On the positive eigenvalues and eigenvectors of a non-negative matrix

The paper develops the general theory for the items in the title, assuming that the matrix is countable and cofinal.Comment: Version 2 allows the matrix to have zero row(s) and rows with infinitely many non-zero entries. In addition the introduction has been rewritte

Hausdorff dimension of operator semistable L\'evy processes

Let $X=\{X(t)\}_{t\geq0}$ be an operator semistable L\'evy process in \rd with exponent $E$, where $E$ is an invertible linear operator on \rd and $X$ is semi-selfsimilar with respect to $E$. By refining arguments given in Meerschaert and Xiao \cite{MX} for the special case of an operator stable (selfsimilar) L\'evy process, for an arbitrary Borel set B\subseteq\rr_+ we determine the Hausdorff dimension of the partial range $X(B)$ in terms of the real parts of the eigenvalues of $E$ and the Hausdorff dimension of $B$.Comment: 23 page

Convergence of the all-time supremum of a L\'evy process in the heavy-traffic regime

In this paper we derive a technique of obtaining limit theorems for suprema of L\'evy processes from their random walk counterparts. For each $a>0$, let $\{Y^{(a)}_n:n\ge 1\}$ be a sequence of independent and identically distributed random variables and $\{X^{(a)}_t:t\ge 0\}$ be a L\'evy processes such that $X_1^{(a)}\stackrel{d}{=} Y_1^{(a)}$, $\mathbb E X_1^{(a)}<0$ and $\mathbb E X_1^{(a)}\uparrow0$ as $a\downarrow0$. Let $S^{(a)}_n=\sum_{k=1}^n Y^{(a)}_k$. Then, under some mild assumptions, $\Delta(a)\max_{n\ge 0} S_n^{(a)}\stackrel{d}{\to} R\iff\Delta(a)\sup_{t\ge 0} X^{(a)}_t\stackrel{d}{\to} R$, for some random variable $R$ and some function $\Delta(\cdot)$. We utilize this result to present a number of limit theorems for suprema of L\'evy processes in the heavy-traffic regime

On infinite-volume mixing

In the context of the long-standing issue of mixing in infinite ergodic theory, we introduce the idea of mixing for observables possessing an infinite-volume average. The idea is borrowed from statistical mechanics and appears to be relevant, at least for extended systems with a direct physical interpretation. We discuss the pros and cons of a few mathematical definitions that can be devised, testing them on a prototypical class of infinite measure-preserving dynamical systems, namely, the random walks.Comment: 34 pages, final version accepted by Communications in Mathematical Physics (some changes in Sect. 3 -- Prop. 3.1 in previous version was partially incorrect