Related papers: Mixing inequalities in Riesz spaces

In this paper we are concerned with restricted additive Schwarz with local impedance transformation conditions for a family of Helmholtz problems in two dimensions. These problems are discretized by the finite element method with conforming…

We prove explicit finite-$N$ lower bounds for $\mathbb P(\bigcup_{k=1}^N A_k)$ when the $\sigma$-algebras generated by an event sequence satisfy quantitative $\varphi$- or $\alpha$-mixing bounds. The main $\varphi$-mixing estimate is…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, T, in [Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson, Convergence in Riesz spaces with conditional…

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

In this paper, we investigate the properties of locally univalent and multivalent planar harmonic mappings. First, we discuss the coefficient estimates and Landau's Theorem for some classes of locally univalent harmonic mappings, and then…

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…

We consider \textit{additive spaces}, consisting of two intervals of unit length or two general probability measures on ${\mathbb R}^1$, positioned on the axes in ${\mathbb R}^2$, with a natural additive measure $\rho$. We study the…

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

We develop operator renewal theory for flows and apply this to infinite ergodic theory. In particular we obtain results on mixing for a large class of infinite measure semiflows. Examples of systems covered by our results include…

There exist very few results on mixing for non-stationary processes. However, mixing is often required in statistical inference for non-stationary processes such as time-varying ARCH (tvARCH) models. In this paper, bounds for the mixing…

In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…

We introduce the notion of unbounded locally solid Riesz spaces, and investigate its fundamental properties.

We provide complete characterizations, on Banach spaces with cotype 2, of those linear operators which happen to be weakly mixing or strongly mixing transformations with respect to some nondegenerate Gaussian measure. These…

We derive strong mixing conditions for many existing discrete-valued time series models that include exogenous covariates in the dynamic. Our main contribution is to study how a mixing condition on the covariate process transfers to a…

We establish a local martingale $M$ associate with $f(X,Y)$ under some restrictions on $f$, where $Y$ is a process of bounded variation (on compact intervals) and either $X$ is a jump diffusion (a special case being a L\'evy process) or $X$…

The main focus of this paper is commutators and maximal commutators on Orlicz spaces for fractional maximal functions and Riesz potential. The main advance in comparison with the existing results is that we manage to obtain conditions for…