Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors

Let p, q be arbitrary parameter sets, and let $\text{H}$ be a Hilbert space. We say that x = (xⁱ)_i?q, xⁱ ? $\text{H}$, is a bounded operator-forming vector (?$\text{H}$_F^q) if the Gram matrix 〈x, x〉 = [(xⁱ, x^j)]_i?q,j?q is the matrix of a bounded (necessarily ≥ 0) operator on $\text{l}{}_{\mathrm{q}}{}^2$, the Hilbert space of square-summable complex-valued functions on q. Let A be p × q, i.e., let A be a linear operator from $\text{l}{}_{\mathrm{q}}{}^2$ to $\text{l}{}_{\mathrm{p}}{}^2$. Then exists a linear operator ǎ from (the Banach space) $\text{H}$_F^q to $\text{H}$_F^p on $\text{D}$(A) = {x:x ? $\text{H}$_F^q, $\text{A〈x, x〉}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$ is p × q bounded on $\text{l}{}_{\mathrm{q}}{}^2$} such that y = ǎx satisfies y^j?σ(x) = {space spanned by the xⁱ}, 〈y, x〉 = A〈x, x〉 and $\text{〈y, y〉 = A〈x, x〉}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{(A〈x, x〉}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{)}{}^1$. This is a generalization of our earlier [J. Multivariate Anal.4 (1974), 166–209; 6 (1976), 538–571] results for the case of a spectral measure concentrated on one point. We apply these tools to investigate q-variate wide-sense Markov processes.     

Superexponential decay of solutions of a semilinear wave equation

Consider a smooth solution of $\text{u}{}_{\mathrm{tt}}\text{? Δu + q(x) ¦ u ¦}{}^{\mathrm{p?1}}\text{u = 0 x ? R}{}^3\text{, q ? 0}$ and is C¹, and 1 < p < 5. Assume that the initial data decay sufficiently rapidly at infinity, $\text{q(x) ? a}\text{exp}\text{(?b ¦ x ¦}{}^{\mathrm{c}}\text{), a, b > 0, c > 1}$, and for simplicity, q_r ? 0. Then the local energy decays faster than exponentially.     

Arnold's canonical matrices and the asymptotic simplification of ordinary differential equations

Let A(x,ε) be an n×n matrix function holomorphic for |x|?x₀, 0<ε?ε₀, and possessing, uniformly in x, an asymptotic expansion $\text{A(x,ε)?Σ}{}^{\mathrm{\infty }}{}_{\mathrm{r=0}}\text{A}{}_{\mathrm{r}}\text{(x) ε}{}^{\mathrm{r}}$, as ε→0⁺. An invertible, holomorphic matrix function P(x,ε) with an asymptotic expansion $\text{P(x,ε)?Σ}{}^{\mathrm{\infty }}{}_{\mathrm{r=0}}\text{P}{}_{\mathrm{r}}\text{(x)ε}{}^{\mathrm{r}}$, as ε→0⁺, is constructed, such that the transformation y = P(x,ε)z takes the differential equation $\text{ε}{}^{\mathrm{h}}\text{dy}\text{dx}\text{= A(x,ε)y,h}$ a positive integer, into $\text{ε}{}^{\mathrm{h}}\text{dz}\text{dx}\text{= B(x,ε)z}$, where B(x,ε) is asymptotically equal, to all orders, to a matrix in a canonical form for holomorphic matrices due to V.I. Arnold.     

