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.     

On the speed of convergence in the central limit theorem of log-likelihood ratio processes

Let , the parameter space, be an open subset ofR ^k ,k1. For each , let the r.v.'sX _n ,n=1, 2,... be defined on the probability space (X, P ) and take values in (S,S,L) whereS is a Borel subset of a Euclidean space andL is the -field of Borel subsets ofS. ForhR _k and a sequence of p.d. normalizing matrices _n = _n ^{k × k} (₀ set _n ^* = ^* = ₀ + _n h, where ₀ is the true value of , such that ^*, . Let _n (^*, _*)( be the log-likelihood ratio of the probability measure with respect to the probability measure , whereP _n is the restriction ofP over _n = (X ₁,X ₂,...,X _n . In this paper we, under a very general dependence setup obtain a rate of convergence of the normalized log-likelihood ratio statistic to Standard Normal Variable. Two examples are taken into account.     

Recurrence and transience for random walks with stationary increments

Summary Let S _n = ₁+...+ _n , n1, be the partial sums of stationary, dependent random variables in ^m . The probability space can be partitioned into I _t I _r , where I _t = {S _n} and I _r ={each S _n is limit point of (S _n)_n1}. This result follows from the inclusion{S _n > for n>0}I _t a.s., which is obtained by using Kac's inequality.     

Waterman classes and triangular sums of double Fourier series

Let ^a ={nln^a (n+1)}, where a R. The following results are established: For every &fnof ^a BV ((- ]²), the triangular partial sums of its Fourier series are uniformly bounded if a = -1, and converge everywhere if a < -1.For every a>0, there exists &fnof ^a BV ((- ]²) such that the triangular partial sums of its Fourier series are unbounded at the point (0;0).     

On the unique finite (SI) decomposition of the Jordan operator ⊕ i=1 n S(θ) for certain inner function θ

In this paper, we have proven that for the Jordan blockS() withS() (SI), _i=1 ⁿ S() =S() ⁽ⁿ⁾ (n 1) has unique finite (SI) decomposition up to a similarity. As result, we obtain that ifV is a Volterra operator onH=L ²([0, 1]), thenV ⁽ⁿ⁾ has unique finite (SI) decomposition.This project was supported by National Natural Science Foundation of China.     

New lower semicontinuity results for polyconvex integrals

Summary We study integral functionals of the formF(u, )= f(u)dx, defined foru C¹(;R ^k), R ⁿ . The functionf is assumed to be polyconvex and to satisfy the inequalityf(A) c₀¦(A)¦ for a suitable constant c₀ > 0, where (A) is then-vector whose components are the determinants of all minors of thek×n matrixA. We prove thatF is lower semicontinuous onC ¹(;R ^k) with respect to the strong topology ofL ¹(;R ^k). Then we consider the relaxed functional , defined as the greatest lower semicontinuous functional onL ¹(;R ^k ) which is less than or equal toF on C¹(;R ^k). For everyu BV(;R ^k) we prove that (u,) f(u)dx+c₀¦D^su¦(), whereDu=u dx+D^su is the Lebesgue decomposition of the Radon measureDu. Moreover, under suitable growth conditions onf, we show that (u,)= f(u)dx for everyu W^1,p(;R ^k), withp min{n,k}. We prove also that the functional (u, ) can not be represented by an inte- gral for an arbitrary functionu BV_loc(R ⁿ;R ^k). In fact, two examples show that, in general, the set function (u, ) is not subadditive whenu BV_loc(R ⁿ;R ^k), even ifu W _loc ^1,p (R ⁿ;R ^k) for everyp < min{n,k}. Finally, we examine in detail the properties of the functionsu BV(;R ^k) such that (u, )= f(u)dx, particularly in the model casef(A)=¦(A)¦.     

Canonical contact forms on spherical CR manifolds

We construct the CR invariant canonical contact form can(J) on scalar positive spherical CR manifold (M,J), which is the CR analogue of canonical metric on locally conformally flat manifold constructed by Habermann and Jost. We also construct another canonical contact form on the Kleinian manifold ()/, where is a convex cocompact subgroup of Aut_CRS²ⁿ⁺¹=PU(n+1,1) and () is the discontinuity domain of . This contact form can be used to prove that ()/ is scalar positive (respectively, scalar negative, or scalar vanishing) if and only if the critical exponent ()<n (respectively, ()>n, or ()=n). This generalizes Nayatanis result for convex cocompact subgroups of SO(n+1,1). We also discuss the connected sum of spherical CR manifolds.     

Optimal Constant in Approximation by Bernstein Operators

We obtained that for any n N, C = 1 is the smallest constant for which the inequality ||B _n (f) - f|| C ₂(f, 1/n) holds on the class of continuous functions f, as well as on the class of bounded functions f, where B _n is the Bernstein operators of degree n, ₂ is the second order modulus and || || is the sup-norm.     

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 .     

