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This is the first of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this first paper, we prove rough estimates for the Green function. Along the way, we introduce the notion of relative automaticity which will be useful in both papers and we show that relatively hyperbolic groups are relatively automatic. We also define the notion of spectral positive recurrence for random walks on relatively hyperbolic groups. We then use our estimates for the Green function to prove that $p_n\asymp R^{-n}n^{-3/2}$ for spectrally positive-recurrent random walks, where $p_n$ is the probability of going back to the origin at time n and where R is the inverse of the spectral radius of the random walk.

In this paper, we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of Poisson distribution than {those} of normal distribution. We then show the moderate deviations in Poisson approximation generally require an adjustment and, with suitable adjustment, we establish better error estimates of the moderate deviations in Poisson approximation than those in \cite{CFS}. Our estimates contain no unspecified constants and are easy to apply. We illustrate the use of the theorems in six applications: Poisson-binomial distribution, matching problem, occupancy problem, birthday problem, random graphs and 2-runs. The paper complements the works of \cite{CC92,BCC95,CFS}., 29 pages and 5 figures

We present a new method of proving the Diophantine extremality of various dynamically defined measures, vastly expanding the class of measures known to be extremal. This generalizes and improves the celebrated theorem of Kleinbock and Margulis [{\it Invent. Math.} {\bf 138}(3) (1999), 451--494] resolving Sprind\v zuk's conjecture, as well as its extension by Kleinbock, Lindenstrauss, and Weiss [On fractal measures and Diophantine approximation. {\it Selecta Math.} {\bf 10} (2004), 479--523], hereafter abbreviated KLW. As applications we prove the extremality of all hyperbolic measures of smooth dynamical systems with sufficiently large Hausdorff dimension, and of the Patterson--Sullivan measures of all nonplanar geometrically finite groups. The key technical idea, which has led to a plethora of new applications, is a significant weakening of KLW's sufficient conditions for extremality. In the first of this series of papers [{\it Selecta Math.} {\bf 24}(3) (2018), 2165--2206], we introduce and develop a systematic account of two classes of measures, which we call {\it quasi-decaying} and {\it weakly quasi-decaying}. We prove that weak quasi-decay implies strong extremality in the matrix approximation framework, as well as proving the ``inherited exponent of irrationality'' version of this theorem. In this paper, the second of the series, we establish sufficient conditions on various classes of conformal dynamical systems for their measures to be quasi-decaying. In particular, we prove the above-mentioned result about Patterson--Sullivan measures, and we show that equilibrium states (including conformal measures) of nonplanar infinite iterated function systems (including those which do not satisfy the open set condition) and rational functions are quasi-decaying., Comment: Link to Part I: arXiv:1504.04778

Let $\unicode[STIX]{x1D703}$ be an irrational real number. The map $T_{\unicode[STIX]{x1D703}}:y\mapsto (y+\unicode[STIX]{x1D703})\!\hspace{0.6em}{\rm mod}\hspace{0.2em}1$ from the unit interval $\mathbf{I}= [\!0,1\![$ (endowed with the Lebesgue measure) to itself is ergodic. In a short paper [Parry, Automorphisms of the Bernoulli endomorphism and a class of skew-products. Ergod. Th. & Dynam. Sys.16 (1996), 519–529] published in 1996, Parry provided an explicit isomorphism between the measure-preserving map $[T_{\unicode[STIX]{x1D703}},\text{Id}]$ and the unilateral dyadic Bernoulli shift when $\unicode[STIX]{x1D703}$ is extremely well approximated by the rational numbers, namely, if $$\begin{eqnarray}\inf _{q\geq 1}q^{4}4^{q^{2}}~\text{dist}(\unicode[STIX]{x1D703},q^{-1}\mathbb{Z})=0.\end{eqnarray}$$ A few years later, Hoffman and Rudolph [Uniform endomorphisms which are isomorphic to a Bernoulli shift. Ann. of Math. (2)156 (2002), 79–101] showed that for every irrational number, the measure-preserving map $[T_{\unicode[STIX]{x1D703}},\text{Id}]$ is isomorphic to the unilateral dyadic Bernoulli shift. Their proof is not constructive. In the present paper, we relax notably Parry’s condition on $\unicode[STIX]{x1D703}$: the explicit map provided by Parry’s method is an isomorphism between the map $[T_{\unicode[STIX]{x1D703}},\text{Id}]$ and the unilateral dyadic Bernoulli shift whenever $$\begin{eqnarray}\inf _{q\geq 1}q^{4}~\text{dist}(\unicode[STIX]{x1D703},q^{-1}\mathbb{Z})=0.\end{eqnarray}$$ This condition can be relaxed again into $$\begin{eqnarray}\inf _{n\geq 1}q_{n}^{3}~(a_{1}+\cdots +a_{n})~|q_{n}\unicode[STIX]{x1D703}-p_{n}| where $[0;a_{1},a_{2},\ldots ]$ is the continued fraction expansion and $(p_{n}/q_{n})_{n\geq 0}$ the sequence of convergents of $\Vert \unicode[STIX]{x1D703}\Vert :=\text{dist}(\unicode[STIX]{x1D703},\mathbb{Z})$. Whether Parry’s map is an isomorphism for every $\unicode[STIX]{x1D703}$ or not is still an open question, although we expect a positive answer.