Random Euclidean embeddings in spaces of bounded volume ratio

Let $\text{(}\text{R}{}^{\mathrm{N}}\text{,6·6)}$ be the space $\text{R}{}^{\mathrm{N}}$ equipped with a norm 6·6 whose unit ball has a bounded volume ratio with respect to the Euclidean unit ball. Let Γ be any random N×n matrix with N>n, whose entries are independent random variables satisfying some moment assumptions. We show that with high probability Γ is a good isomorphism from the n-dimensional Euclidean space $\text{(}\text{R}{}^{\mathrm{n}}\text{,|·|)}$ onto its image in $\text{(}\text{R}{}^{\mathrm{N}}\text{,6·6)}$: there exist α,β>0 such that for all $\text{x∈}\text{R}{}^{\mathrm{n}}$, $\text{α}\text{N}\text{|x|?6Γx6?β}\text{N}\text{|x|}$. This solves a conjecture of Schechtman on random embeddings of ?₂ⁿ into ?₁^N. To cite this article: A. Litvak et al., C. R. Acad. Sci. Paris, Ser. I 339 (2004).     

Kolmogorov-Landau inequalities for monotone functions

Presented in this report are two further applications of very elementary formulae of approximate differentiation. The first is a new derivation in a somewhat sharper form of the following theorem of V. M. Olovyani?nikov: LetN_n (n ? 2) be the class of functionsg(x) such thatg(x), g′(x),…, g⁽ⁿ⁾(x) are ? 0, bounded, and nondecreasing on the half-line ?∞ < x ? 0. A special element ofN_nis

$\text{g}{}_1\text{(x) = 0}\text{if}\text{?∞ < x < ?1, g}{}_1\text{(x) = (1 + x)}{}^{\mathrm{n}}\text{if}\text{?1 ? x ? 0}$

. Ifg(x) ∈ N_nis such that

$\text{g(0) ? g}{}_1\text{(0) = 1, g}{}^{\mathrm{(n)}}\text{(0) ? g}{}_1{}^{\mathrm{(n)}}\text{(0) = n!}$

, then

$\text{g}{}^{\mathrm{(v)}}\text{(0) ? g}{}_1{}^{\mathrm{(v)}}\text{(0)}$

for

1$\text{v = 1,…, n ? 1}$

. Moreover, if we have equality in (1) for some value of v, then we have there equality for all v, and this happens only if $\text{g(x) = g}{}_1\text{(x)}$ in (?∞, 0].The second application gives sufficient conditions for the differentiability of asymptotic expansions (Theorem 4).     

Lp estimates for the wave equation

Let u(x, t) be the solution of u_tt ? Δ_xu = 0 with initial conditions $\text{u(x, 0) = g(x)}\text{and}\text{u}{}_{\mathrm{t}}\text{(x, 0) = ?;(x)}$. Consider the linear operator $\text{T: ?; → u(x, t)}$. (Here g = 0.) We prove for t fixed the following result. Theorem 1: T is bounded in L^p if and only if . Theorem 2: If the coefficients are variables in C and constant outside of some compact set we get: (a) If n = 2k the result holds for $\text{¦ p}{}^{\mathrm{?1}}\text{? 2}{}^{\mathrm{?1}}\text{¦ < (n ? 1)}{}^{\mathrm{?1}}$. (b) If n = 2k ? 1, the result is valid for $\text{¦ p}{}^{\mathrm{?1}}\text{? 2}{}^{\mathrm{?1}}\text{¦ ? (n ? 1)}$. This result are sharp in the sense that for p such that $\text{¦ p}{}^{\mathrm{?1}}\text{? 2}{}^{\mathrm{?1}}\text{¦ > (n ? 1)}{}^{\mathrm{?1}}$ we prove the existence of $\text{?; ? L}{}^{\mathrm{P}}$ in such a way that $\text{T?; ? L}{}^{\mathrm{P}}$. Several applications are given, one of them is to the study of the Klein-Gordon equation, the other to the completion of the study of the family of multipliers $\text{m(ξ) = ψ(ξ) e}{}^{\mathrm{i¦\xi ¦}}\text{¦ ξ ¦}{}^{\mathrm{?b}}$ and finally we get that the convolution against the kernel $\text{K(x) = ?(x)(1 ? ¦ x ¦)}{}^{\mathrm{?1}}$ is bounded in H¹.     

