Fine Densities for Excessive Measures and the Revuz Correspondence

Suppose that U is the resolvent of a Borel right process on a Lusin space X. If is a U-excessive measure on X then we show by analytical methods that for every U-excessive measure with the Radon–Nikodym derivative d/d possesses a finely continuous version. (Fitzsimmons and Fitzsimmons and Getoor gave a probabilistic approach for this result.) We extend essentially a technique initiated by Mokobodzki and deepened by Feyel. The result allows us to establish a Revuz type formula involving the fine versions, and to study the Revuz correspondence between the -finite measures charging no set that is both -polar and -negligible (U being the potential component of ) and the strongly supermedian kernels on X. This is an analytic version of a result of Azéma, Fitzsimmons and Dellacherie, Maisonneuve and Meyer, in terms of additive functionals or homogeneous random measures. Finally we give an application to the context of the semi-Dirichlet forms, covering a recent result of Fitzsimmons.     

A characterization of Gaussian measures on locally compact Abelian groups

Let and be independent random variables having equal variance. In order that + and – be independent, it is necessary and sufficient that and have normal distributions. This result of Bernshtein [1] is carried over in [7] to the case when and take values in a locally compact Abelian group. In the present note, a characterization of Gaussian measures on locally compact Abelian groups is given in which in place of + and –, functions of and are considered which satisfy the associativity equation.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 759–762, November, 1977.     

Newton—Goldstein convergence rates for convex constrained minimization problems with singular solutions

Convergence rates of Newton-Goldstein sequences are estimated for convex constrained minimization problems with singular solutions, i.e., solutions at which the local quadratic approximationQ(, x) to the objective functionF grows more slowly than x – ² for admissible vectorsx near. For a large class of iterative minimization methods with quadratic subproblems, it is shown that the valuesr _n =F(x _n )–inf F are of orderO(n ^–1/3) at least. For the Newton—Goldstein method this estimate is sharpened slightly tor _n =O(n ^–1/2) when the second Fréchet differentialF is Lipschitz continuous and the admissible set is bounded. Still sharper estimates are derived when certain growth conditions are satisfied byF or its local linear approximation at. The most surprising conclusion is that Newton—Goldstein sequences can convergesuperlinearly to a singular extremal whenF(), x – Ax – ^v for someA > 0, somev (2,2.5) and allx in near, and that this growth condition onF() is entirely natural for a nontrivial class of constrained minimization problems on feasible sets = ¹{[0,1],U} withU a uniformly convex set in ^d . Feasible sets of this kind are commonly encountered in the optimal control of continuous-time dynamical systems governed by differential equations, and may be viewed as infinite-dimensional limits of Cartesian product setsU ^k in ^kd . Superlinear convergence of Newton—Goldstein sequences for the problem (,F) suggests that analogous sequences for increasingly refined finite-dimensional approximation (U ^kd ,F _k ) to (,F) will exhibit convergence properties that are in some sense uniformly good ink ask .Investigation partially supported by the U.S. Air Force through the Air Force Institute of Technology, and by NSF Grant ECS-8005958.     

Mathematical expectations of functions of sums of a random number of independent terms

Conditions are found which must be imposed on a function g(x) in order that M g(₁+₂+ + _v < if M g(_i) < and M g(v) < ,, ₁, ₂, , _n, ... being non-negative and independent, being integral, and {_i} being identically distributed. The result is applied to the theory of branching processes.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 387–394, April, 1968.     

On the rate of convergence of an unstable solution of a stochastic differential equation

We study the rate of convergence of the process(tT)/T to the processw(t)/ asT , where(t) is a solution of the stochastic differential equationd(t)=a((t))dt+((t))dw(t) Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 10, pp. 1424–1427, October, 1994.     

