14,199,423 research outputs found

    Recovering metric from full ordinal information

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    Given a geodesic space (E, d), we show that full ordinal knowledge on the metric d-i.e. knowledge of the function D d : (w, x, y, z) \rightarrow 1 d(w,x)\led(y,z) , determines uniquely-up to a constant factor-the metric d. For a subspace En of n points of E, converging in Hausdorff distance to E, we construct a metric dn on En, based only on the knowledge of D d on En and establish a sharp upper bound of the Gromov-Hausdorff distance between (En, dn) and (E, d)

    Coupling for Ornstein--Uhlenbeck processes with jumps

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    Consider the linear stochastic differential equation (SDE) on Rn\mathbb{R}^n: dXt=AXtdt+BdLt,\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t, where AA is a real n×nn\times n matrix, BB is a real n×dn\times d real matrix and LtL_t is a L\'{e}vy process with L\'{e}vy measure ν\nu on Rd\mathbb{R}^d. Assume that ν(dz)ρ0(z)dz\nu(\mathrm {d}{z})\ge \rho_0(z)\,\mathrm{d}z for some ρ00\rho_0\ge 0. If A0,Rank(B)=nA\le 0,\operatorname {Rank}(B)=n and {zz0ε}ρ0(z)1dz<\int_{\{|z-z_0|\le\varepsilon\}}\rho_0(z)^{-1}\,\mathrm{d}z<\infty holds for some z0Rdz_0\in \mathbb{R}^d and some ε>0\varepsilon>0, then the associated Markov transition probability Pt(x,dy)P_t(x,\mathrm {d}{y}) satisfies Pt(x,)Pt(y,)varC(1+xy)t,x,yRd,t>0,\|P_t(x,\cdot)-P_t(y,\cdot)\|_{\mathrm{var}}\le \frac{C(1+|x-y|)}{\sqrt{t}}, x,y\in \mathbb{R}^d,t>0, for some constant C>0C>0, which is sharp for large tt and implies that the process has successful couplings. The Harnack inequality, ultracontractivity and the strong Feller property are also investigated for the (conditional) transition semigroup.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ308 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
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