 ◽  
Vol 36 (01) ◽  
pp. 48-59 ◽  
Author(s):  
George V. Moustakides

Let ξ0,ξ1,ξ2,… be a homogeneous Markov process and let S n denote the partial sum S n = θ(ξ1) + … + θ(ξ n ), where θ(ξ) is a scalar nonlinearity. If N is a stopping time with 𝔼N < ∞ and the Markov process satisfies certain ergodicity properties, we then show that 𝔼S N = [lim n→∞𝔼θ(ξ n )]𝔼N + 𝔼ω(ξ0) − 𝔼ω(ξ N ). The function ω(ξ) is a well defined scalar nonlinearity directly related to θ(ξ) through a Poisson integral equation, with the characteristic that ω(ξ) becomes zero in the i.i.d. case. Consequently our result constitutes an extension to Wald's first lemma for the case of Markov processes. We also show that, when 𝔼N → ∞, the correction term is negligible as compared to 𝔼N in the sense that 𝔼ω(ξ0) − 𝔼ω(ξ N ) = o(𝔼N).


2019 ◽  
Vol 27 (3) ◽  
pp. 177-194
Author(s):  
Bartłomiej Kluczyński

AbstractUsing a global inversion theorem we investigate properties of the following operator\matrix{\matrix{ V(x)( \cdot ): = {x^\Delta }( \cdot ) + \int_0^ \cdot {v\left( { \cdot ,\tau ,x,\left( \tau \right)} \right)} \Delta \tau , \hfill \cr \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,x(0) = 0, \hfill \cr}\cr {} \cr }in a time scale setting. Under some assumptions on the nonlinear term v we then show that there exists exactly one solution {x_y} \in W_{\Delta ,0}^{1,p}\left( {{{[0,1]}_\mathbb{T}},{\mathbb{R}^N}} \right) to the associated integral equation\left\{ {\matrix{{{x^\Delta }(t) + \int_0^t {v\left( {t,\tau ,x\left( \tau \right)} \right)} \Delta \tau = y(t)\,\,\,for\,\Delta - a.e.\,\,\,t \in {{[0.1]}_\mathbb{T}},} \cr {x(0) = 0,} \cr } } \right.which is considered on a suitable Sobolev space.


Author(s):  
A. D. Nakhman ◽  
◽  
B. P. Osilenker ◽  

Biometrika ◽  
1951 ◽  
Vol 38 (3/4) ◽  
pp. 481 ◽  
Author(s):  
J. Gil-Pelaez
Keyword(s):  

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