Riemann sums for stochastic integrals and L p moduli of continuity

Summary The Brownian stochastic integral for a deterministic function f can be approximated by Riemann sums . Here is a partion of [0,1], and f is obtained by replacing f by its mean value in each interval of . In an earlier paper [3], the author determined which Lipschitz conditions on f imply f db f db a.s. as becomes fine. This is now done for L ^p Lipschitz conditions. The results are stated in terms of Besov spaces. Nonanticipating are considered when p = l. Further, we determine on which L ^p Lipschitz spaces f db defines a bounded linear functional.     

Convergence of series of translations

For a mean zero norm one sequence (f _n )L ₂[0, 1], the sequence (f _n {nx+y}) is an orthonormal sequence inL ₂([0, 1]²); so if , then converges for a.e. (x, y)[0, 1]² and has a maximal function inL ₂([0, 1]²). But for a mean zerofL ₂[0, 1], it is harder to give necessary and sufficient conditions for theL ₂-norm convergence or a.e. convergence of . Ifc _n 0 and , then this series will not converge inL ₂-norm on a denseG subset of the mean zero functions inL ₂[0, 1]. Also, there are mean zerofL[0, 1] such that never converges and there is a mean zero continuous functionf with a.e. However, iff is mean zero and of bounded variation or in some Lip() with 1/2<1, and if |c _n | = 0(n ^–) for >1/2, then converges a.e. and unconditionally inL ₂[0, 1]. In addition, for any mean zerof of bounded variation, the series has its maximal function in allL _p[0, 1] with 1p<. Finally, if (f _n )L [0, 1] is a uniformly bounded mean zero sequence, then is a necessary and sufficient condition for to converge for a.e.y and a.e. (x _n )[0, 1]. Moreover, iffL [0, 1] is mean zero and , then for a.e. (x _n )[0, 1], converges for a.e.y and in allL _p [0, 1] with 1p<. Some of these theorems can be generalized simply to other compact groups besides [0, 1] under addition modulo one.     

A representation theorem for weak automorphisms of a universal algebra

Given a group G and a descending chainG ₀,G ₁,...,G _n, of normal subgroups ofG, we prove that there exists a universal algebra , such that the chain ...W_n( )...W₁( }) W₀( )W( ) is isomorphic to the chain ...G _n ...G ₁G ₀G, where W( ) is the group of weak automorphisms of , and W_n( ) is the group of weak automorphisms of that leaves alln-ary operations fixed.We also prove that there are an infinite number of non-isomorphic algebras that satisfy the above.These results are a generalization of those proved by J. Sichler, in the special case when G=G₀, and G₁=G₂=...=G_n=....Presented by J. Mycielski.This paper comprises part of the author's doctoral dissertation at the University of Notre Dame in 1983. The author wishes to express her deep gratitude to Professor Abraham Goetz for suggesting this problem, for being extremely generous with his time and experience, and for giving her his constant encouragement. The author also thanks the reviewer for his helpful comments.     

On the reductibility of the general existence problem for closed convex surfaces to Miranda's equation

It is proved that the solution of the general existence problem for closed convex surfaces with prescribed local propertiesf(R ₁ R ₂,R ₁+R ₂,n)=(n) can be obtained as the solution of Miranda's equationR ₁ R ₂+(f)+cn=((n),(n)) with right-hand side depending on the unknown surface under the hypothesis that the latter satisfies the closure condition , where is the unit sphere andd is its element of area.Translated from Ukrainskií Geometricheskií Sbornik, Issue 29, 1986, pp. 103–112.     

On Interpolation Sequences of One Class of Functions, Analytic in the Half-Plane

A new criterion of solvability of the interpolation problem f( _n )=b_n in the class of functions f, analytic in the right half-plane and such that there exists c ₁(0;+) such that |f(z)|c ₁exp((c₁|z|)) for all z , where is a positive increasing continuous differentiable function on [0;+), for which (t)+ as t+ and there exists c ₂(0;+) such that

Weighted inequalities for integral operators with some homogeneous kernels

In this paper we study integral operators of the form

The Milnor–Totaro Theorem for Space Polygons

If denotes the curvature and the torsion of a closed, generic, and oriented polygonal space curve X in , then we show that _X (² + ²) ds = _X ds + _X | | ds > 4 if is positive. We also show that _X (² + ²) ds 2n if no four consecutive vertices lie in a plane and X has linking number n with a straight line. These extend theorems of Milnor and Totaro.     