Enumeration of pairs of permutations

Let π = (a₁, a₂, …, a_n), ? = (b₁, b₂, …, b_n) be two permutations of $\text{Z}{}_{\mathrm{n}}\text{= {1, 2, …, n}}$. A rise of π is pair a_i, a_i+1 with a_i < a_i+1; a fall is a pair a_i, a_i+1 with a_i > a_i+1. Thus, for i = 1, 2, …, n ? 1, the two pairs a_i, a_i+1; b_i, b_i+1 are either both rises, both falls, the first a rise and the second a fall or the first a fall and the second a rise. These possibilities are denoted by RR, FF, RF, FR. The paper is concerned with the enumeration of pairs π, p with a given number of RR, FF, RF, FR. In particular if ω_n denotes the number of pairs with RR forbidden, it is proved that $\text{∑}{}^{\mathrm{\infty }}{}_0\text{ω}{}_{\mathrm{n}}\text{z}{}^{\mathrm{n}}\text{n!n!}\text{=}\text{1}\text{?(z)}$, $\text{?(z) = ∑}{}^{\mathrm{\infty }}{}_0\text{(-1)}{}^{\mathrm{n}}\text{z}{}^{\mathrm{n}}\text{n!n!}$. More precisely if ω(n, k) denotes the number of pairs π, p with exactly k occurences of RR(or FF, RF, FR) then $\text{1 + ∑}{}^{\mathrm{\infty }}{}_{\mathrm{n=1}}\text{z}{}^{\mathrm{n}}\text{n!n!}$$\text{∑}{}^{\mathrm{n?1}}{}_{\mathrm{k=0}}\text{ω(n, k)x}{}^{\mathrm{k}}\text{=}\text{(1 ? x)}\text{(?(z(1 ? x)) ? x)}$.     

A continuation method for solving separable nonlinear least squares problems

Given the data (x_i, y_i), i=1, 2, …, n, the problem is to find the values of the linear and nonlinear parameters â and b? which minimize the nonlinear functional |F(b)a?y|₂² over $\text{a ?}\text{R}{}^{\mathrm{p}}\text{, b ?}\text{R}{}^{\mathrm{q}}\text{,}\text{where}\text{F ?}\text{R}{}^{\mathrm{n\times p}}$ is a variable matrix and assumed to be of full rank, and $\text{y ?}\text{R}{}^{\mathrm{n}}$ is a constant vector.In this paper, we present a method for solving this problem by imbedding it into a one-parameter family of problems and by following its solution path using a predictor-corrector algorithm. In the course of iterations, the original problem containing p+q+1 variables is transformed into a problem with q+1 nonlinear variables by taking the separable structure of the problem into account. By doing so, the method reduces to solving a series of equations of smaller size and a considerable saving in the storage is obtained.Results of numerical experiments are reported to demonstrate the effectiveness of the proposed method.     

Counterexample—An inadmissible estimator which is generalized bayes for a prior with “light” tails

Previous work on the problem of estimating a univariate normal mean under squared error loss suggests that an estimator should be admissible if and only if it is generalized Bayes for a prior measure, F, whose tail is “light” in the sense that $\text{∫}{}_1{}^{\mathrm{\infty }}\text{f}{}^{\mathrm{1?1}}\text{(x) dx = ∞ =}\text{∫}{}_{\mathrm{?\infty }}{}^{\mathrm{?1}}\text{f}{}^{\mathrm{1?1}}\text{(x) dx}$, where $\text{f}{}^1$ denotes the convolution of F with the normal density. (There is also a precise multivariate analog for this condition.) We provide a counterexample which shows that this suggestion is false unless some further regularity conditions are imposed on F.     