This paper generalizes the Kunita–Watanabe decomposition of an $L^2$ space. The generalization comes from using nonlinear stochastic integrals where the integrator is a family of continuous martingales bounded in $L^2$ . This result is also the solution of an optimization problem in $L^2$ . First, martingales are assumed to be stochastic integrals. Then, to get the general result, it is shown that the regularity of the family of martingales with respect to its spatial parameter is inherited by the integrands in the integral representation of the martingales. Finally, an example showing how the results of this paper, with the Clark–Ocone formula, can be applied to polynomial functions of Brownian integrals.

The notion of quantized characters was introduced in our previous paper as a natural quantization of characters in the context of asymptotic representation theory forquantum groups. As in the case of ordinary groups, the representation associated with any extreme quantized character generates a von Neumann factor. From the viewpoint of operator algebras (and measurable dynamical systems), it is natural to ask what is the Murray–von Neumann–Connes type of the resulting factor. In this paper, we give a complete solution to this question when the inductive system is of quantum unitary groups $U_{q}(N)$.

We study a Markovian agent-based model (MABM) in this paper. Each agent is endowed with a local state that changes over time as the agent interacts with its neighbours. The neighbourhood structure is given by a graph. In a recent paper [Simon et al. 2011], the authors used the automorphisms of the underlying graph to generate a lumpable partition of the joint state space ensuring Markovianness of the lumped process for binary dynamics. However, many large random graphs tend to become asymmetric rendering the automorphism-based lumping approach ineffective as a tool of model reduction. In order to mitigate this problem, we propose a lumping method based on a notion of local symmetry, which compares only local neighbourhoods of vertices. Since local symmetry only ensures approximate lumpability, we quantify the approximation error by means of Kullback-Leibler divergence rate between the original Markov chain and a lifted Markov chain. We prove the approximation error decreases monotonically. The connections to fibrations of graphs are also discussed., Comment: 28 pages, 4 figures

This paper concerns the study of the global structure of measure-preserving actions of countable groups on standard probability spaces. Weak containment is a hierarchical notion of complexity of such actions, motivated by an analogous concept in the theory of unitary representations. This concept gives rise to an associated notion of equivalence of actions, called weak equivalence, which is much coarser than the notion of isomorphism (conjugacy). It is well understood now that, in general, isomorphism is a very complex notion, a fact which manifests itself, for example, in the lack of any reasonable structure in the space of actions modulo isomorphism. On the other hand, the space of weak equivalence classes is quite well behaved. Another interesting fact that relates to the study of weak containment is that many important parameters associated with actions, such as the type, cost, and combinatorial parameters, turn out to be invariants of weak equivalence and in fact exhibit desirable monotonicity properties with respect to the pre-order of weak containment, a fact that can be useful in certain applications. There has been quite a lot of activity in this area in the last few years, and our goal in this paper is to provide a survey of this work.

