On Large Deviations of Vector-Valued Additive Functions of a Markov Gaussian Field

We prove a local limit theorem for large deviations of the sums , where , is a Markov Gaussian random field, is a bounded vector-valued function, and . This paper generalizes the paper [13].     

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations. II

In the canonical smooth fiber bundles endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups and construct -invariant generalizations of differentiable connections. In both regular and special cases of the representations of the relevant groups , we found all the affine nonholonomic -, -, and -connections of the first order (see [1]–[3]) possessing the local Lie groups of transformations and also described the respective -invariant planar connections.     

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations. III

In the canonical smooth fiber bundles endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups (1, n) and construct (1, n)-invariant generalized differential-geometric connections. In both regular and special cases of the representations of the considered groups (1, n), we find all affine nonholonomic , and _1,2-connections of the first order (see [1]–[3]) possessing the local Lie groups of transformations (1, n) and also describe the corresponding (1, n)invariant planar connections.     

Second-Order Subexponential Behavior of Subordinated Sequences

Suppose that , , and are three discrete probability distributions related by the equation (E): , where denotes the k-fold convolution of In this paper, we investigate the relation between the asymptotic behaviors of and . It turns out that, for wide classes of sequences and , relation (E) implies that , where is the mean of . The main object of this paper is to discuss the rate of convergence in this result. In our main results, we obtain O-estimates and exact asymptotic estimates for the difference .     

A Note on Extremes of Concomitants of Order Statistics

Let be a sequence of identically distributed variables. We study the asymptotic distribution of , where Y _[r:n] denotes the concomitant of the rth order statistic X _r:n , corresponding to , and is held fixed while . Conditions are given for the and to have the same asymptotic behavior as that we would apply if were i.i.d. The result is illustrated with a simple linear regression model , where is a stationary sequence with extremal index .     

Determinants in Triangulated Categories

For a small triangulated category , Bass's K ₁ group is described, and the theorem of the heart is proved. We define the determinant map from to Neeman's , and we compute this map when is the derived category of an Abelian category .     

Integration with respect to local time

Let be the local time process of a linear Brownian motion B. We integrate the Borel functions on with respect to . This allows us to write Itôrs formula for new classes of functions, and to define a local time process of B on any borelian curve. Some results are extended from deterministic to random functions.     

New Proof of the Semmes Inequality for the Derivative of the Rational Function

In the open disk of the complex plane, we consider the following spaces of functions: the Bloch space ; the Hardy--Sobolev space ; and the Hardy--Besov space . It is shown that if all the poles of the rational function R of degree n, , lie in the domain , then , where and depends only on . The second of these inequalities for the case of the half-plane was obtained by Semmes in 1984. The proof given by Semmes was based on the use of Hankel operators, while our proof uses the special integral representation of rational functions.     

A Weighted Goodness-of-Fit Test for GARCH(1,1) Specification

Suppose that (j) is the lag-j autocorrelation of the squared residuals computed from a realization of length n under the assumption that the observations follow a GARCH(1,1) model. We study the asymptotic distribution of the statistics of the form , where the _j are nonnegative summable weights and the matrix , can be estimated from the data. We show that, under weak assumptions on model errors, the statistic Q _n converges in distribution to , where the N _i are iid standard normal. We discuss choices of the weights _j for which the distribution of Q is tabulated. Our results lead to and provide a rigorous justification for Portmanteau goodness-of-fit tests for GARCH(1,1) specification.     

Absolute Continuity of the Spectrum of a Periodic Schrödinger Operator

We prove the absolute continuity of the spectrum of the Schrödinger operator in , , with periodic (with a common period lattice ) scalar and vector potentials for which either , , or the Fourier series of the vector potential converges absolutely, , where is an elementary cell of the lattice , for , and for , and the value of is sufficiently small, where and otherwise, , and .     

The Ingham Divisor Problem on the Set of Numbers without kth Powers

Suppose that k and l are integers such that and , M _k is a set of numbers without kth powers, and . In this paper, we obtain asymptotic estimates of the sums over      

On the Irreducibility of Commuting Varieties Associated with Involutions of Simple Lie Algebras

Let be a reductive Lie algebra over an algebraically closed field of characteristic zero and an arbitrary -grading. We consider the variety , which is called the commuting variety associated with the -grading. Earlier it was proved by the author that is irreducible, if the -grading is of maximal rank. Now we show that is irreducible for and (E₆,F₄). In the case of symmetric pairs of rank one, we show that the number of irreducible components of is equal to that of nonzero non--regular nilpotent G ₀-orbits in . We also discuss a general problem of the irreducibility of commuting varieties.     

On the Normal Order of ϕk+1(n)/ϕk(n), where ϕk is the k-Fold Iterate of Euler's Function

Let be the j-fold iterated function of . Let and > 0 be fixed, Q be a prime, and let N _k(Q|x) denote the number of those nx for which Q . We give the asymptotics of N _k(Q|x) in the range .     

Asymptotic behavior of solutions of A 2nth order nonlinear differential equation

In this paper we prove two results. The first is an extension of the result of G. D. Jones [4[:Every nontrivial solution for

The Halász Inequality for Additive Function of Rational Argument

We obtain an upper bound for the quantity . Here I is an interval, is the set of rational numbers q=m/n I such that nx, and f(q) is an arbitrary real-valued additive function of rational argument. The interval I and function f may depend on x3.     

Test Rank for Some Free Polynilpotent Groups

We prove a theorem on possible test rank values for groups of the form . It is shown that test rank of a free polynilpotent group is equal to or , for any and every collection of classes. Moreover, for and .     

Conservativeness and Extensions of Feller Semigroups

Let denote a Feller semigroup on , and itsextension to the bounded measurable functions. We show that . If the generator of the semigroup is a pseudo-differential operator we can restate this condition in terms of the symbol. As a by-product, we obtain necessary and sufficient conditions for the conservativeness of the semigroup which are again expressed through the symbol.     

Equational Theories for Classes of Finite Semigroups

It is proved that there exists an infinite sequence of finitely based semigroup varieties such that, for all i, an equational theory for and for the class of all finite semigroups in is undecidable while an equational theory for and for the class of all finite semigroups in is decidable. An infinite sequence of finitely based semigroup varieties is constructed so that, for all i, an equational theory for and for the class of all finite semigroups in is decidable whicle an equational theory for and for the class of all finite semigroups in is not.     

Trajectory and Global Attractors of Three-Dimensional Navier--Stokes Systems

We construct the trajectory attractor of a three-dimensional Navier--Stokes system with exciting force . The set consists of a class of solutions to this system which are bounded in , defined on the positive semi-infinite interval of the time axis, and can be extended to the entire time axis so that they still remain bounded-in- solutions of the Navier--Stokes system. In this case any family of bounded-in- solutions of this system comes arbitrary close to the trajectory attractor . We prove that the solutions are continuous in t if they are treated in the space of functions ranging in . The restriction of the trajectory attractor to , , is called the global attractor of the Navier--Stokes system. We prove that the global attractor thus defined possesses properties typical of well-known global attractors of evolution equations. We also prove that as the trajectory attractors and the global attractors of the -order Galerkin approximations of the Navier--Stokes system converge to the trajectory and global attractors and , respectively. Similar problems are studied for the cases of an exciting force of the form depending on time and of an external force rapidly oscillating with respect to the spatial variables or with respect to time .