A note on certain square functions on product spaces

We study certain square functions on product spaces Rn × Rm, whose integral kernels are obtained from kernels which are homogeneous in each factor Rn and Rm and locally in L(log L) away from Rn × {0} and {0} × Rm by means of polynomial distortions in the radial variable. As a model case, we obtain that the Marcinkiewicz integral operator is bounded on Lp(Rn × Rm)(P > 1) for Ω∈ e Llog L(Sn-1 × Sm-1) satisfying the cancellation condition.     

Moore-Penrose Inverse of a Gram Matrix and Its Nonnegativity

Let M=[A  a] be a matrix of order m×n, where A∈ℝ ^m×(n−1) and a∈ℝ ^m is an m×1 vector. In this article, we derive a formula for the Moore-Penrose inverse of M ^* M and obtain sufficient conditions for its nonnegativity. The results presented here generalize the ones known earlier. The authors thank the anonymous referee for suggestions on an earlier version that have resulted in an improved presentation.     

Retracing the residual curve of a Lyapunov equation solver

Let A∈ℝ ^n×n and let B∈ℝ ^n×p and consider the Lyapunov matrix equation AX+XA ^T +BB ^T =0. If A+A ^T <0, then the extended Krylov subspace method (EKSM) can be used to compute a sequence of low rank approximations of X. In this paper we show how to construct a symmetric negative definite matrix A and a column vector B, for which the EKSM generates a predetermined residual curve.     

The nearness problems for symmetric centrosymmetric with a special submatrix constraint

We say that X=[x_ij]_i,j=1ⁿX=[x_{ij}]_{i,j=1}^n is symmetric centrosymmetric if x _ij  = x _ji and x _{n − j + 1,n − i + 1}, 1 ≤ i,j ≤ n. In this paper we present an efficient algorithm for minimizing ||AXA ^T  − B|| where ||·|| is the Frobenius norm, A ∈ ℝ ^m×n , B ∈ ℝ ^m×m and X ∈ ℝ ^n×n is symmetric centrosymmetric with a specified central submatrix [x _ij ] _{p ≤ i,j ≤ n − p} . Our algorithm produces a suitable X such that AXA ^T  = B in finitely many steps, if such an X exists. We show that the algorithm is stable any case, and we give results of numerical experiments that support this claim.     

Restricted Isometry Property of Matrices with?Independent Columns and Neighborly Polytopes by?Random Sampling

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors ±X ₁,…,±X _N ∈ℝ ⁿ , (N≥n). We introduce a class of random sampling matrices and show that they satisfy a restricted isometry property with overwhelming probability. In particular, we prove that matrices with i.i.d. centered and variance 1 entries that satisfy uniformly a subexponential tail inequality possess the restricted isometry property with overwhelming probability. We show that such “sensing” matrices are valid for the exact reconstruction process of m-sparse vectors via ℓ ₁ minimization with m≤Cn/log ²(cN/n). The class of sampling matrices we study includes the case of matrices with columns that are independent isotropic vectors with log-concave densities. We deduce that if K⊂ℝ ⁿ is a convex body and X ₁,…,X _N ∈K are i.i.d. random vectors uniformly distributed on K, then, with overwhelming probability, the symmetric convex hull of these points is an m-centrally-neighborly polytope with m∼n/log ²(cN/n).     

Tracking and invariance problems for some classes of discrete delay systems

Consider the system with perturbation g _k ∈ ℝ ⁿ and output z _k = Cx _k . Here, A _k ,A _k ^(s) ∈ ℝ ^{n × n} , B _k ⁽¹⁾ ∈ ℝ ^{n × p} , B _k ⁽²⁾ ∈ ℝ ^{n × m} , C ∈ ℝ ^{p × n} . We construct a special Lyapunov-Krasovskii functional in order to synthesize controls u _k ⁽¹⁾ and u _k ⁽²⁾ for which the following properties are satisfied:

Maximal plurisubharmonic functions and the polynomial hull of a completely circled fibration

LetX(-ϱB ^m ×C ⁿ be a compact set over the unit sphere ϱB ^m such that for eachz∈ϱB ^m the fiberX _z ={ω∈C ⁿ ;(z, ω)∈X} is the closure of a completely circled pseudoconvex domain inC ⁿ . The polynomial hull ofX is described in terms of the Perron-Bremermann function for the homogeneous defining function ofX. Moreover, for each point (z ₀,w ₀)∈Int there exists a smooth up to the boundary analytic discF:Δ→B ^m ×C ⁿ with the boundary inX such thatF(0)=(z ₀,w ₀). This work was supported in part by a grant from the Ministry of Science of the Republic of Slovenia.     