This paper will be devoted to study a class of bilinear square-function Fourier multiplier operator associated with a symbol $m$ defined by $$\begin{eqnarray}\displaystyle & & \displaystyle \mathfrak{T}_{\unicode[STIX]{x1D706},m}(f_{1},f_{2})(x)\nonumber\\ \displaystyle & & \displaystyle \quad =\Big(\iint _{\mathbb{R}_{+}^{n+1}}\Big(\frac{t}{|x-z|+t}\Big)^{n\unicode[STIX]{x1D706}}\nonumber\\ \displaystyle & & \displaystyle \qquad \times \,\bigg|\int _{(\mathbb{R}^{n})^{2}}e^{2\unicode[STIX]{x1D70B}ix\cdot (\unicode[STIX]{x1D709}_{1}+\unicode[STIX]{x1D709}_{2})}m(t\unicode[STIX]{x1D709}_{1},t\unicode[STIX]{x1D709}_{2})\hat{f}_{1}(\unicode[STIX]{x1D709}_{1})\hat{f}_{2}(\unicode[STIX]{x1D709}_{2})\,d\unicode[STIX]{x1D709}_{1}\,d\unicode[STIX]{x1D709}_{2}\bigg|^{2}\frac{dz\,dt}{t^{n+1}}\Big)^{1/2}.\nonumber\end{eqnarray}$$ A basic fact about $\mathfrak{T}_{\unicode[STIX]{x1D706},m}$ is that it is closely associated with the multilinear Littlewood–Paley $g_{\unicode[STIX]{x1D706}}^{\ast }$ function. In this paper we first investigate the boundedness of $\mathfrak{T}_{\unicode[STIX]{x1D706},m}$ on products of weighted Lebesgue spaces. Then, the weighted endpoint $L\log L$ type estimate and strong estimate for the commutators of $\mathfrak{T}_{\unicode[STIX]{x1D706},m}$ will be demonstrated.

In this paper, we study the singular fourth-order differential equation with a deviating argument:By using Mawhin's continuation theorem and some analytic techniques, we establish some criteria to guarantee the existence of positive periodic solutions. The significance of this paper is that g has a strong singularity at x = 0 and satisfies a small force condition at x = ∞, which is different from the known ones in the literature.

Suppose that a countable group $G$ admits a cusp-uniform action on a hyperbolic space $(X,d)$ such that $G$ is of divergent type. The main result of the paper is characterizing the purely exponential growth type of the orbit growth function by a condition introduced by Dal'bo-Otal-Peign\'e. For geometrically finite Cartan-Hadamard manifolds with pinched negative curvature this condition ensures the finiteness of Bowen-Margulis-Sullivan measures. In this case, our result recovers a theorem of Roblin (in a weaker form). Our main tool is the Patterson-Sullivan measures on the Gromov boundary of $X$, and a variant of the Sullivan shadow lemma called partial shadow lemma. This allows us to prove that the purely exponential growth of either cones, or partial cones or horoballs is also equivalent to the condition of Dal'bo-Otal-Peign\'e. These results are further used in the paper \cite{YANG7}., Comment: Version 2: 34 pages, 2 figures. Sections 4 and 5 was rewritten following suggestions of the referee. Paper accepted by Ergodic Theory and Dynamical Systems

In this paper a non-convex vector optimization problem among infinite-dimensional spaces is presented. In particular, a generalized Lagrange multiplier rule is formulated as a necessary and sufficient optimality condition for weakly minimal solutions of a constrained vector optimization problem, without requiring that the ordering cone that defines the inequality constraints has non-empty interior. This paper extends the result of Donato (J. Funct. Analysis261 (2011), 2083–2093) to the general setting of vector optimization by introducing a constraint qualification assumption that involves the Fréchet differentiability of the maps and the tangent cone to the image set. Moreover, the constraint qualification is a necessary and sufficient condition for the Lagrange multiplier rule to hold.

We correct two technical errors in the original paper. The main result in the original paper remains valid without any changes.

We set out some general criteria to prove the K-property, refining the assumptions used in an earlier paper for the flow case, and introducing the analogous discrete-time result. We also introduce one-sided $\lambda $ -decompositions, as well as multiple techniques for checking the pressure gap required to show the K-property. We apply our results to the family of Mañé diffeomorphisms and the Katok map. Our argument builds on the orbit decomposition theory of Climenhaga and Thompson.

A gap mapping is a discontinuous interval mapping with two strictly increasing branches that have a gap between their ranges. They are one-dimensional dynamical systems, which arise in the study of certain higher dimensional flows, for example the Lorenz flow and the Cherry flow. In this paper, we prove hyperbolicity of renormalization acting on $C^3$ dissipative gap mappings, and show that the topological conjugacy classes of infinitely renormalizable gap mappings are $C^1$ manifolds.

This paper is concerned with the analysis of Markov decision processes in which a natural form of termination ensures that the expected future costs are bounded, at least under some policies. Whereas most previous analyses have restricted attention to the case where the set of states is finite, this paper analyses the case where the set of states is not necessarily finite or even countable. It is shown that all the existence, uniqueness, and convergence results of the finite-state case hold when the set of states is a general Borel space, provided we make the additional assumption that the optimal value function is bounded below. We give a sufficient condition for the optimal value function to be bounded below which holds, in particular, if the set of states is countable.

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.