Non-Uniformly Elliptic Equations with Natural Growth in the Gradient

We prove the existence of bounded solutions for a class of nonlinear elliptic problems of type–div(a(x,u,Du))=H(x,u,Du)+f, uW ^1,p ₀()L (),where a(x,,)b(||)|| ^p , b is a continuous monotone decreasing function and |H(x,,)| k()|| ^p , k is a continuous monotone increasing function.     

Balayages on Excessive Measures,their Representation and the Quasi-Lindelöf Property

If Exc is the set of all excessive measures associated with a submarkovian resolvent on a Lusin measurable space and B is a balayage on Exc then we show that for any mExc there exists a basic set A (determined up to a m-polar set) such that B=(B^A)* for any Exc, m. The m-quasi-Lindelöf property (for the fine topology) holds iff for any B there exists the smallest basic set A as above. We characterize the case when any B is representable i.e. there exists a basic set such that B=(B^A)* on Exc.     

The problem of controlling a Wiener process when the number of switchings is bounded

We are considering the problem of controlling a one-dimensional Wiener process (t) (0)=0,E=0,D= ²t.Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 53–55.     

On a class of 3-dimensional contact metric manifolds

Let M³ be a 3-dimensional contact metric manifold with contact structure (, , , g), such that and =R(.,)) commute. Such a manifold is called 3--manifold. We prove that every 3--manifold with -parallel Weyl tensor is either flat or a Sasakian manifold with constant curvature 1.     

Sequential estimation of the parameters of diffusion processes

For the parameter of a diffusion process(t), satisfying the stochastic differential equation d(t)=f (t,)dt+dw(l), we propose an effective sequential estimation plan with an unbiased and normally distributed estimate. The proposed sequential plan is discussed in detail for the example of a process (t) having a linear stochastic differential.Translated from Matematicheskie Zametki, Vol. 12, No. 5, pp. 627–638, November, 1972.In conclusion the author wishes to express his deep gratitude to A. N. Shiryaev for formulating the problem and for useful observations     

Smooth Measures and Regular Strongly Supermedian Kernels Generating Sub-Markovian Resolvents

In the context of a transient Borel right Markov process with a fixed excessive measure , we characterize the regular strongly supermedian kernels, producing smooth measures by the Revuz correspondence. In the case of the measures charging no -semipolar sets, this is the analytical counterpart of a probabilistic result of Revuz, Fukushima, and Getoor and Fitzsimmons, concerning the positive continuous additive functionals. We also consider the case of the measures charging no set that is both -polar and -negligible (U being the potential part of ), answering to a problem of Revuz.     

L r Estimates for Degenerate Elliptic Problems

We prove L ^r estimates for the Dirichlet problem –div(a(x,u,Du))=f with f in L ^q for 1q+, where the operator satisfies (|s|)|| ^p a(x,s,), with p>1. These estimates are obtained without symmetrization and are sharp in some cases.     

Equations de convolution et formes quadratiques

Résumé On étudie, sans hypothèse de convexité, les équations f=g, f=g et f=g.

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Summary We study, without any convexity hypothesis, equations f=g, f=g and f=g where and respectively denote infimal convolution and deconvolution. We give an explicit formulation of these results in the quadratic hilbertian frame, and we interpret them in terms of parallel addition and subtraction of non necessarily semi-definite positive operators.

     

Estimation of density functions by order statistics

The properties of the empirical density function,f _n(x) = k/n( _j ⁺ – _j-1 ⁺ ) if _j-1 ⁺ < x ⁺ where _j-1 ⁺ and _j ⁺ are sample elements and there are exactlyk – 1 sample elements between them, are studied in that practical point of view how to choose a suitablek for a good estimation. A bound is given for the expected value of the absolute value of difference between the empirical and theoretical density functions.     