An Lp bound for the Riesz and Bessel potentials of orthonormal functions

Let ψ₁, …,ψ_N be orthonormal functions in $\text{R}$^d and let $\text{u}{}_{\mathrm{i}}\text{= (?Δ)}{}^{\mathrm{<mtext>?</mtext><mtext>1</mtext><mtext>2</mtext>}}\text{ψ}{}_{\mathrm{i}}$, or $\text{u}{}_{\mathrm{i}}\text{= (?Δ + 1)}{}^{\mathrm{<mtext>?</mtext><mtext>1</mtext><mtext>2</mtext>}}\text{ψ}{}_{\mathrm{i}}$, and let $\text{p(x) = ∑¦u}{}_{\mathrm{i}}\text{(x)¦}{}^2$. L^p bounds are proved for p, an example being $\text{∥p∥}{}_{\mathrm{p}}\text{? A}{}_{\mathrm{d}}\text{N}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}\text{for}\text{d ? 3}$, with p = d(d ? 2)^?1. The unusual feature of these bounds is that the orthogonality of the ψ_i, yields a factor $\text{N}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}$ instead of N, as would be the case without orthogonality. These bounds prove some conjectures of Battle and Federbush (a Phase Cell Cluster Expansion for Euclidean Field Theories, I, 1982, preprint) and of Conlon (Comm. Math. Phys., in press).     

Harmonic analysis on hyperboloids

The regular representation of O(n, N) acting on $\text{L}{}^2\text{(}\text{O(n, N)}\text{O(n, N ? 1)}\text{)}$ is decomposed into a direct integral of irreducible representations. The homogeneous space $\text{O(n, N)}\text{O(n, N ? 1)}$ is realized as the Hyperboloid $\text{H = {(x, t) ? R}{}^{\mathrm{n\; +\; N}}\text{: ¦ t ¦}{}^2\text{? ¦ x ¦}{}^2\text{= 1}}$. The problem is essentially equivalent to finding the spectral resolution of a certain self-adjoint invariant differential operator □_h on H, which is the tangential part of the operator □ = Δ_x ? Δ_t on R^{n + N}. The spectrum of □_h contains a discrete part (except when N = 1) with eigenfunctions generated by restricting to H solutions of □u = 0 which vanish in the region $\text{¦ t ¦ < ¦ x ¦}$, and a continuous part $\text{H}$_?. As a representation of O(n, N), $\text{H}$_? ⊕ $\text{H}$_? is unitarily equivalent to the regular representation on L² of the cone $\text{{(x, t) : ¦ x ¦}{}^2\text{= ¦ t ¦}{}^2\text{}}$, and the intertwining operator is obtained by solving the equation □u = 0 with given boundary values on the cone. Explicit formulas are given for the spectral decomposition. The special case n = N = 2 gives the Plancherel formula for SL(2, R).     

On the exponential map of classical Lie groups and linear differential systems with periodic coefficients

Let X and Y be Banach spaces, $\text{?: X → Y}{}^1\text{and}\text{P: X → Y}$; P is said to be strongly ?-accretive if $\text{〈Px ? Py, ?(x ? y)〉 ? c ¦|x ? y¦|}{}^2$ for some c > 0 and each x,y?X. These mappings constitute a generalization simultaneously of monotone mappings ($\text{when}\text{Y = X}{}^1$) and accretive mappings (when Y = X). By applying a theorem of 1. Ekeland, it is shown that a localized class of these mappings must be surjective under appropriate geometric assumptions on $\text{Y}{}^1$ and continuity assumptions on P. The results generalize two theorems of F. E. Browder and the proofs further refine the methodology for dealing with such mappings.     

Construction of a recurrence relation for modified moments

In this paper we are constructing a recurrence relation of the form

$\text{∑}\text{i=0}\text{r}\text{ω}{}_{\mathrm{i}}\text{(k)m}{}_{\mathrm{k+i}}{}^{\mathrm{\{\lambda \}}}\text{[f] = ω(k)}$

for integrals (called modified moments)

$\text{m}{}_{\mathrm{k}}{}^{\mathrm{\{\lambda \}}}\text{[f]df=}\text{∫}\text{?1}\text{1}\text{f(x)C}{}_{\mathrm{k}}{}^{\mathrm{(\lambda )}}\text{(x)dx (k = 0,1,…)}$

in which C_k^(λ) is the k-th Gegenbauer polynomial of order $\text{λ(λ > ?}\text{1}\text{2}\text{)}$, and f is a function satisfying the differential equation