In this paper, we establish a Kantorovich duality for unbalanced optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also get another proof of Kantorovich–Rubinstein theorem for generalized Wasserstein distance$\widetilde {W}_1^{a,b}$proved before by Piccoli and Rossi. Then we apply our duality formula to study generalized Wasserstein barycenters. We show the existence of these barycenters for measures with compact supports. Finally, we prove the consistency of our barycenters.

This paper considers risk-sensitive average optimization for denumerable continuous-time Markov decision processes (CTMDPs), in which the transition and cost rates are allowed to be unbounded, and the policies can be randomized history dependent. We first derive the multiplicative dynamic programming principle and some new facts for risk-sensitive finite-horizon CTMDPs. Then, we establish the existence and uniqueness of a solution to the risk-sensitive average optimality equation (RS-AOE) through the results for risk-sensitive finite-horizon CTMDPs developed here, and also prove the existence of an optimal stationary policy via the RS-AOE. Furthermore, for the case of finite actions available at each state, we construct a sequence of models of finite-state CTMDPs with optimal stationary policies which can be obtained by a policy iteration algorithm in a finite number of iterations, and prove that an average optimal policy for the case of infinitely countable states can be approximated by those of the finite-state models. Finally, we illustrate the conditions and the iteration algorithm with an example.

In this paper, we study a large system of $N$ servers each with capacity to process at most $C$ simultaneous jobs and an incoming job is routed to a server if it has the lowest occupancy amongst $d$ (out of N) randomly selected servers. A job that is routed to a server with no vacancy is assumed to be blocked and lost. Such randomized policies are referred to JSQ(d) (Join the Shortest Queue out of $d$) policies. Under the assumption that jobs arrive according to a Poisson process with rate $N\lambda^{(N)}$ where $\lambda^{(N)}=\sigma-\frac{\beta}{\sqrt{N}}$, $\sigma\in\mb{R}_+$ and $\beta\in\mb{R}$, we establish functional central limit theorems (FCLTs) for the fluctuation process in both the transient and stationary regimes when service time distributions are exponential. In particular, we show that the limit is an Ornstein-Uhlenbeck process whose mean and variance depend on the mean-field of the considered model. Using this, we obtain approximations to the blocking probabilities for large $N$, where we can precisely estimate the accuracy of first-order approximations., Comment: 29 pages

A Birkhoff billiard is a system describing the inertial motion of a point mass inside a strictly convex planar domain, with elastic reflections at the boundary. The study of the associated dynamics is profoundly intertwined with the geometric properties of the domain: while it is evident how the shape determines the dynamics, a more subtle and difficult question is the extent to which the knowledge of the dynamics allows one to reconstruct the shape of the domain. This translates into many intriguing inverse problems and unanswered rigidity questions, which have been the focus of very active research in recent decades. In this paper we describe some of these questions, along with their connection to other problems in analysis and geometry, with particular emphasis on recent results obtained by the authors and their collaborators.

We consider products of an independent and identically distributed sequence in a set $\{f_1,\ldots ,f_m\}$ of orientation-preserving diffeomorphisms of the circle. We can naturally associate a Lyapunov exponent $\lambda $ . Under few assumptions, it is known that $\lambda \leq 0$ and that the equality holds if and only if $f_1,\ldots ,f_m$ are simultaneously conjugated to rotations. In this paper, we state a quantitative version of this fact in the case where $f_1,\ldots ,f_m$ are $C^k$ perturbations of rotations with rotation numbers $\rho (f_1),\ldots ,\rho (f_m)$ satisfying a simultaneous diophantine condition in the sense of Moser [On commuting circle mappings and simultaneous diophantine approximations. Math. Z.205(1) (1990), 105–121]: we give a precise estimate of $\lambda $ (Taylor expansion) and we prove that there exist a diffeomorphism g and rotations $r_i$ such that $\mbox {dist}(gf_ig^{-1},r_i)\ll |\lambda |^{{1}/{2}}$ for $i=1,\ldots , m$ . We also state analogous results for random products of $2\times 2$ matrices, without any diophantine condition.

In this paper we investigate the Margulis–Ruelle inequality for general Riemannian manifolds (possibly non-compact and with a boundary) and show that it always holds under an integrable condition.

