On the iteration of holomorphic self-maps of ℂ*

Letf be a holomorphic self-map of the punctured plane ℂ^*=ℂ\{0} with essentially singular points 0 and ∞. In this note, we discuss the setsI ₀(f)={z ∈ ℂ^*:f ⁿ (z) → 0,n → ∞} andI _∞(f)={z ∈ ℂ^*:f ⁿ (z) → 0,n → ∞}. We try to find the relation betweenI ₀(f),I _∞(t) andJ(f). It is proved that both the boundary ofI ₀(f) and the boundary ofI _∞)f) equal toJ(f),I ₀(f) ∩J(f) ≠ θ andI _∞(f) ∩J(f) ≠ θ. As a consequence of these results, we find bothI ₀(f) andI _∞(f) are not doubly-bounded. Supported by the National Natural Science Foundation of China     

A rate of convergence for the set compound estimation in a family of certain retracted distributions

Summary This paper is concerned with the set compound squared-error loss estimation problem. Here, the author obtains Lévy consistent estimate of the empiric distributionG _n of the parameters θ₁,...,θ_n for a more general family of retracted distributions on the interval [θ, θ+1) than the uniform on [θ, θ+1) as in R. Fox (1970,Ann. Math. Statist.,41, 1845–1852; 1978,Ann. Statist.,6, 846–853) and exhibits a decision procedure based on with a convergence rateO((n ⁻¹ logn)^1/4) for the mofified regret uniformly in (θ₁, θ₂, ..., θ_n ∈ Ωⁿ with bounded Ω. The author also gives a counterexample to the convergence of the modified regret for Ω=(−∞, ∞). This is part of the author's Ph. D. Thesis at Michigan State University.     

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

In this paper, we consider a multidimensional diffusion process with jumps whose jump term is driven by a compound Poisson process. Let a(x,θ) be a drift coefficient, b(x,σ) be a diffusion coefficient respectively, and the jump term is driven by a Poisson random measure p. We assume that its intensity measure q^θ has a finite total mass. The aim of this paper is estimating the parameter α = (θ,σ) from some discrete data. We can observe n + 1 data at t_iⁿ = ih_n, . We suppose h_n → 0, nh_n → ∞, nh_n² → 0. Final version 20 December 2004     

Global behavior of the branch of positive solutions for nonlinear Sturm–Liouville problems

We consider the nonlinear Sturm–Liouville problem

A note on the distribution of the sequence (nα) with transcendental α

Let α be an irrational number and let D _N*(α) and D_N(α) denote the star-discrepancy and the discrepancy of the sequence (nα)_{n ≥1} mod 1, resp. We study properties of the maps α→ v *(α) = limsup_{N →∞} N D _N*(α)/log N and α→v(α) = limsup_{N →∞} N D _N(α)/log N where α is transcendental but not a U-number. This revised version was published online in June 2006 with corrections to the Cover Date.     

On a Delay Reaction-Diffusion Difference Equation of Neutral Type

In this paper, we first consider a delay difference equation of neutral type of the form: Δ(y _n + py _n−k + q _n y _n−l = 0 for n∈ℤ⁺(0) (1*) and give a different condition from that of Yu and Wang (Funkcial Ekvac, 1994, 37(2): 241–248) to guarantee that every non-oscillatory solution of (1*) with p = 1 tends to zero as n→∞. Moreover, we consider a delay reaction-diffusion difference equation of neutral type of the form: Δ₁(u _n,m + pu _n−k,m ) + q _n,m u _n−l,m = a ²Δ² ₂ u _{n +1, m−1} for (n,m) ∈ℤ⁺ (0) ×Ω, (2*) study various cases of p in the neutral term and obtain that if p≥−1 then every non-oscillatory solution of (2*) tends uniformly in m∈Ω to zero as n→∞; if p = −1 then every solution of (2*) oscillates and if p < −1 then every non-oscillatory solution of (2*) goes uniformly in m∈Ω to infinity or minus infinity as n→∞ under some hypotheses. Received July 14, 1999, Revised August 10, 2000, Accepted September 30, 2000     

Solution to the boundary blowup problem for k-curvature equation

We consider the boundary blowup problem for k-curvature equation, i.e., H _k [u] = f(u) g(|Du|) in an n-dimensional domain Ω, with the boundary condition u(x) → ∞ as dist (x,∂Ω) → 0. We prove the existence result under some hypotheses. We also establish the asymptotic behavior of a solution near the boundary ∂Ω. Mathematics Subject Classification (2000) 35J65, 35B40, 53C21     

