Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

L p approximation by Bernstein-Kantorovich quasi-interpolants

Bernstein-Kantorovich quasi-interpolants K^（2r-1）n（f, x） are considered and direct, inverse and equivalence theorems with Ditzian-Totik modulus of smoothness ω^2rφ（f, t）p （1 ≤ p ≤＋∞） are obtained.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Analyticity of the sine family with L p -maximal regularity for second order Cauchy problems

If the second order problem u（t） ＋ Bu（t） ＋ Au（t） = f（t）, u（0） =u（0） = 0 has L^p-maximal regularity, 1 〈 p 〈 ∞, the analyticity of the corresponding propagator of the sine type is shown by obtaining the estimates of ‖λ（λ^2 ＋ λB ＋ A）^-1‖ and ‖B（λ^2 ＋ λB ＋ A）^-1‖ for λ∈ C with Reλ 〉 ω, where the constant ω≥ 0.     

Existence principles for higher-order nonlocal boundary-value problems and their applications to singular Sturm-Liouville problems

We present existence principles for the nonlocal boundary-value problem (φ(u^(p−1)))′=g(t,u,...,u^(p−1), α_k(u)=0, 1≤k≤p−1, where p ≥ 2, π: ℝ → ℝ is an increasing and odd homeomorphism, g is a Carathéodory function that is either regular or has singularities in its space variables, and α _k: C ^p−1[0, T] → ℝ is a continuous functional. An application of the existence principles to singular Sturm-Liouville problems (−1)ⁿ(φ(u⁽²ⁿ⁻⁾))′=f(t,u,...,u⁽²ⁿ⁻¹⁾), u^(2k)(0)=0, α_ku^(2k)(T)+b_ku^(2k=1)(T)=0, 0≤k≤n−1, is given. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 2, pp. 240–259, February, 2008.     

Generalization of the perron effect whereby the characteristic exponents of all solutions of two differential systems change their sign from negative to positive

We obtain a generalization of the complete Perron effect whereby the characteristic exponents of all solutions change their sign from negative for the linear approximation system to positive for a nonlinear system with perturbations of higher-order smallness [Differ. Uravn., 2010, vol. 46, no. 10, pp. 1388–1402]. Namely, for arbitrary parameters λ ₁ ≤ λ ₂ < 0 and m > 1 and for arbitrary intervals [b _i , d _i ) ⊂ [λ _i ,+∞), i = 1, 2, with boundaries d ₁ ≤ b ₂, we prove the existence of (i) a two-dimensional linear differential system with bounded coefficient matrix A(t) infinitely differentiable on the half-line t ≥ 1 and with characteristic exponents λ ₁(A) = λ ₁ ≤ λ ₂(A) = λ ₂ < 0; (ii) a perturbation f(t, y) of smallness order m > 1 infinitely differentiable with respect to time t > 1 and continuously differentiable with respect to y ₁ and y ₂, y = (y ₁, y ₂) ∈ R ² such that all nontrivial solutions y(t, c), c ∈ R ², of the nonlinear system .y = A(t)y + f(t, y), y ∈ R ², t ≥ 1, are infinitely extendible to the right and have characteristic exponents λ[y] ∈ [b ₁, d ₁) for c ₂ = 0 and λ[y] ∈ [b ₂, d ₂) for c ₂ ≠ 0.     

The weighted Herz-type Hardy spaces hK q α,p (ω1,ω2)

Let 1<q<∞, n(1−1/q)≤α<∞, 0<p<∞ and ω₁,ω₂ ɛA ₁(R ⁿ ) (the Muckenhoupt class). In this paper, the author introduce the weighted Herz-type Hardy spaces hk _q ^α,p (gw₁,ω₂) and present their atomic decomposition. Using the atomic decomposition, the author find out their dual spaces, establish the boundedness on these spaces of the pseudo-differential operators of order zero and show thatD(R ⁿ ), the class of C^∞(Rⁿ)-functions with compactly support, is dense inhK _q ^α,p (ω₁,ω₂) and there is a subsequence, which converges in distrbutional sense to some distribution ofhK _q ^α,p (ω₁,ω₂), of any bounded sequence inhK _q ^α,p (ω₁,ω₂). In addition, the author also set up the boundedness of some non-linear quantities in compensated compactness. Supported by the NECF and the NECF and the NNSF of China.     

Problem with periodicity conditions for a degenerating equation of mixed type

For the equation K(t)u _xx + u _tt − b ² K(t)u = 0 in the rectangular domain D = “(x, t)‖ 0 < x < 1, −α < t < β”, where K(t) = (sgnt)|t| ^m , m > 0, and b > 0, α > 0, and β > 0 are given real numbers, we use the spectral method to obtain necessary and sufficient conditions for the unique solvability of the boundary value problem u(0, t) = u(1, t), u _x (0, t) = u _x (1, t), −α ≤ t ≤ β, u(x, β) = φ(x), u(x,−α) = ψ(x), 0 ≤ x ≤ 1.     

