über straffe Wahrscheinlichkeitsverteilungen im Raum der Schwartzschen Distributionen

Zusammenfassung In den letzten Jahren erschien eine Reihe von Arbeiten, die sich systematisch mit Wahrscheinlichkeitsverteilungen auf topologischen Gruppen, Halbgruppen, topologischen RÄumen und topologischen linearen RÄumen beschÄftigten. Als besonders geeignet für eine topologische Wahrscheinlichkeitstheorie erwiesen sich hierbei die sogenannten straffen (tight) Wahrscheinlichkeitsverteilungen (vgl. Le Cam [3], Hildenbrand [11], Prochoeov [20], Varadarajan [25]).Die vorliegende Arbeit befa\t sich mit straffen Wahrscheinlichkeitsverteilungen im Raum D, dem topologischen Dualraum des Raumes D der auf der reellen Zahlengeraden definierten beliebig oft differenzierbaren Funktionen mit kompaktem TrÄger Tr .Der Ausgangspunkt für die Untersuchung von Zufallselementen mit Werten in linearen RÄumen, die nicht notwendig BanachrÄume sind, war wohl der von GELFAND [8] eingeführte Begriff des verallgemeinerten stochastischen Prozesses (VSP). Solange man bei einem solchen Proze\ Eigenschaften untersucht, die sich mit Hilfe seiner endlichdimensionalen Randverteilungen Q_{1,...,n}, _i D, beschreiben lassen, wird man sich wie im Fall eines gewöhnlichen stochastischen Prozesses natürlich die Frage stellen, ob ein geeigneter Standard-stichprobenraum existiert, etwa der Raum D, so da\ sich jeder VSP auffassen lÄ\t als Wahrscheinlichkeitsverteilung auf einem geeigneten hinreichend umfangreichen -Ring von Teilmengen des Raumes D. Die fundamentale Arbeit von MINLOS [18] gab hierzu die Lösung: Durch ein vertrÄgliches System endlichdimensionaler Wahrscheinlichkeitsverteilungen Q_{1,...,n}, _i D, mit gewissen Eigenschaften, die denen der Randverteilungen eines VSP entsprechen, lÄ\t sich auf dem SystemB der Zylindermengen des Raumes D eine sogenannte schwache Verteilung definieren, von der gezeigt wird, da\ sie -additiv ist. Durch EinschrÄnkung des Raumes der sogenannten Testfunktionen auf den metrisierbaren Teilraum D _K{ D:Tr K, K kompakt in } von D lÄ\t sich dieses Ergebnis wie folgt verschÄrfen: Die durch ein vertrÄgliches System endlichdimensionaler Randverteilungen Q_{1,...,n}, _i D, mit entsprechenden Eigenschaften, auf dem System B _K der Zylindermengen des Raumes D_K definierte schwache Verteilung K ist straff bezüglich der schwachen Topologie (D_K, D_K) in D_K.Die Frage nach der Gültigkeit einer entsprechenden VerschÄrfung für das Dualsystem >DD<, bzw. allgemeiner für ein Dualsystem E, F mit nicht notwendig metrisierbarem F, bildete den Gegenstand neuerer Untersuchungen, über deren Ergebnisse auf dem letzten Berkeley Symposium E. Mourier berichtete (vgl. [19]).Im ersten Kapitel der vorliegenden Arbeit des Verfassers wird demgegenüber eine Methode aufgezeigt, mit deren Hilfe, unter Verwendung des Minlosschen Satzes in seiner ursprünglichen Form, auf direktem Wege für das Dualsystem >D, D< der Nachweis gelingt, da\ eine schwache Verteilung auf B nicht nur -additiv, sondern automatisch straff ist (bzgl. der schwachen Topologie (D, D) in D) und sich somit eindeutig fortsetzen lÄ\t zu einer straffen Wahrscheinlichkeitsverteilung auf dem System 83 der Boreischen Mengen in D, welches den von den Zylindermengen erzeugten -Ring (B) umfa\t. Mit anderen Worten wird damit gezeigt, da\ man jeden VSP auffassen kann als straffe Wahrscheinlichkeitsverteilung auf den Boreischen Mengen in D. Wir sprechen dann auch von einer zufÄlligen Distribution.Im zweiten Kapitel betrachten wir spezielle zufÄllige Distributionen, nÄmlich Normal-verteilungen v, die aus Randverteilungen hervorgehen, welche n-dimensionale Normal-verteilungen sind, und beschÄftigen uns mit dem Problem der Äquivalenz und SingularitÄtzweier Normalverteilungen v₁ und v₂ in D. Für den Fall v₁ = v, v₂= v_{f 0}, wo v_{f 0}(Z) =v(Z – f₀), ZB fD, zeigte DUDLEY [6], da\ entweder Äquivalenz oder SingularitÄt vorliegt, wobei er ein notwendiges und hinreichendes Kriterium für den Fall der Äquivalenz angibt. Aus der Theorie der gewöhnlichen stochastischen Prozesse ist nun bekannt, da\ die beiden Wahrschein-lichkeitsma\e, die zwei beliebigen Gau\schen Prozessen auf dem Raum ihrer Realisierungen entsprechen, entweder Äquivalent oder singular sind. Es lag deshalb nahe, nach einem Kriterium zu suchen, welches es einerseits gestattet, im Fall zweier beliebiger Normalverteilungen v₁ und v₂ in D zu entscheiden, wann Äquivalenz vorliegt, und welches andererseits die naheliegende Vermutung bestÄtigt, da\ für zwei Normalverteilungen in D dieselbe Alternative wie im eben zitierten klassischen Fall vorliegt. Dieses Problem wird gelöst, indem wir zeigen, da\ sich ein von Kallianfur-Oodaira [13] aufgestelltes Kriterium für die Äquivalenz zweier Normalverteilungen auf den Boreischen Mengen eines separablen Hilbertraumes auf den Distributionsraum D übertragen lÄ\t.Im dritten Kapitel beschÄftigen wir uns mit der Frage der Äquivalenz zweier beliebiger (nicht notwendig normaler) Wahrscheinlichkeitsverteilungen in D.Abschlie\end möchte der Autor Herrn Professor Dr. K. Krickeberg (Heidelberg) für die Anregung zu dieser Arbeit sowie für die Unterstützung wÄhrend ihrer Durchführung herzlich danken.     

Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes

We consider the Markov chainX _n+1=T(X _n )+ _n , where { _n ;n1} is a ^d -valued random sequence of independent identically distributed random variables, and the functionT: ^{d d} is measurable and satisfies a suitable growth condition. Under certain conditions involvingT and the probability distribution of _n , we show that this Markov chain is ergodic. Moreover, we obtain sharp upper bounds for the tail of the corresponding stationary probability density function. In our proofs, we make use of the Leray-Schauder fixed-point theorem.     

The central limit theorem for Chébli-Trimèche hypergroups

Let (S _nn>-1) be a random walk on a hypergroup ( ₊ , *), i.e., a Markov chain with transition kernelN(x, A) = _x * (A), where is a fixed probability measure on ₊ such that the second moment exists. Then depending on the growth of the hypergroup two situations can occur: when ( ₊ , *) is of exponential growth then it is shown thatS _n is asymptotically normal. In the case of polynomial growth {more precisely, if the densityA of the Haar measure of ( ₊ , *) satisfies lim[A()/A()]=}, the normalized variablesS _n/[n Var()/(+1)]^1/2 converge to a Rayleigh distribution with parameter .     

Asymptotic behaviour of minimum problems with bilateral obstacles

Summary In this paper we study the asymptotic behaviour (as h) of the solutions of minimum problems for the functional [¦Du¦²+g(x, u)]dx with bilateral obstacles of the type _hu_h, where _h and _h are sequences of arbitrary functions fromR ⁿ into ¯R.     

Subordination des résolvantes

Résumé Soit (V ₎₀ une résolvante définie sur un espace mesurable telle que le noyau initial est borné; on trouve une condition nécéssaire et suffisante pour qu'un noyau borné U possède une résolvante (U ₎₀ telle que U V pour tout 0. On donne plusieurs applications de ce résultat.     

