On the uniqueness of a local martingale with a given absolute value

Summary D. Gilat has shown that any non-negative submartingale (X, .) is equal in law to the absolute value of a martingale (M, .). This result may be strenthened so that the pairs (X,.) and (¦M¦,.) are synonomous. In this paper the question of uniqueness of M is considered. Conditions on a local martingale (M, .) are found that lead to an explicit formula for the finite-dimensional distributions of M in terms of the Doob-Meyer decomposition of the local martingale X. In many cases of interest the conditions on M are unnecessary. For example, if X is the pth power of an Itô integral it is shown that (M) is unique if p> 1 but not in general if p=1.     

Some best possible bounds concerning the traces of finite sets II

LetX be ann-element set and be a family of its subsets. Consider the family _x = {F – {x} : F } for a givenx X. We write(m, n) (m – k, n – 1), when for all with || m, there exists an elementx ofX such that| _x| m – k. We show that (m, n) (m – 10,n – 1) for allm 5n and (m, n) (m – 13,n – 1) for allm 29n/5.     

A short proof of the nonuniform Ray-Chaudhuri-Wilson inequality

LetL be a set ofs nonnegative integers and a family of subsets of ann-element setX. Suppose that for any two distinct membersA,B we have¦A B¦ L. Assuming in addition that, is uniform, i.e. each member of has the same cardinality, a celebrated theorem of D. K. Ray-Chaudhuri and R. M. Wilson asserts that ¦¦ P. Frankl and R. M. Wilson proved that without the uniformity assumption, we have.We give a short proof of this latter result.     

A topological obstruction to the geodesibility of a foliation of odd dimension

Let M be a compact Riemannian manifold of dimension n, and let be a smooth foliation on M. A topological obstruction is obtained, similar to results of R. Bott and J. Pasternack, to the existence of a metric on M for which is totally geodesic. In this case, necessarily that portion of the Pontryagin algebra of the subbundle must vanish in degree n if is odd-dimensional. Using the same methods simple proofs of the theorems of Bott and Pasternack are given.     

Flowchart machines

Let denote a conventional flowchart. Any algorithm can be represented by a flowchart. If action nodes in call then is a recursive flowchart. We show how to decompose arbitrary non-self-modifying programs into structure and atomic parts. We specifically give the synthesis procedure for a controller . can serve as the only sequencer in an execution of . If is recursive then is a pushdown machine, otherwise is a finite state machine. The next-state functionf and the output functiong of represent respectively all of the structure-, i.e. the programmer-oriented-, and all of the atomic-, i.e. the data-oriented-, parts of .f defines the flow or pattern of computations andg the actual transformations or operations on data. Thus we construct and analyze programs by constructing and analyzing their sequencers .     

Maximal Partial Spreads and Flocks

Denote by a flock of a quadratic cone of PG(3,q) by S() the spread of PG(3,q) associated with and by l the common line of the base reguli. Suppose that there are two lines not transversal to a base regulus which share the same lines of S() Then we prove that is either linear or a Kantor-Knuth semifield flock. Using this property we can extend the result of J3 on derivable flocks proving that, if a set of q + 1 lines of S() defines a derivable net different from a base regulus-net, then is either linear or a Kantor-Knuth semifield flock. Moreover if l is not a component of the derivable net, then is linear.     

Happy families and completely Ramsey sets

Summary We use games of Kastanas to obtain a new characterization of the classC of all sets that are completely Ramsey with respect to a given happy family . We then combine this with ideas of Plewik to give a uniform proof of various results of Ellentuck, Louveau, Mathias and Milliken concerning the extent ofC . We also study some cardinals that can be associated with the ideal of nowhere -Ramsey sets.Part of this research was done while the author was visiting I.V.I.C. in Caracas in September 1989. The author would like to thank Carlos Di Prisco for his hospitality.     

Generation of Uniformly Closed Algebras of Functions

For a linear sublattice of C(X), the set of all real continuous functions on the completely regular space X, we denote by A() the smallest uniformly closed and inverse-closed subalgebra of C(X) that contains . In this paper we study different methods to generate A() from . For that, we introduce some families of functions which are defined in terms of suprema or sums of certain countably many functions in . And we prove that A() is the uniform closure of each of these families. We obtain, in particular, a generalization of a known result about the generation of A() when is a uniformly closed linear sublattice of bounded functions.     

Set systems with no union of cardinality 0 modulom

Letq be a prime power. It is shown that for any hypergraph = {F ₁,...,F _d(q–1)+1} whose maximal degree isd, there exists Ø ₀ , such that 0 (modq).     

Systèmes de sortie ℱ Dt prévisibles

Summary Given a random closed setM, adapted to a filtration ( _t ), we construct a local time ofM which is both ( _t ) adapted and ( _Dt ) predictable, whereD _t =inf{s>t: sM}. Similarly an exit system, both ( _t ) optional and ( _Dt ) predictable, is associated withM and with the process representing the future at each timet. The paper is motivated by the markovian case, where the general results are applied to Ray processes.     