Many authors have studied the dynamics of hyperbolic transcendental entire functions; these are those for which the postsingular set is a compact subset of the Fatou set. Equivalenty, they are characterized as being expanding. Mihaljevi\'c-Brandt studied a more general class of maps for which finitely many of their postsingular points can be in their Julia set, and showed that these maps are also expanding with respect to a certain orbifold metric. In this paper we generalise these ideas further, and consider a class of maps for which the postsingular set is not even bounded. We are able to prove that these maps are also expanding with respect to a suitable orbifold metric, and use this expansion to draw conclusions on the topology and dynamics of the maps. In particular, we generalize existing results for hyperbolic functions, giving criteria for the boundedness of Fatou components and local connectivity of Julia sets. As part of this study, we develop some novel results on hyperbolic orbifold metrics. These are of independent interest, and may have future applications in holomorphic dynamics., Comment: V3: Author accepted manuscript. To appear in Ergod. Theory Dyn. Syst

Consider a renewal process. The renewal events partition the process into i.i.d. renewal cycles. Assume that on each cycle, a rare event called 'success’ can occur. Such successes lend themselves naturally to approximation by Poisson point processes. If each success occurs after a random delay, however, Poisson convergence may be relatively slow, because each success corresponds to a time interval, not a point. In 1996, Altschul and Gish proposed a finite-size correction to a particular approximation by a Poisson point process. Their correction is now used routinely (about once a second) when computers compare biological sequences, although it lacks a mathematical foundation. This paper generalizes their correction. For a single renewal process or several renewal processes operating in parallel, this paper gives an asymptotic expansion that contains in successive terms a Poisson point approximation, a generalization of the Altschul-Gish correction, and a correction term beyond that.

Comparison results for Markov processes with respect to function-class-induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach spaces. In this paper we transfer the martingale comparison method, known for the comparison of semimartingales to Markovian semimartingales, to general Markov processes. The basic step of this martingale approach is the derivation of the supermartingale property of the linking process, giving a link between the processes to be compared. This property is achieved using the characterization of Markov processes by the associated martingale problem in an essential way. As a result, the martingale comparison method gives a comparison result for Markov processes under a general alternative but related set of regularity conditions compared to the evolution system approach.

This paper investigates a financial market where stock returns depend on an unobservable Gaussian mean reverting drift process. Information on the drift is obtained from returns and randomly arriving discrete-time expert opinions. Drift estimates are based on Kalman filter techniques. We study the asymptotic behavior of the filter for high-frequency experts with variances that grow linearly with the arrival intensity. The derived limit theorems state that the information provided by discrete-time expert opinions is asymptotically the same as that from observing a certain diffusion process. These diffusion approximations are extremely helpful for deriving simplified approximate solutions of utility maximization problems.

In this paper we investigate the range of validity of Ruelle’s property. First, we show that every finitely generated Fuchsian group has Ruelle’s property. We also prove the existence of an infinitely generated Fuchsian group satisfying Ruelle’s property. Concerning the negative results, we first generalize Astala and Zinsmeister’s results [Mostow rigidity and Fuchsian groups. C. R. Math. Acad. Sci. Paris311 (1990), 301–306; Teichmüller spaces and BMOA. Math. Ann.289 (1991), 613–625] by proving that all convergence-type Fuchsian groups of the first kind fail to have Ruelle’s property. Finally, we give some results about second-kind Fuchsian groups. [-3.2pc]

This paper studies the dependence structure and bounds of several basic prototypical parallel queueing systems with correlated arrival processes to different queues. The marked feature of our systems is that each queue viewed alone is a standard single-server queuing system extensively studied in the literature, but those queues are statistically dependent due to correlated arrival streams. The major difficulty in analysing those systems is that the presence of correlation makes the explicit computation of a joint performance measure either intractable or computationally intensive. In addition, it is not well understood how and in what sense arrival correlation will improve or deteriorate a system performance measure. The objective of this paper is to provide a better understanding of the dependence structure of correlated queueing systems and to derive computable bounds for the statistics of a joint performance measure. In this paper, we obtain conditions on arrival processes under which a performance measure in two systems can be compared, in the sense of orthant and supermodular orders, among different queues and over different arrival times. Such strong comparison results enable us to study both spatial dependence (dependence among different queues) and temporal dependence (dependence over different time instances) for a joint performance measure. Further, we derive a variety of upper and lower bounds for the statistics of a stationary joint performance measure. Finally, we apply our results to synchronized queueing systems, using the ideas combined from the theory of orthant and supermodular dependence orders and majorization with respect to weighted trees (Xu and Li (2000)). Our results reveal how a performance measure can be affected, favourably or adversely, by different types of dependencies.

This paper concerns the energy conservation for the weak solutions of the compressible Navier–Stokes equations. Assume that the density is positively bounded, we work on the regularity assumption on the gradient of the velocity, and establish a Lp–Ls type condition for the energy equality to hold in the distributional sense in time. We mention that no regularity assumption on the density derivative is needed any more.

