Fixed point theorem for generalized Φ -pseudocontractive mappings

Let E$E$ be a real Banach space, C$C$ be a nonempty closed convex subset of E$E$ and T:C→C$T:C\to C$ be a continuous generalized Φ$\Phi$-pseudocontractive mapping. It is proved that T$T$ has a unique fixed point in C$C$.     

Asymptotic results for the two-parameter Poisson–Dirichlet distribution

The two-parameter Poisson–Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and gamma subordinators with the two parameters, α$\alpha$ and θ$\theta$, corresponding to the stable component and the gamma component respectively. The moderate deviation principle is established for the distribution when θ$\theta$ approaches infinity, and the large deviation principle is established when both α$\alpha$ and θ$\theta$ approach zero.     

On the sum of two closed subspaces

If U,V$U,V$ are closed subspaces of a Fréchet space, then E$E$ is the direct sum of U$U$ and V$V$ if and only if E^′$E^{\prime }$ is the algebraic direct sum of the annihilators U^°$U^{°}$ and V^°$V^{°}$. We provide a simple proof of this (possibly well-known) result.     

Quandle cocycles from invariant theory

Let G$G$ be a group. Any G$G$-module M$M$ has an algebraic structure called a G$G$-family of Alexander quandles. Given a 2-cocycle of a cohomology associated with this G$G$-family, topological invariants of (handlebody) knots in the 3-sphere are defined. We develop a simple algorithm to algebraically construct n$n$-cocycles of this G$G$-family from G$G$-invariant group n$n$-cocycles of the abelian group M$M$. We present many examples of 2-cocycles of these G$G$-families using facts from (modular) invariant theory.     

On prime ideals and radicals of polynomial rings and graded rings

We extend some known results on radicals and prime ideals from polynomial rings and Laurent polynomial rings to Z$\mathbb{Z}$-graded rings, i.e, rings graded by the additive group of integers. The main of them concerns the Brown–McCoy radical G$G$ and the radical S$S$, which for a given ring A$A$ is defined as the intersection of prime ideals I$I$ of A$A$ such that A/I$A/I$ is a ring with a large center. The studies are related to some open problems on the radicals G$G$ and S$S$ of polynomial rings and situated in the context of Koethe’s problem.     

Some results on general quadratic reflected BSDEs driven by a continuous martingale

We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f$f$ of the driver has at most quadratic growth in the control variable Z$Z$, with a bounded terminal condition and a lower obstacle which is bounded above. We obtain the basic results in this setting: comparison and uniqueness, existence, stability. For the comparison theorem and the special comparison theorem for reflected BSDEs (which allows one to compare the increasing processes of two solutions), we give intrinsic proofs which do not rely on the comparison theorem for standard BSDEs. This allows to obtain the special comparison theorem under minimal assumptions. We obtain existence by using the fixed point theorem and then a series of perturbations, first in the case where f$f$ is Lipschitz in the primary variable Y$Y$, and then in the case where f$f$ can have slightly-superlinear growth and the case where f$f$ is monotonous in Y$Y$ with arbitrary growth. We also obtain a local Lipschitz estimate in BMO$BMO$ for the martingale part of the solution.     

Some decomposition results for a class of vacation queues

We analyze the MAP/PH/1 vacation system at arbitrary times using the matrix-analytic method, and obtain decomposition results for the R$R$ and G$G$ matrices. The decomposition results reduce the amount of computational effort needed to obtain these matrices. The results for the G$G$ matrix are extended to the BMAP/PH/1 system. We also show that in the case of the Geo/PH/1 and M/PH/1 systems with PH vacations both the G$G$ and R$R$ matrices can be obtained explicitly.     

Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition

A hidden Markov model (HMM) is said to have path-mergeable states   if for any two states i,j$i,j$ there exist a word w$w$ and state k$k$ such that it is possible to transition from both i$i$ and j$j$ to k$k$ while emitting w$w$. We show that for a finite HMM with path-mergeable states the block estimates of the entropy rate converge exponentially fast. We also show that the path-mergeability property is asymptotically typical in the space of HMM topologies and easily testable.     

A short proof of the Doob–Meyer theorem

Every submartingale S$S$ of class D$D$ has a unique Doob–Meyer decomposition S=M+A$S=M+A$, where M$M$ is a martingale and A$A$ is a predictable increasing process starting at 0.     

Second order backward stochastic differential equations under a monotonicity condition

In a recent paper, Soner, Touzi and Zhang (2012) [19] have introduced a notion of second order backward stochastic differential equations (2BSDEs), which are naturally linked to a class of fully non-linear PDEs. They proved existence and uniqueness for a generator which is uniformly Lipschitz in the variables y$y$ and z$z$. The aim of this paper is to extend these results to the case of a generator satisfying a monotonicity condition in y$y$. More precisely, we prove existence and uniqueness for 2BSDEs with a generator which is Lipschitz in z$z$ and uniformly continuous with linear growth in y$y$. Moreover, we emphasize throughout the paper the major difficulties and differences due to the 2BSDE framework.     

Conditional residual lifetimes of coherent systems

In this paper, we derive mixture representations for the reliability function of the conditional residual lifetime of a coherent system with n$n$ independent and identically distributed (i.i.d.) components under the condition that at least j$j$ and at most k−1$k-1$ (j<k$j<k$) components have failed by time t$t$. Based on these mixture representations, we then discuss stochastic comparisons of the conditional residual lifetimes of two coherent systems with independent and identical components.     