Quasi-conformal mapping theorem and bifurcations

LetH be a germ of holomorphic diffeomorphism at 0 . Using the existence theorem for quasi-conformal mappings, it is possible to prove that there exists a multivalued germS at 0, such thatS(ze ²ⁱ )=HS(z) (1). IfH is an unfolding of diffeomorphisms depending on (,0), withH ₀=Id, one introduces its ideal . It is the ideal generated by the germs of coefficients (a _i (), 0) at 0 ^k , whereH (z)–z=a _i ()z ⁱ . Then one can find a parameter solutionS (z) of (1) which has at each pointz ₀ belonging to the domain of definition ofS ₀, an expansion in seriesS (z)=z+b _i ()(z–z ₀) ⁱ with , for alli.This result may be applied to the bifurcation theory of vector fields of the plane. LetX be an unfolding of analytic vector fields at 0 ² such that this point is a hyperbolic saddle point for each . LetH (z) be the holonomy map ofX at the saddle point and its associated ideal of coefficients. A consequence of the above result is that one can find analytic intervals , , transversal to the separatrices of the saddle point, such that the difference between the transition mapD (z) and the identity is divisible in the ideal . Finally, suppose thatX is an unfolding of a saddle connection for a vector fieldX ₀, with a return map equal to identity. It follows from the above result that the Bautin ideal of the unfolding, defined as the ideal of coefficients of the difference between the return map and the identity at any regular pointz, can also be computed at the singular pointz=0. From this last observation it follows easily that the cyclicity of the unfoldingX , is finite and can be computed explicity in terms of the Bautin ideal.Dedicated to the memory of R. Mañé     

On equivalence of rearrangements of the Haar system in dyadic Hardy and BMO spaces

H={h ₁,I } — , . : , I ¦(I)¦=¦I¦, ¦I¦ — I. H H ={h _(I),I} . , , . L ^p .

---

---

Dedicated to Professor B. Szökefalvi-Nagy on his 75th birthday

---

This research was supported in part by MTA-NSF Grants INT-8400708 and 8620153.     

Elliptic boundary-value problems in complete scales of Nikol'skii-type spaces

We consider an elliptic boundary-value problem on an infinitely smooth manifold with, generally speaking, disconnected boundary. It is established that the operator of this problem is a Fredholm operator when considered in complete scales of functional spaces that depend on the parameterss ,p[1, ] and, for sufficiently large s0, coincide with the classical Nikol'skii spaces on a manifold.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 12, pp. 1647–1654, December, 1994.In conclusion, the author expresses his deep gratitude to V. A. Mikhailets and Ya. A. Roitberg for helpful discussions.     

Mouvement brownien,cônes et processus stables

Summary LetW=(W _t, t0) denote a two-dimensional Brownian motion starting at 0 and, for 0<<, letC be a wedge in ² with vertex 0 and angle 2. We consider the set of timest's such that the path ofW, up to timet, stays inside the translated wedgeW _t-C. It follows from recent results of Burdzy and Shimura that this set, which we denote byH , contains nonzero times if, and only if, >/4. Here we construct a measure, a local time, supported onH . For /4W, time-changed by the inverse of this local time, is shown to be a two-dimensional stable process with index 2-/2. This results extends Spitzer's construction of the Cauchy process, which is recovered by taking =/2. A formula which describes the behaviour ofW before a timetH is established and applied to the proof of a conjecture of Burdzy. We also obtain a two-dimensional version of the famous theorem of Lévy concerning the maximum process of linear Brownian motion. Precisely, for 0<S _t denote the vertex of the smallest wedge of the typez-C which contains the path ofW up to timet. The processS _t-W_t is shown to be a reflected Brownian motion in the wedgeC , with oblique reflection on the sides. Finally, we investigate various extensions of the previous results to Brownian motion inR ^d, d3. LetC be the cone associated with an open subset of the sphereS ^d-1, and letH be defined asH above. Sufficient conditions are given forH to contain nonzero times, in terms of the first eigenvalue of the Dirichlet Laplacian on .     

OnU ϕ-sets of trigonometric integrals

, (t) >0 E(–, +),E<, , ¦f(t)¦ (t) xE, f(t)=0 (–, +).     

Weighted Composition Operators on Bergman and Dirichlet Spaces

Let H() denote a functional Hilbert space of analytic functions on a domain . Let w : C and : be such that w f is in H() for every f in H(). The operator wC given by f w f is called a weighted composition operator on H(). In this paper we characterize such operators and those for which (wC )* is a composition operator. Compact weighted composition operators on some functional Hilbert spaces are also characterized. We give sufficient conditions for the compactness of such operators on weighted Dirichlet spaces.     

Threshold theorems for a stochastic model of an epidemic with natural immunization

A stochastic model of an epidemic is investigated, taking account of the removal of ill members of the population (by death, by recovery with immunization, by isolation) and natural immunization. Limiting distributions are found for the size of the epidemic, the number immunized ₁, and their sum, under the assumption that the original number of susceptible individuals n and the number of ill individuals m , while n 1,n ₀< , where and are the coefficients for the contraction of the disease and of immunization respectively.Translated from Matematicheskie Zametki, Vol. 8, No. 3, pp. 385–392, September, 1970.     

