An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture

LetX be the solution of the SDE:dX _t = (X _t)dB _t +b(X _t)dt, with andb C _b (R) such that >0 for some constant , andB a real Brownian motion. Let be the law ofX onE=C([0, 1],R) andk E* – {0}, whereE* is the topological dual space ofE. Consider the classical form: _k (u, v)=u / kv / kd, whereu andv are smooth functions onE. We prove that, if _k is closable for anyk in a dense subset ofE* and if the smooth functions are contained in the domain of the generator of the closure of _k , must be a constant function.     

Iterative Pexider equation modulo a subset

Summary LetX, Y, Z be arbitrary nonempty sets,E be a nonempty subset ofZ ^z andK be a groupoid. Assume that {F _t} _{t K} Z ^X, {G _t} _{t K} Y ^X, {H _t} _{t K} Z ^Y are families of functions satisfying the functional equationF _st = k_(s,t) H_s G_t for (s, t) D(K), whereD(K) stands for the domain of the binary operation on the groupoidK andk _(s,t) E for (s, t) D(K). Conditions are established under which the equation can be reduced to the corresponding Cauchy equation. This paper generalizes some results from [4] and [1].     

The Hilbert–Poincaré Series for Some Algebras of Invariants of Cyclic Groups

Let be a linear representation of a finite group over a field of characteristic 0. Further, let R be the corresponding algebra of invariants, and let P (t) be its Hilbert–Poincaré series. Then the series P (t) represents a rational function (t)/(t). If R is a complete intersection, then (t) is a product of cyclotomic polynomials. Here we prove the inverse statement for the case where is an almost regular (in particular, regular) representation of a cyclic group. This yields an answer to a question of R. Stanley in this very special case. Bibliography: 3 titles.     

Functional Limit Theorem for the Empirical Process of a Class of Bernoulli Shifts with Long Memory

We prove a functional central limit theorem for the empirical process of a stationary process X_t=Y_t+V_t, where Y_t is a long memory moving average in i.i.d. r.v.s _s, s t, and V_t=V (_t, _t-1,...) is a weakly dependent nonlinear Bernoulli shift. Conditions of weak dependence of V_t are written in terms of L²-norms of shift-cut differences V (_t, _t-n, 0,...,) – V(_t,...,_t-n+1, 0,...). Examples of Bernoulli shifts are discussed. The limit empirical process is a degenerated process of the form f(x)Z, where f is the marginal p.d.f. of X₀ and Z is a standard normal r.v. The proof is based on a uniform reduction principle for the empirical process.     

New Hadamard matrices and conference matrices obtained via Mathon's construction

We give a formulation, via (1, –1) matrices, of Mathon's construction for conference matrices and derive a new family of conference matrices of order 59^2t+1 + 1,t 0. This family produces a new conference matrix of order 3646 and a new Hadamard matrix of order 7292. In addition we construct new families of Hadamard matrices of orders 69^2t+1 + 2, 109^2t+1 + 2, 8499 ^t ,t 0;q ²(q + 3) + 2 whereq 3 (mod 4) is a prime power and 1/2(q + 5) is the order of a skew-Hadamard matrix); (q + 1)q ²9 ^t ,t 0 (whereq 7 (mod 8) is a prime power and 1/2(q + 1) is the order of an Hadamard matrix). We also give new constructions for Hadamard matrices of order 49 ^t 0 and (q + 1)q ² (whereq 3 (mod 4) is a prime power).This work was supported by grants from ARGS and ACRB.Dedicated to the memory of our esteemed friend Ernst Straus.     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

On the Ranked Excursion Heights of a Kiefer Process

Let (K(s,t), 0s1, t1) be a Kiefer process, i.e., a continuous two-parameter centered Gaussian process indexed by [0,1]×₊ whose covariance function is given by (K(s₁,t₁) K(s₂,t₂))=(s₁s₂-s₁s₂)t₁t₂, 0s₁, s₂1, t₁, t₂ 0. For each t>0, the process K(·,t) is a Brownian bridge on the scale of . Let M ₁ ^* (t) M ₂ ^* (t) M _j ^* (t) 0 be the ranked excursion heights of K(,t). In this paper, we study the path properties of the process tM _j ^* (t). Two laws of the iterated logarithm are established to describe the asymptotic behaviors of M _j ^* (t) as t goes to infinity.     

