Spaces betweenX and its Freudenthal compactification

Let X indicate the Freudenthal compactification of a rimcompact, completely regular Hausdorff spaceX. In this paper the spacesY which satisfyXYX are characterized. From this a characterization of whenX lies between its locally compact partL(X) and (L(X)) follows. Such spaces necessarily possess a compactification X for whichCl _X (X–X) is 0-dimensional. Conditions, including those internal toX, are provided which are necessary and sufficient for this property to hold.This research was partially supported by a grant from Moorhead State University.     

An algorithm for nondifferentiable optimization

In this paper, we give an implementable algorithm for minimizing a locally Lipschitz function without constraints, and prove the global convergence under the -acute angle condition.     

On the Uniform Summability of Multiple Walsh-Fourier Series

In this paper we prove that if f C (0, 1 ^N ) and the function f is of bounded partial variation, then the N-dimensional Walsh-Fourier series of the function f is uniformly (C,–) summable (₁ +...+ _N < 1, _i > 0, i = 1,...,N) in the sense of Pringsheim. If ₁ +...+ _N = 1, _i > 0, i = 1,2,...,N, then there exists a continuous function f ₀ of bounded partial variation on [0, 1] ^N such that the Cesàro (C,–) means _m ^– (f₀,Õ) of the N-dimensional Walsh-Fourier series of f ₀ diverge over cubes.     

Approximating derivations on ideals ofC *-algebras

For each^*-derivation of a separableC ^*-algebraA and each >0 there is an essential idealI ofA and a self-adjoint multiplierx ofI such that (–ad(ix))|I< and x.     

On convex multipliers of convergence of some classes of bivariate fourier series

- ()N²,L _F ( ) — , 2- , {s _m() f} -L. — . (L _F( ),L _F( ) ={(k)} (kZ²) , fL_F( ) f , , L _F( ). - ={()} ={()} , n(())m()n(()+()) . R() , .. - . , . (L _F ( ),L _F ( )) , R(,)=O(1) (x).

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The author wishes to express his gratitude to S. A.Teljakovski for setting the problem and for his attention to this paper.     

On a class of orthogonal series

, [0, 1], (n+1) n-. . [2]. — (. 5.4 5.6). . 6.4 2 [5]. , [4]. , , [6] [7]. [1].     

Exact estimates for partially monotone approximation

f(x) — , - [–1,1], (f, ) — , as— f, . . (- ) (x _i,x _{i+ 1}) (i=0, 1, ...,s–1; =–1,x _s,=1), f(x) . , n=0,1,... _n() , [– 1,1] signf(x) sign _n(x) 0, ¦f(x)– _n(x)¦ C(s) (f, 1/n+1, C(s) s. , - , « » .     

О сходимости метода совпадения

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Multi-Faithful Spanning Trees of Infinite Graphs

For an end and a tree T of a graph G we denote respectively by m() and m _T () the maximum numbers of pairwise disjoint rays of G and T belonging to , and we define tm() := min{m _T(): T is a spanning tree of G}. In this paper we give partial answers — affirmative and negative ones — to the general problem of determining if, for a function f mapping every end of G to a cardinal f() such that tm() f() m(), there exists a spanning tree T of G such that m _T () = f() for every end of G.     

Brownian Motion in a Hilbert Space with a Semipermeable Membrane on a Hyperplane

In a separable Hilbert space, we construct a continuous Markov process whose behavior coincides everywhere, except for a hyperplane S orthogonal to a given unit vector , with the behavior of a homogeneous Gaussian process with a given correlation operator tB, where B is a nonsingular nuclear operator. As the process hits the hyperplane, it receives an impulse infinite in modulus in the direction A such that |(A, )| (B, ).We obtain a stochastic differential equation whose solutions are trajectories of the process constructed.     

НАИЛУЧШЕЕ ПРИБЛИЖЕ НИЕ УГЛОМ И ПРИБЛИЖЕНИЕ УГЛОМ ИЗ СИНГУЛЯРНЫХ ИНТЕГРАЛОВ ФУНКЦИЙf∈L p (R n ),2<P<∞

. .     

Taut Distance-Regular Graphs of Odd Diameter

Let denote a bipartite distance-regular graph with diameter D 4, valency k 3, and distinct eigenvalues ₀ > ₁ > ··· > _D. Let M denote the Bose-Mesner algebra of . For 0 i D, let E _i denote the primitive idempotent of M associated with _i . We refer to E ₀ and E _D as the trivial idempotents of M. Let E, F denote primitive idempotents of M. We say the pair E, F is taut whenever (i) E, F are nontrivial, and (ii) the entry-wise product E F is a linear combination of two distinct primitive idempotents of M. We show the pair E, F is taut if and only if there exist real scalars , such that _{i + 1 i + 1} – _{i – 1 i – 1} = _i ( _{i + 1} – _{i – 1}) + _i ( _{i + 1} – _{i – 1}) + (1 i D – 1)where ₀, ₁, ..., _D and ₀, ₁, ..., _D denote the cosine sequences of E, F, respectively. We define to be taut whenever has at least one taut pair of primitive idempotents but is not 2-homogeneous in the sense of Nomura and Curtin. Assume is taut and D is odd, and assume the pair E, F is taut. We show

Consistency of a λ-theory withn-tuples and easy term

We give here a model-theoretical solution to the problem, raised by J.L: Krivine, of the consistency of +U(G)+=t, wheret is an arbitrary -term,G an arbitrary finite group of order, sayn, andU(G) the theory which expresses the existence of a surjectiven-tuple notion, such that each element ofG behaves simultaneously as a permutation of the components of then-tuple and as an automorphism of the model. This provides in particular a semantic proof of the -easiness of the -term .     

