Some properties of the range of super-Brownian motion

We consider a super-Brownian motion X. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the ɛ-neighborhood for the range of the Brownian snake, and as a consequence we derive the analogous result for the range of super-Brownian motion and for the support of the integrated super-Brownian excursion. Then we prove the support of X _t is capacity-equivalent to [0, 1]² in ℝ^d, d≥ 3, and the range of X, as well as the support of the integrated super-Brownian excursion are capacity-equivalent to [0, 1]⁴ in ℝ^d, d≥ 5. Received: 7 April 1998 / Revised version: 2 October 1998     

On the chromatic number of random geometric graphs

Given independent random points X ₁,...,X _n ∈ℝ ^d with common probability distribution ν, and a positive distance r=r(n)>0, we construct a random geometric graph G _n with vertex set {1,..., n} where distinct i and j are adjacent when ‖X _i −X _j ‖≤r. Here ‖·‖ may be any norm on ℝ ^d , and ν may be any probability distribution on ℝ ^d with a bounded density function. We consider the chromatic number χ(G _n ) of G _n and its relation to the clique number ω(G _n ) as n→∞. Both McDiarmid [11] and Penrose [15] considered the range of r when $r \ll \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}$r \ll \left( {\tfrac{{\ln n}} {n}} \right)^{1/d} and the range when $r \gg \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}$r \gg \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}, and their results showed a dramatic difference between these two cases. Here we sharpen and extend the earlier results, and in particular we consider the ‘phase change’ range when $r \sim \left( {\tfrac{{t\ln n}} {n}} \right)^{1/d}$r \sim \left( {\tfrac{{t\ln n}} {n}} \right)^{1/d} with t>0 a fixed constant. Both [11] and [15] asked for the behaviour of the chromatic number in this range. We determine constants c(t) such that $\tfrac{{\chi (G_n )}} {{nr^d }} \to c(t)$\tfrac{{\chi (G_n )}} {{nr^d }} \to c(t) almost surely. Further, we find a “sharp threshold” (except for less interesting choices of the norm when the unit ball tiles d-space): there is a constant t ₀>0 such that if t≤t ₀ then $\tfrac{{\chi (G_n )}} {{\omega (G_n )}}$\tfrac{{\chi (G_n )}} {{\omega (G_n )}} tends to 1 almost surely, but if t>t ₀ then $\tfrac{{\chi (G_n )}} {{\omega (G_n )}}$\tfrac{{\chi (G_n )}} {{\omega (G_n )}} tends to a limit >1 almost surely.     

Positive definite functions and stable random vectors

We say that a random vector X = (X ₁, …, X _n ) in ℝ ⁿ is an n-dimensional version of a random variable Y if, for any a ∈ ℝ ⁿ , the random variables Σa _i X _i and γ(a)Y are identically distributed, where γ: ℝ ⁿ → [0,∞) is called the standard of X. An old problem is to characterize those functions γ that can appear as the standard of an n-dimensional version. In this paper, we prove the conjecture of Lisitsky that every standard must be the norm of a space that embeds in L ₀. This result is almost optimal, as the norm of any finite-dimensional subspace of L _p with p ∈ (0, 2] is the standard of an n-dimensional version (p-stable random vector) by the classical result of P. Lèvy. An equivalent formulation is that if a function of the form f(‖ · ‖ _K ) is positive definite on ℝ ⁿ , where K is an origin symmetric star body in ℝ ⁿ and f: ℝ → ℝ is an even continuous function, then either the space (ℝ ⁿ , ‖·‖ _K ) embeds in L ₀ or f is a constant function. Combined with known facts about embedding in L ₀, this result leads to several generalizations of the solution of Schoenberg’s problem on positive definite functions.     

Asymptotic relation for the density of a multidimensional random evolution with rare poisson switchings

A symmetric random evolution X(t) = (X ₁ (t), …, X _m (t)) controlled by a homogeneous Poisson process with parameter λ > 0 is considered in the Euclidean space ℝ ^m , m ≥ 2. We obtain an asymptotic relation for the transition density p(x, t), t > 0, of the process X(t) as λ → 0 and describe the behavior of p(x, t) near the boundary of the diffusion domain in spaces of different dimensions. Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 12, pp. 1631 – 1641, December, 2008.     

Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

Consider a non-symmetric generalized diffusion X(⋅) in ℝ ^d determined by the differential operator $A(\mbox{\boldmath{$A(\mbox{\boldmath{. In this paper the diffusion process is approximated by Markov jump processes X _n (⋅), in homogeneous and isotropic grids G _n ⊂ℝ ^d , which converge in distribution in the Skorokhod space D([0,∞),ℝ ^d ) to the diffusion X(⋅). The generators of X _n (⋅) are constructed explicitly. Due to the homogeneity and isotropy of grids, the proposed method for d≥3 can be applied to processes for which the diffusion tensor $\{a_{ij}(\mbox{\boldmath{$\{a_{ij}(\mbox{\boldmath{ fulfills an additional condition. The proposed construction offers a simple method for simulation of sample paths of non-symmetric generalized diffusion. Simulations are carried out in terms of jump processes X _n (⋅). For piece-wise constant functions a _ij on ℝ ^d and piece-wise continuous functions a _ij on ℝ² the construction and principal algorithm are described enabling an easy implementation into a computer code.     

Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces

Let （X, Xn; n ≥1） be a sequence of i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with covariance operator ∑. Set Sn = X1 ＋ X2 ＋ ... ＋ Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2（b＋1） ∞ ∑n=1 （logn）^b/n^3/2 E{｜｜Sn｜｜-σε√nlogn}=σ^-2（b＋1）/（2b＋3）（b＋1） B｜｜Y｜^2b＋3
holds if EX=0,and E｜｜X｜｜^2（log｜｜x｜｜）^3bv（b＋4）〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑.     

Absolute continuities of exit measures for superdiffusions

Suppose X= X_t, X_T, P_μis a superdiffusion in ℝ^d with general branching mechanism ψ and general branching rate functionA. We discuss conditions onA to guarantee that the exit measure X_TL of the superdiffusionX from bounded smooth domains in ℝ^d have absolutely continuous states.     

Two-point concentration in random geometric graphs

A random geometric graph G _n is constructed by taking vertices X ₁,…,X _n ∈ℝ ^d at random (i.i.d. according to some probability distribution ν with a bounded density function) and including an edge between X _i and X _j if ‖X _i -X _j ‖ < r where r = r(n) > 0. We prove a conjecture of Penrose ([14]) stating that when r=r(n) is chosen such that nr ^d = o(lnn) then the probability distribution of the clique number ω(G _n ) becomes concentrated on two consecutive integers and we show that the same holds for a number of other graph parameters including the chromatic number χ(G _n ). The author was partially supported by EPSRC, the Department of Statistics, Bekkerla-Bastide fonds, Dr. Hendrik Muller’s Vaderlandsch fonds, and Prins Bernhard Cultuurfonds.     

A Functional LIL for <Emphasis Type="Italic">d</Emphasis>-Dimensional Stable Processes; Invariance for Lévy- and Other Weakly Convergent Processes

We establish a functional LIL for the maximal process M(t) :=sup _0≤s≤t ‖X(s)‖ of an ℝ ^d -valued α-stable Lévy process X, provided X(1) has density bounded away from zero over some neighborhood of the origin. We also provide a broad invariance result governing a class independent-increment processes related to the domain of attraction of X(1). This breadth is particularly notable for two types of processes captured: First, it not only describes any partial sum process built from iid summands in the domain of normal attraction of X(1), but also addresses those with arbitrary iid summands in the full domain of attraction (here we give a technical condition necessary and sufficient for the partial sum process to share the exact LIL we prove for X). Second, it reveals that any Lévy process L such that L(1) satisfies the technical condition just mentioned will also share the LIL of X. Supported in part by NSF Grant DMS 02-05034.     

On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

Lower bounds for weak epsilon-nets and stair-convexity

A set N ⊂ ℝ ^d is called a weak ɛ-net (with respect to convex sets) for a finite X ⊂ ℝ ^d if N intersects every convex set C with |X ∩ C| ≥ ɛ|X|. For every fixed d ≥ 2 and every r ≥ 1 we construct sets X ⊂ ℝ ^d for which every weak 1/r -net has at least Ω(r log ^d−1 r) points; this is the first superlinear lower bound for weak ɛ-nets in a fixed dimension.     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

Discrepancy Estimates on the Sphere

 For measures on the unit sphere in ℝ ^d , d≥3, we derive discrepancy estimates in terms of the quality of corresponding quadrature formulas and in terms of bounds for potential differences.     

On antipodal Euclidean tight (2e + 1)-designs

Neumaier and Seidel (1988) generalized the concept of spherical designs and defined Euclidean designs in ℝ ⁿ . For an integer t, a finite subset X of ℝ ⁿ given together with a weight function w is a Euclidean t-design if holds for any polynomial f(x) of deg(f)≤ t, where {S _i , 1≤ i ≤ p} is the set of all the concentric spheres centered at the origin that intersect with X, X _i = X∩ S _i , and w:X→ ℝ_{> 0}. (The case of X⊂ S ⁿ⁻¹ with w≡ 1 on X corresponds to a spherical t-design.) In this paper we study antipodal Euclidean (2e+1)-designs. We give some new examples of antipodal Euclidean tight 5-designs. We also give the classification of all antipodal Euclidean tight 3-designs, the classification of antipodal Euclidean tight 5-designs supported by 2 concentric spheres.     

