scholarly journals Mixed empirical stochastic point processes in compact metric spaces. I

2007 ◽  
Vol 74 (00) ◽  
pp. 113-124
Author(s):  
Yu. I. Petunin ◽  
M. G. Semeĭko
2019 ◽  
Vol 6 (1) ◽  
pp. 92-105
Author(s):  
Sophie Grivaux

AbstractGiven a (real or complex, separable) Banach space, and a contraction T on X, we say that T has the Blum-Hanson property if whenever x, y ∈ X are such that Tnx tends weakly to y in X as n tends to infinity, the means{1 \over N}\sum\limits_{k = 1}^N {{T^{{n_k}}}x} tend to y in norm for every strictly increasing sequence (nk) k≥1 of integers. The space X itself has the Blum-Hanson property if every contraction on X has the Blum-Hanson property. We explain the ergodic-theoretic motivation for the Blum-Hanson property, prove that Hilbert spaces have the Blum-Hanson property, and then present a recent criterion of a geometric flavor, due to Lefèvre-Matheron-Primot, which allows to retrieve essentially all the known examples of spaces with the Blum-Hanson property. Lastly, following Lefèvre-Matheron, we characterize the compact metric spaces K such that the space C(K) has the Blum-Hanson property.


1983 ◽  
Vol 15 (01) ◽  
pp. 39-53 ◽  
Author(s):  
Ed Waymire ◽  
Vijay K. Gupta

The Pólya process is employed to illustrate certain features of the structure of infinitely divisible stochastic point processes in connection with the representation for the probability generating functional introduced by Milne and Westcott in 1972. The Pólya process is used to provide a counterexample to the result of Ammann and Thall which states that the class of stochastic point processes with the Milne and Westcott representation is the class of regular infinitely divisble point processes. So the general representation problem is still unsolved. By carrying the analysis of the Pólya process further it is possible to see the extent to which the general representation is valid. In fact it is shown in the case of the Pólya process that there is a critical value of a parameter above which the representation breaks down. This leads to a proper version of the representation in the case of regular infinitely divisible point processes.


1975 ◽  
Vol 12 (S1) ◽  
pp. 239-259 ◽  
Author(s):  
D. Vere-Jones

This paper is an attempt to interpret and extend, in a more statistical setting, techniques developed by D. L. Snyder and others for estimation and filtering for doubly stochastic point processes. The approach is similar to the Kalman-Bucy approach in that the updating algorithms can be derived from a Bayesian argument, and lead ultimately to equations which are similar to those occurring in stochastic approximation theory. In this paper the estimates are derived from a general updating formula valid for any point process. It is shown that almost identical formulae arise from updating the maximum likelihood estimates, and on this basis it is suggested that in practical situations the sequence of estimates will be consistent and asymptotically efficient. Specific algorithms are derived for estimating the parameters in a doubly stochastic process in which the rate alternates between two levels.


1975 ◽  
Vol 7 (1) ◽  
pp. 83-122 ◽  
Author(s):  
Odile Macchi

The structure of the probability space associated with a general point process, when regarded as a counting process, is reviewed using the coincidence formalism. The rest of the paper is devoted to the class of regular point processes for which all coincidence probabilities admit densities. It is shown that their distribution is completely specified by the system of coincidence densities. The specification formalism is stressed for ‘completely’ regular point processes. A construction theorem gives a characterization of the system of coincidence densities of such a process. It permits the study of most models of point processes. New results on the photon process, a particular type of conditioned Poisson process, are derived. New examples are exhibited, including the Gauss-Poisson process and the ‘fermion’ process that is suitable whenever the points are repulsive.


2000 ◽  
Vol 11 (08) ◽  
pp. 1057-1078
Author(s):  
JINGBO XIA

Kuroda's version of the Weyl-von Neumann theorem asserts that, given any norm ideal [Formula: see text] not contained in the trace class [Formula: see text], every self-adjoint operator A admits the decomposition A=D+K, where D is a self-adjoint diagonal operator and [Formula: see text]. We extend this theorem to the setting of multiplication operators on compact metric spaces (X, d). We show that if μ is a regular Borel measure on X which has a σ-finite one-dimensional Hausdorff measure, then the family {Mf:f∈ Lip (X)} of multiplication operators on T2(X, μ) can be simultaneously diagonalized modulo any [Formula: see text]. Because the condition [Formula: see text] in general cannot be dropped (Kato-Rosenblum theorem), this establishes a special relation between [Formula: see text] and the one-dimensional Hausdorff measure. The main result of the paper is that such a relation breaks down in Hausdorff dimensions p>1.


COMBINATORICA ◽  
2004 ◽  
Vol 25 (1) ◽  
pp. 85-103 ◽  
Author(s):  
Carsten Thomassen

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