In this paper, we give necessary and sufficient conditions to ensure the validity of confidence intervals, based on the central limit theorem, in simulations of highly reliable Markovian systems. We resort to simulations because of the frequently huge state space in practical systems. So far the literature has focused on the property of bounded relative error. In this paper we focus on ‘bounded normal approximation’ which asserts that the approximation of the normal law, suggested by the central limit theorem, does not deteriorate as the reliability of the system increases. Here we see that the set of systems with bounded normal approximation is (strictly) included in the set of systems with bounded relative error.

On the basis of the Karlin and McGregor result, which states that the transition probability functions of a birth and death process can be expressed via the introduction of an orthogonal polynomial system and a spectral measure, we investigate in this paper how the Laplace transforms and the distributions of different transient characteristics related to excursions of a birth and death process can be expressed by means of the basic orthogonal polynomial system and the spectral measure. This allows us in particular to give a probabilistic interpretation of the series introduced by Stieltjes to study the convergence of the fundamental continued fraction associated with the system. Throughout the paper, we pay special attention to the case when the birth and death process is ergodic. Under the assumption that the spectrum of the spectral measure is discrete, we show how the distributions of different random variables associated with excursions depend on the fundamental continued fraction, the orthogonal polynomial system and the spectral measure.

The papers [O. M. Sarig. Symbolic dynamics for surface diffeomorphisms with positive entropy. J. Amer. Math. Soc.26(2) (2013), 341–426] and [S. Ben Ovadia. Symbolic dynamics for non-uniformly hyperbolic diffeomorphisms of compact smooth manifolds. J. Mod. Dyn.13 (2018), 43–113] constructed symbolic dynamics for the restriction of $C^r$ diffeomorphisms to a set $M'$ with full measure for all sufficiently hyperbolic ergodic invariant probability measures, but the set $M'$ was not identified there. We improve the construction in a way that enables $M'$ to be identified explicitly. One application is the coding of infinite conservative measures on the homoclinic classes of Rodriguez-Hertz et al. [Uniqueness of SRB measures for transitive diffeomorphisms on surfaces. Comm. Math. Phys.306(1) (2011), 35–49].

We continue the study of Rokhlin entropy, an isomorphism invariant for probability-measure-preserving (p.m.p.) actions of countablegroups introduced in Part I [B. Seward. Krieger’s finite generator theorem for actions of countable groups I. Invent. Math. 215(1) (2019), 265–310]. In this paper we prove a non-ergodic finite generator theorem and use it to establish sub-additivity and semicontinuity properties of Rokhlin entropy. We also obtain formulas for Rokhlin entropy in terms of ergodic decompositions and inverse limits. Finally, we clarify the relationship between Rokhlin entropy, sofic entropy, and classical Kolmogorov–Sinai entropy. In particular, using Rokhlin entropy we give a new proof of the fact that ergodic actions with positive sofic entropy have finite stabilizers.

A classical theorem of Hutchinson asserts that if an iterated function system acts on $\mathbb {R}^{d}$ by similitudes and satisfies the open set condition then it admits a unique self-similar measure with Hausdorff dimension equal to the dimension of the attractor. In the class of measures on the attractor, which arise as the projections of shift-invariant measures on the coding space, this self-similar measure is the unique measure of maximal dimension. In the context of affine iterated function systems it is known that there may be multiple shift-invariant measures of maximal dimension if the linear parts of the affinities share a common invariant subspace, or more generally if they preserve a finite union of proper subspaces of $\mathbb {R}^{d}$ . In this paper we give an example where multiple invariant measures of maximal dimension exist even though the linear parts of the affinities do not preserve a finite union of proper subspaces.

In this paper we study the conformal measures of a normal subgroup of a cocompact Fuchsian group. In particular, we relate the extremal conformal measures to the eigenmeasures of a suitable Ruelle operator. Using Ancona’s theorem, adapted to the Ruelle operator setting, we show that if the group of deck transformationsGis hyperbolic then the extremal conformal measures and the hyperbolic boundary ofGcoincide. We then interpret these results in terms of the asymptotic behavior of cutting sequences of geodesics on a regular cover of a compact hyperbolic surface.

In this paper we analyze a single server two-queue model with Bernoulli schedules. This discipline is very flexible and contains the exhaustive and 1-limited disciplines as special cases. We formulate the queueing system as a Riemann boundary value problem with shift. The boundary value problem is solved by exploring a Fredholm integral equation around the unit circle. Some numerical examples are presented at the end of the paper.

