Convolution powers of complex functions on Z

被引:19
作者
Diaconis, Persi [1 ,2 ]
Saloff-Coste, Laurent [3 ]
机构
[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[2] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[3] Cornell Univ, Dept Math, Ithaca, NY 14853 USA
基金
美国国家科学基金会;
关键词
Convolutions; local limit theorems; higher order difference equations; HEAT KERNELS; LOWER BOUNDS; STABILITY; ORDER;
D O I
10.1002/mana.201200163
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Repeated convolution of a probability measure on Z leads to the central limit theorem and other limit theorems. This paper investigates what kinds of results remain without positivity. It reviews theorems due to Schoenberg, Greville, and Thomee which are motivated by applications to data smoothing (Schoenberg and Greville) and finite difference schemes (Thomee). Using Fourier transform arguments, we prove detailed decay bounds for convolution powers of finitely supported complex functions on Z. If M is an hermitian contraction, an estimate for the off-diagonal entries of the powers M-k(n) of M-k = I - (I - M)(k) is obtained. This generalizes the Carne-Varopoulos Markov chain estimate. (C) 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
引用
收藏
页码:1106 / 1130
页数:25
相关论文
共 34 条
[1]  
[Anonymous], JOURN EQ DER PART SA
[2]  
[Anonymous], 2007, NUMERICAL MATH TEXTS
[3]  
[Anonymous], LECT NOTES MATH
[4]  
[Anonymous], 1975, SUMS INDEPENDENT RAN
[5]  
[Anonymous], ARXIV12124700V1MATHP
[6]  
[Anonymous], AM CONTRIBUTIONS MAT
[7]  
[Anonymous], AM CONTRIBUTIONS MAT
[8]  
Aronson D.G., 1963, NUMER MATH, V5, P118
[9]  
Barbatis G., 1996, J. Operator Theory, V36, P179
[10]   SYMMETRIC MARKOV-CHAINS IN ZD - HOW FAST CAN THEY MOVE [J].
BARLOW, MT ;
PERKINS, EA .
PROBABILITY THEORY AND RELATED FIELDS, 1989, 82 (01) :95-108