2,636 research outputs found

    Empirical Processes of Multidimensional Systems with Multiple Mixing Properties

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    We establish a multivariate empirical process central limit theorem for stationary Rd\R^d-valued stochastic processes (Xi)i1(X_i)_{i\geq 1} under very weak conditions concerning the dependence structure of the process. As an application we can prove the empirical process CLT for ergodic torus automorphisms. Our results also apply to Markov chains and dynamical systems having a spectral gap on some Banach space of functions. Our proof uses a multivariate extension of the techniques introduced by Dehling, Durieu and Voln\'y \cite{DehDurVol09} in the univariate case. As an important technical ingredient, we prove a (2p)(2p)th moment bound for partial sums in multiple mixing systems.Comment: to be published in Stochastic Processes and their Application

    On multidimensional inequality with variable distribution mean

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    We compare alternative populations of individuals, who differ for many characteristics besides income, in terms of inequality. In order to achieve our aim, we extend the notion of Generalized Lorenz Preorder to a context of multivariate distributions with different marginals. Finally, we show, by using convex analysis, that some conditions, relevant in the analysis of multidimensional inequality, are equivalent to the ordering we introducedMultidimensional Inequality, Generalized Lorenz Preordering, Price-majorization

    Growth of uniform infinite causal triangulations

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    We introduce a growth process which samples sections of uniform infinite causal triangulations by elementary moves in which a single triangle is added. A relation to a random walk on the integer half line is shown. This relation is used to estimate the geodesic distance of a given triangle to the rooted boundary in terms of the time of the growth process and to determine from this the fractal dimension. Furthermore, convergence of the boundary process to a diffusion process is shown leading to an interesting duality relation between the growth process and a corresponding branching process.Comment: 27 pages, 6 figures, small changes, as publishe
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