14,199,423 research outputs found
Recovering metric from full ordinal information
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) 1
d(w,x)d(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
Consider the linear stochastic differential equation (SDE) on :
where is a real
matrix, is a real real matrix and is a
L\'{e}vy process with L\'{e}vy measure on . Assume that
for some . If
and
holds for
some and some , then the associated Markov
transition probability satisfies
for some constant , which is sharp for large
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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