Let $(G,\unicode[STIX]{x1D6EC})$ be a self-similar $k$-graph with a possibly infinite vertex set $\unicode[STIX]{x1D6EC}^{0}$. We associate a universal C*-algebra ${\mathcal{O}}_{G,\unicode[STIX]{x1D6EC}}$ to $(G,\unicode[STIX]{x1D6EC})$. The main purpose of this paper is to investigate the ideal structures of ${\mathcal{O}}_{G,\unicode[STIX]{x1D6EC}}$. We prove that there exists a one-to-one correspondence between the set of all $G$-hereditary and $G$-saturated subsets of $\unicode[STIX]{x1D6EC}^{0}$ and the set of all gauge-invariant and diagonal-invariant ideals of ${\mathcal{O}}_{G,\unicode[STIX]{x1D6EC}}$. Under some conditions, we characterize all primitive ideals of ${\mathcal{O}}_{G,\unicode[STIX]{x1D6EC}}$. Moreover, we describe the Jacobson topology of some concrete examples, which includes the C*-algebra of the product of odometers. On the way to our main results, we study self-similar $P$-graph C*-algebras in depth.

This paper considers the asymptotic distribution of the maximum number of infectives in an epidemic model by showing that, as the initial number of susceptibles converges to infinity, the process of infectives converges almost surely to a birth and death process. The model studied here is more general than usual (see e.g. Bailey (1975), Bharucha-Reid (1960), Keilson (1979)) in that it incorporates immigration and the limiting birth and death process is non-linear. The main novelty of the present paper is the martingale approach used to prove the above-mentioned convergence. MAXIMUM NUMBER OF INFECTIVES; GAMBLER'S RUIN PROBLEM; MARTINGALE; BIRTH AND DEATH PROCESS AMS 1991 SUBJECT CLASSIFICATION: PRIMARY 92D30 SECONDARY 60J20; 60G42; 60G40; 60J80

Kifer, Peres, and Weiss proved in [A dimension gap for continued fractions with independent digits. Israel J. Math.124 (2001), 61–76] that there exists $c_{0}>0$, such that $\dim \unicode[STIX]{x1D707}\leq 1-c_{0}$ for any probability measure $\unicode[STIX]{x1D707}$, which makes the digits of the continued fraction expansion independent and identically distributed random variables. In this paper we prove that amongst this class of measures, there exists one whose dimension is maximal. Our results also apply in the more general setting of countable branched systems.

The aim of this paper is twofold. The first aim is to describe the entire solutions of the partial differential equation (PDE) $u_{z_1}^2+2Bu_{z_1}u_{z_2}+u_{z_2}^2=e^g$, where B is a constant and g is a polynomial or an entire function in $\mathbb {C}^2$. The second aim is to consider the entire solutions of another PDE, which is a generalization of the well-known PDE of tubular surfaces.

Essentially non-oscillatory (ENO) and weighted ENO (WENO) schemes were designed for solving hyperbolic and convection–diffusion equations with possibly discontinuous solutions or solutions with sharp gradient regions. The main idea of ENO and WENO schemes is actually an approximation procedure, aimed at achieving arbitrarily high-order accuracy in smooth regions and resolving shocks or other discontinuities sharply and in an essentially non-oscillatory fashion. Both finite volume and finite difference schemes have been designed using the ENO or WENO procedure, and these schemes are very popular in applications, most noticeably in computational fluid dynamics but also in other areas of computational physics and engineering. Since the main idea of the ENO and WENO schemes is an approximation procedure not directly related to partial differential equations (PDEs), ENO and WENO schemes also have non-PDE applications. In this paper we will survey the basic ideas behind ENO and WENO schemes, discuss their properties, and present examples of their applications to different types of PDEs as well as to non-PDE problems.

There is an enormous literature on the so-called Grenander estimator, which is merely the nonparametric maximum likelihood estimator of a nonincreasing probability density on [0, 1] (see, for instance, Grenander (1981)), but unfortunately, there is no nonasymptotic (i.e. for arbitrary finite sample size n) explicit upper bound for the quadratic risk of the Grenander estimator readily applicable in practice by statisticians. In this paper, we establish, for the first time, a simple explicit upper bound 2n−1/2 for the latter quadratic risk. It turns out to be a straightforward consequence of an inequality valid with probability one and bounding from above the integrated squared error of the Grenander estimator by the Kolmogorov–Smirnov statistic.

