论文标题

表征在拓扑阿贝尔群体上的渐近和催化随机顺序

Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups

论文作者

Fritz, Tobias

论文摘要

我们研究了预定的拓扑阿贝尔群体的概率度量之间的常规随机顺序,重点是该顺序的渐近和催化版本。在渐近版本中,如果I.I.D.〜〜$μ$ $ $一阶的随机步行占主导地位的$μ$ $ $ $ $ $ $ $ $ $ν$。在催化版本中,如果有第三$τ$,则$μ$主导$ν$。 只要$ g $的预订是由适当大的正锥引起的,并且这两种措施都是紧凑的ra,我们的主要结果为渐近和催化优势提供了足够的条件,可以在与累积的生成功能密切相关的不平等家庭中保持。尽管这种足够的条件要求这些不平等是严格的,但这些不平等的非图案版本很容易被认为是必要的。从这个意义上讲,我们的结果提供了在通用情况下必要且足够的条件。该结果以$ g = \ m athbb {r} $而闻名,但是与$ n> 1 $的$ \ mathbb {r}^n $是新的。它是最近证明的真实代数定理的直接应用,即\ emph {vergleichsstellensatz}用于预定的半序列。 我们最终使用结果来得出一个公式,以使随机行走衰减的概率\ emph {ferver}的概率与另一个的概率,现在可以在预定的拓扑矢量空间上行走,并具有紧凑的radon步骤。进行这些步行之一的确定性复制是Cramér的大偏差定理的无限尺寸定理。

We study the usual stochastic order between probability measures on preordered topological abelian groups, focusing on asymptotic and catalytic versions of the order. In the asymptotic version, a measure $μ$ dominates a measure $ν$ if the i.i.d.~random walk generated by $μ$ first-order dominates the one generated by $ν$ at late times. In the catalytic version, $μ$ dominates $ν$ if there is a third $τ$ such that the convolution $μ\ast τ$ first-order dominates $ν\ast τ$. Provided that the preorder on $G$ is induced by a suitably large positive cone and that both measures are compactly supported Radon, our main result gives a sufficient condition for asymptotic and catalytic dominance to hold in terms of a family of inequalities closely related to the cumulant-generating functions. While this sufficient condition requires these inequalities to be strict, the non-strict versions of these inequalities are easily seen to be necessary. In this sense, our result gives conditions that are necessary and sufficient in generic cases. This result has been known for $G = \mathbb{R}$, but is new already for $\mathbb{R}^n$ with $n > 1$. It is a direct application of a recently proven theorem of real algebra, namely a \emph{Vergleichsstellensatz} for preordered semirings. We finally use our result to derive a formula for the rate at which the probabilities of a random walk decay \emph{relative} to those of another, now for walks on a preordered topological vector space with compactly supported Radon steps. Taking one of these walks to be deterministic reproduces a version of Cramér's large deviation theorem for infinite dimensions.

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