“…Provided that E(ln + A(E 0 , 0) ) < ∞ which follows from condition A4, Kingman's subadditive ergodic theorem (Kingman 1973) implies that there exists γ such that…”
“…Provided that E(ln + A(E 0 , 0) ) < ∞ which follows from condition A4, Kingman's subadditive ergodic theorem (Kingman 1973) implies that there exists γ such that…”
Abstract. This book is intended to serve both as an introduction and a reference to spectral and inverse spectral theory of Jacobi operators (i.e., second order symmetric difference operators) and applications of these theories to the Toda and Kac-van Moerbeke hierarchy.Starting from second order difference equations we move on to self-adjoint operators and develop discrete Weyl-Titchmarsh-Kodaira theory, covering all classical aspects like Weyl m-functions, spectral functions, the moment problem, inverse spectral theory, and uniqueness results. Next, we investigate some more advanced topics like locating the essential, absolutely continuous, and discrete spectrum, subordinacy, oscillation theory, trace formulas, random operators, almost periodic operators, (quasi-)periodic operators, scattering theory, and spectral deformations.Then, the Lax approach is used to introduce the Toda hierarchy and its modified counterpart, the Kac-van Moerbeke hierarchy. Uniqueness and existence theorems for the initial value problem, solutions in terms of Riemann theta functions, the inverse scattering transform, Bäcklund transformations, and soliton solutions are discussed.Corrections and complements to this book are available from:
“…The preceding result of Cohen follows from the general subadditive ergodic theory of Kingman (1973). The determination of ξ is, however, a generally hard problem, except that for the scaler case, i.e.…”
We review the concepts of local and global invertibility for a nonlinear auto-regressive moving-average (NLARMA) model. Under very general conditions, a local invertibility analysis of a NLARMA model admits the generic dichotomy that the innovation reconstruction errors either diminish geometrically fast or grow geometrically fast. We derive a simple sufficient condition for a NLARMA model to be locally invertible. The invertibility of the polynomial MA models is revisited. Moreover, we show that the Threshold MA models may be globally invertible even though some component MA models are non-invertible. One novelty of our approach is its cross-fertilization with dynamical systems.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.