In this paper, we study the controllability of second-order nonlinear stochastic delay systems driven by the Rosenblatt distributions in finite dimensional spaces. A set of sufficient conditions are established for controllability of nonlinear stochastic delay systems using fixed point theory, delayed sine and cosine matrices and delayed Grammian matrices. Furthermore, controllability results for second-order stochastic delay systems driven by Rosenblatt distributions via the representation of solution by delayed sine and cosine functions are presented. Finally, our theoretical results are illustrated through numerical simulation.

Two recent papers by Petruccelli and Woolford (1984) and Chan et al. (1985) showed that the key element governing ergodicity of a threshold AR(1) model is the joint behavior of the two linear AR(1) pieces falling in the two boundary threshold regimes. They used essentially the necessary and sufficient conditions for ergodicity of a general Markov chain of Tweedie (1974), (1975) in a rather clever manner. However, it is difficult to extend the results to the more general threshold ARMA models. Besides, irreducibility is also required to apply Tweedie's results. In this paper, instead of pursuing the ideas in Tweedie's results, we shall develop a criterion similar in spirit to the technique used by Beneš (1967) in the context of continuous-time Markov chains. Consequently, we derive a necessary and sufficient condition for existence of a strictly stationary solution of a general non-linear ARMA model to be introduced in Section 2 of this paper. This condition is then applied to the threshold ARMA(1, q) model to yield a sufficient condition for strict stationarity which is identical to the condition given by Petruccelli and Woolford (1984) for the threshold AR(1). Hence, the conjecture that the moving average component does not affect stationarity is partially verified. Furthermore, under an additional irreducibility assumption, ergodicity of a non-linear ARMA model is established. The paper then concludes with a necessary condition for stationarity of the threshold ARMA(1, q) model.

In this article, we calculate the Ellis semigroup of a certain class of constant-length substitutions. This generalizes a result of Haddad and Johnson [IP cluster points, idempotents, and recurrent sequences. Topology Proc.22 (1997) 213–226] from the binary case to substitutions over arbitrarily large finite alphabets. Moreover, we provide a class of counterexamples to one of the propositions in their paper, which is central to the proof of their main theorem. We give an alternative approach to their result, which centers on the properties of the Ellis semigroup. To do this, we also show a new way to construct an almost automorphic–isometric tower to the maximal equicontinuous factor of these systems, which gives a more particular approach than the one given by Dekking [The spectrum of dynamical systems arising from substitutions of constant length. Z. Wahrscheinlichkeitstheor. Verw. Geb.41(3) (1977/78) 221–239].

This paper presents a flexible family which we call the $\alpha$ -mixture of survival functions. This family includes the survival mixture, failure rate mixture, models that are stochastically closer to each of these conventional mixtures, and many other models. The $\alpha$ -mixture is endowed by the stochastic order and uniquely possesses a mathematical property known in economics as the constant elasticity of substitution, which provides an interpretation for $\alpha$ . We study failure rate properties of this family and establish closures under monotone failure rates of the mixture’s components. Examples include potential applications for comparing systems.

This paper establishes a fundamental difference between $\mathbb{Z}$ subshifts of finite type and $\mathbb{Z}^{2}$ subshifts of finite type in the context of ergodic optimization. Specifically, we consider a subshift of finite type $X$ as a subset of a full shift $F$. We then introduce a natural penalty function $f$, defined on $F$, which is 0 if the local configuration near the origin is legal and $-1$ otherwise. We show that in the case of $\mathbb{Z}$ subshifts, for all sufficiently small perturbations, $g$, of $f$, the $g$-maximizing invariant probability measures are supported on $X$ (that is, the set $X$ is stably maximized by $f$). However, in the two-dimensional case, we show that the well-known Robinson tiling fails to have this property: there exist arbitrarily small perturbations, $g$, of $f$ for which the $g$-maximizing invariant probability measures are supported on $F\setminus X$.

We investigate the entropy for a class of upper semi-continuous set-valued functions, called Markov set-valued functions, that are a generalization of single-valued Markov interval functions. It is known that the entropy of a Markov interval function can be found by calculating the entropy of an associated shift of finite type. In this paper, we construct a similar shift of finite type for Markov set-valued functions and use this shift space to find upper and lower bounds on the entropy of the set-valued function.

In this paper, we obtain an asymptotic formula for the persistence probability in the positive real line of a random polynomial arising from evolutionary game theory. It corresponds to the probability that a multi-player two-strategy random evolutionary game has no internal equilibria. The key ingredient is to approximate the sequence of random polynomials indexed by their degrees by an appropriate centered stationary Gaussian process., revised version