A lower closure theorem for abstract control problems withL p-bounded controls

A lower closure theorem for an abstract control problem is proved. The functional isJ(,u)= _G f ⁰(t, (M)(t),u(t))dt and the state equations areN(t)=f(t, (M)(t),u(t)). It is shown that, if {( _k ,u _k)} is a sequence of admissible controlsu _k and corre-sponding trajectories _k such that lim infJ( _k ,u _k)<+ and such that _k weakly,M _k M strongly,N _k N weakly, and {u _k} is bounded in someL _p norm, then there is a controlu such that (,u) is admissible and lim infJ( _k ,u _k)J(,u).Dedicated to Professor M. R. HestenesThis research was supported by the National Science Foundation, Grant No. GP-33551X.     

Effilement minimal en une singularité isolée de l'équation de Schrödinger et application au principe de Picard

In this paper, the generalized Schrödinger equation (–)u=0 on the punctured unit disk of ² is investigated. If is rotation free and satisfies the Picard principle at the origin, it is shown that if a setE is minimal thin relatively to an extremal harmonic functionh with zero boundary values at {|x|=1}, there exists a sequence (r _n ) converging to zero such that B(O,r _n ) C E. Lete be the -unit. It is proved that if a measure satisfies _\E e h d<, for a minimal thin, relatively toh , setE then the Picard principle is valid for the measure + .

     

Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths

Let {X _t} _t0 be a Feller process generated by a pseudo-differential operator whose symbol satisfiesÇⁿ|q(Ç,)|c(1=)()) for some fixed continuous negative definite function (). The Hausdorff dimension of the set {X _t:tE}, E [0, 1] is any analytic set, is a.s. bounded above by dim E. is the Blumenthal–Getoor upper index of the Levy Process associated with ().     

Cross-cuts in the power set of an infinite set

In the power setP(E) of a setE, the sets of a fixed finite cardinalityk form across-cut, that is, a maximal unordered setC such that ifX, Y E satisfyXY, X someX inC, andY someY inC, thenXZY for someZ inC. ForE=, ₁, and ₂, it is shown with the aid of the continuum hypothesis thatP(E) has cross-cuts consisting of infinite sets with infinite complements, and somewhat stronger results are proved for and ₁.The work reported here has been partially supported by NSERC Grant No. A8054.     

On the kernel of intersecting families

Let be at-wises-intersecting family, i.e.,|F ₁ ... F _t | s holds for everyt members of. Then there exists a setY such that|F ₁ ... F _t Y| s still holds for everyF ₁,...,F _t . Here exponential lower and upper bounds are proven for the possible sizes ofY. This work was done while the authors visited Bell Communication Research, NJ 07960, and AT&T Bell Laboratories, Murray Hill, NJ 07974, USA, respectively.Research supported in part by Allon Fellowship and by Bat Sheva de Rothschild Foundation.     

The asymptotic interrelation of the Cauchy problem solutions corresponding to parabolic and telegraph type equations

Mass and heat transport processes modelled by parabolic and telegraph type equations are discussed. In order to do this the fundamental solution of the Cauchy ProblemE(x, t) for the telegraph equation (²²/t ² + 2m /t–c ²)E(x, t)=0 (xR ⁿ ,m andc are positive constants, is assumed to be a small one, the boundaries are absent) is considered. It is shown that its support may be subdivided into 4 subrogions according to the type of the asymptotic expansion. Within two of them the asymptotics ofE(x, t) is equivalent to the Poisson kernel. It is shown that the telegraph equation may be used to solve the above mentioned problems if and only ifn=1 together with the conditionsu(x, 0) 0 and u(x, 0)/t=0 imposed on the initial values. Various types of solutions corresponding to the initial data of this kind are considered and sufficient conditions for the asymptotic transition to the traditional formalism based on parabolic equations are presented. Analogous results for the asymptotic expansion of the mass flow density are also given. It is shown that the presented methods are suitable to obtain an asymptotic expansion of the solution of the Cauchy problem if the initial data functions belong toL ₁(–, ) and their supports are compact. The connection of the considered methods with those of the probability theory is outlined as well.     

