Laws of the iterated logarithm for high-dimensional wiener sausage

Let {β(s), s ≥ 0} be the standard Brownian motion in ℝ ^d with d ≥ 4 and let |W _r (t)| be the volume of the Wiener sausage associated with {β(s), s ≥ 0} observed until time t. From the central limit theorem of Wiener sausage, we know that when d ≥ 4 the limit distribution is normal. In this paper, we study the laws of the iterated logarithm for | W_r (t) | - \mathbbE| W_r (t) |\left| {W_r (t)} \right| - \mathbb{E}\left| {W_r (t)} \right| in this case.     

A fragmentation process connected to Brownian motion

Let (B _s , s≥ 0) be a standard Brownian motion and T ₁ its first passage time at level 1. For every t≥ 0, we consider ladder time set ℒ ^(t) of the Brownian motion with drift t, B ^(t) _s = B _s + ts, and the decreasing sequence F(t) = (F ₁(t), F ₂(t), …) of lengths of the intervals of the random partition of [0, T ₁] induced by ℒ ^(t) . The main result of this work is that (F(t), t≥ 0) is a fragmentation process, in the sense that for 0 ≤t < t′, F(t′) is obtained from F(t) by breaking randomly into pieces each component of F(t) according to a law that only depends on the length of this component, and independently of the others. We identify the fragmentation law with the one that appears in the construction of the standard additive coalescent by Aldous and Pitman [3]. Received: 19 February 1999 / Revised version: 17 September 1999 /?Published online: 31 May 2000     

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 .     

Complete asymptotic decomposition of the sojourn probability of a diffusion process in thin domains with moving boundaries

We investigate a diffusion process ξ(t) with absorption defined in a thin domainD _ε ={(x,t)∶εG ₁ (t)<x<εG ₂ (t), t≥0}. We obtain the complete decomposition of the sojourn probability of ξ(t) inD _ε with respect to ε→0. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 9, pp. 1155–1164, September, 1999.     

On the Oscillation of Second Order Neutral Differential Equations of Emden-Fowler Type

Some oscillation criteria are established by the averaging technique for the second order neutral delay differential equation of Emden-Fowler type (a(t)x￠(t))￠+q₁(t)| y(t-s₁)|^a sgn y(t-s₁) +q₂(t)| y(t-s₂)|^b sgn y(t-s₂)=0,    t 3 t₀,(a(t)x'(t))'+q_1(t)| y(t-\sigma_1)|^{\alpha}\,{\rm sgn}\,y(t-\sigma_1) +q_2(t)| y(t-\sigma_2)|^{\beta}\,{\rm sgn}\,y(t-\sigma_2)=0,\quad t \ge t_0, where x(t) = y(t) + p(t)y(t − τ), τ, σ₁ and σ₂ are nonnegative constants, α > 0, β > 0, and a, p, q ₁, q₂ ? C([t₀, ￥), \Bbb R)q_2\in C([t_0, \infty), {\Bbb R}) . The results of this paper extend and improve some known results. In particular, two interesting examples that point out the importance of our theorems are also included.     

Ruin problem for an inhomogeneous semicontinuous integer-valued process

For a process ξ(t = ξ₁(t)+χ(t), t≥0, ξ(0) = 0, inhomogeneous with respect to time, we investigate the ruin problem associated with the corresponding random walk in a finite interval, (here, ξ₁ (t) is a homogeneous Poisson process with positive integer-valued jumps and χ(t) is an inhomogeneous lower-semicontinuous process with integer-valued jumps ξ _n ≥-1).     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

A family of second degree semi-classical forms of class <Emphasis Type="Italic">s</Emphasis>=1

Let u(β ₀) be the regular form fulfilling (u(β ₀))_2n+1=β ₀(u(β ₀))_2n ,n≥0 where β ₀ is an arbitrary complex number in such a way that for β ₀=0 one has the symmetric forms. Recently, the second degree symmetric semi-classical forms (when β ₀=0) of class s≤1 were determined. In this paper, we determine all the semi-classical forms u(β ₀) of class s=1, which are also of second degree when β ₀≠0.     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

Aging in two-dimensional Bouchaud's model

Let E _x be a collection of i.i.d. exponential random variables. Symmetric Bouchaud's model on ℤ² is a Markov chain X(t) whose transition rates are given by w _xy = ν exp (−βE _x ) if x, y are neighbours in ℤ². We study the behaviour of two correlation functions: ℙ[X(t _w +t) = X(t _w )] and ℙ[X(t') = X(t _w ) ∀ t'∈ [t _w , t _w + t]]. We prove the (sub)aging behaviour of these functions when β > 1.     

