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Optimal transport tasks naturally arise in gas networks, which include a variety of constraints such as physical plausibility of the transport and the avoidance of extreme pressure fluctuations. To define feasible optimal transport plans, we utilize a $p$-Wasserstein metric and similar dynamic formulations minimizing the kinetic energy necessary for moving gas through the network, which we combine with suitable versions of Kirchhoff’s law as the coupling condition at nodes. In contrast to existing literature, we especially focus on the non-standard case $p \neq 2$ to derive an overdamped isothermal model for gases through $p$-Wasserstein gradient flows in order to uncover and analyze underlying dynamics. We introduce different options for modelling the gas network as an oriented graph including the possibility to store gas at interior vertices and to put in or take out gas at boundary vertices.
We establish that the existence of a winning strategy in certain topological games, closely related to a strong game of Choquet, played in a topological space $X$ and its hyperspace $K(X)$ of all nonempty compact subsets of $X$ equipped with the Vietoris topology, is equivalent for one of the players. For a separable metrizable space $X$, we identify a game-theoretic condition equivalent to $K(X)$ being hereditarily Baire. It implies quite easily a recent result of Gartside, Medini and Zdomskyy that characterizes hereditary Baire property of hyperspaces $K(X)$ over separable metrizable spaces $X$ via the Menger property of the remainder of a compactification of $X$. Subsequently, we use topological games to study hereditary Baire property in spaces of probability measures and in hyperspaces over filters on natural numbers. To this end, we introduce a notion of strong $P$-filter ${\mathcal{F}}$ and prove that it is equivalent to $K({\mathcal{F}})$ being hereditarily Baire. We also show that if $X$ is separable metrizable and $K(X)$ is hereditarily Baire, then the space $P_{r}(X)$ of Borel probability Radon measures on $X$ is hereditarily Baire too. It follows that there exists (in ZFC) a separable metrizable space $X$, which is not completely metrizable with $P_{r}(X)$ hereditarily Baire. As far as we know, this is the first example of this kind.
We study Smale skew product endomorphisms (introduced in Mihailescu and Urbański [Skew product Smale endomorphisms over countable shifts of finite type. Ergod. Th. & Dynam. Sys. doi: 10.1017/etds.2019.31. Published online June 2019]) now over countable graph-directed Markov systems, and we prove the exact dimensionality of conditional measures in fibers, and then the global exact dimensionality of the equilibrium measure itself. Our results apply to large classes of systems and have many applications. They apply, for instance, to natural extensions of graph-directed Markov systems. Another application is to skew products over parabolic systems. We also give applications in ergodic number theory, for example to the continued fraction expansion, and the backward fraction expansion. In the end we obtain a general formula for the Hausdorff (and pointwise) dimension of equilibrium measures with respect to the induced maps of natural extensions ${\mathcal{T}}_{\unicode[STIX]{x1D6FD}}$ of $\unicode[STIX]{x1D6FD}$-maps $T_{\unicode[STIX]{x1D6FD}}$, for arbitrary $\unicode[STIX]{x1D6FD}>1$.
We introduce and study skew product Smale endomorphisms over finitely irreducible shifts with countable alphabets. This case is different from the one with finite alphabets and we develop new methods. In the conformal context we prove that almost all conditional measures of equilibrium states of summable Hölder continuous potentials are exact dimensional and their dimension is equal to the ratio of (global) entropy and Lyapunov exponent. We show that the exact dimensionality of conditional measures on fibers implies global exact dimensionality of the original measure. We then study equilibrium states for skew products over expanding Markov–Rényi transformations and settle the question of exact dimensionality of such measures. We apply our results to skew products over the continued fraction transformation. This allows us to extend and improve the Doeblin–Lenstra conjecture on Diophantine approximation coefficients to a larger class of measures and irrational numbers.
Let (E, ℱ) be a weakly compactly generated Frechet space and let ℱ0 be another weaker Hausdorff locally convex topology on E. Let X be an ℱ-bounded compact subset of (E, ℱ0). The ℱ0-closed convex hull of X in E is then ℱ0-compact. We also give a new proof, without using Riemann–Lebesgue-integrable (Birkoff-integrable) functions, with the result that if (E, ∥ · ∥) is any Banach space and ℱ0 is fragmented by ∥ · ∥, then the same result holds. Furthermore, the closure of the convex hull of X in ℱ0-topology and in the original topology of E is the same.
