Pressure Function and Limit Theorems for Almost Anosov Flows

We obtain limit theorems (Stable Laws and Central Limit Theorems, both standard and non-standard) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The link between the pressure function and limit theorems is studied in an abstract functional analytic framework, which may be applicable to other classes of non-uniformly hyperbolic flows.

The Calculation of the Density and Distribution Functions of Strictly Stable Laws

Integral representations for the probability density and distribution function of a strictly stable law with the characteristic function in the Zolotarev’s “C” parametrization were obtained in the paper. The obtained integral representations express the probability density and distribution function of standard strictly stable laws through a definite integral. Using the methods of numerical integration, the obtained integral representations allow us to calculate the probability density and distribution function of a strictly stable law for a wide range of admissible values of parameters ( α , θ ) . A number of cases were given when numerical algorithms had difficulty in calculating the density. Formulas were given to calculate the density and distribution function with an arbitrary value of the scale parameter λ .

Diagonal Minkowski classes, zonoid equivalence, and stable laws

We consider the family of convex bodies obtained from an origin symmetric convex body [Formula: see text] by multiplication with diagonal matrices, by forming Minkowski sums of the transformed sets, and by taking limits in the Hausdorff metric. Support functions of these convex bodies arise by an integral transform of measures on the family of diagonal matrices, equivalently, on Euclidean space, which we call [Formula: see text]-transform. In the special case, if [Formula: see text] is a segment not lying on any coordinate hyperplane, one obtains the family of zonoids and the cosine transform. In this case two facts are known: the vector space generated by support functions of zonoids is dense in the family of support functions of origin symmetric convex bodies; and the cosine transform is injective. We show that these two properties are equivalent for general [Formula: see text]. For [Formula: see text] being a generalized zonoid, we determine conditions that ensure the injectivity of the [Formula: see text]-transform. Relations to mixed volumes and to a geometric description of one-sided stable laws are discussed. The later probabilistic application motivates our study of a family of convex bodies obtained as limits of sums of diagonally scaled [Formula: see text]-balls.

On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums

Let X1,X2,... be a sequence of independent, identically distributed random variables. Let ?p be a geometric random variable with parameter p?(0,1), independent of all Xj, j ? 1: Assume that ? : N ? R+ is a positive normalized function such that ?(n) = o(1) when n ? +?. The paper deals with the rate of convergence for distributions of randomly normalized geometric random sums ?(?p) ??p,j=1 Xj to symmetric stable laws in term of Zolotarev?s probability metric.