arXiv subjects

Wolfgang Löhr

Publications and source records attributed to Wolfgang Löhr.

11 recordsLinked to original sources

arXiv2021

Properties of the EMCEL scheme for approximating irregular diffusions

We prove several properties of the EMCEL scheme, which is capable of approximating one-dimensional continuous strong Markov processes in distribution on the path space (the scheme is briefly recalled). Special cases include irregular stochastic differential equations and processes with sticky features. In particular, we highlight differences from the Euler scheme in the case of stochastic differential equations and discuss a certain "stabilizing" behavior of the EMCEL scheme like "smoothing and tempered growth behavior".

math.PR↗

arXiv2020

Spaces of algebraic measure trees and triangulations of the circle

In this paper we present with algebraic trees a novel notion of (continuum) trees which generalizes countable graph-theoretic trees to (potentially) uncountable structures. For that purpose we focus on the tree structure given by the branch point map which assigns to each triple of points their branch point. We give an axiomatic definition of algebraic trees, define a natural topology, and equip them with a probability measure on the Borel-$σ$-field.Under an order-separability condition, algebraic (measure) trees can be considered as tree structure equivalence classes of metric (measure) trees (i.e.\ subtrees of R-trees). Using Gromov-weak convergence (i.e.\ sample distance convergence) of the particular representatives given by the metric arising from the distribution of branch points, we define a metrizable topology on the space of equivalence classes of algebraic measure trees. In many applications, binary trees are of particular interest. We introduce on that subspace with the sample shape and the sample subtree mass convergence two additional, natural topologies. Relying on the connection to triangulations of the circle, we show that all three topologies are actually the same, and the space of binary algebraic measure trees is compact. To this end, we provide a formal definition of triangulations of the circle, and show that the coding map which sends a triangulation to an algebraic measure tree is a continuous surjection onto the subspace of binary algebraic non-atomic measure trees.

math.PR↗

arXiv2020

The Aldous chain on cladograms in the diffusion limit

In [Ald00], Aldous investigates a symmetric Markov chain on cladograms and gives bounds on its mixing and relaxation times. The latter bound was sharpened in [Sch02]. In the present paper we encode cladograms as binary, algebraic measure trees and show that this Markov chain on cladograms with fixed number of leaves converges in distribution as the number of leaves goes to infinity. We give a rigorous construction of the limit, whose existence was conjectured by Aldous and which we therefore refer to as Aldous diffusion, as a solution of a well-posed martingale problem. We show that the Aldous diffusion is a Feller process with continuous paths, and the algebraic measure Brownian CRT is its unique invariant distribution. Furthermore, we consider the vector of the masses of the three subtrees connected to a sampled branch point. In the Brownian CRT, its annealed law is known to be the Dirichlet distribution. Here, we give an explicit expression for the infinitesimal evolution of its quenched law under the Aldous diffusion.

math.PR↗

arXiv2017

Invariance principle for variable speed random walks on trees

We consider stochastic processes on complete, locally compact tree-like metric spaces $(T,r)$ on their "natural scale" with boundedly finite speed measure $ν$. Given a triple $(T,r,ν)$ such a speed-$ν$ motion on $(T,r)$ can be characterized as the unique strong Markov process which if restricted to compact subtrees satisfies for all $x,y\in T$ and all positive, bounded measurable $f$, \[ \mathbb{E}^x [ \int^{τ_y}_0\mathrm{d}s\, f(X_s) ] = 2\int_Tν(\mathrm{d}z)\, r(y,c(x,y,z))f(z) < \infty, \] where $c(x,y,z)$ denotes the branch point generated by $x,y,z$. If $(T,r)$ is a discrete tree, $X$ is a continuous time nearest neighbor random walk which jumps from $v$ to $v'\sim v$ at rate $\tfrac{1}{2}\cdot (ν(\{v\})\cdot r(v,v'))^{-1}$. If $(T,r)$ is path-connected, $X$ has continuous paths and equals the $ν$-Brownian motion which was recently constructed in [AthreyaEckhoffWinter2013]. In this paper we show that speed-$ν_n$ motions on $(T_n,r_n)$ converge weakly in path space to the speed-$ν$ motion on $(T,r)$ provided that the underlying triples of metric measure spaces converge in the Gromov-Hausdorff-vague topology introduced recently in [AthreyaLohrWinter2016].

math.PR↗

arXiv2016

The gap between Gromov-vague and Gromov-Hausdorff-vague topology

In Athreya, Löhr, Winter (2016), an invariance principle is stated for a class of strong Markov processes on tree-like metric measure spaces. It is shown that if the underlying spaces converge Gromov vaguely, then the processes converge in the sense of finite dimensional distributions. Further, if the underlying spaces converge Gromov-Hausdorff vaguely, then the processes converge weakly in path space. In this paper we systematically introduce and study the Gromov-vague and the Gromov-Hausdorff-vague topology on the space of equivalence classes of metric boundedly finite measure spaces. The latter topology is closely related to the Gromov-Hausdorff-Prohorov metric which is defined on different equivalence classes of metric measure spaces. We explain the necessity of these two topologies via several examples, and close the gap between them. That is, we show that convergence in Gromov-vague topology implies convergence in Gromov-Hausdorff-vague topology if and only if the so-called lower mass-bound property is satisfied. Furthermore, we prove and disprove Polishness of several spaces of metric measure spaces in the topologies mentioned above (summarized in Figure~1). As an application, we consider the Galton-Watson tree with critical offspring distribution of finite variance conditioned to not get extinct, and construct the so-called Kallenberg-Kesten tree as the weak limit in Gromov-Hausdorff-vague topology when the edge length are scaled down to go to zero.

