Realizability of Point Processes

There are various situations in which it is natural to ask whether a given collection of k functions, ρ j (r 1,…,r j ), j=1,…,k, defined on a set X, are the first k correlation functions of a point process on X. Here we describe some necessary and sufficient conditions on the ρ j ’s for this to be true. Our primary examples are X=ℝ d , X=ℤ d , and X an arbitrary finite set. In particular, we extend a result by Ambartzumian and Sukiasian showing realizability at sufficiently small densities ρ 1(r). Typically if any realizing process exists there will be many (even an uncountable number); in this case we prove, when X is a finite set, the existence of a realizing Gibbs measure with k body potentials which maximizes the entropy among all realizing measures. We also investigate in detail a simple example in which a uniform density ρ and translation invariant ρ 2 are specified on ℤ; there is a gap between our best upper bound on possible values of ρ and the largest ρ for which realizability can be established.

The representation of conditional expectations of non-Gaussian noise

For Wiener spaces conditional expectations and $L^{2}$-martingales w.r.t. the natural filtration have a natural representation in terms of chaos expansion. In this note an extension to larger classes of processes is discussed. In particular, it is pointed out that orthogonality of the chaos expansion is not required.

Selection-mutation balance models with epistatic selection

We present an application of birth-and-death processes on configuration spaces to a generalized mutation4 selection balance model. The model describes the aging of population as a process of accumulation of mu5 tations in a genotype. A rigorous treatment demands that mutations correspond to points in abstract spaces. 6 Our model describes an infinite-population, infinite-sites model in continuum. The dynamical equation which 7 describes the system, is of Kimura-Maruyama type. The problem can be posed in terms of evolution of states 8 (differential equation) or, equivalently, represented in terms of Feynman-Kac formula. The questions of interest 9 are the existence of a solution, its asymptotic behavior, and properties of the limiting state. In the non-epistatic 10 case the problem was posed and solved in [Steinsaltz D., Evans S.N., Wachter K.W., Adv. Appl. Math., 2005, 11 35(1)]. In our model we consider a topological space X as the space of positions of mutations and the influence of epistatic potentials

Necessary and sufficient conditions for realizability of point processes

We give necessary and sufficient conditions for a pair of (generali- zed) functions 1(r1) and 2(r1, r2), ri 2X, to be the density and pair correlations of some point process in a topological space X, for ex- ample, Rd, Zd or a subset of these. This is an infinite-dimensional version of the classical “truncated moment” problem. Standard tech- niques apply in the case in which there can be only a bounded num- ber of points in any compact subset of X. Without this restriction we obtain, for compact X, strengthened conditions which are necessary and sufficient for the existence of a process satisfying a further re- quirement—the existence of a finite third order moment. We general- ize the latter conditions in two distinct ways when X is not compact.

Extension of explicit formulas in Poissonian white noise analysis using harmonic analysis on configuration spaces

Harmonic analysis on configuration spaces is used in order to extend explicit expressions for the images of creation, annihilation, and second quantization operators in L2-spaces with respect to Poisson point processes to a set of functions larger than the space obtained by directly using chaos expansion. This permits, in particular, to derive an explicit expression for the generator of the second quantization of a sub-Markovian contraction semigroup on a set of functions which forms a core of the generator.

Relevance of sampling schemes in light of Ruelle's linear response theory

We reconsider the theory of the linear response of non-equilibrium steady states to perturbations. We �rst show that by using a general functional decomposition for space-time dependent forcings, we can de�ne elementary susceptibilities that allow to construct the response of the system to general perturbations. Starting from the de�nition of SRB measure, we then study the consequence of taking di�erent sampling schemes for analysing the response of the system. We show that only a speci�c choice of the time horizon for evaluating the response of the system to a general time-dependent perturbation allows to obtain the formula �rst presented by Ruelle. We also discuss the special case of periodic perturbations, showing that when they are taken into consideration the sampling can be �ne-tuned to make the de�nition of the correct time horizon immaterial. Finally, we discuss the implications of our results in terms of strategies for analyzing the outputs of numerical experiments by providing a critical review of a formula proposed by Reick.

A note on an integration by parts formula for the generators of uniform translations on configuration space

An integration by parts formula is derived for the first order differential operator corresponding to the action of translations on the space of locally finite simple configurations of infinitely many points on Rd. As reference measures, tempered grand canonical Gibbs measures are considered corresponding to a non-constant non-smooth intensity (one-body potential) and translation invariant potentials fulfilling the usual conditions. It is proven that such Gibbs measures fulfill the intuitive integration by parts formula if and only if the action of the translation is not broken for this particular measure. The latter is automatically fulfilled in the high temperature and low intensity regime.

Decay to equilibrium for jump processes with heavy tails

The case is made for a more careful analysis of the large time asymptotic of infinite particle systems in the thermodynamic limit beyond zero density. The insufficiency of current analysis even in the model case of free particles is demonstrated. Recent advances based on more sophisticated analytical tools like functions of mean variation and Hardy spaces are sketched.

Spectral gap for Glauber type dynamics for a special class of potentials

We consider an equilibrium birth and death type process for a particle system in infinite volume, the latter is described by the space of all locally finite point configurations on Rd. These Glauber type dynamics are Markov processes constructed for pre-given reversible measures. A representation for the ``carré du champ'' and ``second carré du champ'' for the associate infinitesimal generators L are calculated in infinite volume and for a large class of functions in a generalized sense. The corresponding coercivity identity is derived and explicit sufficient conditions for the appearance and bounds for the size of the spectral gap of L are given. These techniques are applied to Glauber dynamics associated to Gibbs measure and conditions are derived extending all previous known results and, in particular, potentials with negative parts can now be treated. The high temperature regime is extended essentially and potentials with non-trivial negative part can be included. Furthermore, a special class of potentials is defined for which the size of the spectral gap is as least as large as for the free system and, surprisingly, the spectral gap is independent of the activity. This type of potentials should not show any phase transition for a given temperature at any activity.

Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

The full infinite dimensional moment problem on semi-algebraic sets of generalized functions

We consider a generic basic semi-algebraic subset S of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an infinite sequence of generalized functions to be realizable on S, namely to be the moment sequence of a finite measure concentrated on S. Our approach combines the classical results about the moment problem on nuclear spaces with the techniques recently developed to treat the moment problem on basic semi-algebraic sets of Rd. In this way, we determine realizability conditions that can be more easily verified than the well-known Haviland type conditions. Our result completely characterizes the support of the realizing measure in terms of its moments. As concrete examples of semi-algebraic sets of generalized functions, we consider the set of all Radon measures and the set of all the measures having bounded Radon–Nikodym density w.r.t. the Lebesgue measure.

A moment problem for random discrete measures

Let X be a locally compact Polish space. A random measure on X is a probability measure on the space of all (nonnegative) Radon measures on X. Denote by K(X) the cone of all Radon measures η on X which are of the form η =