$\text{∑}\text{i=0}\text{n}\text{P}{}_{\mathrm{i}}\text{(x)f}{}^{\mathrm{(i)}}\text{(x) = p(x) (?1?x?1)}$

of order n, where p₀, p₁, …, p_n ? 0 are polynomials, and m_k^〈λ〉[p] is known for every k. We give three methods of construction of such a recurrence relation. The first of them (called Method I) is optimum in a certain sense.     

A family of difference sets in non-cyclic groups

A construction is given for difference sets in certain non-cyclic groups with the parameters $\text{v = q}{}^{\mathrm{s+1}}\text{{[}\text{(q}{}^{\mathrm{s+1}}\text{? 1)}\text{(q ? 1)}\text{] + 1}}$, $\text{k = q}{}^{\mathrm{s}}\text{(q}{}^{\mathrm{s+1}}\text{? 1)}\text{(q ? 1)}$, $\text{λ = q}{}^{\mathrm{s}}\text{(q}{}^{\mathrm{s}}\text{? 1)}\text{(q ? 1)}$, n = q^2s for every prime power q and every positive integer s. If q^s is odd, the construction yields at least $\text{1}\text{2}\text{(q}{}^{\mathrm{s}}\text{+ 1)}$ inequivalent difference sets in the same group. For q = 5, s = 2 a difference set is obtained with the parameters (v, k, λ, n) = (4000, 775, 150, 625), which has minus one as a multiplier.     

Deterministic version of Wigner's semicircle law for the distribution of matrix eigenvalues

It is proved that Wigner's semicircle law for the distribution of eigenvalues of random matrices, which is important in the statistical theory of energy levels of heavy nuclei, possesses the following completely deterministic version. Let A_n=(a_ij), 1?i, ?n, be the nth section of an infinite Hermitian matrix, {λ⁽ⁿ⁾}_1?k?n its eigenvalues, and {u_k⁽ⁿ⁾}_1?k?n the corresponding (orthonormalized column) eigenvectors. Let $\text{v}{}^1{}_{\mathrm{n}}\text{=(a}{}_{\mathrm{n1}}\text{,a}{}_{\mathrm{n2}}\text{,?,a}{}_{\mathrm{n,n?1}}\text{)}$, put

$\text{X}{}_{\mathrm{n}}\text{(t)=[n(n-1)]}{}^{\mathrm{<mtext>-1</mtext><mtext>2</mtext>}}\text{∑}\text{k=1}\text{[(n-1)t]}\text{|v}{}_{\mathrm{n}}{}^1\text{u}{}_{\mathrm{f}}{}^{\mathrm{(n-1)}}\text{|}{}^2\text{,}\text{0?t?1}$

(bookeeping function for the length of the projections of the new row v¹_n of A_n onto the eigenvectors of the preceding matrix A_n?1), and let finally

$\text{F}{}_{\mathrm{n}}\text{(x)=n}{}^{-1}\text{(}\text{number of}\text{λ}{}_{\mathrm{k}}{}^{\mathrm{(n)}}\text{?x}\text{n}\text{,1?k?n)}$

(empirical distribution function of the eigenvalues of $\text{A}{}_{\mathrm{n}}\text{n}$. Suppose (i) $\text{lim}{}_{\mathrm{n}}\text{a}{}_{\mathrm{nn}}\text{n}\text{=0}$, (ii) lim_nX_n(t)=Ct(0<C<∞,0?t?1). Then

$\text{F}{}_{\mathrm{n}}\text{?W(·,C)}\text{(n→∞)}$

,where W is absolutely continuous with (semicircle) density

$\text{w(x,C)=}\text{(2Cπ)}{}^{-1}\text{(4C-x}{}^2{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{for}\text{|x|?2}\text{C}\text{0}\text{for}\text{|x|?2}\text{C}$

