scholarly journals Limit theorems for generalized perimeters of random inscribed polygons. II

Author(s):  
Ekaterina N. Simarova ◽  
◽  

Lao and Mayer (2008) recently developed the theory of U-max statistics, where instead of the usual sums over subsets, the maximum of the kernel is considered. Such statistics often appear in stochastic geometry. Examples include the greatest distance between random points in a ball, the maximum diameter of a random polygon, the largest scalar product in a sample of points, etc. Their limit distributions are related to distribution of extreme values. This is the second article devoted to the study of the generalized perimeter of a polygon and the limit behavior of the U-max statistics associated with the generalized perimeter. Here we consider the case when the parameter y, arising in the definition of the generalized perimeter, is greater than 1. The problems that arise in the applied method in this case are described. The results of theorems on limit behavior in the case of a triangle are refined.

Author(s):  
Ekaterina N. Simarova ◽  
◽  

Lao and Mayer (2008) recently developed the theory of U-max-statistics, where instead of the usual averaging the values of the kernel over subsets, the maximum of the kernel is considered. Such statistics often appear in stochastic geometry. Their limit distributions are related to distributions of extreme values. This is the first article devoted to the study of the generalized perimeter (the sum of side powers) of an inscribed random polygon, and of U-max-statistics associated with it. It describes the limiting behavior for the extreme values of the generalized perimeter. This problem has not been studied in the literature so far. One obtains some limit theorems in the case when the parameter y, arising in the definition of the generalized perimeter does not exceed 1.


2018 ◽  
Vol 29 (02) ◽  
pp. 1850019 ◽  
Author(s):  
X.-H. Tan ◽  
C.-Y. Liu ◽  
X.-P. Li ◽  
H.-Q. Wang ◽  
H. Deng

A stress sensitivity model for the permeability of porous media based on bidispersed fractal theory is established, considering the change of the flow path, the fractal geometry approach and the mechanics of porous media. It is noted that the two fractal parameters of the porous media construction perform differently when the stress changes. The tortuosity fractal dimension of solid cluster [Formula: see text] become bigger with an increase of stress. However, the pore fractal dimension of solid cluster [Formula: see text] and capillary bundle [Formula: see text] remains the same with an increase of stress. The definition of normalized permeability is introduced for the analyzation of the impacts of stress sensitivity on permeability. The normalized permeability is related to solid cluster tortuosity dimension, pore fractal dimension, solid cluster maximum diameter, Young’s modulus and Poisson’s ratio. Every parameter has clear physical meaning without the use of empirical constants. Predictions of permeability of the model is accordant with the obtained experimental data. Thus, the proposed model can precisely depict the flow of fluid in porous media under stress.


2020 ◽  
Vol 68 ◽  
pp. 73-96 ◽  
Author(s):  
Benjamin Arras ◽  
Jean-Christophe Breton ◽  
Aurelia Deshayes ◽  
Olivier Durieu ◽  
Raphaël Lachièze-Rey

We present some recent developments for limit theorems in probability theory, illustrating the variety of this field of activity. The recent results we discuss range from Stein’s method, as well as for infinitely divisible distributions as applications of this method in stochastic geometry, to asymptotics for some discrete models. They deal with rates of convergence, functional convergences for correlated random walks and shape theorems for growth models.


Author(s):  
Pingping Zhong ◽  
Weiguo Yang ◽  
Zhiyan Shi ◽  
Yan Zhang

AbstractThe purpose of this paper is to establish some limit theorems of delayed averages for countable nonhomogeneous Markov chains. The definition of the generalized C-strong ergodicity and the generalized uniformly C-strong ergodicity for countable nonhomogeneous Markov chains is introduced first. Then a theorem about the generalized C-strong ergodicity and the generalized uniformly C-strong ergodicity for the nonhomogeneous Markov chains is established, and its applications to the information theory are given. Finally, the strong law of large numbers of delayed averages of bivariate functions for countable nonhomogeneous Markov chains is proved.


2019 ◽  
Vol 34 (2) ◽  
pp. 235-257
Author(s):  
Peter Spreij ◽  
Jaap Storm

In this paper, we study limit behavior for a Markov-modulated binomial counting process, also called a binomial counting process under regime switching. Such a process naturally appears in the context of credit risk when multiple obligors are present. Markov-modulation takes place when the failure/default rate of each individual obligor depends on an underlying Markov chain. The limit behavior under consideration occurs when the number of obligors increases unboundedly, and/or by accelerating the modulating Markov process, called rapid switching. We establish diffusion approximations, obtained by application of (semi)martingale central limit theorems. Depending on the specific circumstances, different approximations are found.


1993 ◽  
Vol 08 (26) ◽  
pp. 4679-4729 ◽  
Author(s):  
GAETANO FIORE

We show that the isotropic harmonic oscillator in the ordinary Euclidean space RN (N≥3) admits a natural q-deformation into a new quantum-mechanical model having a q-deformed symmetry (in the sense of quantum groups), SO q(N, R). The q-deformation is the consequence of replacing RN by [Formula: see text] (the corresponding quantum space). This provides an example of quantum mechanics on a noncommutative geometrical space. To reach the goal, we also have to deal with a sensible definition of integration over [Formula: see text], which we use for the definition of the scalar product of states.


2010 ◽  
Vol 47 (04) ◽  
pp. 1136-1149 ◽  
Author(s):  
Bojan Basrak

For random variables with values on binary metric trees, the definition of the expected value can be generalized to the notion of a barycenter. To estimate the barycenter from tree-valued data, the so-called inductive mean is constructed recursively using the weighted interpolation between the current mean and a new data point. We show the strong consistency of the inductive mean, but also that it, somewhat peculiarly, converges towards the true barycenter with different rates, and asymptotic distributions depending on the small variations of the underlying distribution.


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