Large-Deviation Local Theorem for Additive Functionals of a Markov Gaussian Field. I

We prove a local limit theorem (LLT) on Cramer-type large deviations for sums S _V = _t V ( _t ), where _t , t Z , 1, is a Markov Gaussian random field, V Z , and is a bounded Borel function. We get an estimate from below for the variance of S _V and construct two classes of functions , for which the LLT of large deviations holds.     

Estimation of the Intensity of the Flow of Nonmonotone Refusals in the Queuing System (≤ λ)/G/m

We consider a queuing system ()/G/m, where the symbol () means that, independently of prehistory, the probability of arrival of a call during the time interval dtdoes not exceed dt. The case where the queue length first attains the level r m+ 1 during a busy period is called the refusal of the system. We determine a bound for the intensity ₁(t) of the flow of homogeneous events associated with the monotone refusals of the system, namely, ₁(t) = O( ^{r+ 1}₁ ^{m– 1} _{r– m+ 1}), where _k is the kth moment of the service-time distribution.     

Reverse Functional Inequalities and Their Applications to Nonlinear Elliptic Boundary Value Problems

We establish some reverse inequalities. We give applications to nonlinear elliptic boundary value problems containing a parameter which have two branches of solutions u (0) and U (>0) of which the first is continuous at the origin and the second increases indefinitely as 0.     

Almost Covers Of 2-Arc Transitive Graphs

Let be a G-symmetric graph whose vertex set admits a nontrivial G-invariant partition with block size v. Let be the quotient graph of relative to and [B,C] the bipartite subgraph of induced by adjacent blocks B,C of . In this paper we study such graphs for which is connected, (G, 2)-arc transitive and is almost covered by in the sense that [B,C] is a matching of v-1 2 edges. Such graphs arose as a natural extremal case in a previous study by the author with Li and Praeger. The case K _v+1 is covered by results of Gardiner and Praeger. We consider here the general case where K _v+1, and prove that, for some even integer n 4, is a near n-gonal graph with respect to a certain G-orbit on n-cycles of . Moreover, we prove that every (G, 2)-arc transitive near n-gonal graph with respect to a G-orbit on n-cycles arises as a quotient of a graph with these properties. (A near n-gonal graph is a connected graph of girth at least 4 together with a set of n-cycles of such that each 2-arc of is contained in a unique member of .)     

Finitely Valued f-Modules, An Addendum

In an -group M with an appropriate operator set it is shown that the -value set (M) can be embedded in the value set (M). This embedding is an isomorphism if and only if each convex -subgroup is an -subgroup. If (M) has a.c.c. and M is either representable or finitely valued, then the two value sets are identical. More generally, these results hold for two related operator sets ₁ and ₂ and the corresponding -value sets and . If R is a unital -ring, then each unital -module over R is an f-module and has exactly when R is an f-ring in which 1 is a strong order unit.     

On the growth order of partial sums of non-orthogonal series

a _k f _k , f _k L ₂, w-, (2), w(n) — . a _k f _k N {a _k }l ₂, {a _k }l ₂ ( 1, 2, 1a, 2a). ( 2) [8]. , {a _k } w-.     

Central Limit Theorem for a Class of Nonhomogeneous Random Walks

A spatially nonhomogeneous random walk _t on the grid =^m X ⁿ is considered. Let _t ⁰ be a random walk homogeneous in time and space, and let _t be obtained from it by changing transition probabilities on the set A= X ⁿ, || < , so that the walk remains homogeneous only with respect to the subgroup ⁿ of the group . It is shown that if >m 2 or the drift is distinct from zero, then the central limit theorem holds for _t.     

On the width of ordered sets and Boolean algebras

Thewidth (chain number) of a partial order P, < is the smallest cardinal such that ¦A¦< 1 + whenever A is an antichain (chain) in P. We prove that, if a partial order (P, <) has width and cf()=, then P contains antichains A_n (n<) such that ¦A ₀¦<¦A₁¦ <...<={¦A_n¦: n < < } and either A₀1 A₂< ... or A₀>A₁ >A₂> ... A similar structure result is obtained for partial orders with chain number if cf()=. As an application we solve a problem of van Douwen, Monk and Rubin [1] by showing that if a Boolean algebra has width , thencf() .This work has been partially supported by NATO grant No. 339/84.Presented by Bjarni Jonsson.