Two point problems and analyticity of solutions of abstract parabolic equations

Fort ∈ [a, b], letA(t) be the unbounded operator inH ^0,p (G) associated with an elliptic-boundary value problem that satisfies Agmon’s conditions on the rays λ=±iτ, τ ≥0. Existence and uniqueness results are obtained for weak and strict solutions of two-point problems of the type (du/dt)−A(t) u(t) =f(t),E ₁(α)u (α)=u _α,E ₂ (β)u (β)=u _β. Here [α, β) χ- [a, b],E ₁ (α) andE ₂ (β) are spectral projections associated withA(α) andA(β) respectively, andA(α)E ₁ (α) and =A (β)E ₂ (β) are infinitesimal generators of analytic semigroups. WhenA(t) andf(t) are analytic in a convex, complex neighborhoodO of [a, b] we show that for someθ _i ,i=1,2, any solution ofdu/dt =A(t)u (t)=f(t) in [a, b] is analytic and satisfies the above equation in the setO∩{t; t ≠ a, t ≠ b, | arg (t −a) | <θ ₁, | arg (b −t) |θ ₂}. Research partially supported by N. N. F. grant at Brandeis University.     

Pointwise estimates of polynomials orthogonal on a circle with respect to a weight not belonging to the spaces Lr (r > 1)

Two-sided pointwise estimates are established for polynomials that are orthogonal on the circle |z| = 1 with respect to the weight ϕ(τ): = h(τ)|sin(τ/2)|⁻¹ g(|sin(τ/2)|) (τ ∈ ℝ), where g(t) is a concave modulus of continuity slowly changing at zero such that t ⁻¹ g(t) ∈ L ¹[0, 1] and h(τ) is a positive function from the class C _2π with a modulus of continuity satisfying the integral Dini condition. The obtained estimates are applied to find the order of the distance from the point t = 1 to the greatest zero of a polynomial orthogonal on the segment [−1, 1].     

On a semigroup generated by a convex combination of two Feller generators

Let be a locally compact Hausdorff space. Let A and B be two generators of Feller semigroups in with related Feller processes {X _A (t), t ≥ 0} and {X _B (t), t ≥ 0} and let α and β be two non-negative continuous functions on with α + β = 1. Assume that the closure C of C ₀ = αA + βB with generates a Feller semigroup {T _C (t), t ≥ 0} in . It is natural to think of a related Feller process {X _C (t), t ≥ 0} as that evolving according to the following heuristic rules. Conditional on being at a point , with probability α(p) the process behaves like {X _A (t), t ≥ 0} and with probability β(p) it behaves like {X _B (t), t ≥ 0}. We provide an approximation of {T _C (t), t ≥ 0} via a sequence of semigroups acting in that supports this interpretation. This work is motivated by the recent model of stochastic gene expression due to Lipniacki et al. [17].     

Characterization of polyanalytic functions by meromorphic extensions from chains of circles

Let C _t = {z ∈ ℂ: |z − c(t)| = r(t), t ∈ (0, 1)} be a C ¹-family of circles in the plane such that lim _t→0+ C _t = {a}, lim _t→1− C _t = {b}, a ≠ b, and |c′(t)|² + |r′(t)|² ≠ 0. The discriminant set S of the family is defined as the closure of the set {c(t) + r(t)w(t), t ∈ [0, 1]}, where w = w(t) is the root of the quadratic equation ̅c′(t)w ² + 2r′(t)w + c′(t) = 0 with |w| < 1, if such a root exists.     

Estimates of the maximal value of angular code distance for 24 and 25 points on the unit sphere in ℝ4

The present paper is devoted to the well-known problem of determining the maximum number of elementsτ _m (s) of a sphericals-code (−1<-s<1) in Euclidean space ℝ ^m of dimensionm>-2; to be exact, here we consider the Delsarte functionw _m (s) related toτ _m (s) via the inequalityτ _m (s) ≤w _m (s). In this paper, the solution of the equationw _m (s)=N is obtained form=4 andN=24,25. As a consequence, we obtain the assertion that among any 25 (24) points on the unit sphere in the space ℝ⁴ there always exist two points with angular distance between them strictly less than 60.5° (61.41°). Translated fromMatematicheskie Zametki, Vol. 68, No. 4, pp. 483–503, October, 2000.     