A nilpotent Roth theorem

Let T and S be invertible measure preserving transformations of a probability measure space (X, ℬ, μ). We prove that if the group generated by T and S is nilpotent, then exists in L ²-norm for any u, v∈L ^∞(X, ℬ, μ). We also show that for A∈ℬ with μ(A)>0 one has . By the way of contrast, we bring examples showing that if measure preserving transformations T, S generate a solvable group, then (i) the above limits do not have to exist; (ii) the double recurrence property fails, that is, for some A∈ℬ, μ(A)>0, one may have μ(A∩T _-n A∩S ^{- n} A)=0 for all n∈ℕ. Finally, we show that when T and S generate a nilpotent group of class ≤c, in L ²(X) for all u, v∈L ^∞(X) if and only if T×S is ergodic on X×X and the group generated by T ^-1 S, T ^-2 S ²,..., T ^-c S ^c acts ergodically on X. Oblatum 19-V-2000 & 5-VII-2001?Published online: 12 October 2001     

Consistency of a nonparametric conditional quantile estimator for random fields

Given a stationary multidimensional spatial process (Z _i = (X _i , Y _i ) ∈ ℝ ^d × ℝ, i ∈ ℤ ^N ), we investigate a kernel estimate of the spatial conditional quantile function of the response variable Y _i given the explicative variable X _i . Almost complete convergence and consistency in L ^2r norm (r ∈ ℕ*) of the kernel estimate are obtained when the sample considered is an α-mixing sequence.     

Surjective partial differential operators on real analytic functions defined on open convex sets

Let P(D) be a partial differential operator with constant coefficients which is surjective on the space A(Ω) of real analytic functions on a covex open set Ω⊂ℝ ⁿ . Let L(P _m ) denote the localizations at ∞ (in the sense of H?rmander) of the principal part P _m . Then Q(x+iτN)≠ 0 for (x,τ)∈ℝ ⁿ ×(ℝ\{ 0}) for any Q∈L(P _m ) if N is a normal to δΩ which is noncharacteristic for Q. Under additional assumptions this implies that P _m must be locally hyperbolic. Received: 24 January 2000     

Large-deviation probability and the local dimension of sets

Let X ₁ , X ₂ , ..., X_n be n independent identically distributed real random variables and S_n = Σ _n=1 ⁿ X_i. We obtain precise asymptotics forP (S_n ∈ nA) for rather arbitrary Borel sets A₁ in terms of the density of the dominating points in A. Our result extends classical theorems in the field of large deviations for independent samples. We also obtain asymptotics forP (S_n ∈ γ_nA), with γ_n/n → ∞. Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part I.     

Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution

Let X= A ^1/2 G be a scale mixture of a multivariate normal distribution with X, G ⁿ , Gis a multivariate normal vector, and A is a positive random variable independent of the multivariate random vector G. This study presents asymptotic results of the conditional variance-covariance, Cov(X ₂|X ₁), X ₁ ^m , m < n, under some moment expressions. A new representation form is also presented for conditional expectation of the scale variable on the random vector X ₁ ^m , m < n. Both the asymptotic expression and the representation are manageable and in computable form. Finally, an example is presented to illustrate how the computations are carried out.     