Let $\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}\nu \in M^1([0,\infty [)$ be a fixed probability measure. For each dimension $p\in \mathbb{N}$, let $(X_n^{p})_{n\geq 1}$ be independent and identically distributed $\mathbb{R}^p$-valued random variables with radially symmetric distributions and radial distribution $\nu $. We investigate the distribution of the Euclidean length of $S_n^{p}:=X_1^{p}+\cdots + X_n^{p}$ for large parameters $n$ and $p$. Depending on the growth of the dimension $p=p_n$ we derive by the method of moments two complementary central limit theorems (CLTs) for the functional $\| S_n^{p}\| _2$ with normal limits, namely for $n/p_n \to \infty $ and $n/p_n \to 0$. Moreover, we present a CLT for the case $n/p_n \to c\in \, (0,\infty )$. Thereby we derive explicit formulas and asymptotic results for moments of radial distributed random variables on $\mathbb{R}^p$. All limit theorems are also considered for orthogonal invariant random walks on the space $\mathbb{M}_{p,q}(\mathbb{R})$ of $p\times q$ matrices instead of $\mathbb{R}^p$ for $p\to \infty $ and some fixed dimension $q$.
In this paper, we introduce the minimum dynamic discrimination information (MDDI) approach to probability modeling. The MDDI model relative to a given distribution G is that which has least Kullback-Leibler information discrepancy relative to G, among all distributions satisfying some information constraints given in terms of residual moment inequalities, residual moment growth inequalities, or hazard rate growth inequalities. Our results lead to MDDI characterizations of many well-known lifetime models and to the development of some new models. Dynamic information constraints that characterize these models are tabulated. A result for characterizing distributions based on dynamic Rényi information divergence is also given.
A formal approach to produce a model for the data-generating distribution based on partial knowledge is the well-known maximum entropy method. In this approach, partial knowledge about the data-generating distribution is formulated in terms of some information constraints and the model is obtained by maximizing the Shannon entropy under these constraints. Frequently, in reliability analysis the problem of interest is the lifetime beyond an age t. In such cases, the distribution of interest for computing uncertainty and information is the residual distribution. The information functions involving a residual life distribution depend on t, and hence are dynamic. The maximum dynamic entropy (MDE) model is the distribution with the density that maximizes the dynamic entropy for all t. We provide a result that relates the orderings of dynamic entropy and the hazard function for distributions with monotone densities. Applications include dynamic entropy ordering within some parametric families of distributions, orderings of distributions of lifetimes of systems and their components connected in series and parallel, record values, and formulation of constraints for the MDE model in terms of the evolution paths of the hazard function and mean residual lifetime function. In particular, we identify classes of distributions in which some well-known distributions, including the mixture of two exponential distributions and the mixture of two Pareto distributions, are the MDE models.
We consider a class of fractal subsets of
${{\mathbb{R}}^{d}}$
formed in a manner analogous to the construction of the Sierpinski carpet. We prove a uniform Harnack inequality for positive harmonic functions; study the heat equation, and obtain upper and lower bounds on the heat kernel which are, up to constants, the best possible; construct a locally isotropic diffusion $X$ and determine its basic properties; and extend some classical Sobolev and Poincaré inequalities to this setting.
The purpose of this paper is to study the asymptotic properties of Markov chains on semigroups. In particular, the structure of transition matrices representing random walks on finite semigroups is examined. It is shown that the transition matrices associated with certain semigroups are block diagonal with identical blocks. The form of the blocks is determined via the algebraic structure of the semigroup.
In this paper we make use of semigroup methods on the space of compactly supported probability measures to obtain a complete Lévy-Khinchin representation for negative definite functions on a commutative hypergroup. In addition we obtain representation theorems for completely monotone and completely alternating functions. The techniques employed here also lead to considerable simplification of the proofs of known results on positive definite and negative definite functions on hypergroups.
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