Central limit theorem for Fourier transforms of stationary processes

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all regular sequences. Our results shed new light on the foundation of spectral analysis and on the asymptotic distribution of periodogram, and it provides a nice blend of harmonic analysis, theory of stationary processes and theory of martingales.Comment: Published in at http://dx.doi.org/10.1214/10-AOP530 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Geometry of logarithmic forms and deformations of complex structures

We present a new method to solve certain $\bar{\partial}$-equations for logarithmic differential forms by using harmonic integral theory for currents on Kahler manifolds. The result can be considered as a $\bar{\partial}$-lemma for logarithmic forms. As applications, we generalize the result of Deligne about closedness of logarithmic forms, give geometric and simpler proofs of Deligne's degeneracy theorem for the logarithmic Hodge to de Rham spectral sequences at $E_1$-level, as well as certain injectivity theorem on compact Kahler manifolds. Furthermore, for a family of logarithmic deformations of complex structures on Kahler manifolds, we construct the extension for any logarithmic $(n,q)$-form on the central fiber and thus deduce the local stability of log Calabi-Yau structure by extending an iteration method to the logarithmic forms. Finally we prove the unobstructedness of the deformations of a log Calabi-Yau pair and a pair on a Calabi-Yau manifold by differential geometric method.Comment: Several typos have been fixed. Final version to appear in Journal of Algebraic Geometr

On Transformations of Markov Chains and Poisson Boundary

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the transition function of the original chain is harmonic with respect to the transition function of the transformed chain. The reverse inclusion is in general not true. Our main result provides a sufficient condition on the stopping time which guarantees that the space of bounded harmonic functions for the transformed chain embeds in the space of bounded harmonic sequences for the original chain. We also obtain a similar result on positive unbounded harmonic functions, under some additional conditions. Our work was motivated by and is analogous to Forghani-Kaimanovich, the well-studied case when the Markov chain is a random walk on a discrete group

Interpolation and harmonic majorants in big Hardy-Orlicz spaces

Free interpolation in Hardy spaces is caracterized by the well-known Carleson condition. The result extends to Hardy-Orlicz spaces contained in the scale of classical Hardy spaces $H^p$, $p>0$. For the Smirnov and the Nevanlinna classes, interpolating sequences have been characterized in a recent paper in terms of the existence of harmonic majorants (quasi-bounded in the case of the Smirnov class). Since the Smirnov class can be regarded as the union over all Hardy-Orlicz spaces associated with a so-called strongly convex function, it is natural to ask how the condition changes from the Carleson condition in classical Hardy spaces to harmonic majorants in the Smirnov class. The aim of this paper is to narrow down this gap from the Smirnov class to ``big'' Hardy-Orlicz spaces. More precisely, we characterize interpolating sequences for a class of Hardy-Orlicz spaces that carry an algebraic structure and that are strictly bigger than $\bigcup_{p>0} H^p$. It turns out that the interpolating sequences are again characterized by the existence of quasi-bounded majorants, but now the weights of the majorants have to be in suitable Orlicz spaces. The existence of harmonic majorants in such Orlicz spaces will also be discussed in the general situation. We finish the paper with an example of a separated Blaschke sequence that is interpolating for certain Hardy-Orlicz spaces without being interpolating for slightly smaller ones.Comment: 19 pages, 2 figure

Orders of accumulation of entropy

For a continuous map $T$ of a compact metrizable space $X$ with finite topological entropy, the order of accumulation of entropy of $T$ is a countable ordinal that arises in the context of entropy structure and symbolic extensions. We show that every countable ordinal is realized as the order of accumulation of some dynamical system. Our proof relies on functional analysis of metrizable Choquet simplices and a realization theorem of Downarowicz and Serafin. Further, if $M$ is a metrizable Choquet simplex, we bound the ordinals that appear as the order of accumulation of entropy of a dynamical system whose simplex of invariant measures is affinely homeomorphic to $M$. These bounds are given in terms of the Cantor-Bendixson rank of \overline{\ex(M)}, the closure of the extreme points of $M$, and the relative Cantor-Bendixson rank of \overline{\ex(M)} with respect to \ex(M). We also address the optimality of these bounds.Comment: 48 page