Quadratically normal and congruence-normal matrices

A matrix A ∈ C ^n×n is unitarily quasidiagonalizable if A can be brought by a unitary similarity transformation to a block diagonal form with 1 × 1 and 2 × 2 diagonal blocks. In particular, the square roots of normal matrices, i.e., the so-called quadratically normal matrices are unitarily quasidiagonalizable. A matrix A ∈ C ^n×n is congruence-normal if B = A[`(A)] B = A\overline A is a conventional normal matrix. We show that every congruence-normal matrix A can be brought by a unitary congruence transformation to a block diagonal form with 1 × 1 and 2 × 2 diagonal blocks. Our proof emphasizes andexploitsalikenessbetween theequations X <sup>2</sup> = B and X[`(X)] = B X\overline X = B for a normal matrix B. Bibliography: 13 titles.     

On the stability of solutions to quadratic programming problems

We consider the parametric programming problem (Q _p ) of minimizing the quadratic function f(x,p):=x ^T Ax+b ^T x subject to the constraint Cx≤d, where x∈ℝ ⁿ , A∈ℝ ^n×n , b∈ℝ ⁿ , C∈ℝ ^m×n , d∈ℝ ^m , and p:=(A,b,C,d) is the parameter. Here, the matrix A is not assumed to be positive semidefinite. The set of the global minimizers and the set of the local minimizers to (Q _p ) are denoted by M(p) and M ^loc (p), respectively. It is proved that if the point-to-set mapping M ^loc (·) is lower semicontinuous at p then M ^loc (p) is a nonempty set which consists of at most ? _m,n points, where ? _m,n = is the maximal cardinality of the antichains of distinct subsets of {1,2,...,m} which have at most n elements. It is proved also that the lower semicontinuity of M(·) at p implies that M(p) is a singleton. Under some regularity assumption, these necessary conditions become the sufficient ones. Received: November 5, 1997 / Accepted: September 12, 2000?Published online November 17, 2000     

Hausdorff measures of different dimensions are not Borel isomorphic

We show that Hausdorff measures of different dimensions are not Borel isomorphic; that is, the measure spaces (ℝ, B, H ^s ) and (ℝ, B, H ^t ) are not isomorphic if s ≠ t, s, t ∈ [0, 1], where B is the σ-algebra of Borel subsets of ℝ and H ^d is the d-dimensional Hausdorff measure. This answers a question of B. Weiss and D. Preiss. To prove our result, we apply a random construction and show that for every Borel function ƒ: ℝ → ℝ and for every d ∈ [0, 1] there exists a compact set C of Hausdorff dimension d such that ƒ(C) has Hausdorff dimension ≤ d. We also prove this statement in a more general form: If A ⊂ ℝⁿ is Borel and ƒ: A → ℝ^m is Borel measurable, then for every d ∈ [0, 1] there exists a Borel set B ⊂ A such that dim B = d·dim A and dim ƒ(B) ≤ d·dim ƒ (A). Partially supported by the Hungarian Scientific Research Fund grant no. T 49786.     

The relation of Banach-Alaoglu theorem and Banach-Bourbaki-Kakutani-Šmulian theorem in complete random normed modules to stratification structure

Let (Ω,A,μ) be a probability space, K the scalar field R of real numbers or C of complex numbers,and (S,X) a random normed space over K with base (ω,A,μ). Denote the support of (S,X) by E, namely E is the essential supremum of the set {A ∈ A: there exists an element p in S such that X _p (ω) > 0 for almost all ω in A}. In this paper, Banach-Alaoglu theorem in a random normed space is first established as follows: The random closed unit ball S ^*(1) = {f ∈ S ^*: X ^* _f ⩽ 1} of the random conjugate space (S ^*,X ^*) of (S,X) is compact under the random weak star topology on (S ^*,X ^*) iff E∩A=: {E∩A | A ∈ A} is essentially purely μ-atomic (namely, there exists a disjoint family {A _n : n ∈ N} of at most countably many μ-atoms from E ∩ A such that E = ∪ _n=1^∞ A _n and for each element F in E ∩ A, there is an H in the σ-algebra generated by {A _n : n ∈ N} satisfying μ(FΔH) = 0), whose proof forces us to provide a key topological skill, and thus is much more involved than the corresponding classical case. Further, Banach-Bourbaki-Kakutani-Šmulian (briefly, BBKS) theorem in a complete random normed module is established as follows: If (S,X) is a complete random normed module, then the random closed unit ball S(1) = {p ∈ S: X _p ⩽ 1} of (S,X) is compact under the random weak topology on (S,X) iff both (S,X) is random reflexive and E ∩ A is essentially purely μ-atomic. Our recent work shows that the famous classical James theorem still holds for an arbitrary complete random normed module, namely a complete random normed module is random reflexive iff the random norm of an arbitrary almost surely bounded random linear functional on it is attainable on its random closed unit ball, but this paper shows that the classical Banach-Alaoglu theorem and BBKS theorem do not hold universally for complete random normed modules unless they possess extremely simple stratification structure, namely their supports are essentially purely μ-atomic. Combining the James theorem and BBKS theorem in complete random normed modules leads directly to an interesting phenomenum: there exist many famous classical propositions that are mutually equivalent in the case of Banach spaces, some of which remain to be mutually equivalent in the context of arbitrary complete random normed modules, whereas the other of which are no longer equivalent to another in the context of arbitrary complete random normed modules unless the random normed modules in question possess extremely simple stratification structure. Such a phenomenum is, for the first time, discovered in the course of the development of random metric theory.     

