Weighted approximation of random functions

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The region of values of a system of functionals in the class of typically real functions

Let T_R be the class of functions that are regular and typically real in the disk E={z:⋱z⋱<1}. For this class, the region of values of the system {f(z₀), f(r)} for z₀ ∈ ℝ, r∈(-1,1) is studied. The sets D_r={f(z₀):f∈T_R, f(r)=a} for −1≤r≤1 and Δ_r={(c₂, c₃): f ∈ T_R, −f(−r)=a} for 0<r≤1 are found, where aε(r(1+r)⁻², r(1−r)⁻²) is an arbitrary fixed number. Bibliography: 11 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 226, 1996, pp. 69–79.     

Asymptotics of Recurrence Relation Coefficients,Hankel Determinant Ratios,and Root Products Associated with Laurent Polynomials Orthogonal with Respect to Varying Exponential Weights

Let Λ^ℝ denote the linear space over ℝ spanned by z ^k , k∈ℤ. Define the real inner product 〈⋅,⋅〉 _L :Λ^ℝ×Λ^ℝ→ℝ, , N∈ℕ, where V satisfies: (i) V is real analytic on ℝ∖{0}; (ii) lim  _{| x |→∞}(V(x)/ln (x ²+1))=+∞; and (iii) lim  _{| x |→0}(V(x)/ln (x ⁻²+1))=+∞. Orthogonalisation of the (ordered) base with respect to 〈⋅,⋅〉 _L yields the even degree and odd degree orthonormal Laurent polynomials (OLPs) : φ _2n (z)=∑ _k=−n ⁿ ξ _k ⁽²ⁿ⁾ z ^k , ξ _n ⁽²ⁿ⁾>0, and φ _2n+1(z)=∑ _k=−n−1 ⁿ ξ _k ⁽²ⁿ⁺¹⁾ z ^k , ξ _−n−1⁽²ⁿ⁺¹⁾>0. Associated with the even degree and odd degree OLPs are the following two pairs of recurrence relations: z φ _2n (z)=c _2n ^♯ φ _2n−2(z)+b _2n ^♯ φ _2n−1(z)+a _2n ^♯ φ _2n (z)+b _2n+1 ^♯ φ _2n+1(z)+c _2n+2 ^♯ φ _2n+2(z) and z φ _2n+1(z)=b _2n+1 ^♯ φ _2n (z)+a _2n+1 ^♯ φ _2n+1(z)+b _2n+2 ^♯ φ _2n+2(z), where c ₀ ^♯ =b ₀ ^♯ =0, and c _2k ^♯ >0, k∈ℕ, and z ⁻¹ φ _2n+1(z)=γ _2n+1 ^♯ φ _2n−1(z)+β _2n+1 ^♯ φ _2n (z)+α _2n+1 ^♯ φ _2n+1(z)+β _2n+2 ^♯ φ _2n+2(z)+γ _2n+3 ^♯ φ _2n+3(z) and z ⁻¹ φ _2n (z)=β _2n ^♯ φ _2n−1(z)+α _2n ^♯ φ _2n (z)+β _2n+1 ^♯ φ _2n+1(z), where β ₀ ^♯ =γ ₁ ^♯ =0, β ₁ ^♯ >0, and γ _2l+1 ^♯ >0, l∈ℕ. Asymptotics in the double-scaling limit N,n→∞ such that N/n=1+o(1) of the coefficients of these two pairs of recurrence relations, Hankel determinant ratios associated with the real-valued, bi-infinite strong moment sequence , and the products of the (real) roots of the OLPs are obtained by formulating the even degree and odd degree OLP problems as matrix Riemann-Hilbert problems on ℝ, and then extracting the large-n behaviours by applying the non-linear steepest-descent method introduced in (Ann. Math. 137(2):295–368, [1993]) and further developed in (Commun. Pure Appl. Math. 48(3):277–337, [1995]) and (Int. Math. Res. Not. 6:285–299, [1997]).      

