Conditional limit theorems for critical continuous-state branching processes

We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ1+αL(1/λ), where α∈ [0, 1] and L is slowly varying at ∞. We prove that if α∈(0, 1], there are norming constants Qt→ 0(as t ↑ +∞) such that for every x 0, Px(QtXt∈·| Xt 0)converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of ψ at0. We give a conditional limit theorem for the case α = 0. The limit theorems we obtain in this paper allow infinite variance of the branching process.     

The Ostaszewski square and homogeneous Souslin trees

Assume GCH and let λ denote an uncountable cardinal. We prove that if □_λ holds, then this may be witnessed by a coherent sequence 〈C _α|α < λ⁺〉 with the following remarkable guessing property For every sequence 〈A _i | i < λ〉 of unbounded subsets of λ ⁺, and every limit θ < λ, there exists some α < λ ⁺ such that otp(C _α)=θ and the (i + 1) _th -element of C _α is a member of A _i , for all i < θ. As an application, we construct a homogeneous λ ⁺-Souslin tree from □_λ + CH_λ, for every singular cardinal λ. In addition, as a by-product, a theorem of Farah and Veli?kovi?, and a theorem of Abraham, Shelah and Solovay are generalized to cover the case of successors of regulars.     

A limit theorem for the continuous state branching process

In this paper we discuss the limit of the martingale e^-αtK_t as t→∞, where X_t is a continuous state branching process and E[X_t] = e^αt. The important case is α > 0. Necessary and sufficient conditions are given for the limit to be positive.     

Local times for stochastic processes which are subordinate to Gaussian processes

Let X and Y be random vectors of the same dimension such that Y has a normal distribution with mean vector O and covariance matrix R. Let g(x), x≥0, be a bounded nonincreasing function. X is said to be g-subordinate to Y if |Ee^iu′X| ≤ g(u′Ru) for all real vectors u of the same dimension as X. This is used to define the g-subordination of a real stochastic process X(t), 0 ≤ t ≤ 1, to a Gaussian process Y(t), 0 ≤ t ≤ 1. It is shown that the basic local time properties of a given Gaussian process are shared by all the processes that age g-subordinate to it. It is shown in particular that certain random series, including some random Fourier series, are g-subordinate to Gaussian processes, and so have their local time properties.     

A non-steady flow of liquid in a porous pipe with variable permeability

LetB denote the infinitesimal operator of a strongly continuous semigroup S(t), with resolvent R_λ, on Banach space L. We define related operators P and V so that λR_λf = Pf + λVf + o(λ), as λ → 0⁺. For α, η > 0 and possibly unbounded, linear operator A, we let U_{α, η}(t) represent a strongly continuous semigroup generated by αA + ηB. We show that under appropriate simultaneous convergence of α and η, U_{α, η}(t) converges strongly to a strongly continous semigroup U(t), having infinitesimal operator characterized through PA(VA)^rf where r =min{j ? 0, PA(VA)^j ≠ 0}. We apply the abstract perturbation theorem to a singular perturbation initial-value problem, of Tihonov-type, for a non-linear system of ordinary differential equations.     

The spectrum for overlarge sets of hybrid triple systems

A hybrid triple system of order v and index λ,denoted by HTS(v,λ),is a pair(X,B) where X is a v-set and B is a collection of cyclic triples and transitive triples on X,such that every ordered pair of X belongs to λ triples of B. An overlarge set of disjoint HTS(v,λ),denoted by OLHTS(v,λ),is a collection {(Y \{y},Ai)}i,such that Y is a(v+1)-set,each(Y \{y},Ai) is an HTS(v,λ) and all Ais form a partition of all cyclic triples and transitive triples on Y.In this paper,we shall discuss the existence problem of OLHTS(v,λ) and give the following conclusion: there exists an OLHTS(v,λ) if and only if λ=1,2,4,v ≡ 0,1(mod 3) and v≥4.     

The convergence of the method of conjugate gradients at isolated extreme points of the spectrum

LetA be a positive definite matrix with a simple eigenvalue λ₁ that lies outside an interval [α, β] containing the remaining eigenvalues. Let the method of conjugate gradients be applied to the solution of the linear systemAz=b producing a sequence of iteratesz ₀,z ₁,... and an associated sequence of error vectorse _i=z?z _i. In this paper bounds are obtained for the component of the error vector lying along the eigenvector associated with λ₁. The bounds imply that, provided λ₁ is well separated from [α, β], this component will decrease rapidly, even when the matrixA is moderately ill conditioned.     