More on limit theorems for iterates of probability measures on semigroups and groups

Summary In this paper, we continue earlier works of one of the authors on vague convergence of the sequence _k,n= _k+1 *...* _n, where _n is a sequence of probability measures on semigroups or groups. Typical results in this paper are: Theorem. Let S be a locally compact noncompact second countable group such that being the support of a probability measure on S. Suppose there exists an open set V with compact closure such that x ^–1 Vx=V for every xS. Then for all compact sets K, sup{ ⁿ (Kx): xS0 as n. Theorem. Let S be an at most countable discrete group. Let _n be a sequence of probability measures on S. Then for all nonnegative integers k, the sequence _k,n converges vaguely to some probability measure if and only if there exists a finite subgroup G such that the series and for any proper subgroup G of G and any choice of elements g_n in S, the series . A sufficient condition for the vague convergence of the sequence _k,n to a probability measure is that (i) there exists a finite subgroup G such that and (ii) _n(e)>s>0 for all n, e being the identity.The author was supported by NSF grant MCS77-03639     

On the speed of convergence in the central limit theorem of log-likelihood ratio processes

Let , the parameter space, be an open subset ofR ^k ,k1. For each , let the r.v.'sX _n ,n=1, 2,... be defined on the probability space (X, P ) and take values in (S,S,L) whereS is a Borel subset of a Euclidean space andL is the -field of Borel subsets ofS. ForhR _k and a sequence of p.d. normalizing matrices _n = _n ^{k × k} (₀ set _n ^* = ^* = ₀ + _n h, where ₀ is the true value of , such that ^*, . Let _n (^*, _*)( be the log-likelihood ratio of the probability measure with respect to the probability measure , whereP _n is the restriction ofP over _n = (X ₁,X ₂,...,X _n . In this paper we, under a very general dependence setup obtain a rate of convergence of the normalized log-likelihood ratio statistic to Standard Normal Variable. Two examples are taken into account.     

On a property of the entire dirichlet series with decreasing coefficients

The classS ^* (A) of the entire Dirichlet series is studied, which is defined for a fixed sequence by the conditions 0 _n + and _n (1n⁺(1/a _n )) imposed on the parameters _n, where is a positive continuous function on (0, +) such that (x) + and x/(x) + asx + . In this class, the necessary and sufficient conditions are given for the relation (InM(,F))(In (,F)) to hold as +, where , and is a positive continuous function increasing to + on (0,+), forwhich ln (x) is a concave function and(lnx) is a slowly increasing function.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 6, pp. 843–853, June. 1993.     

Note on irregularities of distribution

Letf be a periodic function on with period 1, piecewise continuously differentiable, satisfying . For an arbitrary sequence = ( _i ) in [0,1) put and . If then _n (f,) >c· logn holds for some positive constantc (depending onf only) and almost alln. In a certain sense the converse is also true: there is a class of functionsf with such that _n (f,) =o (logn).Support has been received from Netherlands Organization for the Advancement of Pure Research (Z. W. O.).     

The Lattice of Interpretability Types of Cantor Varieties

For integers 1 m < n, a Cantor variety with m basic n-ary operations _i and n basic m-ary operations _k is a variety of algebras defined by identities _k(₁( ), ... , _m( )) = _k and i(₁( ), ... ,_n( )) = y _i, where = (x ₁., ... , x _n) and = (y ₁, ... , y _m). We prove that interpretability types of Cantor varieties form a distributive lattice, , which is dual to the direct product ₁ × ₂ of a lattice, ₁, of positive integers respecting the natural linear ordering and a lattice, ₂, of positive integers with divisibility. The lattice is an upper subsemilattice of the lattice of all interpretability types of varieties of algebras.     

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 +.     

