Related papers: Nonlinear semigroups and limit theorems for convex…
We consider the abstract Cauchy problem x'=Ax, x(0)=x_0\in D(A) for linear operators A on a Banach space X. We prove uniqueness of the (local) solution of this problem for a natural class of operators A. Moreover, we establish that the…
We utilize operational methods to generalize the Chernoff inequality and prove a new result that relates the moment bound to strictly absolute monotonic functions. We show that the Chernoff bound is part of a continuum of probability…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…
The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing…
A basic result in semigroup theory states that every $C_0$-semigroup is quasi-contractive with respect to some appropriately chosen equivalent norm. This paper contains a counterpart of this well-known fact. Namely, by examining the…
For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…
The Chernoff $\sqrt$ n-Lemma is revised. This concerns two aspects: an improvement of the Chernoff estimate in the strong operator topol-ogy and an operator-norm estimate for quasi-sectorial contractions. Applications to the Lie-Trotter…
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…
If $(T_t)$ is a semigroup of Markov operators on an $L^1$-space that admits a non-trivial lower bound, then a well-known theorem of Lasota and Yorke asserts that the semigroup is strongly convergent as $t \to \infty$. In this article we…
The fundamental result of Li, Long, and Srinivasan on approximations of set systems has become a key tool across several communities such as learning theory, algorithms, computational geometry, combinatorics and data analysis. The goal of…
We treat the convergence of Carleman linearization of nonlinear evolutionary equations through the approximation theory of strongly continuous semigroups, by Carleman embedding the underlying nonlinear semigroups as linear semigroups.…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…
For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…
We present and apply a theory of one parameter $C_0$-semigroups of linear operators in locally convex spaces. Replacing the notion of equicontinuity considered by the literature with the weaker notion of sequential equicontinuity, we prove…
Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…
Sofic and hyperlinear groups are the countable discrete groups that can be approximated in a suitable sense by finite symmetric groups and groups of unitary matrices. These notions turned out to be very deep and fruitful, and stimulated in…
Relying on the notions of submodular function and partial metric, we introduce normed inverse semigroups as a generalization of normed groups and sup-semilattices equipped with an upper valuation. We define the property of skew-convexity…
We give extensions of results on nonnegative matrix semigroups which deduce finiteness or boundedness of such semigroups from the corresponding local properties, e.g., from finiteness or boundedness of values of certain linear functionals…
We establish a Dynkin formula and a Courr\`ege-von Waldenfels theorem for sublinear Markov semigroups. In particular, we show that any sublinear operator $A$ on $C_c^{\infty}(\mathbb{R}^d)$ satisfying the positive maximum principle can be…