Asymptotic Analysis for Random Walks with Nonidentically Distributed Jumps Having Finite Variance

Let ξ₁,ξ₂,... be independent random variables with distributions F₁F₂,... in a triangular array scheme (F _i may depend on some parameter). Assume that Eξ _i = 0, Eξ _i ² < ∞, and put \(S_n = \sum {_{i = 1}^n \;} \xi _i ,\;\overline S _n = \max _{k \leqslant n} S_k\). Assuming further that some regularly varying functions majorize or minorize the “averaged” distribution \(F = \frac{1}{n}\sum {_{i = 1}^n F_i }\), we find upper and lower bounds for the probabilities P(S _n > x) and \(P(\bar S_n > x)\). We also study the asymptotics of these probabilities and of the probabilities that a trajectory {S _k } crosses the remote boundary {g(k)}; that is, the asymptotics of P(max_k≤n(S _k ? g(k)) > 0). The case n = ∞ is not excluded. We also estimate the distribution of the first crossing time.     

An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions

We obtain an integro-local limit theorem for the sum S(n) = ξ(1)+?+ξ(n) of independent identically distributed random variables with distribution whose right tail varies regularly; i.e., it has the form P(ξ≥t) = t ^?β L(t) with β > 2 and some slowly varying function L(t). The theorem describes the asymptotic behavior on the whole positive half-axis of the probabilities P(S(n) ∈ [x, x + Δ)) as x → ∞ for a fixed Δ > 0; i.e., in the domain where the normal approximation applies, in the domain where S(n) is approximated by the distribution of its maximum term, as well as at the “junction” of these two domains.     

Holomorphic vector bundles on open subsets of Stein manifolds

LetM be a connected two-dimensional Stein manifold withH ²(M,Z)=0 andS∈M a discrete subset withS≠ Ø. SetX:=M/S. Fix an integerr≥2. Then there exists a rankr vector bundleE onX such that there is no line bundleL onX with a non-zero mapL →E.     

Hamiltonian cycles in Dirac graphs

We prove that for any n-vertex Dirac graph (graph with minimum degree at least n/2) G=(V,E), the number, Ψ(G), of Hamiltonian cycles in G is at least

$exp_2 [2h(G) - n\log e - o(n)],$

where h(G)=maxΣ _e x _e log(1/x _e ), the maximum over x: E → ?⁺ satisfying Σ _e?υ x _e = 1 for each υ ∈ V, and log =log₂. (A second paper will show that this bound is tight up to the o(n).)

We also show that for any (Dirac) G of minimum degree at least d, h(G) ≥ (n/2) logd, so that Ψ(G) > (d/(e + o(1))) ⁿ . In particular, this says that for any Dirac G we have Ψ(G) > n!/(2 + o(1)) ⁿ , confirming a conjecture of G. Sárközy, Selkow, and Szemerédi which was the original motivation for this work.     

Symmetric quasi-norms of sums of independent random variables in symmetric function spaces with the Kruglov property

Let X be a symmetric Banach function space on [0, 1] and let E be a symmetric (quasi)-Banach sequence space. Let f = {f _k } _k=1 ⁿ , n ≥ 1 be an arbitrary sequence of independent random variables in X and let {e _k } _k=1 ^∞ ? E be the standard unit vector sequence in E. This paper presents a deterministic characterization of the quantity

$||||\sum\limits_{k = 1}^n {{f_k}{e_k}|{|_E}|{|_X}} $

in terms of the sum of disjoint copies of individual terms of f. We acknowledge key contributions by previous authors in detail in the introduction, however our approach is based on the important recent advances in the study of the Kruglov property of symmetric spaces made earlier by the authors. Authors acknowledge support from the ARC.

