Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Let {X _k , 1 k n} be n independent and real-valued random variables with common subexponential distribution function, and let {k, 1 k n} be other n random variables independent of {X _k , 1 k n} and satisfying a _k b for some 0 < a b < for all 1 k n. This paper proves that the asymptotic relations P (max_{1 m n k=1} ^m _k X _k > x) P (sum _k=1 ⁿ _k X _k > x) sum _k=1 ⁿ P ( _k X _k > x) hold as x . In doing so, no any assumption is made on the dependence structure of the sequence { _k , 1 k n}. An application to ruin theory is proposed.     

Identities of an algebra of triangular matrices

This paper deals with the ideals of identities of certain associative algebras over a field F of characteristic zero. An algebra W of matrices of the form ,,,M, where and , are F-algebras with unity and M is a (,)-bimodule, is considered. Under certain natural restrictions on M one obtains the equality of ideals of identities T(W)=T()T(), if [[x₁,x₂], x₃[x₄,x₅]]T().Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 114, pp. 7–27, 1982.     

Lipschitz and darbo conditions for the superposition operator in ideal spaces

Summary In this paper we give necessary and sufficient conditions for the superposition operator Fx(s)=f(s, x(s)) to satisfy a Lipschitz condition Fx₁ - Fx₂kx₁ - x₂ or a Darbo condition (FN)k(N) in ideal spaces of measurable functions, where is the Hausdorff measure of noncompactness. Moreover, we characterize a large class of spaces in which the above mentioned two conditions are equivalent.

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Sunto In questo lavoro diamo delle condizioni necessarie e sufficienti perchè l'operatore di sovrapposizione Fx(s)=f (s, x(s)) soddisfi alla condizione di Lipschitz Fx₁–Fx₂ kx₁–x₂ o quella di Darbo (FN)k(N) in spazi ideali di funzioni misurabili, ove è la misura di non compattezza di Hausdorff. Inoltre, caratterizziamo un'ampia classe di spazi in cui le suddette due condizioni sono equivalenti.

     

Weighted Composition Operators on Bergman and Dirichlet Spaces

Let H() denote a functional Hilbert space of analytic functions on a domain . Let w : C and : be such that w f is in H() for every f in H(). The operator wC given by f w f is called a weighted composition operator on H(). In this paper we characterize such operators and those for which (wC )* is a composition operator. Compact weighted composition operators on some functional Hilbert spaces are also characterized. We give sufficient conditions for the compactness of such operators on weighted Dirichlet spaces.     

On the diameters of certain classes of analytic functions. II

In the spaces E_q(), q1, we consider the classes W^rE_p(), p1, consisting of analytic functions f(z) E_P() the integral moduli of continuity of whose r-th derivatives are majorized by a given nonnegative nondecreasing function .Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 8, pp. 1135–1138, August, 1992.     

On Ω-closed sets and Ωs-closed sets in topological spaces

Summary New classes of sets called -closed sets and s-closed sets are introduced and studied. Also, we introduce and study -continuous functions and s-continuous functions and prove pasting lemma for these functions. Moreover, we introduce classes of topological spaces -T_1/2 and -T_s.     

Perturbation of the poles of the scattering matrix under variation of the boundary condition

The behavior of the poles z_n(), n=1,2,... of the scattering matrix of the operatorl u=–u(x), x , (u/n)+(x)u|=0 as 0 is considered. It is proved that |z_n()–z_n|=0(^(1/2)qn), where q_n is the order of the pole of the scattering matrix for the operator ₀u=–u, u/=0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 117, pp. 183–191, 1981.     

Holomorphe Funktionen auf Gebieten über Banach-Räumen zu vorgegebenen Konvergenzradien

Given a function: ₊ on a domain spread over an infinite dimensional complex Banach space E with a Schauder basis such that -log is plurisubharmonic and d (d denotes the boundary distance on ) one can find a holomorphic function f: with _f, where _f is the radius of convergence of f. If, in addition, is locally Lipschitz continuous with constant 1, f can be chosen so that (3M)^–1 _f, where M is the basis constant of E. In the particular case of E= ₁ there are holomorphic functions f on with= _f.     