Oscillation of harmonic functions for subordinate Brownian motion and its applications

In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X$X$ in a bounded κ$\kappa$-fat open set; if u$u$ is a positive harmonic function with respect to X$X$ in a bounded κ$\kappa$-fat open set D$D$ and h$h$ is a positive harmonic function in D$D$ vanishing on D^c$D^c$, then the non-tangential limit of u/h$u/h$ exists almost everywhere with respect to the Martin-representing measure of h$h$.     

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

This paper considers the short- and long-memory linear processes with GARCH (1,1) noises. The functional limit distributions of the partial sum and the sample autocovariances are derived when the tail index α$\alpha$ is in (0,2)$(0,2)$, equal to 2, and in (2,∞)$(2,\infty )$, respectively. The partial sum weakly converges to a functional of α$\alpha$-stable process when α<2$\alpha <2$ and converges to a functional of Brownian motion when α≥2$\alpha \ge 2$. When the process is of short-memory and α<4$\alpha <4$, the autocovariances converge to functionals of α/2$\alpha /2$-stable processes; and if α≥4$\alpha \ge 4$, they converge to functionals of Brownian motions. In contrast, when the process is of long-memory, depending on α$\alpha$ and β$\beta$ (the parameter that characterizes the long-memory), the autocovariances converge to either (i) functionals of α/2$\alpha /2$-stable processes; (ii) Rosenblatt processes (indexed by β$\beta$, 1/2<β<3/4$1/2<\beta <3/4$); or (iii) functionals of Brownian motions. The rates of convergence in these limits depend on both the tail index α$\alpha$ and whether or not the linear process is short- or long-memory. Our weak convergence is established on the space of càdlàg functions on [0,1]$[0,1]$ with either (i) the _J1$J_1$ or the _M1$M_1$ topology (Skorokhod, 1956); or (ii) the weaker form S$S$ topology (Jakubowski, 1997). Some statistical applications are also discussed.     

Tournaments associated with multigraphs and a theorem of Hakimi

A tournament of order n$n$ is usually considered as an orientation of the complete graph _Kn$K_n$. In this note, we consider a more general definition of a tournament that we call aC$C$-tournament, where C$C$ is the adjacency matrix of a multigraph G$G$, and a C$C$-tournament is an orientation of G$G$. The score vector of a C$C$-tournament is the vector of outdegrees of its vertices. In 1965 Hakimi obtained necessary and sufficient conditions for the existence of a C$C$-tournament with a prescribed score vector R$R$ and gave an algorithm to construct such a C$C$-tournament which required, however, some backtracking. We give a simpler and more transparent proof of Hakimi’s theorem, and then provide a direct construction of such a C$C$-tournament which works even for weighted graphs.     

On words that are concise in residually finite groups

A group-word w$w$ is called concise if whenever the set of w$w$-values in a group G$G$ is finite it always follows that the verbal subgroup w(G)$w\left(G\right)$ is finite. More generally, a word w$w$ is said to be concise in a class of groups X$X$ if whenever the set of w$w$-values is finite for a group G∈X$G\in X$, it always follows that w(G)$w\left(G\right)$ is finite. P. Hall asked whether every word is concise. Due to Ivanov the answer to this problem is known to be negative. Dan Segal asked whether every word is concise in the class of residually finite groups. In this direction we prove that if w$w$ is a multilinear commutator and q$q$ is a prime-power, then the word w^q$w^q$ is indeed concise in the class of residually finite groups. Further, we show that in the case where w=_γk$w={\gamma }_k$ the word w^q$w^q$ is boundedly concise in the class of residually finite groups. It remains unknown whether the word w^q$w^q$ is actually concise in the class of all groups.     

Every point is critical

We show that, for any compact Alexandrov surface S$S$ (without boundary) and any point y$y$ in S$S$, there exists a point x$x$ in S$S$ for which y$y$ is a critical point. Moreover, we prove that uniqueness characterizes the surfaces homeomorphic to the sphere among smooth orientable surfaces.     

On the complexity of the bondage and reinforcement problems

Let G=(V,E)$G=(V,E)$ be a graph. A subset D⊆V$D\subseteq V$ is a dominating set if every vertex not in D$D$ is adjacent to a vertex in D$D$. A dominating set D$D$ is called a total dominating set if every vertex in D$D$ is adjacent to a vertex in D$D$. The domination (resp. total domination) number of G$G$ is the smallest cardinality of a dominating (resp. total dominating) set of G$G$. The bondage (resp. total bondage) number of a nonempty graph G$G$ is the smallest number of edges whose removal from G$G$ results in a graph with larger domination (resp. total domination) number of G$G$. The reinforcement (resp. total reinforcement) number of G$G$ is the smallest number of edges whose addition to G$G$ results in a graph with smaller domination (resp. total domination) number. This paper shows that the decision problems for the bondage, total bondage, reinforcement and total reinforcement numbers are all NP-hard.     

Modules satisfying the weak Nakayama property

Let R$R$ be a commutative ring with identity. We will say that an R$R$-module M$M$ satisfies the weak Nakayama property, if IM=M$IM=M$, where I$I$ is an ideal of R$R$, implies that for any x∈M$x\in M$ there exists a∈I$a\in I$ such that (a−1)x=0$(a-1)x=0$. In this paper, we will study modules satisfying the weak Nakayama property. It is proved that if R$R$ is a local ring, then R$R$ is a Max ring if and only if J(R)$J\left(R\right)$, the Jacobson radical of R$R$, is T$T$-nilpotent if and only if every R$R$-module satisfies the weak Nakayama property.