     

On the homotopy type of (<Emphasis Type="Italic">n</Emphasis>-1)-connected (3<Emphasis Type="Italic">n</Emphasis>+1)-dimensional free chain Lie algebra

Let R be a subring ring of Q. We reserve the symbol p for the least prime which is not a unit in R; if R ?Q, then p=∞. Denote by DGL _n ^np , n≥1, the category of (n-1)-connected np-dimensional differential graded free Lie algebras over R. In [1] D. Anick has shown that there is a reasonable concept of homotopy in the category DGL _n ^np . In this work we intend to answer the following two questions: Given an object (L(V), ?) in DGL _n ³ⁿ⁺² and denote by S(L(V), ?) the class of objects homotopy equivalent to (L(V), ?). How we can characterize a free dgl to belong to S(L(V), ?)? Fix an object (L(V), ?) in DGL _n ³ⁿ⁺² . How many homotopy equivalence classes of objects (L(W), δ) in DGL _n ³ⁿ⁺² such that H _* (W, d′)?H _* (V, d) are there? Note that DGL _n ³ⁿ⁺² is a subcategory of DGL _n ^np when p>3. Our tool to address this problem is the exact sequence of Whitehead associated with a free dgl.     

On Linear Preservers of Two-Sided Gut-Majorization On <Emphasis Type="Bold">M</Emphasis><Subscript><Emphasis Type="Italic">n</Emphasis>,<Emphasis Type="Italic">m</Emphasis></Subscript>

For X, Y ∈ M_n,m it is said that X is gut-majorized by Y, and we write X ?_gutY, if there exists an n-by-n upper triangular g-row stochastic matrix R such that X = RY. Define the relation ~_gut as follows. X ~_gutY if X is gut-majorized by Y and Y is gut-majorized by X. The (strong) linear preservers of ?_gut on ?ⁿ and strong linear preservers of this relation on M_n,m have been characterized before. This paper characterizes all (strong) linear preservers and strong linear preservers of ~_gut on ?ⁿ and M_n,m.     

Curvature inequalities for operators of the Cowen–Douglas class

Let T be an operator tuple in the Cowen–Douglas class B _n (Ω) for Ω ? C ^m . The kernels Ker(T ? w) ^l , for w ∈ Ω, l = 1, 2, ···, define Hermitian vector bundles E _T ^l over Ω. We prove certain negativity of the curvature of E _T ^l . We also study the relation between certain curvature inequality and the contractive property of T when Ω is a planar domain.     

Rational frames of minimal twist along space curves under specified boundary conditions

An adapted orthonormal frame (f₁(ξ),f₂(ξ),f₃(ξ)) on a space curve r(ξ), ξ ∈ [ 0, 1 ] comprises the curve tangent \(\mathbf {f}_{1}(\xi ) =\mathbf {r}^{\prime }(\xi )/|\mathbf {r}^{\prime }(\xi )|\) and two unit vectors f₂(ξ),f₃(ξ) that span the normal plane. The variation of this frame is specified by its angular velocity Ω = Ω₁f₁ + Ω₂f₂ + Ω₃f₃, and the twist of the framed curve is the integral of the component Ω₁ with respect to arc length. A minimal twist frame (MTF) has the least possible twist value, subject to prescribed initial and final orientations f₂(0),f₃(0) and f₂(1),f₃(1) of the normal–plane vectors. Employing the Euler–Rodrigues frame (ERF) — a rational adapted frame defined on spatial Pythagorean–hodograph curves — as an intermediary, an exact expression for an MTF with Ω₁ = constant is derived. However, since this involves rather complicated transcendental terms, a construction of rational MTFs is proposed by the imposition of a rational rotation on the ERF normal–plane vectors. For spatial PH quintics, it is shown that rational MTFs compatible with the boundary conditions can be constructed, with only modest deviations of Ω₁ about the mean value, by a rational quartic normal–plane rotation of the ERF. If necessary, subdivision methods can be invoked to ensure that the rational MTF is free of inflections, or to more accurately approximate a constant Ω₁. The procedure is summarized by an algorithm outline, and illustrated by a representative selection of computed examples.     