     

On the closability of some positive definite symmetric differential forms on c0∞(ω)

Let $\text{S}$ be a Dirichlet form in $\text{L}{}^2\text{(Ω; m)}$, where Ω is an open subset of $\text{R}$ⁿ, n ? 2, and m a Radon measure on Ω; for each integer k with 1 ? k < n, let $\text{S}$_k be a Dirichlet form on some k-dimensional submanifold $\text{Ω}{}_{\mathrm{k}}$ of Ω. The paper is devoted to the study of the closability of the forms E with domain $\text{C}{}_0{}^{\mathrm{\infty }}\text{(Ω)}$ and defined by: $\text{(?,g)=}$$\text{E}$$\text{(?, g)+}\text{∑}\text{i}\text{p}\text{=1}$$\text{E}$k_i where 1 ? k_p < ? < n, and where , g^k_i denote restrictions of ?, g in $\text{C}{}_0{}^{\mathrm{\infty }}\text{(Ω)}$ to . Conditions are given for E to be closable if, for each i = 1,…, p, one has k_i = n ? i. Other conditions are given for E to be nonclosable if, for some i, k_i < n ? i.     

On the monotonicity of stop-loss premiums

Let $\text{Π}{}_{\mathrm{k}}\text{(t) = ∫}{}^{\mathrm{\propto }}{}_{\mathrm{t}}\text{(x?t)}\text{d}\text{P}{}^{\mathrm{1k}}\text{(x)}$, where P is a distribution with P(0)=0. Then $\text{Π}{}_{\mathrm{k}}\text{(t)}\text{k}$ is a non-decreasing function of k, and Π_k$\text{(kt)}\text{k}$ is a non-increasing function of k.     

A constructive approach to the solution of a class of boundary value problems of mixed type

In this article we discuss the solution of boundary value problems which are described by the linear integrodifferential equation $\text{?xu}\text{?t}\text{(t, x) + u(t, x) ?}\text{1}\text{π}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{∝}{}_{\mathrm{?\infty }}{}^{\mathrm{\infty }}\text{exp}\text{(?y}{}^2\text{) u(t, y) dy = 0}$, where t∈J?$\text{R}$, x∈$\text{R}$. We interpret the equation in functional form as an ordinary differential equation for the mapping u:J→L₂(R,μ), where L₂(R,μ) is a weighted L₂-space. Emphasis is on the constructive aspects of the solution and on finding representations of the relevant isomorphisms.     

On a family of connectives for fuzzy sets

In this paper we find the general solution of the functional equation $\text{S}{}^1\text{(T(x, y), T(x, N(y))) = x}$, where $\text{S}{}^1$ is a t-conorm, T is a t-norm and N is a strong negation on the unit interval. In particular the result yields a family of connectives for fuzzy sets.     

About some problems of spectral synthesis

For a given pair $\text{(A,b)∈}\text{R}{}^{\mathrm{n\times n}}\text{×}\text{R}{}^{\mathrm{n\times 1}}$ such that A is cyclic and b is a cyclic generator (with respect to A) of $\text{R}{}^{\mathrm{n\times 1}}$, it is shown that for every nonnegative integer m we can find a nonnegative integer t and a sequence $\text{{f}{}_{\mathrm{j\}}}{}^{\mathrm{t}}{}_{\mathrm{j=0}}\text{,f}{}_{\mathrm{j}}\text{∈}\text{R}{}^{\mathrm{1\times n}}$,so that a the zeros of the rational function det P(z), where $\text{P(z) = zI ? A ? ∑}{}^{\mathrm{t}}{}_{\mathrm{j=0}}\text{z}{}^{\mathrm{-(m+j)}}\text{b?}$_f, lie in the open unit disc in the complex plane. The result is directly applicable to a stabilizability problem for linear systems with a time delay in control action.