Embeddings of Lorentz—Marcinkiewicz spaces with mixed norms

X(Y) f -:X(Y)={fM(×): f_{X(Y)=f(x,.)YX<} . =(0, ), M (×) — , ×, X, Y, Z— . X(Y) Z(×).     

Behavior on the real line of entire functions represented by Dirichlet series

Conditions are found under which for an entire function f represented by a Dirichlet series with finite Ritt order on some sequence (x_k), 0 < x_k , as k one has ¦f(x_k)¦=M_t((1 + 0(1) x_k), M_f(x)=sup {¦ f (z) ¦:Re z x}.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 2, pp. 265–269, February, 1991.     

Vector Valued Differentiation Theorems for Multiparameter Additive Processes in Lp Spaces

Let X be a Banach space and (,,µ) be a -finite measure space. We consider a strongly continuous d-dimensional semigroup T={T(u):u=(u₁,..., u_d, u_i >0, 1 i d} of linear contractions on L_p((,,µ); X), with 1 p<. In this paper differentiation theorems are proved for d-dimensional bounded processes in L_p((,,µ); X) which are additive with respect to T. In the theorems below we assume that each T(u) possesses a contraction majorant P(u) defined on L_p((,,µ); R), that is, P(u) is a positive linear contraction on L_p((,,µ); R) such that T(u)f(w) P(u)f(·)() almost everywhere on for all f L_p((,,µ); X).     

On the integersn for which Ω(n)=k (II)

Let (n) be the number of prime divisors ofn, counted with multiplicity. We denote byS(x, k) the set of thenx for which (n)=k, and byV _p(n) the exponent of the primep in the factorization ofn. In a previous paper we proved a result which implies that, ify=x/2 ^k tends to infinity withk>2loglogx where >1, then the distribution of the numbers on the setS(x, k) converges to the normal distribution of Gauss. Here, besides a slight improvement of that result, we give, for the moment of orderq of the above mentioned distribution, a formula which holds uniformly for 2loglogxklog (x/3)/log2 where 1<<3/2.     

A decomposition for the exponential dispersion model generated by the invariant measure on the hyperboloid

For = ₀, ₁, ₂) andx=(x₀, x₁, x₂) in R³, define [,x] = ₀ x ₀ – ₁ x ₁ – ₂ x ₂,C = {x³:x ₀ > 0 and [x, x]>0},R(x)=([x, x]) ^1/2 forx inC andH ₁={xC: x₀>0,R(x)=1}. Define the measure onH ₁ such that if is inC and =R(), then exp (–[,x])(dx = ( exp )^–1. Therefore, is invariant under the action ofSO (1, 2), the connected component ofO(1, 2) containing the identity. We first prove that there exists a positive measure in ³ such that its Laplace transform is ( exp )^– if and only if >1. Finally, for 1 and inC, denotingP(,)(dx) = ( exp )^– exp (–[,x])(dx, we show that ifY ₀,...,Y _n aren+1 independent variables with densityP(,),j=0,...,n and ifS _k =X ₀ + ... +X _k andQ _k =R(S _k) –R(S _k–1) –R(Y _k),k=1,...,n, then then+1 statisticsD _n = [/,S _k ] –R _{k – 1} ),Q ₁,...,Q _n are independent random variables with the exponential () or gamma (1,1/) distribution.This research has been partially funded by NSERC Grant A8947.     

Cofibrations of algebras

Summary The chain complex of a twisted free product A_*t, FK, is chain homotopy equivalent to a differential graded algebra, which is identified to be a confibration of algebras as defined by Quillen. Under certain connectivity conditions we obtain a long exact sequence connecting the homologies of A, K, and A_*t FK. In particular we derive a long exact sequence connecting the homologies of Y, X and (Y U_g CX) (, C, are the loop, the cone and the suspension constructions respectively). A chain complex equivalent to the chain complex of the Milnor free group FX is recognized, from which results a theorem of Bott and Samelson that H(X) is freely generated as a graded algebra by H(X).     

