A class of Newton maps with Julia sets of Lebesgue measure zero

Let $$g(z)=\int _0^zp(t)\exp (q(t))\,dt+c$$ g ( z ) = ∫ 0 z p ( t ) exp ( q ( t ) ) d t + c where p, q are polynomials and $$c\in {\mathbb {C}}$$ c ∈ C , and let f be the function from Newton’s method for g. We show that under suitable assumptions on the zeros of $$g''$$ g ′ ′ the Julia set of f has Lebesgue measure zero. Together with a theorem by Bergweiler, our result implies that $$f^n(z)$$ f n ( z ) converges to zeros of g almost everywhere in $${\mathbb {C}}$$ C if this is the case for each zero of $$g''$$ g ′ ′ that is not a zero of g or $$g'$$ g ′ . In order to prove our result, we establish general conditions ensuring that Julia sets have Lebesgue measure zero.

Dynamical behavior of alternate base expansions

We generalize the greedy and lazy $\beta $ -transformations for a real base $\beta $ to the setting of alternate bases ${\boldsymbol {\beta }}=(\beta _0,\ldots ,\beta _{p-1})$ , which were recently introduced by the first and second authors as a particular case of Cantor bases. As in the real base case, these new transformations, denoted $T_{{\boldsymbol {\beta }}}$ and $L_{{\boldsymbol {\beta }}}$ respectively, can be iterated in order to generate the digits of the greedy and lazy ${\boldsymbol {\beta }}$ -expansions of real numbers. The aim of this paper is to describe the measure-theoretical dynamical behaviors of $T_{{\boldsymbol {\beta }}}$ and $L_{{\boldsymbol {\beta }}}$ . We first prove the existence of a unique absolutely continuous (with respect to an extended Lebesgue measure, called the p-Lebesgue measure) $T_{{\boldsymbol {\beta }}}$ -invariant measure. We then show that this unique measure is in fact equivalent to the p-Lebesgue measure and that the corresponding dynamical system is ergodic and has entropy $({1}/{p})\log (\beta _{p-1}\cdots \beta _0)$ . We give an explicit expression of the density function of this invariant measure and compute the frequencies of letters in the greedy ${\boldsymbol {\beta }}$ -expansions. The dynamical properties of $L_{{\boldsymbol {\beta }}}$ are obtained by showing that the lazy dynamical system is isomorphic to the greedy one. We also provide an isomorphism with a suitable extension of the $\beta $ -shift. Finally, we show that the ${\boldsymbol {\beta }}$ -expansions can be seen as $(\beta _{p-1}\cdots \beta _0)$ -representations over general digit sets and we compare both frameworks.

Conformable Fractional Martingales and Some Convergence Theorems

In this paper, we define conformable Lebesgue measure and conformable fractional countable martingales. Some convergence theorems are proved.

Improved Lebesgue Indicator-Based Evolutionary Algorithm: Reducing Hypervolume Computations

One of the major limitations of evolutionary algorithms based on the Lebesgue measure for multi-objective optimization is the computational cost required to approximate the Pareto front of a problem. Nonetheless, the Pareto compliance property of the Lebesgue measure makes it one of the most investigated indicators in the designing of indicator-based evolutionary algorithms (IBEAs). The main deficiency of IBEAs that use the Lebesgue measure is their computational cost which increases with the number of objectives of the problem. On this matter, the investigation presented in this paper introduces an evolutionary algorithm based on the Lebesgue measure to deal with box-constrained continuous multi-objective optimization problems. The proposed algorithm implicitly uses the regularity property of continuous multi-objective optimization problems that has suggested effectiveness when solving continuous problems with rough Pareto sets. On the other hand, the survival selection mechanism considers the local property of the Lebesgue measure, thus reducing the computational time in our algorithmic approach. The emerging indicator-based evolutionary algorithm is examined and compared versus three state-of-the-art multi-objective evolutionary algorithms based on the Lebesgue measure. In addition, we validate its performance on a set of artificial test problems with various characteristics, including multimodality, separability, and various Pareto front forms, incorporating concavity, convexity, and discontinuity. For a more exhaustive study, the proposed algorithm is evaluated in three real-world applications having four, five, and seven objective functions whose properties are unknown. We show the high competitiveness of our proposed approach, which, in many cases, improved the state-of-the-art indicator-based evolutionary algorithms on the multi-objective problems adopted in our investigation.

Escaping Orbits Are also Rare in the Almost Periodic Fermi–Ulam Ping-Pong

We study the one-dimensional Fermi–Ulam ping-pong problem with a Bohr almost periodic forcing function and show that the set of initial condition leading to escaping orbits typically has Lebesgue measure zero.

Separating minimal valuations, point-continuous valuations, and continuous valuations

We give two concrete examples of continuous valuations on dcpo’s to separate minimal valuations, point-continuous valuations, and continuous valuations: (1) Let ${\mathcal J}$ be the Johnstone’s non-sober dcpo, and μ be the continuous valuation on ${\mathcal J}$ with μ(U)=1 for nonempty Scott opens U and μ(U)=0 for $U=\emptyset$ . Then, μ is a point-continuous valuation on ${\mathcal J}$ that is not minimal. (2) Lebesgue measure extends to a measure on the Sorgenfrey line $\mathbb{R}_\ell$ . Its restriction to the open subsets of $\mathbb{R}_\ell$ is a continuous valuation λ. Then, its image valuation $\overline\lambda$ through the embedding of $\mathbb{R}_\ell$ into its Smyth powerdomain $\mathcal{Q}\mathbb{R}_\ell$ in the Scott topology is a continuous valuation that is not point-continuous. We believe that our construction $\overline\lambda$ might be useful in giving counterexamples displaying the failure of the general Fubini-type equations on dcpo’s.

For which functions are 𝑓(𝑋_{𝑡})-𝔼𝕗(𝕏_{𝕥}) and 𝕘(𝕏_{𝕥})/𝔼𝕘(𝕏_{𝕥}) martingales?

Let X = ( X t ) t ≥ 0 X=(X_t)_{t\geq 0} be a one-dimensional Lévy process such that each X t X_t has a C b 1 C^1_b -density w. r. t. Lebesgue measure and certain polynomial or exponential moments. We characterize all polynomially bounded functions f : R → R f\colon \mathbb {R}\to \mathbb {R} , and exponentially bounded functions g : R → ( 0 , ∞ ) g\colon \mathbb {R}\to (0,\infty ) , such that f ( X t ) − E f ( X t ) f(X_t)-\mathbb {E} f(X_t) , resp. g ( X t ) / E g ( X t ) g(X_t)/\mathbb {E} g(X_t) , are martingales.