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Register a new userExtension of Lyapunovs Convexity Theorem to Subranges
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Consider a measurable space with a finite vector measure. This measure defines a mapping of the $sigma$-field into a Euclidean space. According to Lyapunovs convexity theorem, the range of this mapping is compact and, if the measure is atomless, this range is convex. Similar ranges are also defined for measurable subsets of the space. We show that the union of the ranges of all subsets having the same given vector measure is also compact and, if the measure is atomless, it is convex. We further provide a geometrically constructed convex compactum in the Euclidean space that contains this union. The equality of these two sets, that holds for two-dimensional measures, can be violated in higher dimensions.
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This work is devoted to a vast extension of Sanovs theorem, in Laplace principle form, based on alternatives to the classical convex dual pair of relative entropy and cumulant generating functional. The abstract results give rise to a number of probabilistic limit theorems and asymptotics. For instance, widely applicable non-exponential large deviation upper bounds are derived for empirical distributions and averages of i.i.d. samples under minimal integrability assumptions, notably accommodating heavy-tailed distributions. Other interesting manifestations of the abstract results include new results on the rate of convergence of empirical measures in Wasserstein distance, uniform large deviation bounds, and variational problems involving optimal transport costs, as well as an application to error estimates for approximate solutions of stochastic optimization problems. The proofs build on the Dupuis-Ellis weak convergence approach to large deviations as well as the duality theory for convex risk measures.
In 1940, Luis Santalo proved a Helly-type theorem for line transversals to boxes in R^d. An analysis of his proof reveals a convexity structure for ascending lines in R^d that is isomorphic to the ordinary notion of convexity in a convex subset of R^{2d-2}. This isomorphism is through a Cremona transformation on the Grassmannian of lines in P^d, which enables a precise description of the convex hull and affine span of up to d ascending lines: the lines in such an affine span turn out to be the rulings of certain classical determinantal varieties. Finally, we relate Cremona convexity to a new convexity structure that we call frame convexity, which extends to arbitrary-dimensional flats.
We show that every $mathbb{R}^d$-valued Sobolev path with regularity $alpha$ and integrability $p$ can be lifted to a Sobolev rough path provided $alpha < 1/p<1/3$. The novelty of our approach is its use of ideas underlying Hairers reconstruction theorem generalized to a framework allowing for Sobolev models and Sobolev modelled distributions. Moreover, we show that the corresponding lifting map is locally Lipschitz continuous with respect to the inhomogeneous Sobolev metric.
In 1926, H. Busch formulated a theorem for one single charged particle moving along a region with a longitudinal magnetic field [H. Busch, Berechnung der Bahn von Kathodenstrahlen in axial symmetrischen electromagnetischen Felde, Z. Phys. 81 (5) p. 974, (1926)]. The theorem relates particle angular momentum to the amount of field lines being enclosed by the particle cyclotron motion. This paper extends the theorem to many particles forming a beam without cylindrical symmetry. A quantity being preserved is derived, which represents the sum of difference of eigen-emittances, magnetic flux through the beam area, and beam rms-vorticity multiplied by the magnetic flux. Tracking simulations and analytical calculations using the generalized Courant-Snyder formalism confirm the validity of the extended theorem. The new theorem has been applied for fast modelling of experiments with electron and ion beams on transverse emittance re-partitioning conducted at FERMILAB and at GSI.
A classical theorem of Herglotz states that a function $nmapsto r(n)$ from $mathbb Z$ into $mathbb C^{stimes s}$ is positive definite if and only there exists a $mathbb C^{stimes s}$-valued positive measure $dmu$ on $[0,2pi]$ such that $r(n)=int_0^{2pi}e^{int}dmu(t)$for $nin mathbb Z$. We prove a quaternionic analogue of this result when the function is allowed to have a number of negative squares. A key tool in the argument is the theory of slice hyperholomorphic functions, and the representation of such functions which have a positive real part in the unit ball of the quaternions. We study in great detail the case of positive definite functions.
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