Linear Continuous Functionals and Representation of Functions by Series in the Spaces E ϕ

We give a criterion of the existence of linear continuous nontrivial functionals in a space E with a continuous measure. We also give a criterion that x _n} _n=1 be a representation system in a space E with lim _t/(t)/t=0.     

On Differences of Semicubical Powers

For X,Y,>0, let and define I ₈(X,Y,) to be the cardinality of the set. In this paper it is shown that, for >0, Y ²/X ³=O(), =O(Y ³/X ³) and X=O (Y ²), one has I ₈(X,Y,)=O(X ² Y ²+X min (X ^{3/2} Y ³, X ^{11/2} Y ^{–1})+X min (^{1/3} X ² Y ³, X ^{14/3} Y ^{1/3})), with the implicit constant depending only on . There is a brief report on an application of this that leads, by way of the Bombieri-Iwaniec method for exponential sums, to some improvement of results on the mean squared modulus of a Dirichlet L-function along a short interval of its critical line.     

The existence of probability measures with specified projections

Let X and Y be locally compact-compact topological spaces, F X×Y is closed, and P(F) is the set of all Borel probability measures on F. For us to find, for the pair of probability measures (_x, _y P (X)×P(Y), a probability measure P(F) such that _X = _X ^–1 , _Y = _Y ^–1 it is necessary and sufficient that, for any pair of Borel sets A X, B Y for which (A× B) F=Ø, the condition _XA+ _YB 1 holds.Translated from Matematicheskie Zametki, Vol. 14, No. 4, pp. 573–576, October, 1973.     

Fubini theorem for anticipating stochastic integrals in Hilbert space

Let (X,l,) be a measure space, letW be a cylindrical Hilbert-Wiener process, and let be an anticipating integrable process-valued function onX. We prove, under natural assumptions on, that there exists a measurable version Y_x,x X, of the anticipating integral of(x) such that the integral _x Y_x(dx) is a version of the anticipating integral of _X (x)(dx). We apply this anticipating Fubini theorem to study solutions of a class of stochastic evolution equations in Hilbert space.     

Asymptotic stability at infinity of planar vector fields

Let >0 andX be aC ¹ vector field on the plane such that: (i) for allq², Det(DX(q))>0; and (ii) for allp², with p, Trace(D(X(p))<0. IfX has a singularity and ² Trace(DX)dxdy is less than 0 (resp. greater or equal than 0), then the point at infinity of the Riemann sphere ²{} is a repellor (resp. an attractor) ofX.     

The Moduli of Flat U(p, 1) Structures on Riemann Surfaces

For X a smooth projective curve over of genus g>1, Hom⁺(₁(X), U(p, 1))/U(p, 1) is the moduli space of flat semi-simple U(p, 1)-connections on X. There is an integer invariant, , the Toledo invariant associated with each element in Hom⁺(₁(X), U(p, 1))/U(p, 1). This paper shows that Hom⁺(₁(X), U(p, 1))/U(p, 1) has one connected component corresponding to each & in 2 with –2(g–1) 2(g–1). Therefore the total number of connected components is 2(g–1)+1.     

Fine Analysis of the Quasi-Orderings on the Power Set

We pursue the fine analysis of the quasi-orderings and on the power set of a quasi-ordering (Q,). We set X Y if every xX is majorized in by some yY, and X Y if every yY is minorized in by some xX. We show that both these quasi-orderings are -wqo if and only if the original quasi-ordering is ( )-wqo. For this holds also restricted to finite subsets, thus providing an example of a finitary operation on quasi-orderings which does not preserve wqo but preserves bqo.     

Decomposing symmetric exchanges in matroid bases

LetB,B be bases of a matroid, withX B, X B. SetsX,X are asymmetric exchange if(B – X) X and(B – X) X are bases. SetsX,X are astrong serial B-exchange if there is a bijectionf: X X, where for any ordering of the elements ofX, sayx _i ,i = 1, , m, bases are formed by the sets B₀ = B, B_i = (B_i–1 – x_i) f(x _i), fori = 1, , m. Any symmetric exchangeX,X can be decomposed by partitioning X = _i=1 ^m Y_i, X = _i=1 ^m Y_i, X, where (1) bases are formed by the setsB ₀ =B, B _i = (B _i–1 –Y _i ) Y _i ; (2) setsY _i ,Y _i are a strong serialB _i–1 -exchange; (3) properties analogous to (1) and (2) hold for baseB and setsY _i ,Y _i .     