On cauchy problem of the Benney-Lin equation with low regularity initial data

In this work we prove that the initial value problem of the Benney-Lin equation ut ＋ uxxx ＋ β（uxx ＋ u xxxx） ＋ ηuxxxxx ＋ uux = 0 （x ∈ R, t ≥0 0）, where β 〉 0 and η∈R, is locally well-posed in Sobolev spaces HS（R） for s ≥ -7/5. The method we use to prove this result is the bilinear estimate method initiated by Bourgain.     

Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment

Summary We consider a model of random walk on ℤ^ν, ν≥2, in a dynamical random environment described by a field ξ={ξ _t (x): (t,x)∈ℤ^ν+1}. The random walk transition probabilities are taken as P(X _{t +1}= y|X _t = x,ξ _t =η) =P ₀( y−x)+ c(y−x;η(x)). We assume that the variables {ξ _t (x):(t,x) ∈ℤ^ν+1} are i.i.d., that both P ₀(u) and c(u;s) are finite range in u, and that the random term c(u;·) is small and with zero average. We prove that the C.L.T. holds almost-surely, with the same parameters as for P ₀, for all ν≥2. For ν≥3 there is a finite random (i.e., dependent on ξ) correction to the average of X _t , and there is a corresponding random correction of order to the C.L.T.. For ν≥5 there is a finite random correction to the covariance matrix of X _t and a corresponding correction of order to the C.L.T.. Proofs are based on some new L ^p estimates for a class of functionals of the field. Received: 4 January 1996/In revised form: 26 May 1997     

Correlation structure of intermittency in the parabolic Anderson model

Consider the Cauchy problem ∂u(x, t)/∂t = ℋu(x, t) (x∈ℤ^d, t≥ 0) with initial condition u(x, 0) ≡ 1 and with ℋ the Anderson Hamiltonian ℋ = κΔ + ξ. Here Δ is the discrete Laplacian, κ∈ (0, ∞) is a diffusion constant, and ξ = {ξ(x): x∈ℤ ^d } is an i.i.d.random field taking values in ℝ. G?rtner and Molchanov (1990) have shown that if the law of ξ(0) is nondegenerate, then the solution u is asymptotically intermittent. In the present paper we study the structure of the intermittent peaks for the special case where the law of ξ(0) is (in the vicinity of) the double exponential Prob(ξ(0) > s) = exp[−e ^{s /θ}] (s∈ℝ). Here θ∈ (0, ∞) is a parameter that can be thought of as measuring the degree of disorder in the ξ-field. Our main result is that, for fixed x, y∈ℤ ^d and t→∈, the correlation coefficient of u(x, t) and u(y, t) converges to ∥w _ρ∥⁻² _ℓ2Σ_{z ∈ℤd} w _ρ(x+z)w _ρ(y+z). In this expression, ρ = θ/κ while w _ρ:ℤ^d→ℝ⁺ is given by w _ρ = (v _ρ)^{⊗ d} with v _ρ: ℤ→ℝ⁺ the unique centered ground state (i.e., the solution in ℓ²(ℤ) with minimal l ²-norm) of the 1-dimensional nonlinear equation Δv + 2ρv log v = 0. The uniqueness of the ground state is actually proved only for large ρ, but is conjectured to hold for any ρ∈ (0, ∞). empty It turns out that if the right tail of the law of ξ(0) is thicker (or thinner) than the double exponential, then the correlation coefficient of u(x, t) and u(y, t) converges to δ _{x, y} (resp.the constant function 1). Thus, the double exponential family is the critical class exhibiting a nondegenerate correlation structure. Received: 5 March 1997 / Revised version: 21 September 1998     

线性时滞微分方程稳定性分析和数值例子

§ 1　IntroductionFunctional differential equations have a wide range of applications in science andengineering.The simplestand perhapsmostnatural type of functional differential equationis a“delay differential equation”,that is,differential equation with dependence on the paststate.The simplest type of pastdependence is thatit is carried through the state variablebut not through its derivative.Then the equation can be expressed as delay differentialequations(DDEs) .There are also a number…