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We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…

Numerical Analysis · Mathematics 2021-02-09 Josef Dick , Michael Gnewuch

It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…

Probability · Mathematics 2012-10-23 Zbigniew J. Jurek

A $d$-dimensional random array on a nonempty set $I$ is a stochastic process $\boldsymbol{X}=\langle X_s:s\in \binom{I}{d}\rangle$ indexed by the set $\binom{I}{d}$ of all $d$-element subsets of $I$. We obtain structural decompositions of…

Probability · Mathematics 2025-02-18 Pandelis Dodos , Konstantinos Tyros , Petros Valettas

We further develop the \emph{Multivariate Decomposition Method} (MDM) for the Lebesgue integration of functions of infinitely many variables $x_1,x_2,x_3,\ldots$ with respect to a corresponding product of a one dimensional probability…

Numerical Analysis · Mathematics 2016-09-20 Frances Y. Kuo , Dirk Nuyens , Leszek Plaskota , Ian H. Sloan , Grzegorz W. Wasilkowski

This paper considers self-conformal iterated function systems (IFSs) on the real line whose first level cylinders overlap. In the space of self-conformal IFSs, we show that generically (in topological sense) if the attractor of such a…

Classical Analysis and ODEs · Mathematics 2020-12-16 Balázs Bárány , István Kolossváry , Michał Rams , Károly Simon

We discuss various infinite-dimensional configuration spaces that carry measures quasiinvariant under compactly-supported diffeomorphisms of a manifold M corresponding to a physical space. Such measures allow the construction of unitary…

Mathematical Physics · Physics 2009-11-10 Gerald A. Goldin , Ugo Moschella , Takao Sakuraba

We consider random iteration of exponential entire functions, i.e. of the form ${\mathbb C}\ni z\mapsto f_\lambda(z):=\lambda e^z\in\mathbb C$, $\lambda\in{\mathbb C}\setminus \{0\}$. Assuming that $\lambda$ is in a bounded closed interval…

Dynamical Systems · Mathematics 2018-05-22 Mariusz Urbański , Anna Zdunik

A finite family $\mathcal{F}=\{f_1,\ldots,f_n\}$ of continuous selfmaps of a given metric space $X$ is called an iterated function system (shortly IFS). In a case of contractive selfmaps of a complete metric space is well-known that IFS has…

General Topology · Mathematics 2024-05-28 Michał Popławski

The dimension spectrum of a conformal iterated function system (CIFS) is the set of all Hausdorff dimensions of its various subsystem limit sets. This brief note provides two constructions -- (i) a compact perfect set that cannot be…

Dynamical Systems · Mathematics 2023-02-24 Tushar Das , David Simmons

Let $d$ be a positive integer, and let $\mu$ be a finite measure on $\br^d$. In this paper we ask when it is possible to find a subset $\Lambda$ in $\br^d$ such that the corresponding complex exponential functions $e_\lambda$ indexed by…

Functional Analysis · Mathematics 2008-11-14 Dorin Ervin Dutkay , Palle Jorgensen

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

Motivated by the success of Sinkhorn's algorithm for entropic optimal transport, we study convergence properties of iterative proportional fitting procedures (IPFP) used to solve more general information projection problems. We establish…

Optimization and Control · Mathematics 2025-04-14 Stephan Eckstein , Aziz Lakhal

We introduce the novel concept of hypercomplex iterated function system (IFS) on the complete metric space $(\mathbb{A}_{n+1}^k,d)$ and define its hypercomplex attractor. Systems of hypercomplex function systems arising from hypercomplex…

Metric Geometry · Mathematics 2020-09-22 Peter Massopust

In a series of papers Tsirelson constructed from measure types of random sets and generalised random processes a new range of examples for continuous tensor product systems of Hilbert spaces introduced by Arveson for classifying…

Probability · Mathematics 2007-05-23 Volkmar Liebscher

We give new examples and describe the complete lists of all measures on the set of countable homogeneous universal graphs and $K_s$-free homogeneous universal graphs (for $s\geq 3$) that are invariant with respect to the group of all…

Combinatorics · Mathematics 2009-06-30 F. V. Petrov , A. M. Vershik

We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…

Numerical Analysis · Mathematics 2021-09-21 Josef Dick , Michael Gnewuch

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

Probability · Mathematics 2022-12-22 Jean Barbier , Dmitry Panchenko , Manuel Sáenz

We study the problem of when, given a countable homogeneous structure $M$ and a space $S$ of expansions of $M$, every $\mathrm{Aut}(M)$-invariant probability measure on $S$ is exchangeable (i.e. invariant under all permutations of the…

Logic · Mathematics 2025-02-21 Samuel Braunfeld , Colin Jahel , Paolo Marimon

As a natural counterpart to Nakada's $\alpha$-continued fraction maps, we study a one-parameter family of continued fraction transformations with an indifferent fixed point. We prove that matching holds for Lebesgue almost every parameter…

Dynamical Systems · Mathematics 2019-12-24 Charlene Kalle , Niels Langeveld , Marta Maggioni , Sara Munday

Given an iterated function system (IFS) on a complete and separable metric space $Y$, there exists a unique compact subset $X \subseteq Y$ satisfying a fixed point relation with respect to the IFS. This subset is called the attractor set,…

Functional Analysis · Mathematics 2018-04-03 Trubee Davison
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