On the chromatic polynomial of a graph

Let P(G,λ) be the chromatic polynomial of a graph G with n vertices, independence number α and clique number ω. We show that for every λ≥n, ()^α≤≤ () ^{n −ω}. We characterize the graphs that yield the lower bound or the upper bound.?These results give new bounds on the mean colour number μ(G) of G: n− (n−ω)() ^{n −ω}≤μ(G)≤n−α() ^α. Received: December 12, 2000 / Accepted: October 18, 2001?Published online February 14, 2002     

THE GLOBAL APPROXIMATION BY LEFT-BERNSTEIN-DURRMEYER QUASI-INTERPOLANTS IN Lp[0, 1]

In this paper,we will use the 2r-th Ditzian-Totik modulus of smoothness wp^2r(f,t)p to discuss the direct and inverse theorem of approximation by Left-Bernstein-Durrmeyer quasi-interpolants Mn^[2r-1]f for functions of the space Lp[0,1](1≤p≤ ∞)。     

Weighted approximation of random functions

ＷＥＩＧＨＴＥＤＡＰＰＲＯＸＩＭＡＴＩＯＮＯＦＲＡＮＤＯＭＦＵＮＣＴＩＯＮＳＹＵＪＩＡＲＯＮＧＡｂｓｔｒａｃｔ：Ｌｅｔ（Ω,Ａ,Ｐ）ｂｅａｐｒｏｂａｂｉｌｉｔｙｓｐａｃｅ,Ｘ（ｔ,ω）ａｒａｎｄｏｍｆｕｎｃｔｉｏｎｃｏｎｔｉｎｕｏｕｓｉｎｐｒｏｂａｂ...     

A unified approach for univalent functions with negative coefficients using the Hadamard product

For given analytic functions ϕ(z) = z + Σ _n=2^∞ λ _n z ⁿ , Ψ(z) = z + Σ _n=2^∞ μ with λ _n ≥ 0, μ _n ≥ 0, and λ _n ≥ μ _n and for α, β (0≤α<1, 0<β≤1), let E(φ,ψ; α, β) be of analytic functions ƒ(z) = z + Σ _n=2^∞ a _n z ⁿ in U such that f(z)*ψ(z)≠0 and

On weighted approximation by Bernstein-Durrmeyer operators

In this paper, we consider weighted approximation by Bernstein-Durrmeyer operators in L_p[0, 1] (1≤p≤∞), where the weight function w(x)=x^α(1−x)^β,−1/p<α, β<1-1/p. We obtain the direct and converse theorems. As an important tool we use appropriate K-functionals. Supported by Zhejiang Provincial Science Foundation.     

On the stability of the uniform minimality of a set of exponentials

Some conditions on sequences (λ _n ) and (μ _n ) to be nearby are given in order that the corresponding systems of complex exponentials (exp(iλ _n t)) and (exp(iμ _n t)) be simultaneously uniformly minimal in L ^p (−π, π), 1 ≤ p < ∞, and in C[−π, π]. __________ Translated from Sovremennaya Matematika. Fundamental'nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 25, Theory of Functions, 2007.     

Propriétés Régularisantes de Certains Semi-Groupes Non Linéaires

Let φ be a convex l.s.c. function fromH (Hilbert) into ] - ∞, ∞ ] andD(φ)={u ∈H; φ(u)<+∞}. It is proved that for everyu ₀ ∈D(φ) the equation − (du/dt)(t ∈ ∂φ(u(t)),u(0)=u ₀ has a solution satisfying ÷(du(t)/dt)÷ ≦(c ₁/t)+c ₂. The behavior ofu(t) in the neighborhood oft=0 andt=+∞ as well as the inhomogeneous equation (du(t)/dt)+∂φ(u(t)) ∈f(t) are then studied. Solutions of some nonlinear boundary value problems are given as applications.      

Sufficient conditions for the subexponential property of the convolution of two distributions

Conditions on the distributions of two independent nonnegative random variablesX andY are given for the sumX+Y to have a subexponential distribution, i.e., (1−F ^(2*)(t))/(1−F(t)) → 2 ast → +∞, whereF(t)=P{X+Y≤t} andF ^(2*)(t) is the convolution ofF(t) with itself. Translated fromMatematicheskie Zametki, Vol. 58, No. 5, pp. 778–781, November, 1995.     

Asymptotic separation for independent trajectories of Markov processes

We say that n independent trajectories ξ₁(t),…,ξ _n (t) of a stochastic process ξ(t)on a metric space are asymptotically separated if, for some ɛ > 0, the distance between ξ _i (t _i ) and ξ _j (t _j ) is at least ɛ, for some indices i, j and for all large enough t ₁,…,t _n , with probability 1. We prove sufficient conitions for asymptotic separationin terms of the Green function and the transition function, for a wide class of Markov processes. In particular,if ξ is the diffusion on a Riemannian manifold generated by the Laplace operator Δ, and the heat kernel p(t, x, y) satisfies the inequality p(t, x, x) ≤ Ct ^−ν/2 then n trajectories of ξ are asymptotically separated provided . Moreover, if for some α∈(0, 2)then n trajectories of ξ^(α) are asymptotically separated, where ξ^(α) is the α-process generated by −(−Δ)^α/2. Received: 10 June 1999 / Revised version: 20 April 2000 / Published online: 14 December 2000 RID="*" ID="*" Supported by the EPSRC Research Fellowship B/94/AF/1782 RID="**" ID="**" Partially supported by the EPSRC Visiting Fellowship GR/M61573     

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

We consider the nonlinear Sturm–Liouville problem

Life span of solutions of a weakly coupled parabolic system

We consider the Cauchy problem for the weakly coupled parabolic system ∂ _t w _λ−Δ w _λ = F(w _λ) in R ^N , where λ > 0, w _λ = (u _λ, v _λ), F(w _λ) = (v _λ ^p , u _λ ^q ) for some p, q ≥ 1, pq > 1, and w_l(0) = (lj₁, l^\fracq+1p+1j₂)w_{\lambda}(0) = ({\lambda}{\varphi}_1, {\lambda}^{\frac{q+1}{p+1}}{\varphi}_2), for some nonnegative functions φ₁, φ₂ ?\in C ₀(R ^N ). If (p, q) is sub-critical or either φ₁ or φ₂ has slow decay at ∞, w _λ blows up for all λ > 0. Under these conditions, we study the blowup of w _λ for λ small.     

On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815