A note on the non-commutative neutrix product of distributions

The distributionF(x ₊, −r) Inx₊ andF(x ₋, −s) corresponding to the functionsx ₊ ^−r lnx₊ andx ₋ ^−s respectively are defined by the equations

Some inequalities about mixed volumes

We prove inequalities about the quermassintegralsV _k (K) of a convex bodyK in ℝ ⁿ (here,V _k (K) is the mixed volumeV((K, k), (B _n ,n − k)) whereB _n is the Euclidean unit ball). (i) The inequality

On the zeros of a class of generalised Dirichlet series-XIV

We prove a general theorem on the zeros of a class of generalised Dirichlet series. We quote the following results as samples. Theorem A.Let 0<θ<1/2and let {a _n }be a sequence of complex numbers satisfying the inequality for N = 1,2,3,…,also for n = 1,2,3,…let α _n be real and |α_n| ≤ C(θ)where C(θ) > 0is a certain (small)constant depending only on θ. Then the number of zeros of the function in the rectangle (1/2-δ⩽σ⩽1/2+δ,T⩽t⩽2T) (where 0<δ<1/2)is ≥C(θ,δ)T logT where C(θ,δ)is a positive constant independent of T provided T ≥T ₀(θ,δ)a large positive constant. Theorem B.In the above theorem we can relax the condition on a _n to and |a_N| ≤ (1/2-θ)^-1.Then the lower bound for the number of zeros in (σ⩾1/3−δ,T⩽t⩽2T)is > C(θ,δ) Tlog T(log logT)^-1.The upper bound for the number of zeros in σ⩾1/3+δ,T⩽t⩽2T) isO(T)provided for every ε > 0. Dedicated to the memory of Professor K G Ramanathan     

Existence of limits of maximal means

For the class II(ℝ ^m ) of continuous almost periodic functionsf: ℝ ^m → ℝ, we consider the problem of the existence of the limit

Dual Wavelet Frames and Riesz Bases in Sobolev Spaces

This paper generalizes the mixed extension principle in L ₂(ℝ ^d ) of (Ron and Shen in J. Fourier Anal. Appl. 3:617–637, 1997) to a pair of dual Sobolev spaces H ^s (ℝ ^d ) and H ^−s (ℝ ^d ). In terms of masks for φ,ψ ¹,…,ψ ^L ∈H ^s (ℝ ^d ) and , simple sufficient conditions are given to ensure that (X ^s (φ;ψ ¹,…,ψ ^L ), forms a pair of dual wavelet frames in (H ^s (ℝ ^d ),H ^−s (ℝ ^d )), where

A Fully Nonlinear Nonhomogeneous Neumann Problem

Let Ω be an open bounded set in ℝ^N, N≥3, with connected Lipschitz boundary ∂Ω and let a(x,ξ) be an operator of Leray–Lions type (a(⋅,∇u) is of the same type as the operator |∇u|^p−2∇u, 1<p<N). If τ is the trace operator on ∂Ω, [φ] the jump across ∂Ω of a function φ defined on both sides of ∂Ω, the normal derivative ∂/∂ν_a related to the operator a is defined in some sense as 〈a(⋅,∇u),ν〉, the inner product in ℝ^N, of the trace of a(⋅,∇u) on ∂Ω with the outward normal vector field ν on ∂Ω. If β and γ are two nondecreasing continuous real functions everywhere defined in ℝ, with β(0)=γ(0)=0, f∈L¹(ℝ^N), g∈L¹(∂Ω), we prove the existence and the uniqueness of an entropy solution u for the following problem,

Compact composition operators on the Bloch space in polydiscs

Let Uⁿ be the unit polydisc of ℂⁿ and φ=(φ₁, ⋯, φ _n ) a holomorphic self-map of Uⁿ. As the main result of the paper, it shows that the composition operator C is compact on the Bloch space β(Uⁿ) if and only if for every ε > 0, there exists a δ > 0, such that

Convergence of solutions of stochastic differential equations to the Arratia flow

We consider the solution x _ε of the equation

Improved confidence set estimators of a multivariate normal mean and generalizations

Summary LetX be the observed vector of thep-variate (p≧3) normal distribution with mean θ and covariance matrix equal to the identity matrix. Denotey ₊=max{0,y} for any real numbery. We consider the confidence set estimator of θ of the formC _δa,φ={θ:|θ−δ^a,φ(X)}≦c}, whereδ ^a,φ=[1−aφ({X})/{X}²]₊X is the positive part of the Baranchik (1970,Ann. Math. Statist.,41, 642–645) estimator. We provide conditions on ϕ(•) anda which guarantee thatC _δa.φ has higher coverage probability than the usual one, {θ:|θ−X|≦c}. This dominance result will be shown to hold for spherically symmetric distributions, which include the normal distribution,t-distribution and double exponential distribution. The latter result generalizes that of Hwang and Chen (1983,Technical Report, Dept. of Math., Cornell University).     

