An invariance principle for martingales with values in sobolev spaces

Author(s):  
Michel Metivier
Author(s):  
D. E. Edmunds ◽  
W. D. Evans

This chapter presents a selection of some of the most important results in the theory of Sobolev spacesn. Special emphasis is placed on embedding theorems and the question as to whether an embedding map is compact or not. Some results concerning the k-set contraction nature of certain embedding maps are given, for both bounded and unbounded space domains: also the approximation numbers of embedding maps are estimated and these estimates used to classify the embeddings.


2021 ◽  
pp. 1-18
Author(s):  
CHRISTOPHE GALLESCO ◽  
DANIEL Y. TAKAHASHI

Abstract Mixing rates, relaxation rates, and decay of correlations for dynamics defined by potentials with summable variations are well understood, but little is known for non-summable variations. This paper exhibits upper bounds for these quantities for dynamics defined by potentials with square-summable variations. We obtain these bounds as corollaries of a new block coupling inequality between pairs of dynamics starting with different histories. As applications of our results, we prove a new weak invariance principle and a Hoeffding-type inequality.


2018 ◽  
Vol 10 (3) ◽  
pp. 1-37
Author(s):  
Yuval Filmus ◽  
Guy Kindler ◽  
Elchanan Mossel ◽  
Karl Wimmer
Keyword(s):  

2021 ◽  
pp. 1-22
Author(s):  
EDGAR MATIAS

Abstract In this paper we prove a local exponential synchronization for Markovian random iterations of homeomorphisms of the circle $S^{1}$ , providing a new result on stochastic circle dynamics even for $C^1$ -diffeomorphisms. This result is obtained by combining an invariance principle for stationary random iterations of homeomorphisms of the circle with a Krylov–Bogolyubov-type result for homogeneous Markov chains.


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