Oscillation criteria for first-order neutral nonlinear difference equations with variable coefficients

Consider the first-order neutral nonlinear difference equation of the form

, where τ > 0, σ_i ≥ 0 (i = 1, 2,…, m) are integers, {p_n} and {q_n} are nonnegative sequences. We obtain new criteria for the oscillation of the above equation without the restrictions Σ_n=0^∞ q_n = ∞ or Σ_n=0^∞ nq_n Σ_j=n^∞ q_j = ∞ commonly used in the literature.     

First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

The connectivity of a graph on uniform points on [0,1]

A random graph G_n(x) is constructed on independent random points U₁,…,U_n distributed uniformly on [0,1]^d, d1, in which two distinct such points are joined by an edge if the l_∞-distance between them is at most some prescribed value 0<x<1. The connectivity distance c_n, the smallest x for which G_n(x) is connected, is shown to satisfy

(1)

For d2, the random graph G_n(x) behaves like a d-dimensional version of the random graphs of Erdös and Rényi, despite the fact that its edges are not independent: c_n/d_n→1, a.s., as n→∞, where d_n is the largest nearest-neighbor link, the smallest x for which G_n(x) has no isolated vertices.     

A parallel computing scheme for minimizing a class of large scale functions

This paper gives a parallel computing scheme for minimizing a twice continuously differentiable function with the form

where x = (x^T₁,…,x^T_m)^T and x_i R^n_i, ∑^m_{i = 1}n_i = n, and n a very big number. It is proved that we may use m parallel processors and an iterative procedure to find a minimizer of ƒ(x). The convergence and convergence rate are given under some conditions. The conditions for finding a global minimizer of ƒ(x by using this scheme are given, too. A similar scheme can also be used parallelly to solve a large scale system of nonlinear equations in the similar way. A more general case is also investigated.     

A sufficient and necessary condition for an OWA bag mapping having the self-identity

A mapping ƒ : _n=1^∞Iⁿ → I is called a bag mapping having the self-identity if for every (x₁,…,x_n) ε _i=1^∞Iⁿ we have (1) ƒ(x₁,…,x_n) = ƒ(x_i1,…,x_in) for any arrangement (i₁,…,i_n) of {1,…,n}; monotonic; (3) ƒ(x₁,…,x_n, ƒ(x₁,…,x_n)) = ƒ(x₁,…,x_n). Let {ω_i,n : I = 1,…,n;n = 1,2,…} be a family of non-negative real numbers satisfying Σ_i=1ⁿω_i,n = 1 for every n. Then one calls the mapping ƒ : _i=1^∞Iⁿ → I defined as follows an OWA bag mapping: for every (x₁,…,x_n) ε _i=1^∞Iⁿ, ƒ(x₁,…,x_n) = Σ_i=1ⁿω_i,ny_i, where y_i is the it largest element in the set {x₁,…,x_n}. In this paper, we give a sufficient and necessary condition for an OWA bag mapping having the self-identity.     

Krylov subspace methods for eigenvalues with special properties and their analysis for normal matrices

In this paper we propose a general approach by which eigenvalues with a special property of a given matrix A can be obtained. In this approach we first determine a scalar function ψ: C → C whose modulus is maximized by the eigenvalues that have the special property. Next, we compute the generalized power iterations uinj + 1 = ψ(A)u_j, j = 0, 1,…, where u₀ is an arbitrary initial vector. Finally, we apply known Krylov subspace methods, such as the Arnoldi and Lanczos methods, to the vector u_n for some sufficiently large n. We can also apply the simultaneous iteration method to the subspace span{x⁽ⁿ⁾₁,…,x⁽ⁿ⁾_k} with some sufficiently large n, where x^(j+1)_m = ψ(A)x^(j)_m, j = 0, 1,…, m = 1,…, k. In all cases the resulting Ritz pairs are approximations to the eigenpairs of A with the special property. We provide a rather thorough convergence analysis of the approach involving all three methods as n → ∞ for the case in which A is a normal matrix. We also discuss the connections and similarities of our approach with the existing methods and approaches in the literature.     

