Algebraic Independence by Approximation Method (II)

Let f (x) be a continued fraction with elements a _n x, where coefficients a _n are positive algebraic numbers. Using the criterion of [l] for any nonzero real algebraic numbers α₁,...,α_s with distinct absolute values the algebraic independence of the values f(α₁), ..., f(α_s) is proved under certain assumption concerning only with a _n . For some transcendental numbers ξ the algebraic independence of values f(ξ^j)(j∈ℤ) is also established. Received March 27, 1998, Accepted September 28, 1998     

Age-dependent branching processes in random environments

We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξn) on R , and reproduce independently new particles according to a probability law p(ξn) on N. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.     

Asymptotic separation for independent trajectories of Markov processes

We say that n independent trajectories ξ₁(t),…,ξ _n (t) of a stochastic process ξ(t)on a metric space are asymptotically separated if, for some ɛ > 0, the distance between ξ _i (t _i ) and ξ _j (t _j ) is at least ɛ, for some indices i, j and for all large enough t ₁,…,t _n , with probability 1. We prove sufficient conitions for asymptotic separationin terms of the Green function and the transition function, for a wide class of Markov processes. In particular,if ξ is the diffusion on a Riemannian manifold generated by the Laplace operator Δ, and the heat kernel p(t, x, y) satisfies the inequality p(t, x, x) ≤ Ct ^−ν/2 then n trajectories of ξ are asymptotically separated provided . Moreover, if for some α∈(0, 2)then n trajectories of ξ^(α) are asymptotically separated, where ξ^(α) is the α-process generated by −(−Δ)^α/2. Received: 10 June 1999 / Revised version: 20 April 2000 / Published online: 14 December 2000 RID="*" ID="*" Supported by the EPSRC Research Fellowship B/94/AF/1782 RID="**" ID="**" Partially supported by the EPSRC Visiting Fellowship GR/M61573     

Estimates for the closeness of successive convolutions of multidimensional symmetric distributions

Summary Let ξ₁, ξ₂,... be i.i.d random vectors in ℝ ^k with a common distribution ℒ(ξ_i),... = F, i = 1, 2,.... Let S _n = ξ₁+...+ξ _n . We investigate how small is the difference between ℒ(S _n ) and ℒ(S _{n+ m} ) in the case when ξ _i have symmetric distributions.     

Random Matrices: the Distribution of the Smallest Singular Values

Let ξ be a real-valued random variable of mean zero and variance 1. Let M _n (ξ) denote the n × n random matrix whose entries are iid copies of ξ and σ _n (M _n (ξ)) denote the least singular value of M _n (ξ). The quantity σ _n (M _n (ξ))² is thus the least eigenvalue of the Wishart matrix M_nM_n^*{M_nM_n^\ast}.     

Stochastic Equations with Time-Dependent Drift Driven by Levy Processes

The stochastic equation dX _t =dS _t +a(t,X _t )dt, t≥0, is considered where S is a one-dimensional Levy process with the characteristic exponent ψ(ξ),ξ∈ℝ. We prove the existence of (weak) solutions for a bounded, measurable coefficient a and any initial value X ₀=x ₀∈ℝ when (ℛe  ψ(ξ))⁻¹=o(|ξ|⁻¹) as |ξ|→∞. These conditions coincide with those found by Tanaka, Tsuchiya and Watanabe (J. Math. Kyoto Univ. 14(1), 73–92, 1974) in the case of a(t,x)=a(x). Our approach is based on Krylov’s estimates for Levy processes with time-dependent drift. Some variants of those estimates are derived in this note.     

Transient phenomena for random walks in the absence of the expected value of jumps

Let ξ, ξ₁, ξ₂, ... be independent identically distributed random variables, and S _n :=Σ _j=1 ⁿ ,ξ _j , $ \bar S $ \bar S := sup _n≥0 S _n . If Eξ = −a < 0 then we call transient those phenomena that happen to the distribution $ \bar S $ \bar S as a → 0 and $ \bar S $ \bar S tends to infinity in probability. We consider the case when Eξ fails to exist and study transient phenomena as a → 0 for the following two random walk models:

Ruin problem for an inhomogeneous semicontinuous integer-valued process

For a process ξ(t = ξ₁(t)+χ(t), t≥0, ξ(0) = 0, inhomogeneous with respect to time, we investigate the ruin problem associated with the corresponding random walk in a finite interval, (here, ξ₁ (t) is a homogeneous Poisson process with positive integer-valued jumps and χ(t) is an inhomogeneous lower-semicontinuous process with integer-valued jumps ξ _n ≥-1).     

Realisierbarkeit von darstellungen endlicher gruppen in einheitswurzelkörpern

Zusammenfassung LetD:G→GL(n,C) be an irreducible linear representation of a finite groupG with the characterX. IfD is realizible in Q(ξ _m ) and Q(ξ _m′ ) we give a condition for then realizability ofD in Q(ξ_(m′)). If the degreen is a prime ≠ 2, we show thatD realizible in Q(ξ _f ), wheref is the conductor of the abelian extensionQ(X)/Q.     

An approximation property of lacunary sequences

Let f ₁ and f ₂ be two positive numbers of the field , and let f _n+2 = f _n+1 + f _n for each n ≥ 1. Let us denote by {x} the fractional part of a real number x. We prove that, for each ξ ∉ K, the inequality {ξf _n } > 2/3 holds for infinitely many positive integers n. On the other hand, we prove a result which implies that there is a transcendental number ξ such that {ξf _n } < 39/40 for each n ≥ 1. Moreover, it is shown that, for every a > 1, there is an interval of positive numbers that contains uncountably many numbers ξ such that {a ⁿ } 6 min 2/(a − 1), (34a ² − 32a + 7)/(9(2a − 1)²) for each n > 1. Here, the minimum is strictly smaller than 1 for each a > 1. In contrast, by an old result of Weyl, for any a > 1, the sequence {ξa ⁿ }, n = 1, 2, ..., is uniformly distributed in [0, 1] (and so everywhere dense in [0, 1]) for almost all real numbers ξ.     