math.PR↗

arXiv2016

Boundedly finite measures: Separation and convergence by an algebra of functions

We prove general results about separation and weak$^\#$-convergence of boundedly finite measures on separable metric spaces and Souslin spaces. More precisely, we consider an algebra of bounded real-valued, or more generally a $*$-algebra $\mathcal{F}$ of bounded complex-valued functions and give conditions for it to be separating or weak$^\#$-convergence determining for those boundedly finite measures that integrate all functions in $\mathcal{F}$. For separation, it is sufficient if $\mathcal{F}$ separates points, vanishes nowhere, and either consists of only countably many measurable functions, or of arbitrarily many continuous functions. For convergence determining, it is sufficient if $\mathcal{F}$ induces the topology of the underlying space, and every bounded set $A$ admits a function in $\mathcal{F}$ with values bounded away from zero on $A$.

math.PR↗

arXiv2016

The Umwelt of an Embodied Agent -- A Measure-Theoretic Definition

We consider a general model of the sensorimotor loop of an agent interacting with the world. This formalises Uexküll's notion of a \emph{function-circle}. Here, we assume a particular causal structure, mechanistically described in terms of Markov kernels. In this generality, we define two $σ$-algebras of events in the world that describe two respective perspectives: (1) the perspective of an external observer, (2) the intrinsic perspective of the agent. Not all aspects of the world, seen from the external perspective, are accessible to the agent. This is expressed by the fact that the second $σ$-algebra is a subalgebra of the first one. We propose the smaller one as formalisation of Uexküll's \emph{Umwelt} concept. We show that, under continuity and compactness assumptions, the global dynamics of the world can be simplified without changing the internal process. This simplification can serve as a minimal world model that the system must have in order to be consistent with the internal process.

cs.IT↗

arXiv2016

Equivalence of Gromov-Prohorov- and Gromov's Box-Metric on the Space of Metric Measure Spaces

The space of metric measure spaces (complete separable metric spaces with a probability measure) is becoming more and more important as state space for stochastic processes. Of particular interest is the subspace of (continuum) metric measure trees. Greven, Pfaffelhuber and Winter introduced the Gromov-Prohorov metric d_{GPW} on the space of metric measure spaces and showed that it induces the Gromov-weak topology. They also conjectured that this topology coincides with the topology induced by Gromov's Box_1 metric. Here, we show that this is indeed true, and the metrics are even bi-Lipschitz equivalent. More precisely, d_{GPW}= 1/2 Box_{1/2}, and hence d_{GPW} <= Box_1 <= 2d_{GPW}. The fact that different approaches lead to equivalent metrics underlines their importance and also that of the induced Gromov-weak topology. As an application, we give an easy proof of the known fact that the map associating to a lower semi-continuous excursion the coded R-tree is Lipschitz continuous when the excursions are endowed with the (non-separable) uniform metric. We also introduce a new, weaker, metric topology on excursions, which has the advantage of being separable and making the space of bounded excursions a Lusin space. We obtain continuity also for this new topology.

math.PR↗

arXiv2015

Convergence of bi-measure R-tree and the pruning process

In [Aldous,Pitman,1998] a tree-valued Markov chain is derived by pruning off more and more subtrees along the edges of a Galton-Watson tree. More recently, in [Abraham,Delmas,2012], a continuous analogue of the tree-valued pruning dynamics is constructed along Lévy trees. In the present paper, we provide a new topology which allows to link the discrete and the continuous dynamics by considering them as instances of the same strong Markov process with different initial conditions. We construct this pruning process on the space of so-called bi-measure trees, which are metric measure spaces with an additional pruning measure. The pruning measure is assumed to be finite on finite trees, but not necessarily locally finite. We also characterize the pruning process analytically via its Markovian generator and show that it is continuous in the initial bi-measure tree. A series of examples is given, which include the finite variance offspring case where the pruning measure is the length measure on the underlying tree.

math.PR↗

arXiv2015

Existence of mark functions in marked metric measure spaces

We give criteria on the existence of a so-called mark function in the context of marked metric measure spaces (mmm-spaces). If an mmm-space admits a mark function, we call it functionally-marked metric measure space (fmm-space). This is not a closed property in the usual marked Gromov-weak topology, and thus we put particular emphasis on the question under which conditions it carries over to a limit. We obtain criteria for deterministic mmm-spaces as well as random mmm-spaces and mmm-space-valued processes. As an example, our criteria are applied to prove that the tree-valued Fleming-Viot dynamics with mutation and selection from [Depperschmidt, Greven, Pfaffelhuber, Ann. Appl. Probab. '12] admits a mark function at all times, almost surely. Thereby, we fill a gap in a former proof of this fact, which used a wrong criterion. Furthermore, the subspace of fmm-spaces, which is dense and not closed, is investigated in detail. We show that there exists a metric that induces the marked Gromov-weak topology on this subspace and is complete. Therefore, the space of fmm-spaces is a Polish space. We also construct a decomposition into closed sets which are related to the case of uniformly equicontinuous mark functions.

math.PR↗

arXiv2011

Process Dimension of Classical and Non-Commutative Processes

We treat observable operator models (OOM) and their non-commutative generalisation, which we call NC-OOMs. A natural characteristic of a stochastic process in the context of classical OOM theory is the process dimension. We investigate its properties within the more general formulation, which allows to consider process dimension as a measure of complexity of non-commutative processes: We prove lower semi-continuity, and derive an ergodic decomposition formula. Further, we obtain results on the close relationship between the canonical OOM and the concept of causal states which underlies the definition of statistical complexity. In particular, the topological statistical complexity, i.e. the logarithm of the number of causal states, turns out to be an upper bound to the logarithm of process dimension.

math.DS↗