On the Glivenko–Cantelli theorem for generalized empirical processes based on strong mixing sequences

Given \s{X_i, i 1\s} as non-stationary strong mixing (n.s.s.m.) sequence of random variables (r.v.'s) let, for 1 i n and some γ ε [0, 1],

F₁(x)=γP(X_i<x)+(1-γ)P(X_ix)

and

I_i(x)=γI(X_i<x)+(1-γ)I(X_ix)

. For any real sequence \s{C_i\s} satisfying certain conditions, let

.

In this paper an exponential type of bound for P(D_n ), for any >0, and a rate for the almost sure convergence of D_n are obtained under strong mixing. These results generalize those of Singh (1975) for the independent and non-identically distributed sequence of r.v.'s to the case of strong mixing.     

The W-convexity and normal structure in banach spaces

Let X be a Banach space, S(X) - x ε X : #x02016; = 1 be the unit sphere of X.The parameter, modulus of W^*-convexity, W^*(ε) = inf <(x − y)/2, f_x> : x, y S(X), x − y ≥ ε, f_x Δ_x , where 0 ≤ ε ≤ 2 and Δ_x S(X^*) be the set of norm 1 supporting functionals of S(X) at x, is investigated_ The relationship among uniform nonsquareness, uniform normal structure and the parameter W^*(ε) are studied, and a known result is improved. The main result is that for a Banach space X, if there is ε, where 0 < ε < 1/2, such that W^*(1 + ε) > ε/2 where W^*(1 + ε) = lim_→ε W^* (1 + ), then X has normal structure.     

Two theorems on Euclidean distance matrices and Gale transform

We present a characterization of those Euclidean distance matrices (EDMs) D which can be expressed as D=λ(E−C) for some nonnegative scalar λ and some correlation matrix C, where E is the matrix of all ones. This shows that the cones

where is the elliptope (set of correlation matrices) and is the (closed convex) cone of EDMs.

The characterization is given using the Gale transform of the points generating D. We also show that given points , for any scalars λ₁,λ₂,…,λ_n such that

∑_j=1ⁿλ_jp^j=0, ∑_j=1ⁿλ_j=0,

we have

∑_j=1ⁿλ_jpⁱ−p^j2= forall i=1,…,n,

for some scalar independent of i.     

Asymptotic bounds for some bipartite graph: complete graph Ramsey numbers

The Ramsey number r(H,K_n) is the smallest integer N so that each graph on N vertices that fails to contain H as a subgraph has independence number at least n. It is shown that r(K_2,m,K_n)(m−1+o(1))(n/log n)² and r(C_2m,K_n)c(n/log n)^m/(m−1) for m fixed and n→∞. Also r(K_2,n,K_n)=Θ(n³/log² n) and .     

The growth of laguerre matrix polynomials on bounded intervals

Let A be a matrix in ^r×r such that Re(z) > −1/2 for all the eigenvalues of A and let {π_n^(A,1/2) (x)} be the normalized sequence of Laguerre matrix polynomials associated with A. In this paper, it is proved that π_n^(A,1/2) (x) = O(n^(A)/2ln^r−1(n)) and π_n+1^(A,1/2) (x) − π_n^(A,1/2) (x) = O(n^((A)−1)/2ln^r−1(n)) uniformly on bounded intervals, where (A) = max{Re(z); z eigenvalue of A}.     

Possible values for 2

From GCH and P^{m(κ)-hypermeasurable} (1 <m<gw), we construct a model satisfying 2_ⁿ = _a(n) and 2_^ω = _ω+m for a monotone a:ω→ω satisfying a(n)>n.     

Limiting values of the variance and the moments of the dimension of a sum or intersection of random vector subspaces

Let W be an n-dimensional vector space over a field F; for each positive integer m, let the m-tuples (U₁, …, U_m) of vector subspaces of W be uniformly distributed; and consider the statistics X_m,1 dim_F(∑_i=1^m U_i) and X_m,2 dim_F (∩_i=1^m U_i). If F is finite of cardinality q, we determine lim E(X_m,1^k), and lim E(X_m,2^k), and hence, lim var(X_m,1) and lim var(X_m,2), for any k > 0, where the limits are taken as q → ∞ (for fixed n). Further, we determine whether these, and other related, limits are attained monotonically. Analogous issues are also addressed for the case of infinite F.     

