Random rotations of the Wiener path

Summary Let (W, H, ) be an abstract Wiener space and letR(w) be a strongly measurable random variable with values in the set of isometries onH. Suppose that Rh is smooth in the Sobolev sense and that it is a quasi-nilpotent operator onH for everyhH. It is shown that (R(w)h) is again a Gaussian (0, |h| _H ² )-random variable. Consequently, if (e _i ,i)W ^* is a complete, orthonormal basis ofH, then defines a measure preserving transformation, a rotation, onW. It is also shown that if for some strongly measurable, operator valued (onH) random variableR, (R(w+k)h) is (0, |h| _H ² )-Gaussian for allk, hH, thenR is an isometry and Rh is quasi-nilpotent for allHH. The relation between the stochastic calculi for these Wiener pathsw and , as well as the conditions of the inverbibility of the map are discussed and the problem of the absolute continuity of the image of the Wiener measure under Euclidean motion on the Wiener space (i.e. composed with a shift) is studied.The research of the second author was supported by the Fund for the Promotion of Research at the TechnionDedicated to the memory of Albert Badrikian     

Critical points of essential norms of singular integral operators in weighted spaces

We show that for any simple piecewise Ljapunov contour there exists a power weight such that the essential norm |S | in the spaceL ₂(, ) does not depend on the angles of the contour and it is given by formula (2). All such weights are described. For the union =₁₂ of two simple piecewise Lyapunov curves we prove that the essential norm |S | inL ₂() is minimal if both ₁ and ₂ are smooth in some neighborhoods of the common points. It is the case when the norm |S | in the spaceL ₂() as well as inL ₂(, ) does not depend on the values of the angles and it can be calculated by formula (5).     

Rates of convergence and optimal spectral bandwidth for long range dependence

Summary For a realization of lengthn from a covariance stationary discrete time process with spectral density which behaves like ^1–2H as 0+ for 1/2<H<1 (apart from a slowly varying factor which may be of unknown form), we consider a discrete average of the periodogram across the frequencies 2j/n,j=1,..., m, wherem andm/n0 asn. We study the rate of convergence of an analogue of the mean squared error of smooth spectral density estimates, and deduce an optimal choice ofm.     

Fully discrete Galerkin approximations of parabolic boundary-value problems with nonsmooth boundary data

Summary In this paper we study the convergence properties of a fully discrete Galerkin approximation with a backwark Euler time discretization scheme. An approach based on semigroup theory is used to deal with the nonsmooth Dirichlet boundary data which cannot be handled by standard techniques. This approach gives rise to optimal rates of convergence inL _p[O,T;L ₂()] norms for boundary conditions inL _p[O,T;L ₂()], 1p.     

Dominated, diagonal polynomials on ℓ p spaces

We show that the r-dominated polynomials on _p(2 p ) are integral on ₁, and give examples proving that the converse is not true. We characterize when the 2-homogeneous, diagonal polynomials on _p(1 < p ) are r-dominated. We prove that, unlike the linear case, there are nuclear polynomials which are not 1-dominated.Received: 6 June 2004; revised: 28 September 2004     

Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .     

Independence in hypergraphs

Suppose an integral function (|A|)q₁ defined on the subsets of edges of a hypergraph (X,u,) satisfies the following two conditions: 1) any set W u such that |A|(|A|) for any AW is matroidally independent; 2) if W is an independent set, then there exists a unique partitionW=T₁+ T₂+...+T_v such that |T ⁱ |=(|T ⁱ |),i1:v, and for any AW, |A|(|A|) there exists a T_i such that AT_i. The form of such a function is found, in terms of parameters of generalized connected components, hypercycles, and hypertrees.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 114, pp. 196–204, 1982.     

Black holes on the plane drawn by a Wiener process

Summary We say that the discD()R ², of radius , located around the origin isp-covered in timeT by a Wiener processW(·) if for anyzD() there exists a 0tT such thatW(t) is a point of the disc of radiusp, located aroundz. The supremum of those 's (0) is studied for which,D() isp-covered inT.     

An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

Summary Let {X(t),t 0} be a stationary Gaussian process withEX(t)=0,EX ²(t)=1 and covariance function satisfying (i)r(t) = 1 2212;C |t | + o (|t|)ast0 for someC>0, 0<2; (ii)r(t)=0(t ^–2) as t for some >0 and (iii) sup_ts|r(t)|<1 for eachs>0. Put (t)= sup {s:0 s t,X(s) (2logs)^1/2}. The law of the iterated logarithm implies a.s. This paper gives the lower bound of (t) and obtains an Erds-Rèvèsz type LIL, i.e., a.s. if 0<<2 and . Applications to infinite series of independent Ornstein-Uhlenbeck processes and to fractional Wiener processes are also given.Research supported by the Fok Yingtung Education Foundation of China and by Charles Phelps Taft Postdoctoral Fellowship of the University of Cincinnati     

An embedding theorem for a limiting exponent

We consider the function space B _p ^l () of functionsf(x), defined on the domain of a certain class and characterized by specific differential-difference properties in L_p(). We prove a theorem on the embedding B _p,q ^l () L_q in the case whenl=n/p –n/q >0 and its generalization for vectorl, p, q.Translated from Matematicheski Zametki, Vol. 6, No. 2, pp. 129–138, August, 1969.     

Measures induced on Wiener space by monotone shifts

Summary In this work we study the absolute continuity of the image of the Wiener measure under the transformations of the formT()=+u(), the shiftu is a random variable with values in the Cameron-Martin spaceH and is monotone in the sense that (T(+h-T(),h) _H 0 a.s. for allh inH.     