Nonparametric analysis of doubly truncated data

One of the principal goals of the quasar investigations is to study luminosity evolution. A convenient one-parameter model for luminosity says that the expected log luminosity, T*, increases linearly as θ ₀· log(1  +  Z*), and T*(θ ₀) = T*  −  θ ₀· log(1  +  Z*) is independent of Z*, where Z* is the redshift of a quasar and θ ₀ is the true value of evolution parameter. Due to experimental constraints, the distribution of T* is doubly truncated to an interval (U*, V*) depending on Z*, i.e., a quadruple (T*, Z*, U*, V*) is observable only when U* ≤ T* ≤ V*. Under the one-parameter model, T*(θ ₀) is independent of (U*(θ ₀), V*(θ ₀)), where U*(θ ₀) = U*  −  θ ₀· log(1  +  Z*) and V*(θ ₀) = V*  −  θ ₀· log(1  +  Z*). Under this assumption, the nonparametric maximum likelihood estimate (NPMLE) of the hazard function of T*(θ ₀) (denoted by ĥ) was developed by Efron and Petrosian (J Am Stat Assoc 94:824–834, 1999). In this note, we present an alternative derivation of ĥ. Besides, the NPMLE of distribution function of T*(θ ₀), [^(F)]{\hat F} , will be derived through an inverse-probability-weighted (IPW) approach. Based on Theorem 3.1 of Van der Laan (1996), we prove the consistency and asymptotic normality of the NPMLE [^(F)]{\hat F} under certain condition. For testing the null hypothesis H_q0: T^*(q₀) = T^*-q₀·log(1 + Z^*){H_{\theta_0}: T^{\ast}(\theta_0) = T^{\ast}-\theta_0\cdot \log(1 + Z^{\ast})} is independent of Z*, (Efron and Petrosian in J Am Stat Assoc 94:824–834, 1999). proposed a truncated version of the Kendall’s tau statistic. However, when T* is exponential distributed, the testing procedure is futile. To circumvent this difficulty, a modified testing procedure is proposed. Simulations show that the proposed test works adequately for moderate sample size.     

Large holes in sparse random graphs

We show that there is a function α(r) such that for each constantr≧3, almost everyr-regular graph onn vertices has a hole (vertex induced cycle) of size at least α(r)n asn→∞. We also show that there is a function β(c) such that forc>0 large enough,G _{n, p} ,p=c/n almost surely has a hole of size at least β(c)n asn→∞.     

On the Asymptotics of the Meixner—Pollaczek Polynomials and Their Zeros

An infinite asymptotic expansion is derived for the Meixner—Pollaczek polynomials M _n (nα;δ, η) as n→∞ , which holds uniformly for -M≤α≤ M , where M can be any positive number. This expansion involves the parabolic cylinder function and its derivative. If α _{n, s} denotes the s th zero of M _n (nα;δ, η) , counted from the right, and if α˜ _n,s denotes its s th zero counted from the left, then for each fixed s , three-term asymptotic approximations are obtained for both α _n,s and α˜ _n,s as n→∞ . December 28, 1998. Date revised: June 4, 1999. Date accepted: September 6, 1999.     

Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d

Consider an arbitrary transient random walk on ℤ ^d with d∈ℕ. Pick α∈[0,∞), and let L _n (α) be the spatial sum of the αth power of the n-step local times of the walk. Hence, L _n (0) is the range, L _n (1)=n+1, and for integers α, L _n (α) is the number of the α-fold self-intersections of the walk. We prove a strong law of large numbers for L _n (α) as n→∞. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by Černy (Stoch. Proc. Appl. 117:262–270, 2007). Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.      

Subsequences of normal sequences

In this paper, we characterize a set of indices τ={τ(0)<τ(1)<…} such that forany normal sequence (α(0), α(1),…) of a certain type, the subsequence (α(τ(0)), α(τ(1)),…) is a normal sequence of the same type. Assume that_n→∞. Then, we prove that τ has this property if and only if the 0–1 sequence (θ _τ (0), whereθ _τ (i)=1 or 0 according asi∈{τ(j);j=0, 1,…} or not, iscompletely deterministic in the sense of B. Weiss.     

Convergence of Rational Interpolants with Preassigned Poles

Let Ω be a domain in the extended complex plane such that ∞∈Ω . Further, let K= C / Ω and, for each n , let Q _n be a monic polynomial of degree n with all its zeros in K . This paper is concerned with whether (Q _n ) can be chosen so that, if f is any holomorphic function on Ω and P _n is the polynomial part of the Laurent expansion of Q _n f at ∞ , then (P _n /Q _n ) converges to f locally uniformly on Ω . It is shown that such a sequence (Q _n ) can be chosen if and only if either K has zero logarithmic capacity or Ω is regular. January 21, 1999. Date accepted: August 17, 1999.     

Strikte Konvexität für Variationsprobleme auf demn-dimensionalen Torus

We consider a variational problem with an integrandF:R ⁿ ×R×R ⁿ →R that isZ-periodic in the firstn+1 variables and satisfies certain growth-conditions. By a recent result of Moser, there exist for every α∈R ⁿ minimal solutionsu:R ⁿ →R minimising ƒF(x, u(x), u _x (x)) dx with respect to compactly supported variations ofu and such that sup |u(x)-αx|<∞. Given such a minimal solutionu we define the average action (whereB _r is ther-ball around 0∈R ⁿ ) and show thatM(α) is indeed independent of the minimal solutionu satisfying sup |u(x)-αx|<∞. We prove that this average actionM(α) is strictly convex in α.      