EpGs with minimal μ: II

There are two known lower bounds for (P, Q) in an EpG, called ₁ and ₂, see for example [3]. In [4], =₁ was studied for the case of triangular EGQs and, in [3], =₂ was considered for EpGs in general. Here we extend this to the case =₁ for EpGs in general, including non-triangular EGQs, and we give a number of characterizations. For instance a triangular EpG with =₁ locally is an EGQ, an extended dual net or a semibiplane; if t>2–1, then an EpG(s, t) with =₁ locally is an EGQ. In general we have only partial results for t2–1.     

Wold decomposition,prediction and parameterization of stationary processes with infinite variance

Summary A discrete time stochastic process {_t} is said to be a p-stationary process (1<p2)if , for all integers n1, t ₁,...t _n,h and scalars b ₁,...b _n.The class of p-stationary processes includes the class of second-order weakly stationary stochastic processes, harmonizable stable processes of order (1<2), and p ^thorder strictly stationary processes. For any nondeterministic process in this class a finite Wold decomposition (moving average representation) and a finite predictive decomposition (autoregressive representation) are given without alluding to any notion of covariance or spectrum. These decompositions produce two unique (interrelated) sequences of scalar which are used as parameters of the process {_t}. It is shown that the finite Wold and predictive decomposition are all that one needs in developing a Kolmogorov-Wiener type prediction theory for such processes.     

Distribution of the supremum of sums of independent variables with negative drift

Let {_n} be a sequence of identically distributed independent random variables,M₁=<0,M ₁ ² <;S ₀=0,S _n =₁+₂,+...+ _{n, n}1;¯ S=sup {S _n n=0.} The asymptotic behavior ofP(¯ St) as t is studied. If _t ^P (₁x dx=0((t)), thenP(¯ St)– 1/¦¦ _t P (₁x dx=0((t)) (t) is a positive function, having regular behavior at infinity.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 763–770, November, 1977.The author thanks B. A. Rogozin for the formulation of the problem and valuable remarks.     

Finitely subadditive and countably subadditive outer measures

Results are given comparing countably subadditive (csa) outer measures and finitely subadditive (fsa) outer measures, especially relating to regularity and measurability conditions such as (*) condition:A setE (of an arbitrary setX), is measurable ( an outer measure),ES (the collection of measurable sets) iff (X)=(E)+(E). Specific examples are given contrasting csa and fsa outer measures. In particular fsa and csa outer measures derived from finitely additive measures defined on an algebra of sets generated by a lattice of sets, are investigated in some detail.     

Limits of certain iterates of Post-Widder operators

The paper is a study of the limiting behaviour of the [n t]-th iterates of the well-known Post-Widder operatorsL _{n, x} used in the real inversion of the Laplace transform. It is shown that the limiting operators constitute a semigroup T _t;t0 of class (C ₀) on a family C _,; , >0 of Banach spaces. Applications of the semigroup structure lead to a pointwise saturation theorem forL _{n, x} and a characterization of convex functions inC _, through an inequality involving the action ofL _{n, x}.     

Local controllability of observables in finite and infinite dimensional nonlinear control systems

LetA, be evolution operators (possibly nonlinear) which act within a Banach spaceB andu(·) a measurable, real valued, control function. We study control systems of the form _t /t=A _t +u(t) _t , ₀= B. An observation of this system is defined to be a continuous linear mapg:B ^k . Our main result gives a computable sufficient condition to assure that fort > 0 and sufficiently small, the observation of the reference solution (which corresponds tou(t)0) at timet is interior to the set of observations of all solutions at timet. An example to illustrate the theory is the local controllability, via tension, of various observations of a vibrating string.This research was supported by NSF Grant MCS 76-04419 A01.     

Numerical solution of a diffusion equation with a reproducing nonlinearity

Summary We study the Faedo-Galerkin approximations of the Burger Equation, which we write as an operator equation of the typeu _t+Au+Nu=0 in a Hilbert spaceH. We show that the nonlinear operatorN is finitely reproducing relative to the orthonormal sequence {u _i} generated byAu=u and study the numerical behavior of the approximations.

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Zusammenfassung Wir untersuchen die Faedo-Galerkin Approximationen der Burger Gleichung, die wir als Operatorgleichung des Typesu _t+Au+Nu=0, in einem Hilbertraum auffassen. Wir zeigen, daß der nichtlineare OperatorN, endlich reproduzierend bezüglich einer Orthonormalfolgeu _i ist, die durchAu=u erzeugt wird und untersuchen das numerische Verhalten der Approximationen.