Operator stable laws: Series representations and domains of normal attraction

LetX,X ₁,X ₂,... be i.i.d. random vectors in ^d. The limit laws that can arise by suitable affine normalizations of the partial sums,S _n=X ₁+...+X _n, are calledoperator-stable laws. These laws are a natural extension to ^d of the stable laws on. Thegeneralized domain of attraction of [GDOA()] is comprised of all random vectorsX whose partial sums can be affinely normalized to converge to . If the linear part of the affine transformation is restricted to take the formn ^–B for some exponent operatorB naturally associated to thenX is in thegeneralized domain of normal attraction of [GDONA()]. This paper extends the theory of operator-stable laws and their domains of attraction and normal attraction.     

Isotropic random walks in a tree

Summary Let T be an infinite homogeneous tree of order a+1. We study Markov chains {X _n} in T whose transition functions p(x, y)=A[d(x,y)] depend only on the shortest distance between x and y in the graph. The graph T can be represented as a symmetric space of a p-adic matrix group; we prove a series of results using essentially the spherical functions of this symmetric space. Theorem 1. d(X _n,x) n a.s., where >0 if A(0) 1, X ₀=x. Assuming {X _n} is strongly aperiodic, Theorem 2. p ₂(x, y)CRⁿ/n^3/2 for fixed x, y where R=(d) A(d)<1, and if E[d(X₁, X₀)²]<, Theorem 3. R(1–u, x, y) = (1–u)ⁿp_n(x, y)=Ca^–d[exp(–du/)+o_d(1)] as d=d(x,y) uniformly for 0u2. Using Theorem 3, we calculate the Martin boundary Dirichlet kernel of p(x, y) on T, which turns out to be independent of {itA(d)}. We also consider a stepping-stone model of a randomly-mating-and-migrating population on the nodes of T. If initially all individuals are distinct, then in generation n approximately half of the individuals of a given type are within n of a typical one and essentially all are within 2n.This work was partially supported by the National Science Foundation under grant number MCS 75-08098-A01For the academic year 1977–78: Department of Mathematics GN-50, University of Washington, Seattle, Washington 98195 USA     

Non-Uniformly Elliptic Equations with Natural Growth in the Gradient

We prove the existence of bounded solutions for a class of nonlinear elliptic problems of type–div(a(x,u,Du))=H(x,u,Du)+f, uW ^1,p ₀()L (),where a(x,,)b(||)|| ^p , b is a continuous monotone decreasing function and |H(x,,)| k()|| ^p , k is a continuous monotone increasing function.     

The Maximum Box Problem and its Application to Data Analysis

Given two finite sets of points X ⁺ and X ^– in ⁿ , the maximum box problem consists of finding an interval (box) B = {x : l x u} such that B X ^– = , and the cardinality of B X ⁺ is maximized. A simple generalization can be obtained by instead maximizing a weighted sum of the elements of B X ⁺. While polynomial for any fixed n, the maximum box problem is -hard in general. We construct an efficient branch-and-bound algorithm for this problem and apply it to a standard problem in data analysis. We test this method on nine data sets, seven of which are drawn from the UCI standard machine learning repository.     

Formule d'Itô pour des Diffusions Uniformément Elliptiques,et Processus de Dirichlet

Soit X une diffusion uniformément elliptique sur R ^d ,F une fonction dans H _loc ¹(R ^d ) et la loi initiale de la diffusion. On montre que si l'intégrale |F|²(x)U(x)dx est finie, oùU désigne le potentiel de la mesure , alors F(X) est un processus de Dirichlet. Si de plus, F appartient àH ² _loc(R ^d ) et si les intégrales |F|²(x)U(x)dx et |f _k |²(x)U(x)dx sont finies, pour les dérivées faibles f _k de F, alors on peut écrire une formule d'Itô. En particulier, on définit l'intégrale progressive F(X)dX et on prouve l'existence des covariations quadratiques [f _k (X),X ^k ].     

