|
|
Results 1 - 2 of 2 |
1. CJM 2004 (vol 56 pp. 209)
| A Central Limit Theorem and Law of the Iterated Logarithm for a Random Field with Exponential Decay of Correlations |
| A Central Limit Theorem and Law of the Iterated Logarithm for a Random Field with Exponential Decay of Correlations In \cite{P69}, Walter Philipp wrote that ``\dots the law of the
iterated logarithm holds for any process for which the Borel-Cantelli
Lemma, the central limit theorem with a reasonably good remainder and
a certain maximal inequality are valid.'' Many authors \cite{DW80},
\cite{I68}, \cite{N91}, \cite{OY71}, \cite{Y79} have followed this
plan in proving the law of the iterated logarithm for sequences (or
fields) of dependent random variables.
We carry on this tradition by proving the law of the iterated
logarithm for a random field whose correlations satisfy an exponential
decay condition like the one obtained by Spohn \cite{Sp86} for
certain Gibbs measures. These do not fall into the $\phi$-mixing or
strong mixing cases established in the literature, but are needed for
our investigations \cite{SS01} into diffusions on configuration
space.
The proofs are all obtained by patching together standard results from
\cite{OY71}, \cite{Y79} while keeping a careful eye on the
correlations.
Keywords:law of the iterated logarithm Categories:60F99, 60G60 |
2. CJM 1997 (vol 49 pp. 3)
| Sweeping out properties of operator sequences Let $L_p=L_p(X,\mu)$, $1\leq p\leq\infty$, be the usual Banach
Spaces of real valued functions on a complete non-atomic
probability space. Let $(T_1,\ldots,T_{K})$ be
$L_2$-contractions. Let $0<\varepsilon < \delta\leq1$. Call a
function $f$ a $\delta$-spanning function if $\|f\|_2 = 1$ and if
$\|T_kf-Q_{k-1}T_kf\|_2\geq\delta$ for each $k=1,\ldots,K$, where
$Q_0=0$ and $Q_k$ is the orthogonal projection on the subspace spanned
by $(T_1f,\ldots,T_kf)$. Call a function $h$ a
$(\delta,\varepsilon)$-sweeping function if $\|h\|_\infty\leq1$,
$\|h\|_1<\varepsilon$, and if
$\max_{1\leq k\leq K}|T_kh|>\delta-\varepsilon$ on a set of
measure greater than $1-\varepsilon$. The following is the main
technical result, which is obtained by elementary estimates. There
is an integer $K=K(\varepsilon,\delta)\geq1$ such that if $f$ is a
$\delta$-spanning function, and if the joint distribution
of $(f,T_1f,\ldots,T_Kf)$ is normal, then $h=\bigl((f\wedge
M)\vee(-M)\bigr)/M$
is a $(\delta,\varepsilon)$-sweeping function, for some $M>0$.
Furthermore, if $T_k$s are the averages of operators induced by
the iterates of a measure preserving ergodic transformation, then a
similar result is true without requiring that the joint distribution
is normal. This gives the following theorem on a sequence $(T_i)$ of
these averages. Assume that for each $K\geq1$ there is a subsequence
$(T_{i_1},\ldots,T_{i_K})$ of length $K$, and a $\delta$-spanning
function $f_K$ for this subsequence. Then for each $\varepsilon>0$
there is a function $h$,
$0\leq h\leq1$,
$\|h\|_1<\varepsilon$, such that $\limsup_iT_ih\geq\delta$ a.e..
Another application of the main result gives a refinement of a part
of Bourgain's ``Entropy Theorem'', resulting in a
different, self contained proof of that theorem.
Keywords:Strong and $\delta$-sweeping out, Gaussian distributions, Bourgain's entropy theorem. Categories:28D99, 60F99 |