Extremal properties of strong quadrature weights and maximal mass results for truncated strong moment problems

A bisequence of complex numbers {μ_n}_−∞^∞ determines a strong moment functional satisfying L[xⁿ] = μ_n. If is positive-definite on a bounded interval (a,b) R{0}, then has an integral representation , n=0, ±1, ±2,…, and quadrature rules {w_ni,x_ni} exist such that μ_k = ∑_i=i^n_ns_ni^kw_ni. This paper is concerned with establishing certain extremal properties of the weights w_ni and using these properties to obtain maximal mass results satisfied by distributions ψ(x) representing when only a finite bisequence of moments {μ_k}_k=−nⁿ⁻¹ is given.     

Oscillation theorems for second-order half-linear differential equations

Oscillation criteria for the second-order half-linear differential equation

[r(t)|ξ′(t)|⁻¹ ξ′(t)]′ + p(t)|ξ(t)|⁻¹ξ(t)=0, t t₀

are established, where > 0 is a constant and exists for t [t₀, ∞). We apply these results to the following equation:

where , D = (D₁,…, D_N), Ω_a = x ^N : |x| ≥ a} is an exterior domain, and c C([a, ∞), ), n > 1 and N ≥ 2 are integers. Here, a > 0 is a given constant.     

An extended result of Kleitman and Saks concerning binary trees

In a recent paper, D.J. Kleitman and M.E. Saks gave a proof of Huang's conjecture on alphabetic binary trees.

Given a set E = {e_i}, I = 0, 1, 2, …, m and assigned positive weights to its elements and supposing the elements are indexed such that w(e₀) ≤ w(e₁) ≤ … ≤w (e_m), where w(e_i) is the weight of e_i, we call the following sequence E^* a ‘saw-tooth’ sequence

E^*=(e₀,e_m,e₁,…,e_j,e_m−j,…).

Huang's conjecture is: E^* is the most expensive sequence for alphabetic binary trees. This paper shows that this property is true for the L-restricted alphabetic binary trees, where L is the maximum length of the leaves and log₂(m + 1) ≤L≤m.     

Weak convergence to the multiple Stratonovich integral

We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processes

in the space , where fL²([0,T]ⁿ) is a given function, and {η(t)}_>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t₁,…,t_n)=1_{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t₁,…,t_n)=f₁(t₁)f_n(t_n)1_{t1<t2<<tn}, with f_iL²([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f.     

A note on convergence in Banach spaces of cotype p

Let B be a separable Banach space. The following is one of the results proved in this paper. The Banach space B is of cotype p if and only if

1. d_n, n 1, has no subsequence converging in probability, and

2. ∑_{n 1}|a_n|^p < ∞ whenever ∑_{n 1}a_nd_n converges almost surely are equivalent for every sequence d_n, n 1, of symmetric independent random elements taking values in B.

On an optimal stopping problem of Gusein-Zade

We study the problem of selecting one of the r best of n rankable individuals arriving in random order, in which selection must be made with a stopping rule based only on the relative ranks of the successive arrivals. For each r up to r=25, we give the limiting (as n→∞) optimal risk (probability of not selecting one of the r best) and the limiting optimal proportion of individuals to let go by before being willing to stop. (The complete limiting form of the optimal stopping rule is presented for each r up to r=10, and for r=15, 20 and 25.) We show that, for large n and r, the optical risk is approximately (1−t^*)^r, where t^*≈0.2834 is obtained as the roof of a function which is the solution to a certain differential equation. The optimal stopping rule τ_r,n lets approximately t^*n arrivals go by and then stops ‘almost immediately’, in the sense that τ_r,n/n→t^* in probability as n→∞, r→∞     

L2-approximation of real-valued functions with interpolatory constraints

We construct the polynomial p_m,n^* of degree m which interpolates a given real-valued function f L²[a, b] at pre-assigned n distinct nodes and is the best approximant to f in the L₂-sense over all polynomials of degree m with the same interpolatory character. It is shown that the L₂-error p_m,n^* − f → 0 as m → ∞ if f C[a, b].