On spaces of Baire I functions over K-analytic spaces

Suppose that is a relatively countably compact subset of B₁(X), the space of Baire I functions over a K-analytic space X equipped with the pointwise convergence topology. It is proved that (1) the closure of is a strongly countably compact Frechét-Urysohn space; (2) if is ₁ -compact, is a bicompactum; (3) if X is a paracompact space, the closure of is a bicompactum.Translated from Matematicheskie Zametki, Vol. 52, No. 3, pp. 108–116, September, 1992.     

Superficie cubiche di\mathbb{A}_\mathbb{C}^3 a curve sottoinsieme intersezione completa

Summary In this paper we classify the algebraic cubic surfaces of the affine space is the complex field, whose algebraic curves are set-theoretic complete intersections of ; in other words surfaces such that every prime ideal of height 1in the coordinate ring [] of is the radical of a principal ideal; if is non singular in codimension 1this means that [] is semifactorial. We give the equations of such surfaces within linear isomorphisms of providing also methods by which one can construct the equations of the surfaces cutting on its curves as set-theoretic complete intersections. Moreover for each of these surfaces we determine the minimum positive number such that every algebraic curve of with multiplicity of intersection , is complete intersection of itself with another surface § 8where the results are summarized). We tackle also the problem of such a classification over algebraically closed fields k different from .

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Lavoro eseguito nell'ambito del G.N.S.A.G.A. del C.N.R.     

Conical flocks,partial flocks,derivation, and generalized quadrangles

L. Bader, G. Lunardon and J. A. Thas have shown that a flock ₀ of a quadratic cone in PG(3, q), q odd, determines a set ={⁰,₁,...,_q} of q+1 flocks. Each _j , 1jq, is said to be derived from ₀. We show that, by derivation, the flocks with q=3 ^e arising from the Ganley planes yield an inequivalent flock for q27. Further, we prove that the Fisher flocks (q odd, q5) are the unique nonlinear flocks for which (q–1)/2 planes of the flock contain a common line. This result is used to show that each of the flocks derived from a Fisher flock is again a Fisher flock. Finally, we prove that any set of q–1 pairwise disjoint nonsingular conics of a cone can be extended to a flock. All these results have implications for the theory of translation planes.     

On a construction of Thomassen

Using a construction of Thomassen [Discrete Math. 9, 91–96 (1974)] we prove that for infinitely manyn there is a family _n of triangle-free maximally non-hamiltonian graphs of ordern with | _n | exponentially inn. In particular, for everym 48 we construct such a graph; an infinite number of these provide new almost extremal examples in the sense of minimal size.     

An intersection property for starshaped sets in the plane

Let be a family of compact starshaped sets in the plane. If every three and every two members of have a union which is connected and simply connected, then {F:F in } is simply connected and nonempty. Of course, if every three and every two members of have a starshaped union, the same result holds.Supported in part by NSF grants DMS-8705336, DMS-8908717 and by a Senior Faculty Summer Research Fellowship, Research Council, University of Oklahoma.     

Decomposition of large uniform hypergraphs

We determine a minimum cardinality family _{n, k} (resp. _{n, k} ) ofn-uniform,k-edge hypergraphs satisfying the following property: all, except for finitely many,n-uniform hypergraphs satisfying the divisibility condition have an _{n, k} -decomposition (resp. vertex _{n, k} -decomposition).     

Smoothing the function of the multiple-shooting equation

The multiple-shooting method for the solution of boundary-value problems is a modified Newton method for the solution of an equation(x) = 0, where is a special function which is differentiable in general, but may occasionally have discontinuities at some points which have to be passed during the iteration process. This is the case especially in optimal control problems and it is a severe handicap for the convergence of the Newton method which can be essentially reduced when replacing by a series of smooth functions _i dependent on the iteration process.     

Rate of convergence in the central limit theorem for empirical processes

Let _n and be an empirical process and a generalized Brownian bridge, respectively, indexed by a class of real measurable functions. From the central limit theorem for empirical processes it follows that for allr0. In this paper, assuming the class to be countably determined, under certain conditions we obtain an estimate for some constantC. Vapnik-ervonenkis class and the indicators of lower left orthants provide examples of classes considered here.     

The outer-distance of nodes in random trees

The outer-distance of a nodeu in a rooted treeT _n is the height of the subtree determined byu and all nodesv such thatu is on the path joiningv and the root ofT. We show that the expected outer-distance of nodes of treesT _n in certain families is asymptotic toB logn where the constantB depends on .     

Facets and lifting procedures for the set covering polytope

Given a family of subsets of an arbitrary groundsetE, acover of is any setC E having non-empty intersection with every subset in. In this paper we deal with thecovering polytope, i.e., the convex hull of the incidence vectors of all the covers of. In Section 2 we review all the known properties of the covering polytope. In Sections 3 and 4 we introduce two new classes of non-Boolean facets of such a polytope. In Sections 5 and 6 we describe some non-sequential lifting procedures. In Section 7 a generalization of the notion ofweb introduced by L.E. Trotter is presented together with the facets of the covering polytope produced by such a structure.Moreover, the strong connections between several combinatorial problems and the covering problem are pointed out and, exploiting those connections, some examples are presented of new facets for the Knapsack and Acyclic Subdigraph polytopes.