Factorizations of the Complete Graph into C 5-Factors and 1-Factors

In this paper, we show that K_10n can be factored into C₅-factors and 1-factors for all non-negative integers and satisfying 2+=10n–1.Research partially supported by an NSF-AWM Mentoring Travel Grant     

Semiovals with large collinear subsets

Asemioval in a projective plane is a setS of points such that for every pointP S, there exists a unique line of such thatS={P}. In other words, at every point ofS, there exists a unique tangent line.In this paper, we consider semiovals such that some line has a large intersection withS. In a finite plane it is shown that no semioval can contain a full line, and that apart from two small cases, no semioval can contain all but one point of some line. We then consider semiovals which contain all but two points of some line, providing some examples and characterizations.     

Optimal pairs of incomparable clouds in multisets

We consider the partially ordered set ([k] ⁿ, ), which is defined asn-th product of the chain [k] = {0, 1, 2,...,k – 1}, and study pairs (A, B) of incomparable setsA, B [k] ⁿ, that is,a b, a b for alla A, b B or (in short notation) A BWe are concerned with the growth of the functionsf _n: {0, 1,...,k ⁿ} {0, 1,...,k ⁿ},n , defined byf _n() = max {|B|: A, B [k] ⁿ with|A| = and A B} and a characterisation of pairs (A, B), which assume this bound.In the previously studied casek = 2 our results are considerably sharper than earlier results by Seymour, Hilton, Ahlswede and Zhang.     

On the Borel-Cantelli lemma

Necessary and sufficient conditions for P(A_n infinitely often) = , [0, 1], are obtained, where {A_n} is a sequence of events such that P(A _n ) = .Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 200–207, 1990.     

A characterization of subgroups of the orthogonal group

LetG be a subgroup of the general linear group GL_n(K), where charK 2. Put Kⁿ =V. AssumeG is generated by the setS of all elements inG for which dimV( – 1) = 1, and suppose ²=1_V for each inS. If {V(–1)¦S} contains a simplex, if – 1_V G, and if inG is a product of dim v(–1) elements inS wheneverV(–1) is not contained in the kernel of–1, thenG is a subgroup of an orthogonal group.This research was supported in part by NSERC Canada grant A7251.To Helmut Mäurer on his 60th birthday     

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).     

Perversité et variation

Let S be the spectrum of a strictly henselian discrete valuation ring with residue characteristic p and =/, where is a prime number p and is an integer 1. For a scheme X of finite type over S and smooth over S along the special fiber X _s outside a closed point x, we study the vanishing cycles complex R() and the tame variation , for in the tame inertia group I _t . In particular, we show that if X is regular, flat over S of relative dimension n1, and is a topological generator of I _t , then R ^q () _x =0 for qn and is an isomorphism. Mathematics Subject Classification (2000):14F20, 14D05, 14D06     

Lacunary (0; 0, 1) interpolation on the roots of Jacobi polynomials and their derivatives,respectively. I (Existence,explicit formulae,unicity)

(0; 0, 1) , {x _k <x _k ^* <x _k+1} _k=1 ^n–1 {x _{k k=1} ⁿ }., I, , _n (x)=P _n ^{(, )} (x)–n- , =, n3 . , x ₀=+1 x _n+1= –1. II .

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To the memory of Paul Erds

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The research was supported by the Hungarian National Foundation for Scientific Research under Grant # T 914 244.     

Darstellung einer Ordnung von Maßen durch Stoppzeiten

Summary Given a stochastic matrixP on the state spaceI an ordering for measures inI can be defined in the following way: iff(f)(f) for allf in a sufficiently rich subcone of the cone of positiveP-subharmonic functions. It is shown that, if, are probability measures with , then in theP-process (X _n)_n0 having as initial distribution there exists a stopping time such thatX is distributed according to. In addition, can be chosen in such a way, that for every positive subharmonicf with(f)< the submartingale (f(X _n))_n0 is uniformly integrable.     

Periodic solutions of singularly perturbed delay equations

We consider a general class of singularly perturbed delay differential systems depending on a singular parameter and another parameter . For =0, the equation defines a mapT which undergoes a generic period doubling at =0. If the bifurcation is supercritical (subcritical), these period two points define a stable period two square wave (unstable period two pulse wave). We give conditions on the vector field such that there is a sectorS in the , plane such that there is a unique periodic orbit if the parameters are inS, the orbit is stable (unstable) if the period doubling bifurcation is supercritical (subcritical) and approaches the square (pulse) wave as 0.Partially supported by NSF and DARPA.     

Imbedding of pseudo-Riemannian manifolds in a pseudo-euclidean space

It is proved that every pseudo-Riemannian manifold M _{(p, q)} ⁿ with the C^k metric (3k) has an isometric C^k imbedding in the large in E _{(p, q)} ^{n(n+1)(3n+11)/2} , p(n+1)², q(n+1)².Translated from Matematicheskie Zametki, Vol. 9, No. 2, pp. 193–198, February, 1971.