Difference estimates for continuous and discrete operator semigroups

For suitable bounded operator semigroups (e ^tA ) _t≥0 in a Banach space, we characterize the estimate ‖Ae ^tA ‖≤c/F(t) for large t, where F is a function satisfying a sublinear growth condition. The characterizations are by holomorphy estimates on the semigroup, and by estimates on powers of the resolvent. We give similar characterizations of the difference estimate ‖T ⁿ −T ⁿ⁺¹‖≤c/F(n) for a power-bounded linear operator T, when F(n) grows faster than n ^1/2 for large n.     

Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces

Summary.   Let X,X ₁,X ₂,… be a sequence of i.i.d. random vectors taking values in a d-dimensional real linear space ℝ ^d . Assume that E X=0 and that X is not concentrated in a proper subspace of ℝ ^d . Let G denote a mean zero Gaussian random vector with the same covariance operator as that of X. We investigate the distributions of non-degenerate quadratic forms ℚ[S _N ] of the normalized sums S _N =N ^−1/2(X ₁+⋯+X _N ) and show that

Hitting Simplices with Points in ℝ3

The so-called first selection lemma states the following: given any set P of n points in ℝ ^d , there exists a point in ℝ ^d contained in at least c _d n ^d+1−O(n ^d ) simplices spanned by P, where the constant c _d depends on d. We present improved bounds on the first selection lemma in ℝ³. In particular, we prove that c ₃≥0.00227, improving the previous best result of c ₃≥0.00162 by Wagner (On k-sets and applications. Ph.D. thesis, ETH Zurich, 2003). This makes progress, for the three-dimensional case, on the open problems of Bukh et al. (Stabbing simplices by points and flats. Discrete Comput. Geom., 2010) (where it is proven that c ₃≤1/4⁴≈0.00390) and Boros and Füredi (The number of triangles covering the center of an n-set. Geom. Dedic. 17(1):69–77, 1984) (where the two-dimensional case was settled).     

Estimates of the periods of periodic points for nonexpansive operators

Suppose thatE is a finite-dimensional Banach space with a polyhedral norm ‖·‖, i.e., a norm such that the unit ball inE is a polyhedron. ℝ ⁿ with the sup norm or ℝ ⁿ with thel ₁-norm are important examples. IfD is a bounded set inE andT:D→D is a map such that ‖T(y)−T(z)‖≤ ‖y−z‖ for ally andz inE, thenT is called nonexpansive with respect to ‖·‖, and it is known that for eachx ∈D there is an integerp=p(x) such that lim _j→∞ T ^jp (x) exists. Furthermore, there exists an integerN, depending only on the dimension ofE and the polyhedral norm onE, such thatp(x)≤N: see [1,12,18,19] and the references to the literature there. In [15], Scheutzow has raised a question about the optimal choice ofN whenE=ℝ ⁿ ,D=K ⁿ , the set of nonnegative vectors in ℝ ⁿ , and the norm is thel ₁-norm. We provide here a reasonably sharp answer to Scheutzow’s question, and in fact we provide a systematic way to generate examples and use this approach to prove that our estimates are optimal forn≤24. See Theorem 2.1, Table 2.1 and the examples in Section 3. As we show in Corollary 2.3, these results also provide information about the caseD=ℝ ⁿ , i.e.,T:ℝ ⁿ →ℝ ⁿ isl ₁-nonexpansive. In addition, it is conjectured in [12] thatN=2 ⁿ whenE=ℝ ⁿ and the norm is the sup norm, and such a result is optimal, if true. Our theorems here show that a sharper result is true for an important subclass of nonexpansive mapsT:(ℝ ⁿ ,‖ · ‖_∞)→(ℝ ⁿ ,‖ · ‖_∞). Partially supported by NSF DMS89-03018.     

Manifolds polarized by vector bundles

LetX be a complex projective manifold of dimension n and let ε be an ample vector bundle of rank r. Let also τ = τ (X,ε) = min {t ∈ ℝ : K_X + t det ε is nef} be the nef value of the pair (X, ε). In this paper we classify the pairs (X, ε) such that{ Mathematics Subject Classification (2000)14J60; 14J40; 14E30