Sum-free sets in abelian groups

An IP system is a functionn taking finite subsets ofN to a commutative, additive group Ω satisfyingn(α∪β)=n(α)+n(β) whenever α∩β=ø. In an extension of their Szemerédi theorem for finitely many commuting measure preserving transformations, Furstenberg and Katznelson showed that ifS _i ,1≤i≤k, are IP systems into a commutative (possibly infinitely generated) group Ω of measure preserving transformations of a probability space (X, B, μ, andA∈B with μ(A)>0, then for some ø≠α one has μ(? _i=1 ^k S _i({α})A>0). We extend this to so-called FVIP systems, which are polynomial analogs of IP systems, thereby generalizing as well joint work by the author and V. Bergelson concerning special FVIP systems of the formS(α)=T(p(n(α))), wherep:Z ^t →Z ^d is a polynomial vanishing at zero,T is a measure preservingZ ^d action andn is an IP system intoZ ^t . The primary novelty here is potential infinite generation of the underlying group action, however there are new applications inZ ^d as well, for example multiple recurrence along a wide class ofgeneralized polynomials (very roughly, functions built out of regular polynomials by iterated use of the greatest integer function).     

On the Classification of <Emphasis Type="Italic">p</Emphasis>-Adic UHF Banach Algebras

For any prime number p let Ω_p be the p-adic counterpart of the complex numbers C. In this paper we investigate the class of p-adic UHF Banach algebras. A p-adic UHF Banach algebra is any unital p-adic Banach algebra A of the form \(A = \overline {U{M_n}} \), where (M_n) is an increasing sequence of p-adic Banach subalgebras of M such that each M_n is generated over Ω_p by an algebraic system of matrix units {e _ij ^{( n)} | 1 ≤ i, j ≤ p_n }. The main result is that the supernatural number associated to a p-adic TUHF Banach algebra is an invariant of the algebra.     

Expectation of the truncated randomly weighted sums with dominatedly varying summands

We consider the asymptotic behavior of the values P(S > x), E(S 1_{S>x}), and E(S | S > x). Here S = θ₁X₁ + θ₂X₂ + · · · + θ_nX_n is a randomly weighted sum of the basic random variables X₁,X₂, . . . , X_n, which follow some special dependence structure, and {θ₁, θ₂, . . . , θ_n} is a collection of nonnegative and arbitrarily dependent random weights; the collections {X₁,X₂, . . .,X_n} and {θ₁, θ₂, . . . , θ_n} are supposed to be independent. We derive asymptotic formulas in the case where the number of summands n is fixed and the distributions of the basic random variables are dominatedly varying.We apply them to some values related to the risk measures of certain weighted sums.     

Searching for a Best Least Absolute Deviations Solution of an Overdetermined System of Linear Equations Motivated by Searching for a Best Least Absolute Deviations Hyperplane on the Basis of Given Data

We consider the problem of searching for a best LAD-solution of an overdetermined system of linear equations Xa=z, X∈?^m×n, m≥n, \(\mathbf{a}\in \mathbb{R}^{n}, \mathbf {z}\in\mathbb{R}^{m}\). This problem is equivalent to the problem of determining a best LAD-hyperplane x?a ^T x, x∈? ⁿ on the basis of given data \((\mathbf{x}_{i},z_{i}), \mathbf{x}_{i}= (x_{1}^{(i)},\ldots,x_{n}^{(i)})^{T}\in \mathbb{R}^{n}, z_{i}\in\mathbb{R}, i=1,\ldots,m\), whereby the minimizing functional is of the form

$F(\mathbf{a})=\|\mathbf{z}-\mathbf{Xa}\|_1=\sum_{i=1}^m|z_i-\mathbf {a}^T\mathbf{x}_i|.$

An iterative procedure is constructed as a sequence of weighted median problems, which gives the solution in finitely many steps. A criterion of optimality follows from the fact that the minimizing functional F is convex, and therefore the point a ^?∈? ⁿ is the point of a global minimum of the functional F if and only if 0∈?F(a ^?).

Motivation for the construction of the algorithm was found in a geometrically visible algorithm for determining a best LAD-plane (x,y)?αx+βy, passing through the origin of the coordinate system, on the basis of the data (x _i ,y _i ,z _i ),i=1,…,m.     

On the Compactness of the Hypercomplex Commutator in Hölder Continuous Functions Spaces

This paper is devoted to the compactness of the hypercomplex commutator S _γ M _a ? M _a S _γ, where S _γ is the Cauchy singular integral operator (in the Douglis sense), a is a Hölder continuous hypercomplex function and M _a is the multiplication operator given by M _a f = a f. We extend a known compactness sufficient condition for the commutator of the Cauchy singular integral operator to the frame of the hypercomplex analysis, where γ is merely required to be an arbitrary regular closed Jordan curve.     