Mittelwert der Eulerschen φ-Funktion und des Quadrates der Dirichletschen Teilerfunktion in algebraischen Zahlkörpern

LetK be an algebraic number field, and for every integer K let () andd(), respectively, denote the number of relatively prime residue classes and the number of divisors of the principal ideal (). Asymptotic equalities are proved for the sums () and d ²(), where runs through certain finite sets of integers ofK.     

More projective geometry associated with unramified double covers of curves of genus four

Sunto Sia : YY un rivestimento doppio non diramato di una curva di genere quattro definita su C e a moduli generali. Sia il punto di 2-divisione associate a . In questa nota si studia il sistema 2 delle quardriche di contatto al modello canonico di Y, associato al dato rivestimento.e si esplicita una biezione tra l'insieme delle theta-caratteristiche dispari di Y che diffeiscono per e l'insieme dell theta caratteristiche dispari dell curve di genere tre la cui Jacobiana e isomorfa (come v.a.p.p.) alla varieta di Prym P(f Y Y)     

On the two-gap elliptic potentials

The-parametrized family of two-gap elliptic potentials is constructed so that (i) 0<<1, (ii) for rational values of such potentials are elliptic (i.e., double-periodic), (iii) within the limit0 this family degenerates to the soliton potential, (iv) within the limit1 this family degenerates to the one-gap Lamé potential.Dedicated to the memory of J.-L. Verdier     

On contiguity of probability measures corresponding to semimartingales

, (ⁿ), - (P ⁿ ), P ⁿ (A ⁿ )>0P ⁿ (A ⁿ )0,n. [15] - , . , P ⁿ P ⁿ T ⁿ T ⁿ .     

A Proof of the Jungnickel-Tonchev Conjecture on Quasi-Multiple Quasi-Symmetric Designs

A proof of the following conjecture of Jungnickel and Tonchev on quasi-multiple quasi-symmetric designs is given: Let D be a design whose parameter set (v,b,r,k,) equals (v,sv,sk,k, s) for some positive integer s and for some integers v,k, that satisfy (v-1) = k(k-1) (that is, these integers satisfy the parametric feasibility conditions for a symmetric (v,k,)-design). Further assume that D is a quasi-symmetric design, that is D has at most two block intersection numbers. If (k, (s-1)) = 1, then the only way D can be constructed is by taking multiple copies of a symmetric (v,k, )-design.     

Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations

Summary In this paper we establish a large deviations principle for the invariant measure of the non-Gaussian stochastic partial differential equation (SPDE) _t v =v +f(x,v )+(x,v ) . Here is a strongly-elliptic second-order operator with constant coefficients, h:=DH _xx-h, and the space variablex takes values on the unit circleS ¹. The functionsf and are of sufficient regularity to ensure existence and uniqueness of a solution of the stochastic PDE, and in particular we require that 0<mM wherem andM are some finite positive constants. The perturbationW is a Brownian sheet. It is well-known that under some simple assumptions, the solutionv ² is aC ^k (S ¹)-valued Markov process for each 0<1/2, whereC (S ¹) is the Banach space of real-valued continuous functions onS ¹ which are Hölder-continuous of exponent . We prove, under some further natural assumptions onf and which imply that the zero element ofC (S ¹) is a globally exponentially stable critical point of the unperturbed equation _t ⁰ = ⁰ +f(x,⁰), that has a unique stationary distributionv ^K, on (C (S ¹), (C ^K (S ¹))) when the perturbation parameter is small enough. Some further calculations show that as tends to zero,v ^K, tends tov ^K,0, the point mass centered on the zero element ofC (S ¹). The main goal of this paper is to show that in factv ^K, is governed by a large deviations principle (LDP). Our starting point in establishing the LDP forv ^K, is the LDP for the process , which has been shown in an earlier paper. Our methods of deriving the LDP forv ^K, based on the LDP for are slightly non-standard compared to the corresponding proofs for finite-dimensional stochastic differential equations, since the state spaceC (S ¹) is inherently infinite-dimensional.This work was performed while the author was with the Department of Mathematics, University of Maryland, College Park, MD 20742, USA     

Limit theorems for multitype continuous time Markov branching processes

Summary Let X(t)=(X ₁ (t), X ₂ (t), , X _t (t)) be a k-type (2k<) continuous time, supercritical, nonsingular, positively regular Markov branching process. Let M(t)=((m _ij (t))) be the mean matrix where m _ij (t)=E(X _j (t)¦X _r (0)= _ir for r=1, 2, , k) and write M(t)=exp(At). Let be an eigenvector of A corresponding to an eigenvalue . Assuming second moments this paper studies the limit behavior as t of the stochastic process . It is shown that i) if 2 Re >₁, then · X(t)e{–t¦ converges a.s. and in mean square to a random variable. ii) if 2 Re ₁ then [ · X(t)] f(v · X(t)) converges in law to a normal distribution where f(x)=(x) ^–1 if 2 Re <₁ and f(x)=(x log x)^–1 if 2 Re =₁, ₁ the largest real eigenvalue of A and v the corresponding right eigenvector.Research supported in part under contracts N0014-67-A-0112-0015 and NIH USPHS 10452 at Stanford University.