Related papers: Conditional nonlinear expectations

Let $X$ be a Banach space with RNP, $(\vO,\vS,\mu)$ be a complete probability space and $\vG:\vO\to{cb(X)}$ (nonempty, closed convex and bounded subsets of $X$) be a multifunction. Assume that $\vX\subset\vS$ is a $\sigma$-algebra and the…

Let $\mathfrak g$ be a simple Lie algebra over $\mathbb C$ and let $e \in \mathfrak g$ be nilpotent. We consider the finite $W$-algebra $U(\mathfrak g,e)$ associated to $e$ and the problem of determining the variety $\mathcal E(\mathfrak…

Let $\Omega \subseteq \mathbb{R}^d$ be open, $A$ a complex uniformly strictly accretive $d\times d$ matrix-valued function on $\Omega$ with $L^\infty$ coefficients, and $V$ a locally integrable function on $\Omega$ whose negative part is…

Let (f_n) and (g_n) be two sequences of random variables adapted to an increasing sequence of $\sigma$-algebras $({\cal F}_n)$ such that the conditional distributions of f_n and g_n given ${\cal F}_{n-1}$ coincide, and such that the…

In this paper, the Neyman-Pearson lemma for general sublinear expectations is studied. We weaken the assumptions for sublinear expectations in [1] and give a completely new method to study this problem. Applying Mazur-Orlicz Theorem and the…

We formulate a criterion for the existence of an invariant measure for a Feller semigroup defined on a metric space with the e-property for bounded continuous functions and use it to prove the asymptotic stability of a semigroup satisfying…

Let G be a locally compact Hausdorff group in which every element is of finite order, and let P(G) denote the class of all regular probability measures on G. In this note, it is observed that a characterization of algebraically regular…

We prove that given any positive integer $k$, for each open set $\Omega$ and any closed subset $D$ of its closure such that $\Omega$ is locally an (epsilon,delta)-domain near points in the boundary of $\Omega$ not contained in $D$ there…

For a power bounded or polynomially bounded operator $T$ sufficient conditions for the existence of a nontrivial hyperinvariant subspace are given. The obtained hyperinvariant subspaces of $T$ have the form of the closure of the range of…

We give a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}|\mathcal{F}_t\right]$ for a large class of measures $\nu$. We give a refined entropic characterization of the invertibility of some perturbations of the identity. We…

Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…

Let $\mathcal{X}$ be a metric space with doubling measure and $L$ a one-to-one operator of type $\omega$ having a bounded $H_\infty$-functional calculus in $L^2(\mathcal{X})$ satisfying the reinforced $(p_L, q_L)$ off-diagonal estimates on…

In this paper we extend the definition of time conditional G-expectations $\mathbb{\hat{E}}_{t}[\cdot]$ to a larger domain on which the dynamical consistency still holds. In fact we can consistently define, by taking the limit, the time…

The theorems of M. Ratner, describing the finite ergodic invariant measures and the orbit closures for unipotent flows on homogeneous spaces of Lie groups, are extended for actions of subgroups generated by unipotent elements. More…

We construct a family of non-parametric (infinite-dimensional) manifolds of finite measures on $R^d$. The manifolds are modelled on a variety of weighted Sobolev spaces, including Hilbert-Sobolev spaces and mixed-norm spaces. Each supports…

Given the joint distribution of two random variables $X,Y$ on some second countable locally compact Hausdorff space, we investigate the statistical approximation of the $L^2$-operator defined by $[Pf](x) := \mathbb{E}[ f(Y) \mid X = x ]$…

In this article, we construct empirical likelihood (EL)-weighted estimators of linear functionals of a probability measure in the presence of side information. Motivated by nuisance parameters in semiparametric models with possibly infinite…

In this paper, we consider filtration-consistent nonlinear expectations which satisfy a general domination condition (dominated by ${\cal{E}}^{\phi}$). We show that this kind of nonlinear expectations can be represented by $g$-expectations…

Suppose $G$ is an amenable locally compact group. If $\{F_\gamma\} = \{F_\gamma\}_{\gamma\in\Gamma}$ is a F\o{}lner net for $G$, associate it with the net $\{\chi_{F_\gamma} / |F_\gamma|\} \subset L_1(G) \subset L_\infty^*(G)$. Thus, every…

For a separable finite diffuse measure space $\mathcal{M}$ and an orthonormal basis $\{\varphi_n\}$ of $L^2(\mathcal{M})$ consisting of bounded functions $\varphi_n\in L^\infty(\mathcal{M})$, we find a measurable subset…