A capacitary method for the asymptotic analysis of dirichlet problems for monotone operators

Given a non-linear elliptic equation of monotone type in a bounded open set Ω ⊂ Rⁿ, we prove that the asymptotic behaviour, asj → ∞, of the solutions of the Dirichlet problems corresponding to a sequence (Ω_j) of open sets contained in Ω is uniquely determined by the asymptotic behaviour, asj → ∞, of suitable non-linear capacities of the setsKΩ _j, whereK runs in the family of all compact subsets of Ω.     

Some results related to interpolation on hardy spaces of regular martingales

Let (Ω,F, P) be a probability space and {F _n}_n≥0 a regular increasing sequence of sub-σ-fields ofF. LetH ₁(Ω) be the usual Hardy space ofF _n-martingales. We show that the couple (H ₁(Ω),L _∞(Ω)) is a partial retract of (L ₁(Ω),L _∞(Ω)). It is also proved that (L _p(Ω),BMO(Ω)) is a partial retract of (L _p(Ω),L _∞(Ω)) for all 1<p<∞.     

Almost Everywhere Convergence of Fejér Means of <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript> Functions on Rarely Unbounded Vilenkin Groups

A highly celebrated problem in dyadic harmonic analysis is the pointwise convergence of the Fejér (or (C, 1)) means of functions on unbounded Vilenkin groups. There are several papers of the author of this paper concerning this. That is, we know the a.e. convergence σ _n f → f (n → ∞) for functions f ∈ L ^p , where p > 1 (Journal of Approximation Theory, 101(1), 1–36, (1999)) and also the a.e. convergence σM _n f → f (n → ∞) for functions f ∈ L ¹ (Journal of Approximation Theory, 124(1), 25–43, (2003)). The aim of this paper is to prove the a.e. relation lim _n → σ _n f = f for each integrable function f on any rarely unbounded Vilenkin group. The concept of the rarely unbounded Vilenkin group is discussed in the paper. Basically, it means that the generating sequence m may be an unbounded one, but its "big elements" are not "too dense". Research supported by the Hungarian National Foundation for Scientific Research (OTKA), Grant No. M 36511/2001 and T 048780     

Strong convergence of approximated sequences for nonexpansive mappings in Banach spaces

This paper studies the convergence of the sequence defined by x0∈C,xn 1=αnu (1-αn)Txn,n=0,1,2,…, where 0 ≤αn ≤ 1, limn→∞αn = 0, ∑∞n=0 αn = ∞, and T is a nonexpansive mapping from a nonempty closed convex subset C of a Banach space X into itself. The iterative sequence {xn} converges strongly to a fixed point of T in the case when X is a uniformly convex Banach space with a uniformly Gateaux differentiable norm or a uniformly smooth Banach space only. The results presented in this paper extend and improve some recent results.     

Extreme Jensen measures

Let Ω be an open subset of R ^d , d≥2, and let x∈Ω. A Jensen measure for x on Ω is a Borel probability measure μ, supported on a compact subset of Ω, such that ∫u  dμ≤u(x) for every superharmonic function u on Ω. Denote by J _x (Ω) the family of Jensen measures for x on Ω. We present two characterizations of ext(J _x (Ω)), the set of extreme elements of J _x (Ω). The first is in terms of finely harmonic measures, and the second as limits of harmonic measures on decreasing sequences of domains. This allows us to relax the local boundedness condition in a previous result of B. Cole and T. Ransford, Jensen measures and harmonic measures, J. Reine Angew. Math. 541 (2001), 29–53. As an application, we give an improvement of a result by Khabibullin on the question of whether, given a complex sequence {α _n } _n=1 ^∞ and a continuous function , there exists an entire function f≢0 satisfying f(α _n )=0 for all n, and |f(z)|≤M(z) for all z∈C.     

Estimates of the weak distance between finite-dimensional Banach spaces

We prove a variant of a theorem of N. Alon and V. D. Milman. Using it we construct for everyn-dimensional Banach spacesX andY a measure space Ω and two operator-valued functionsT: Ω→L(X, Y),S: Ω→L(Y, X) so that ∫_Ω S(ω)oT(ω)dω is the identity operator inX and ∫_Ω||S(ω)||·||T(ω)||dω=O(n ^α ) for some absolute constantα<1. We prove also that any subset of the unitn-cube which is convex, symmetric with respect to the origin and has a sufficiently large volume possesses a section of big dimension isomorphic to ak-cube. Research supported in part by a grant of the Israel Academy of Sciences.