Rings of Formal Power Series in an Infinite Set of Indeterminates

Let α be an infinite cardinal number, Λ be an index set of cardinality > α, and {X _λ}_λ∈Λ be a set of indeterminates over an integral domain D. It is well known that there are three ways of defining the ring of formal power series in {X _λ}_λ∈Λ over D, say, D[[{X _λ}]] _i for i = 1, 2, 3. In this paper, we let D[[{X _λ}]]_α = ∪ {D[[{X _λ}_λ∈Γ]]₃ | Γ ? Λ and |Γ| ≤ α}, and we then show that D[[{X _λ}]]_α is an integral domain such that D[[{X _λ}]]₂ ? D[[{X _λ}]]_α ? D[[{X _λ}]]₃. We also prove that (1) D is a Krull domain if and only if D[[{X _λ}]]_α is a Krull domain and (2) D[[{X _λ}]]_α is a unique factorization domain (UFD) (resp., π-domain) if and only if D[[X ₁,…, X _n ]] is a UFD (resp., π-domain) for every integer n ≥ 1.     

Multiobjective programming and penalty functions

This paper generalizes the penalty function method of Zang-will for scalar problems to vector problems. The vector penalty function takes the form $$g(x,\lambda ) = f(x) + \lambda ^{ - 1} P(x)e,$$ wheree ?R ^m, with each component equal to unity;f:R ⁿ →R ^m, represents them objective functions {f ⁱ} defined onX \( \subseteq \) R ⁿ; λ ∈R ¹, λ>0;P:R ⁿ →R ¹ X \( \subseteq \) Z \( \subseteq \) R ⁿ,P(x)≦0, ∨x ∈R ⁿ,P(x) = 0 ?x ∈X. The paper studies properties of {E (Z, λ _r )} for a sequence of positive {λ _r } converging to 0 in relationship toE(X), whereE(Z, λ _r ) is the efficient set ofZ with respect tog(·, λ_r) andE(X) is the efficient set ofX with respect tof. It is seen that some of Zangwill's results do not hold for the vector problem. In addition, some new results are given.     

Spin depolarization decay rates in α-symmetric stable fields on cubic lattices

We study the asymptotic, long-time behavior of the energy function where {X_s : 0 ≤ s < ∞} is the standard random walk on the d-dimensional lattice Z^d, 1 < α ≤ 2, and f:R⁺ → R⁺ is any nondecreasing concave function. In the special case f(x) = x, our setting represents a lattice model for the study of transverse magnetization of spins diffusing in a homogeneous, α-stable, i.i.d., random, longitudinal field {λV(x) : x ∈ Z^d} with common marginal distribution, the standard α-symmetric stable distribution; the parameter λ describes the intensity of the field. Using large-deviation techniques, we show that S_c(λ α f) = lim_t→∞ E(t; λ f) exists. Moreover, we obtain a variational formula for this decay rate S_c. Finally, we analyze the behavior S_c(λ α f) as λ → 0 when f(x) = x^β for all 1 ≥ β > 0. Consequently, several physical conjectures with respect to lattice models of transverse magnetization are resolved by setting β = 1 in our results. We show that S_c(λ, α, 1) ≈ λ^α for d ≥ 3, λ^agr;(ln 1/λ)^α−1 in d = 2, and in d = 1. © 1996 John Wiley & Sons, Inc.     

Irreducibility Criterion Over Finite Fields

The aim of this article is to prove the irreducibility of the polynomial Λ(Y) = Y ^d  + λ _d?1 Y ^d?1 + … + λ₀ over 𝔽 _q [X] where λ _i ∈ 𝔽 _q [X] and deg λ _d?1 > deg λ _i for each i ≠ d ? 1. We discuss in particular connections between the irreducible polynomials Λ and the number of Pisot elements in the case of formal power series.     

Sufficient conditions for existence of extrema in linear programming

It is shown that, on a closed convex subset X of a real Hausdorff locally convex space E, a continuous linear functional x′ on E has an extremum at an extreme point of X, provided X contains no line and X ∩ (x′)^?1 (λ₀) is non-empty and weakly compact for some real λ₀. It is also shown that any weakly locally compact closed convex subset of E that contains no line is the sum of its asymptotic cone and the closed convex hull of its extreme points.     

A Hard-Core Model on a Cayley Tree: An Example of a Loss Network

The paper is about a nearest-neighbor hard-core model, with fugacity λ>0, on a homogeneous Cayley tree of order k(with k+1 neighbors). This model arises as as a simple example of a loss network with a nearest-neighbor exclusion. We focus on Gibbs measures for the hard core model, in particular on ‘splitting’ Gibbs measures generating a Markov chain along each path on the tree. In this model, ?λ>0 and k≥1, there exists a unique translation-invariant splitting Gibbs measure μ^*. Define λ_c=1/(k?1)×(k/(k?1)) ^k . Then: (i) for λ≤λ_c, the Gibbs measure is unique (and coincides with the above measure μ^*), (ii) for λ>λ_c, in addition to μ^*, there exist two distinct translation-periodic measures, μ₊and μ_?, taken to each other by the unit space shift. Measures μ₊and μ_?are extreme ?λ>λ_c. We also construct a continuum of distinct, extreme, non-translational-invariant, splitting Gibbs measures. For $\lambda >1/(\sqrt k - 1) \times (\sqrt k /\sqrt k - 1))^k $ , measure μ^*is not extreme (this result can be improved). Finally, we consider a model with two fugacities, λ_eand λ_o, for even and odd sites. We discuss open problems and state several related conjectures.     