推广的Volterra复合算子的本性范数

本文研究单位圆盘上Bergman型空间到Zygmund型空间上的一类推广的Volterra复合算子.利用符号函数ϕ和g刻画这类算子的有界性、紧性,并计算其本性范数.     

On a paper of Hasse concerning the Eisenstein reciprocity law

In the present paper, necessary and sufficient conditions are given for the equality of the power rezidue symbols ( \fracaa )_n {\left( {\frac{\alpha }{a}} \right)_n} and ( \fracaa )_n {\left( {\frac{\alpha }{a}} \right)_n} in the cyclotomic field ℚ(ζ _n ), 2 ∤ n, for a ∈ ℤ, (a, n) = 1. This result is a generalization of the classical Eisenstein reciprocity law and its continuation in a Hasse’s paper. Bibliography: 3 titles.     

Non-<Emphasis Type="Italic">φ</Emphasis>-admissible normal subgroups of free burnside groups

In the present paper for arbitrary automorphism φ of the free Bunside group B(m, n) and for any odd number n ≥ 1003 a sufficient condition for existence of non-φ-admissible normal subgroup of B(m, n) was found. In particular, if automorphism φ is normal, then for any basis {a ₁, a ₂, …, a _m } of the group B(m, n) there is an integer k such that for each i the elements a _i and φ(a i) ^k are conjugates.     

A characteristic property of spheres

Summary We prove: Let S be a closed n-dimensional surface in an(n+1)-space of constant curvature (n ≥ 2); k₁ ≥ ... ≥ k_n denote its principle curvatures. Let φ(ξ₁, ..., ξ_n) be such that . Then if φ(k₁, ..., k_n)=const on S and S is subject to some additional general conditions (those(II ₀) or(II) n^o 1), S is a sphere. To Enrico Bompiani on his scientific Jubilee     

Adaptive policies for time-varying stochastic systems under discounted criterion

We consider a class of time-varying stochastic control systems, with Borel state and action spaces, and possibly unbounded costs. The processes evolve according to a discrete-time equation x _{n + 1}=G _n (x _n , a _n , ξ_n), n=0, 1, … , where the ξ_n are i.i.d. ℜ^k-valued random vectors whose common density is unknown, and the G _n are given functions converging, in a restricted way, to some function G _∞ as n→∞. Assuming observability of ξ_n, we construct an adaptive policy which is asymptotically discounted cost optimal for the limiting control system x _n+1=G _∞ (x _n , a _n , ξ_n).     

On Small Deviations of Series of Weighted Random Variables

Let ξ,ξ ₁,ξ ₂,… be positive i.i.d. random variables, S=∑ _j=1^∞ a(j)ξ _j , where the coefficients a(j)≥0 are such that P(S<∞)=1. We obtain an explicit form of the asymptotics of −ln P(S<x) as x→0 for the following three cases:

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

On samples of independent random vectors in spaces of infinitely increasing dimension

We study the asymptotic behavior of a set of random vectors ξ_i, i = 1,..., m, whose coordinates are independent and identically distributed in a space of infinitely increasing dimension. We investigate the asymptotics of the distribution of the random vectors, the consistency of the sets M _m⁽ⁿ⁾ = ξ₁,..., ξ_m and X _n^λ = x ∈ X _n: ρ(x) ≤ λn, and the mutual location of pairs of vectors. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1706–1711, December, 1998.     

A sieve result for Farey fractions

This paper is concerned with the sieve problem for Farey fractions (i.e., rational numbers with denominators less thanx) lying in an interval (λ₁, λ₂). An asymptotic formula for the sifting function is derived under the assumption that (λ₁, λ₂)x→∞ asx→∞. Two applications of this result are made. In the first one, the value distribution of the vector η(m/n)=(ξ(m), ξ(n)) is considered; here, fork=p ₁ p ₂...p _s ,p ₁≥p ₂>-..., ξk)_is defined by ξ(k)=(logp ₁/logk, logp ₂/logk,..., logp _s /logk, 0, ...); allp _i are prime numbers. It is shown that the limit distribution is π×π, where π is the Poisson-Dirichlet distribution. The asymptotical behavior of finite-dimensional distributions of ξ(k) for natural numbers was studied by Billingsley, Knuth, Trabb Pardo, Vershik, and others; the result of weak convergence to the Poisson-Dirichlet distribution appears in Donnelly and Grimmett. The second application is concerned with the density of sets {m/n: f(m/n)=a}, wheref is a function with the almost squareful kernel. Supported by the Lithuanian State Science and Studies Foundation. Vilnius University, Naugarduko 24, 2600, Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 1, pp. 108–127, January–March, 1999. Translated by V. Stakénas     

Distribution of a certain partition function modulo powers of primes

In this paper, we study a certain partition function a(n) defined by Σ _n≥0 a(n)q ⁿ := Π _n=1(1 − q ⁿ )⁻¹(1 − q ²ⁿ )⁻¹. We prove that given a positive integer j ≥ 1 and a prime m ≥ 5, there are infinitely many congruences of the type a(An + B) ≡ 0 (mod m ^j ). This work is inspired by Ono’s ground breaking result in the study of the distribution of the partition function p(n).