On Extraction of Smooth Solutions of a Class of Almost Hypoelliptic Equations with Constant Power

A linear differential operator P(x, D) = P(x₁,... x _n , D₁,..., D _n ) = ∑_αγ_α(x)D^α with coefficients γ_α(x) defined in E ⁿ is called formally almost hypoelliptic in E ⁿ if all the derivatives D^ν_ξP(x, ξ) can be estimated by P(x, ξ), and the operator P(x, D) has uniformly constant power in Eⁿ. In the present paper, we prove that if P(x, D) is a formally almost hypoelliptic operator, then all solutions of equation P(x, D)u = 0, which together with some of their derivatives are square integrable with a specified exponential weight, are infinitely differentiable functions.     

Norms on L of Periodic Interpolation Splines with Equidistant Nodes

We consider the set S _r,n of periodic (with period 1) splines of degree r with deficiency 1 whose nodes are at n equidistant points x_i=i / n. For n-tuples y = (y₀, ... , y_n-1), we take splines s _r,n (y, x) from S _r,n solving the interpolation problem

$$s_{r,n} (y,t_i ) = y_i,$$

where t _i = x _i if r is odd and t _i is the middle of the closed interval [x _i , x _i+1 ] if r is even. For the norms L _r,n ^* of the operator y → s _r,n (y, x) treated as an operator from l¹ to L¹ [0, 1] we establish the estimate

$$L_{r,n}^ * = \frac{4}{{\pi ^2 n}}log min(r,n) + O\left( {\frac{1}{n}} \right)$$

with an absolute constant in the remainder. We study the relationship between the norms L _r,n ^* and the norms of similar operators for nonperiodic splines.

     

Continuous wavelets on compact manifolds

Let M be a smooth compact oriented Riemannian manifold, and let Δ _M be the Laplace–Beltrami operator on M. Say \({0 \neq f \in \mathcal{S}(\mathbb {R}^+)}\) , and that f (0)  =  0. For t  >  0, let K _t (x, y) denote the kernel of f (t ² Δ _M ). We show that K _t is well-localized near the diagonal, in the sense that it satisfies estimates akin to those satisfied by the kernel of the convolution operator f (t ²Δ) on \({\mathbb {R}^n}\) . We define continuous \({\mathcal {S}}\)-wavelets on M, in such a manner that K _t (x, y) satisfies this definition, because of its localization near the diagonal. Continuous \({\mathcal {S}}\)-wavelets on M are analogous to continuous wavelets on \({\mathbb {R}^n}\) in \({\mathcal {S}}\) (\({\mathbb {R}^n}\)). In particular, we are able to characterize the Hölder continuous functions on M by the size of their continuous \({\mathcal {S}}\)-wavelet transforms, for Hölder exponents strictly between 0 and 1. If M is the torus \({\mathbb T^2}\) or the sphere S ², and f (s)  =  se ^?s (the “Mexican hat” situation), we obtain two explicit approximate formulas for K _t , one to be used when t is large, and one to be used when t is small.     

Congruence by Dissection of Topological Discs—An Elementary Approach to Tarski's Circle Squaring Problem

Let G be a group of affine transformations of the plane R ² and let the family F consist of all topological discs in R ² whose boundary is subject to some smoothness condition (general, rectifiable, piecewise C ¹ , piecewise C ² ). Are any two members D,E ∈ F congruent by dissection with respect to G such that all the pieces in the corresponding dissections of D and E belong to F as well? We give an affirmative answer if G contains all affine transformations and F consists of the discs whose boundary is piecewise C ¹ . An example shows that C ¹ cannot be replaced by C ² . Moreover, if G is either the group of equiaffine transformations or the group of similarities, then congruence by dissection of two convex discs D and E turns out to be essentially equivalent to congruence by dissection of the boundaries bd(D ) and bd(E ).     

On Ramanujan sums over the Gaussian integers

This note deals with Ramanujan sums c _m (n) over the ring ?[i], in particular with asymptotics for sums of c _m (n) taken over both variables m, n.