Extension of Floquet''''s theory to nonlinear quasiperiodic differential equations

In this paper, we consider the following autonomous system of differential equations: x = Ax f(x,θ), θ = ω, where θ∈Rm, ω = (ω1,…,ωm) ∈ Rm, x ∈ Rn, A ∈ Rn×n is a constant matrix and is hyperbolic, f is a C∞ function in both variables and 2π-periodic in each component of the vector e which satisfies f = O(||x||2) as x → 0. We study the normal form of this system and prove that under some proper conditions this system can be transformed to an autonomous system: x = Ax g(x), θ = ω. Additionally, the proof of this paper naturally implies the extension of Chen's theory in the quasi-periodic case.     

On a singular integral on product spaces

We show that if K(x,y)=Ω(x,y)/|x|ⁿ|y|^m is a Calder n-Zygmund kerned on Rⁿ×R^m, where Ω∈L²(Sⁿ⁻¹×S^m−1) and b(x,y) is any bounded function which is radial with x∈Rⁿ and y∈R^m respectively, then b(x,y)K(x,y) is the kernel of a convolution operator which is bounded on L^p(Rⁿ×R^m) for 1<p<∞ and n≧2, m≧2. Project supported by NSFC     

{0, 1/2}-Chvátal-Gomory cuts

Given the integer polyhedronP _t := conv{x ∈ℤ ⁿ :Ax⩽b}, whereA ∈ℤ ^{m × n} andb ∈ℤ ^m , aChvátal-Gomory (CG)cut is a valid inequality forP ₁ of the type λτAx⩽⌊λτb⌋ for some λ∈ℝ ₊ ^m such that λτA∈ℤ ⁿ . In this paper we study {0, 1/2}-CG cuts, arising for λ∈{0, 1/2} ^m . We show that the associated separation problem, {0, 1/2}-SEP, is equivalent to finding a minimum-weight member of a binary clutter. This implies that {0, 1/2}-SEP is NP-complete in the general case, but polynomially solvable whenA is related to the edge-path incidence matrix of a tree. We show that {0, 1/2}-SEP can be solved in polynomial time for a convenient relaxation of the systemAx<-b. This leads to an efficient separation algorithm for a subclass of {0, 1/2}-CG cuts, which often contains wide families of strong inequalities forP ₁. Applications to the clique partitioning, asymmetric traveling salesman, plant location, acyclic subgraph and linear ordering polytopes are briefly discussed.     

Boundedness of Marcinkiewicz integrals and their commutators in H1 (?n × ?m)

The authors establish the boundedness of Marcinkiewicz integrals from the Hardy space H ¹ (ℝ ⁿ × ℝ ^m ) to the Lebesgue space L ¹(ℝ ⁿ × ℝ ^m ) and their commutators with Lipschitz functions from the Hardy space H ¹ (ℝ ⁿ × ℝ ^m ) to the Lebesgue space L ^q (ℝ ⁿ × ℝ ^m ) for some q > 1.