Spline polynomials with a prescribed sequence of extrema

In the present note a theorem about strong suitability of the space of algebraic polynomials of degree n in C[a,b] (Theorem A in [1]) is generalized to the space of spline polynomials _{[a, b} ^{]n, k} (n2, 0) in C[a, b]. Namely, it is shown that the following theorem is valid: for arbitrary numbers ₀, ₁, ..., _n+k, satisfying the conditions (_i–_i–1) (_{i+1{ i}< 0(i=1, ..., n +k–1), there is a unique polynomials _n,k (t) _{[a, b} ^]/n,k and pointsa=₀,<₁<...< _n+k– 1< _n+k = b (₁1 <_n, ..., _kk<_n+k–1), such that s_n,k(_i) = _i(i=0, ..., n + k), s_n,k(_i)=0 (i=1, ..., n + k–1).Translated from Matematicheskii Zametki, Vol. 11, No. 3, pp. 251–258, March, 1972.     

Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths

Let {X _t} _t0 be a Feller process generated by a pseudo-differential operator whose symbol satisfiesÇⁿ|q(Ç,)|c(1=)()) for some fixed continuous negative definite function (). The Hausdorff dimension of the set {X _t:tE}, E [0, 1] is any analytic set, is a.s. bounded above by dim E. is the Blumenthal–Getoor upper index of the Levy Process associated with ().     

Inverse problem of the scattering of plane waves for a class of layered media

The direct and inverse problems of the scattering of plane waves in a layered, inhomogeneous medium are considered in the paper. In the appropriate variables the wave equation of the problem has the formu (z,)=Q(Z)u _ZZ(Z,), – < Z, <, Q(Z)|_Z<01. A special feature of the case considered, in contrast to those studied earlier, is that Q(Z)|_Z0 may change sign; because of this, the equation of the problem is, in general, an equation of mixed type. The correct formulation of the direct problem for such an equation and the study of the properties of its solution form a necessary step in the investigation. For a very broad class of media including cases of Q(z) of variable sign (Q(z) can change sign by a jump a finite number of times without vanishing anywhere) a procedure is developed for solving the corresponding inverse problem of determining Q(z) on the basis of the scattering datau(0,)|_(–,). This procedure makes it possible to recover Q(z) for all z[0,). The solution of the inverse problem is unique in this class.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 78, pp. 30–53, 1978.The author thanks his scientific supervisor A. S. Blagoveshchenskii for his constant attention and assistance in the work.     

On the Lusternik-Schnirelman theory of a real cohomology class

Farber developed a Lusternik-Schnirelman theory for finite CW-complexes X and cohomology classes H ¹ (X;). This theory has similar properties as the classical Lusternik-Schnirelman theory. In particular in [7] Farber defines a homotopy invariant cat(X,) as a generalization of the Lusternik-Schnirelman category. If X is a closed smooth manifold this invariant relates to the number of zeros of a closed 1-form representing . Namely, a closed 1-form representing which admits a gradient-like vector field with no homoclinic cycles has at least cat(X,) zeros. In this paper we define an invariant F(X,) for closed smooth manifolds X which gives the least number of zeros a closed 1-form representing can have such that it admits a gradient-like vector field without homoclinic cycles and give estimations for this number. Mathematics Subject Classification (2000): Primary 37C29; Secondary 58E05     

Multilevel large deviations and interacting diffusions

Summary Let ( ^N ) be a sequence of random variables with values in a topological space which satisfy the large deviation principle. For eachM and eachN, let ^{M, N} denote the empirical measure associated withM independent copies of ^N . As a main result, we show that ( ^{M, N} ) also satisfies the large deviation principle asM,N. We derive several representations of the associated rate function. These results are then applied to empirical measure processes ^{M, N} (t) =M ^–1 _i=1 ^N _i ^N (t) 0tT, where ( ₁ ^N ,..., _M ^N (t)) is a system of weakly interacting diffusions with noise intensity 1/N. This is a continuation of our previous work on the McKean-Vlasov limit and related hierarchical models ([4], [5]).Research partially supported by a Natural Science and Engineering Research Council of Canada operating grant