The martin boundary for harmonic functions on groups of automorphisms of a homogeneous tree

Consider a closed subgroup of the automorphism group of a homogeneous treeT, and assume that acts transitively on the vertex set. Suppose that is a probability measure on which has continuous density with respect to Haar measure and whose support is compact open and generates as a closed semigroup. It is shown that the Martin boundary of with respect to the random walk with law coincides with the space of ends ofT. This extends known results for free groups and applies, for example, to the affine group over a non archimedean local field.     

Some fractal sets determined by stable processes

Summary LetY _i be independent stable subordinators in (, ,P) with indices 0< _i <1 andR _i are the ranges ofY _i ,i=1, 2. We are able to find the exact Hausdorff measure and packing measure results for the product setsR ₁×R ₂, and whenever ₁ + ₂ 1/2, we deduce results for the vector sumR ₁R ₂={x+y:xR ₁,yR ₂}.     

On the product of sign vectors and unit vectors

For a fixed unit vectora=(a ₁,...,a _n )S ^n-1, consider the 2 ⁿ sign vectors=(₁,..., _n ){±1{ ⁿ and the corresponding scalar products^·a = _n ⁱ⁼¹ = _i a _i . The question that we address is: for how many of the sign vectors must^.a lie between–1 and 1. Besides the straightforward interpretation in terms of the sums ±a ₂ , this question has appealing reformulations using the language of probability theory or of geometry.The natural conjectures are that at least 1/2 the sign vectors yield |.a|1 and at least 3/8 of the sign vectors yield |.a|<1 (the latter excluding the case when |a _i |=1 for somei). These conjectured lower bounds are easily seen to be the best possible. Here we prove a lower bound of 3/8 for both versions of the problem, thus completely solving the version with strict inequality. The main part of the proof is cast in a more general probabilistic framework: it establishes a sharp lower bound of 3/8 for the probability that |X+Y|<1, whereX andY are independent random variables, each having a symmetric distribution with variance 1/2.We also consider an asymptotic version of the question, wheren along a sequence of instances of the problem satisfying ||a||0. Our result, best expressed in probabilistic terms, is that the distribution of .a converges to the standard normal distribution, and in particular the fraction of sign vectors yielding .a between –1 and 1 tends to 68%.This research was supported in part by the Institute for Mathematics and its Applications with funds provided by the National Science Foundation.     

Reflected Brownian motion in a cone: Semimartingale property

Summary In this paper, the object of study is reflected Brownian motion in a cone ind-dimensions (d3) with nonconstant oblique reflection on each radial line emanating from the vertex of the cone. The basic question considered here is When is this process a semimartingale?. Conditions for the existence and uniqueness of the process for which the vertex is an instantaneous state were given by Kwon, which is resolved in terms of a real parameter depending on the cone and the direction of reflection. It is shown that starting from any point of the cone, the process is a semimartingale if < 1, + 0 and not a semimartingale if < < 2.This research is supported by KOSEF grant 941-0100-011-1     

Transformation of Wiener measure under anticipative flows

Summary LetT()=+F() be a transformation from the Wiener space to itself with the range ofF() assumed to be in the Cameron-Martin space. The absolute continuity and the density function associated withT is considered;T is assumed to be embedded in or defined through a parameterizationT _t =+F _t () andF _t is assumed to be differentiable int. The paper deals first with the case where the range of thet-derivative ofF _t () is also in the Cameron-Martin space and new representations for the Radon-Nikodym derivative and the Carleman-Fredholm determinant are derived. The case where thet-derivative ofF _t is not in the Cameron-Martin space is considered next and results on the absolute continuity and the density function, under conditions which are considerably weaker than previously known conditions, are presented.The work of the second author was supported by the fund for promotion of research at the Technion     

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}.     

Weak solutions of the Stokes problem in weighted Sobolev spaces

For n2 we consider the Stokes problem in ⁿ, -u + p=f, -divu=g, in weighted Soboiev spaces H ₆ ^m,r , where the weights are proportional to (1+|x|). We prove the existence of weak solutions for any K, whereK is a discrete set of critical values. Furthermore, we characterize the solutions of the homogeneous problem.This research was supported by the DFG research group Equations of Hydrodynamics, Universities of Bayreuth and Paderborn.     

On generalized gamma functions related to the Laurent coefficients of the Riemann zeta function

Summary We study a class of generalized gamma functions _k (z) which relate to the generalized Euler constants _k (basically the Laurent coefficients of(s)) as (z) does to the Euler constant. A new series expansion for _k is derived, and the constant term in the asymptotic expansion for log _k (z) is studied in detail. These and related constants are numerically computed for 1 k 15.     

Gibbs states of the Hopfield model in the regime of perfect memory

Summary We study the thermodynamic properties of the Hopfield model of an autoassociative memory. IfN denotes the number of neurons andM (N) the number of stored patterns, we prove the following results: IfM/N 0 asN , then there exists an infinite number of infinite volume Gibbs measures for all temperaturesT<1 concentrated on spin configurations that have overlap with exactly one specific pattern. Moreover, the measures induced on the overlap parameters are Dirac measures concentrated on a single point and the Gibbs measures on spin configurations are products of Bernoulli measures. IfM/N , asN for small enough, we show that for temperaturesT smaller than someT()<1, the induced measures can have support only on a disjoint union of balls around the previous points, but we cannot construct the infinite volume measures through convergent sequences of measures.Work partially supported by the Commission of the European Communities under contract No. SC1-CT91-0695