Asymptotic distribution of singular values of powers of random matrices

Let x be a complex random variable such that \( {\mathbf{E}}x = 0,\,{\mathbf{E}}{\left| x \right|^2} = 1 \), and \( {\mathbf{E}}{\left| x \right|^4} < \infty \). Let \( {x_{ij}},i,j \in \left\{ {1,2, \ldots } \right\} \), be independent copies of x. Let \( {\mathbf{X}} = \left( {{N^{ - 1/2}}{x_{ij}}} \right) \), 1≤i,j≤N, be a random matrix. Writing X ^? for the adjoint matrix of X, consider the product X ^m X ^?m with some m ∈{1,2,...}. The matrix X ^m X ^?m is Hermitian positive semidefinite. Let λ₁,λ₂,...,λ _N be eigenvalues of X ^m X ^?m (or squared singular values of the matrix X ^m ). In this paper, we find the asymptotic distribution function \( {G^{(m)}}(x) = {\lim_{N \to \infty }}{\mathbf{E}}F_N^{(m)}(x) \) of the empirical distribution function \( F_N^{(m)}(x) = {N^{ - 1}}\sum\nolimits_{k = 1}^N {\mathbb{I}\left\{ {{\lambda_k} \leqslant x} \right\}} \), where \( \mathbb{I}\left\{ A \right\} \) stands for the indicator function of an event A. With m=1, our result turns to a well-known result of Marchenko and Pastur [V. Marchenko and L. Pastur, The eigenvalue distribution in some ensembles of random matrices, Math. USSR Sb., 1:457–483, 1967].     

Canonical row-column-exchangeable arrays

Consider a standard row-column-exchangeable array X = (X_ij : i,j ≥ 1), i.e., X_ij = f(a, ξ_i, η_j, λ_ij) is a function of i.i.d. random variables. It is shown that there is a canonical version of X, X′, such that X′, and α′, ξ′₁, ξ′₂,…, η′₁, η′₂,…, are conditionally independent given ∩_{n ≥ 1}σ(X′_ij : max(i,j) ≥ n). This result is quite a bit simpler to prove than the analogous result for the original array X, which is due to Aldous.     

Factorizing multivariate time series operators

Motivated by problems occurring in the empirical identification and modelling of a n-dimensional ARMA time series X(t) we study the possibility of obtaining a factorization (I + a₁B + … + a_pB^p) X(t) = [Π_i=1^p (I ? α_iB)] X(t), where B is the backward shift operator. Using a result in [3] we conclude that as in the univariate case such a factorization always exists, but unlike the univariate case in general the factorization is not unique for given a₁, a₂,…, a_p. In fact the number of possibilities is limited upwards by $\text{(np)!}\text{(n!)}{}^{\mathrm{p}}$, there being cases, however, where this maximum is not reached. Implications for the existence and possible use of transformations which removes nonstationarity (or almost nonstationarity) of X(t) are mentioned.     

The real interpolation method on couples of intersections

Suppose that (X ₀, X ₁) is a Banach couple, X ₀ ∩ X ₁ is dense in X ₀ and X ₁, (X₀,X₁)_θq (0 < θ < 1, 1 ≤ q < ∞) are the spaces of the real interpolation method, ψ ∈ (X ₀ ∩ X ₁), ψ ≠ 0, is a linear functional, N = Ker ψ, and N _i stands for N with the norm inherited from X _i (i = 0, 1). The following theorem is proved: the norms of the spaces (N₀,N₁)_θ,q and (X₀,X₁)_θ,q are equivalent on N if and only if θ ? (0, α) ∪ (β_∞, α₀ ∪ (β₀, α_∞) ∪ (β, 1), where α, β, α₀, β₀, α_∞, and β _∞ are the dilation indices of the function k(t)=K(t,ψ;X ₀ ^* ,X ₁ ^* ).     

On the limiting behaviour of solutions to boundary integral equations associated with time harmonic wave equations for small frequencies

The treatment of boundary value problems for Helmholtz equation and for the time harmonic Maxwell's equations by boundary integral equations leads to integral equations of the second kind which are uniquely solvable for small positive frequencies λ. However, the integral equations obtained in the limiting case λ = 0 which are related to boundary value problems of potential theory in general are not uniquely solvable since the corresponding boundary value problems are not. By first considering in a general setting of a Banach space X the limiting behaviour of solutions ?_λ to the equation ?_λ – K λ ? λ = fλ as λ → 0 where {K_λ: X → X, λ ∈ (0,α)}, α > 0, denotes a family of compact linear operators such that I - K_λ (I identity) is bijective for λ∈(0,α) whilst I - K₀ is not and ‖ K_λ – K₀‖ →, 0, ‖f_λ – f0‖ → 0, λ → 0, and then applying the results to the boundary integral operators, the limiting behaviour of the integral equations is considered. Thus, the results obtained by Mac Camey for the Helmholtz equation are extended to the case of non-connected boundaries and Werner's results on the integral equations for the Maxwell's equations are extended to the case of multiply connected boundaries.