A and the vanishing topology of discriminants

Summary Suppose thatf: ⁿ , 0 ^p , 0 is finitely -determined withnp. We define a Milnor fiber for the discriminant off; it is the discriminant of a stabilization off. We prove that this discriminant Milnor fiber has the homotopy type of a wedge of spheres of dimensionp–1, whose number we denote byµ (f). One of the main theorems of the paper is a = type result: if (n, p) is in the range of nice dimensions in the sense of Mather, then -codium,with equality iff is weighted homogeneous. Outside the nice dimensions we obtain analogous formulae with correction terms measuring the presence of unstable but topologically stable germs in the stabilization. These results are further extended to nonlinear sections of free divisors.Oblatum 15-VIII-1990Partially supported by a grant from the National Science Foundation and a Fullbright Fellowship     

On sequences of Fourier coefficients of functions of Hölder classes

The following theorem is proved. Let { _k(t)} be an arbitrary complete orthonormal system on [0, 1] and let 1/2<<1. Then anf(t) C exists for all< such that _k=1 · |c_k(f)|^p=, p=2/(l+2), where .Translated from Matematicheskie Zametki, Vol. 6, No. 5, pp. 567–572, November, 1969.The authors wish to thank P. P. Zabreiko and P. L. Ul'yanov for helpful discussions and remarks.     

A variant of an infinite-dimensional local limit theorem

Let _n be a sequence of independent, identically distributed random elements in a separable Banach space X, for which the CLTholds: the normalized sums (₁+...+_n)/n^1/2 converge weakly to the Gaussian random element . It is proved that, under certain conditions on the distribution of ₁ and on the measurable mappingf: X R¹, the distribution of the random variable converges in variation to the distribution of the variablef().Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 177, pp. 46–50, 1989.     

Some inequalities of the V. A. Markov type

Let B be a domain in the complex plane, let p_n(z) and P_n(z) be polynomials of degree n where the zeros of P_n(z) lie in , let(z) be a finite function,(z) 0, z . We consider the problem of estimating from above the functions L[p_n(z)]=(z)p_n(z) – wp_n(z), z , if ¦p_n(z)¦ ¦P_n(z)¦ for zB. Under some very general conditions on B, z, (z), and w we prove the inequality ¦L[p_n(z)]¦ ¦L[P_n(z)]¦.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 431–440, April, 1968.     

über Wurzeln und Logarithmen beschrÄnkter Ma\e

Ohne ZusammenfassungBezeichnungen und Symbole G lokalkompakte topologische Gruppe - M(G)/R(G)/P(G)/ regulÄre komplexe/reelle/positive Ma\e/ - Q(G)/W(G) Ma\e mit · l/Wahrscheinlichkeitsma\e - _x Punktma\: _x(f)=f(x) - v Faltung, — Bekanntlich bildet M(G) bezüglich der Faltung eine Banachalgebra; - Involution in M(G), , wobei — die Komplexkonjugierte bezeichnet - × diskreter Anteil eines Ma\es, - T _gm Faltungsoperator auf L ² (G) (bezüglich des linken Haarschen Ma\es), f.ü. - p(·)/q(·)/u(·) - exp(·.) Exponentialfunktion, exp - normal/unitÄr/symmetrisch/positiv definit bezeichnet man ein Ma\ , wenn der Faltungsoperator T diese Eigenschaft besitzt - invertierbar hei\t M(G), wenn ein vM(G) existiert, so da\ v = v= _e - _1/n n-te Wurzel von ₁ hei\t wenn( _1/n)ⁿ= ₁ - ₁ hei\t unendlich teilbar wenn zu jedem natürlichen n eine n-te Wurzel _1/n von existiert - N Menge der natürlichen Zahlen     

Summierbarkeit der geometrischen Reihe auf vorgeschriebenen Mengen

In this paper we are concerned with the summability of the geometric series by matrix methods. We prove the following theorem: Suppose M_o:={z:|z|<1}, M₁, M₂, is a collection of countably many Lebesgue measureable, disjoint sets. For k=1,2, let f_k be a prescribed function, analytic on . Then there exists a triangular matrix , such that the V-transform {_n(z)} of the geometric series has the following properties: {_n(z)} converges compactly to on M_o; for k=1,2, there are sets B_k, such that has Lebesgue-measure zero and _n(z)f_k(z) for zB_k; if there is a set B^*, such that B^*M^* has Lebesgue-measure zero and {_n(z)} diverges for zB^*.     

Adjoints of slant Toeplitz operators II

Let be the unit circle {z|z|=1} and _n c _n e ⁱⁿ be a bounded measurable function on . Theslant Toeplitz operator A onL ² ( ) is defined by A e _n ,e _m =c _2m–n for allm, n wheree _n (z)=z ⁿ , . In this paper, we continue the study initiated in [6] onA ^* , the adjoint ofA . Specifically, we will show that for a certain dense set of continuous functions on ,A ^* is similar to some constant multiple of either a shift, or a shift plus a rank one operator.