The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space va...The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with generalnon-reversible Markov processes.展开更多
The authors compute the quasiconvex envelope of certain functions defined on the space M,.mn of real m x n matrices via a homogeneous function on Mmn - They also deduce Invariance properties for various convex envelop...The authors compute the quasiconvex envelope of certain functions defined on the space M,.mn of real m x n matrices via a homogeneous function on Mmn - They also deduce Invariance properties for various convex envelopes from corresponding invariance properties satisfied by a function. Some applications related in particular to nonlinear elasticity arc given.展开更多
文摘The authors establish the Hilbertian invariance principle for the empirical process of astationary Markov process, by extending the forward-backward martingale decomposition ofLyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with generalnon-reversible Markov processes.
文摘The authors compute the quasiconvex envelope of certain functions defined on the space M,.mn of real m x n matrices via a homogeneous function on Mmn - They also deduce Invariance properties for various convex envelopes from corresponding invariance properties satisfied by a function. Some applications related in particular to nonlinear elasticity arc given.