A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables

Let {X _i, 1in} be a negatively associated sequence, and let {X* _i , 1in} be a sequence of independent random variables such that X* _i and X _i have the same distribution for each i=1, 2,..., n. It is shown in this paper that Ef( ⁿ _i=1 X _i)Ef( ⁿ _i=1 X* _i ) for any convex function f on R ¹ and that Ef(max_1kn ⁿ _i=k X _i)Ef(max_1kn ^k _i=1 X* _i ) for any increasing convex function. Hence, most of the well-known inequalities, such as the Rosenthal maximal inequality and the Kolmogorov exponential inequality, remain true for negatively associated random variables. In particular, the comparison theorem on moment inequalities between negatively associated and independent random variables extends the Hoeffding inequality on the probability bounds for the sum of a random sample without replacement from a finite population.     

Présentations des groupes de Fischer (II)

In this paper we give Coxeter presentation (X, ) for the three Fischer groupsG=Fi₂₂, Fi₂₃, Fi₂₄; we apply methods exposed in the first part. Each of these groups is generated by a class of 3-transpositions (named here a Fischer class) in which elements ofX are chosen. A subset of is the set of all the relations (xy) ^m(x,y)=1, wherex andy are inX and wherem(x,y) means the order ofxy inG. We obtainG as a specified quotient of the Coxeter group (X, ) with the appropriate diagram .     

Probabilistic characterizations of the Generalized Domain of Attraction of the multivariate normal law

For independent identically distributed random vectors,X _i , we give necessary and sufficient probabilistic conditions for their common distribution to belong to the Generalized Domain of Attraction of the multivariate normal law. The first condition says that after projecting onto any direction, , the sum of squares, _i ¹⁼¹ X _i , ², properly normalized, converges to one in probability uniformly over the unit sphere. The second condition says that max X _i , ²/ _n ⁱ⁼¹ X _i , ² converges to zero in probability uniformly over the unit sphere.     

Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss

Let X ₁, , X _n (n > p) be a random sample from multivariate normal distribution N _p (, ), where R ^p and is a positive definite matrix, both and being unknown. We consider the problem of estimating the precision matrix ^–1. In this paper it is shown that for the entropy loss, the best lower-triangular affine equivariant minimax estimator of ^–1 is inadmissible and an improved estimator is explicitly constructed. Note that our improved estimator is obtained from the class of lower-triangular scale equivariant estimators.     

Inequalities for moments of tails of random variables,with a queueing application

Summary For a non-negative random variable X and 1 such that EX<, E(X-Y) ⁺ /{E(X-y) ₊}⁺ is monotonic-decreasing in y, and hence no smaller than EX . Inequalities for E(X-Y) ₊ E(, 1, y, z0) are also given. This relation enables an inequality of Kingman for the mean waiting time in a stationary GI/G/1 queue to be sharpened.Work done as Visiting Fellow, Department of Statistics, University of Melbourne     

Convexity of Nonlinear Image of a Small Ball with Applications to Optimization

Let f: XY be a nonlinear differentiable map, X,Y are Hilbert spaces, B(a,r) is a ball in X with a center a and radius r. Suppose f (x) is Lipschitz in B(a,r) with Lipschitz constant L and f (a) is a surjection: f (a)X=Y; this implies the existence of >0 such that f (a)^* yy, yY. Then, if r,/(2L), the image F=f(B(a,)) of the ball B(a,) is convex. This result has numerous applications in optimization and control. First, duality theory holds for nonconvex mathematical programming problems with extra constraint x–a. Special effective algorithms for such optimization problems can be constructed as well. Second, the reachability set for small power control is convex. This leads to various results in optimal control.     

Antichains in Products of Linear Orders

We show that:(1) For many regular cardinals (in particular, for all successors of singular strong limit cardinals, and for all successors of singular -limits), for all n{2,3,4,...}: There is a linear order L such that L ⁿ has no (incomparability-)antichain of cardinality , while L ⁿ⁺¹ has an antichain of cardinality .(2) For any nondecreasing sequence _n :n{2,3,4,...} of infinite cardinals it is consistent that there is a linear order L such that, for all n: L ⁿ has an antichain of cardinality _n , but no antichain of cardinality _n ⁺.