On the product of the distances of a point from the vertices of a polytope

Letx ₁,...,x _m be points in the solid unit sphere ofE _n and letx belong to the convex hull ofx ₁,...,x _m. Then . This implies that all such products are bounded by (2/m) ^m (m −1) ^m−1. Bounds are also given for other normed linear spaces. As an application a bound is obtained for |p(z ₀)| where andp′(z ₀)=0.     

Toeplitz operators related to strongly singular Calderón-Zygmund operators

In this paper, the boundedness of Toeplitz operator T _b(f) related to strongly singular Calderón-Zygmund operators and Lipschitz function b ε (ℝⁿ) is discussed from L ^p(ℝⁿ) to L ^q(ℝⁿ), , and from L ^p(ℝⁿ) to Triebel-Lizorkin space . We also obtain the boundedness of generalized Toeplitz operator Θ _α0 ^b from L ^p(ℝⁿ) to L ^q(ℝⁿ), . All the above results include the corresponding boundedness of commutators. Moreover, the boundedness of Toeplitz operator T _b(f) related to strongly singular Calderón-Zygmund operators and BMO function b is discussed on L ^p(ℝⁿ), 1 < p < ∞.     

Some simple Haar-type wavelets in higher dimensions

An orthonormal wavelet system in ℝ^d, d ∈ ℕ, is a countable collection of functions {ψ _j,k ^ℓ }, j ∈ ℤ, k ∈ ℤ^d, ℓ = 1,..., L, of the form that is an orthonormal basis for L² (ℝ^d), where a ∈ GL_d (ℝ) is an expanding matrix. The first such system to be discovered (almost 100 years ago) is the Haar system for which L = d = 1, ψ¹(x) = ψ(x) = κ[0,1/2)^(x) − κ_[l/2,1) ^(x), a = 2. It is a natural problem to extend these systems to higher dimensions. A simple solution is found by taking appropriate products Φ(x₁, x₂, ..., x_d) = φ₁ (x₁)φ₂(x₂) ... φ_d(x_d) of functions of one variable. The obtained wavelet system is not always convenient for applications. It is desirable to find “nonseparable” examples. One encounters certain difficulties, however, when one tries to construct such MRA wavelet systems. For example, if a = ( _1-1 ^{1 1} ) is the quincunx dilation matrix, it is well-known (see, e.g., [5]) that one can construct nonseparable Haar-type scaling functions which are characteristic functions of rather complicated fractal-like compact sets. In this work we shall construct considerably simpler Haar-type wavelets if we use the ideas arising from “composite dilation” wavelets. These were developed in [7] and involve dilations by matrices that are products of the form a^jb, j ∈ ℤ, where a ∈ GL_d(ℝ) has some “expanding” property and b belongs to a group of matrices in GL_d(ℝ) having |det b| = 1.     

Weighted estimates of Calderon’s commutators on complex plane

Let V(z) be a complex-valued function on the complex plane ℂ satisfying the condition |V(z) − V(ζ)| ≤ w|z − ζ|, z, ζ ε ℂ; ω ≥ 0 be a Muckenhoupt A _p weight on ℂ; i.e., the inequality

Inhomogeneous refinement equations

Equations with two time scales (refinement equations or dilation equations) are central to wavelet theory. Several applications also include an inhomogeneous forcing term F(t). We develop here a part of the existence theory for the inhomogeneous refinement equation

Existence of solutions with turning points for nonlinear singularly perturbed boundary-value problems

We consider the following singularly perturbed boundary-value problem:

Iterated Brownian Motion in Parabola-Shaped Domains

Iterated Brownian motion Z_t serves as a physical model for diffusions in a crack. If τ_D(Z) is the first exit time of this processes from a domain D⊂ℝⁿ, started at z∈D, then P_z[τ_D(Z)>t] is the distribution of the lifetime of the process in D. In this paper we determine the large time asymptotics of which gives exponential integrability of for parabola-shaped domains of the form P_α={(x,Y)∈ℝ×ℝⁿ⁻¹:x>0, |Y|<Ax^α}, for 0<α<1, A>0. We also obtain similar results for twisted domains in ℝ² as defined in DeBlassie and Smits: Brownian motion in twisted domains, Preprint, 2004. In particular, for a planar iterated Brownian motion in a parabola we find that for z∈℘

The Balian-Low theorem and regularity of Gabor systems

For any positive real numbers A, B, and d satisfying the conditions , d>2, we construct a Gabor orthonormal basis for L²(ℝ), such that the generating function g∈L²(ℝ) satisfies the condition:∫_ℝ|g(x)|²(1+|x| ^A )/log ^d (2+|x|)dx < ∞ and .