arXiv subjects
Publications and source records attributed to Doan Thai Son.
We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove local limit theorems, combining integral theorems for random walks in cones with classical theorems for unrestricted random walks.
Given an isotropic probability measure $μ$ on ${\mathbb R}^d$ with ${\rm d}μ\left( x \right) = {\left( {\varrho \left( x \right)} \right)^{ - α}}{\rm d}x$, where $α> d + 1$ and $\varrho :{{\mathbb R}^d} \to \left( {0, + \infty } \right)$ is a continuous function and uniformly convex (${\nabla ^2}\varrho \ge {\varepsilon_0}{\rm {Id}}$). By using Stein kernels for $\left( {α- d} \right)$-moment measures, we prove that the rates of convergence in the central limit theorem with sequence of i.i.d. random variables ${X_1},{X_2},...,{X_n}$ of the law $μ$, to be of form $c_{{\varepsilon}_0}\,\sqrt {\dfrac{d}{n}} $. The general case (i.e., $\varrho$ is only convex and continuous) remains open.
The mesochronic velocity is the average of the velocity field along trajectories generated by the same velocity field over a time interval of finite duration. In this paper we classify initial conditions of trajectories evolving in incompressible vector fields according to the character of motion of material around the trajectory. In particular, we provide calculations that can be used to determine the number of expanding directions and the presence of rotation from the characteristic polynomial of the Jacobian matrix of mesochronic velocity. In doing so, we show that (a) the mesochronic velocity can be used to characterize dynamical deformation of three-dimensional volumes, (b) the resulting mesochronic analysis is a finite-time extension of the Okubo--Weiss--Chong analysis of incompressible velocity fields, (c) the two-dimensional mesochronic analysis from Mezic et al. \emph{A New Mixing Diagnostic and Gulf Oil Spill Movement}, Science 330, (2010), 486-489, extends to three-dimensional state spaces. Theoretical considerations are further supported by numerical computations performed for a dynamical system arising in fluid mechanics, the unsteady Arnold--Beltrami--Childress (ABC) flow.
Our aim in this paper is to establish stable manifolds near hyperbolic equilibria of fractional differential equations in arbitrary finite dimensional spaces.