Search results for "Measure"

Poincare Inequalities and Spectral Gap, Concentration Phenomenon for G-Measures

2002

We produce a new approach based upon inequalities of Poincare’s type for giving constructive estimates of the mixing rate for a family of mixing stationary processes continuously depending on their past called g-measures. We establish also exponential inequalities of Hoeffding’s type leading to a concentration phenomenon for a large class of observables; this last property permits in particular to give the typical behaviour of the n-orbits of a g-measure.

$$\mathscr {K}$$-Convergence of Finite Volume Solutions of the Euler Equations

2020

We review our recent results on the convergence of invariant domain-preserving finite volume solutions to the Euler equations of gas dynamics. If the classical solution exists we obtain strong convergence of numerical solutions to the classical one applying the weak-strong uniqueness principle. On the other hand, if the classical solution does not exist we adapt the well-known Prokhorov compactness theorem to space-time probability measures that are generated by the sequences of finite volume solutions and show how to obtain the strong convergence in space and time of observable quantities. This can be achieved even in the case of ill-posed Euler equations having possibly many oscillatory s…

A Stieltjes Approach to Static Hedges

2014

Static hedging of complicated payoff structures by standard instruments becomes increasingly popular in finance. The classical approach is developed for quite regular functions, while for less regular cases, generalized functions and approximation arguments are used. In this note, we discuss the regularity conditions in the classical decomposition formula due to P. Carr and D. Madan (in Jarrow ed, Volatility, pp. 417–427, Risk Publ., London, 1998) if the integrals in this formula are interpreted as Lebesgue integrals with respect to the Lebesgue measure. Furthermore, we show that if we replace these integrals by Lebesgue–Stieltjes integrals, the family of representable functions can be exte…

Gaussian plane and spherical means in separable Hilbert spaces

1982

Rectifiability and singular integrals

1995

Convergence of Measures

2020

One focus of probability theory is distributions that are the result of an interplay of a large number of random impacts. Often a useful approximation can be obtained by taking a limit of such distributions, for example, a limit where the number of impacts goes to infinity. With the Poisson distribution, we have encountered such a limit distribution that occurs as the number of very rare events when the number of possibilities goes to infinity (see Theorem 3.7). In many cases, it is necessary to rescale the original distributions in order to capture the behavior of the essential fluctuations, e.g., in the central limit theorem. While these theorems work with real random variables, we will a…

Riesz-Fischer Maps, Semi-frames and Frames in Rigged Hilbert Spaces

2021

In this note we present a review, some considerations and new results about maps with values in a distribution space and domain in a σ-finite measure space X. Namely, this is a survey about Bessel maps, frames and bases (in particular Riesz and Gel’fand bases) in a distribution space. In this setting, the Riesz-Fischer maps and semi-frames are defined and new results about them are obtained. Some examples in tempered distributions space are examined.

A comparison of different synchronization measures in electroencephalogram during propofol anesthesia

2016

Electroencephalogram (EEG) synchronization is becoming an essential tool to describe neurophysiological mechanisms of communication between brain regions under general anesthesia. Different synchronization measures have their own properties to reflect the changes of EEG activities during different anesthetic states. However, the performance characteristics and the relations of different synchronization measures in evaluating synchronization changes during propofol-induced anesthesia are not fully elucidated. Two-channel EEG data from seven volunteers who had undergone a brief standardized propofol anesthesia were then adopted to calculate eight synchronization indexes. We computed the predi…

Contributions of mean and shape of blood pressure distribution to worldwide trends and variations in raised blood pressure: A pooled analysis of 1018…

2018

Background: Change in the prevalence of raised blood pressure could be due to both shifts in the entire distribution of blood pressure (representing the combined effects of public health interventions and secular trends) and changes in its high-blood-pressure tail (representing successful clinical interventions to control blood pressure in the hypertensive population). Our aim was to quantify the contributions of these two phenomena to the worldwide trends in the prevalence of raised blood pressure. Methods: We pooled 1018 population-based studies with blood pressure measurements on 88.6 million participants from 1985 to 2016. We first calculated mean systolic blood pressure (SBP), mean dia…

How many longitudinal covariate measurements are needed for risk prediction?

2014

Abstract Objective In epidemiologic follow-up studies, many key covariates, such as smoking, use of medication, blood pressure, and cholesterol, are time varying. Because of practical and financial limitations, time-varying covariates cannot be measured continuously, but only at certain prespecified time points. We study how the number of these longitudinal measurements can be chosen cost-efficiently by evaluating the usefulness of the measurements for risk prediction. Study Design and Setting The usefulness is addressed by measuring the improvement in model discrimination between models using different amounts of longitudinal information. We use simulated follow-up data and the data from t…