Projections on Lp-spaces of polyanalytic functions

The fundamental result: for an arbitrary bounded, simply connected domain in , the subspace L_n,m ^p() of the space L^p(, ) ( is the plane Lebesgue measure, p 1), consisting of the (m, n)-analytic functions in , is complemented in LP(, ) (a function f is said to be (m, n)-analytic if (^m+n/¯Z^mZⁿ)f=0 in ). Consequently, by virtue of a theorem of J. Lindenstrauss and A. Pelczyski, the space L_n,m ^P() is linearly homeomorphic to lP. In particular, for m=n=1 we obtain that the space of all harmonic L^P-functions in is complemented in L^P(, ). This result has been known earlier only for smooth domains.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 190, pp. 15–33, 1991.     

Extremal feedback perturbations for families of closed operators

Let T- S, be a family of not necessarily bounded semi-Fredholm operators, where T and S are operators acting between Banach spaces X and Y, and where S is bounded with D(S) D(T). For compact sets , as well as for certain open sets , we investigate existence and minimal rank of bounded feedback perturbations of the form F=BE such that min.ind (T-S+F)=0 for all . Here B is a given operator from a linear space Z to Y and E is some operator from X to Z.We give a simple characterization of that situation, when such regularizing feedback perturbations exist and show that for compact sets the minimal rank never exceeds max { min.ind (T-S) }+1. Moreover, an example shows that the minimal rank, in fact, may increase from max {...} to max {...}+1, if the given B enforces a certain structure of the feedbachk perturbation F.However, the minimal rank is equal to max { min.ind (T-S) }, if is an open set such that min.ind (T-S) already vanishes for all but finitely many points . We illustrate this result by applying it to the stabilization of certain infinite-dimensional dynamical systems in Hilbert space.     

On the Growth of the Maximum of the Modulus of an Entire Function on a Sequence

Let M _f(r) and _f(r) be, respectively, the maximum of the modulus and the maximum term of an entire function f and let be a continuously differentiable function convex on (–, +) and such that x = o((x)) as x +. We establish that, in order that the equality be true for any entire function f, it is necessary and sufficient that ln (x) = o((x)) as x +.     

Coupling of viscous and inviscid Stokes equations via a domain decomposition method for finite elements

Summary A generalized Stokes problem is addressed in the framework of a domain decomposition method, in which the physical computational domain is partitioned into two subdomains ₁ and ₂.Three different situations are covered. In the former, the viscous terms are kept in both subdomains. Then we consider the case in which viscosity is dropped out everywhere in . Finally, a hybrid situation in which viscosity is dropped out only in ₁ is addressed. The latter is motivated by physical applications.In all cases, correct transmission conditions across the interface between ₁ and ₂ are devised, and an iterative procedure involving the successive resolution of two subproblems is proposed.The numerical discretization is based upon appropriate finite elements, and stability and convergence analysis is carried out.We also prove that the iteration-by-subdomain algorithms which are associated with the various domain decomposition approaches converge with a rate independent of the finite element mesh size.This work was partially supported by CIRA S.p.A. under the contract Coupling of Euler and Navier-Stokes equations in hypersonic flowsDeceased     

Spectral synthesis on a system of unbounded domains starlike in a common direction

, . . - ₁, ..., ₄, — ; =(₁,)×...×H(₄), — H(₁, ..., H(₄), r H(₁) — , ₁ ; D: HH- . , D. , ₁..., ₄ , (.. z₁ z+te^ia ₁ t>0), W H .     

Wave operators in a multistratified strip

One investigates the scattering theory for the positive self-adjoint operatorH=–· acting in with = × and a bounded open set in ^n–1,n2. The real-valued function belongs toL (), is bounded from below byc>0 and there exist real-valued functions ₁ and ₂ inL () such that – _j ,j=1,2 is a short range perturbation of _j when (–1) ^j x _n +. One assumes _j = ^(j) 1_R,j=1,2, with ^(j) L bounded from below byc>0. One proves the existence and completeness of the generalized wave operators _j ^± =s – _j e ^–itHj ,j=1,2, withH _j =–· _j and _j : equal to 1 if (–1) ^j x _n >0 and to 0 if (–1) ^j x _n <0. The ranges ofW _j ^± :=( _j ^± )^* are characterized so that W ₁ ^± =Ran and . The scattering operator can then be defined.