On the strong law of large numbers for dependent random variables

Let {X _n} _n ^=1/∞ be a sequence of random variables with partial sumsS _n, and let {ie241-1} be the σ-algebra generated byX ₁,…,X _n. Letf be a function fromR toR and suppose {ie241-2}. Under conditions off and moment conditions on theX' _ns, we show thatS _n/n converges a.e. (almost everywhere). We give several applications of this result. Research supported by N.S.F. Grant MCS 77-26809     

Nonuniqueness ing-functions

We give an example of two distinct stationary processes {X _n} and {X′ _n} on {0, 1} for whichP[X₀=1|X₋₁=a₋₁,X₋₂=a₋₂, …]=P[X′₀=1|X′₋₁=a₋₁,X′₋₂=a₋₂, …] for all {a _i},i=−1, −2, …, even though these probabilities are bounded away from 0 and 1, and are continuous in {a _i}. Supported in part by NSF Grant DMS 89-01545. Supported in part by the US Army Research Office.     

On a characterization of the exponential distribution by spacings

Summary LetX be a non-negative random variable with probability distribution functionF. SupposeX _i,n (i=1,…,n) is theith smallest order statistics in a random sample of sizen fromF. A necessary and sufficient condition forF to be exponential is given which involves the identical distribution of the random variables (n−i)(X _i+1,n−X_i,n) and (n−j)(X _j+1,n−X_j,n) for somei, j andn, (1≦i<j<n). The work was partly completed when the author was at the Dept. of Statistics, University of Brasilia, Brazil.     

Test for properness using residue calculus

We will consider global problems in the ringK[X ₁, …,X _n] on the polynomials with coefficients in a subfieldK ofC. LetP=(P ₁, …,P _n):K ⁿ →K ⁿ be a polynomial map such that (P ₁,…,P _n) is a quasi-regular sequence generating a proper ideal, the main thing we do is to use the algebraic residues theory (as described in [5]) as a computational tool to give some result to test when a map (P ₁, …,P _n) is a proper map by computing a finite number of residue symbols.     

Finitary reconstruction of a measure preserving transformation

This paper considers thefinitary reconstruction of an ergodic measure preserving transformationT of a complete separable metric spaceX from a single trajectoryx, Tx, …, or more generally, from a suitable reconstruction sequence x=x ₁,x ₂, … withx _i∈X. Ann-sample reconstruction is a functionT _n: X ⁿ⁺¹ →X; the map (·;x ₁, …,x _n)is treated as an estimate ofT(·) based on then initial elements of x. Given a reference probability measureμ ₀ and constantM>1, functionsT ₁,T ₂, … are defined, and it is shown that for everyμ with 1/M≤dμ/dμ ₀≤M, everyμ-preserving transformationT, and every reconstruction sequence x forT, the estimates (·;x ₁, …,x _nconverge toT in the weak topology. For the family of interval exchange transformations of [0, 1] a simple family of estimates is described and shown to be consistent both pointwise and in the strong topology. However, it is also shown that no finitary estimation scheme is consistent in the strong topology for the family of all ergodic Lebesgue measure preserving transformations of the unit interval, even if x is assumed to be a generic trajectory ofT. Supported in part by NSF Grant DMS-9501926.     

Polynomials over division rings

LetD be a division ring with a centerC, andD[X ₁, …,X _N] the ring of polynomials inN commutative indeterminates overD. The maximum numberN for which this ring of polynomials is primitive is equal to the maximal transcendence degree overC of the commutative subfields of the matrix ringsM _n(D),n=1, 2, …. The ring of fractions of the Weyl algebras are examples where this numberN is finite. A tool in the proof is a non-commutative version of one of the forms of the “Nullstellensatz”, namely, simpleD[X ₁, …,X _m]-modules are finite-dimensionalD-spaces. This paper was written while the authors were Fellows of the Institute for Advanced Studies, The Hebrew University of Jerusalem, Mount Scopus, Jerusalem, Israel.     

Disjoint homotopic paths and trees in a planar graph

In this paper we describe a polynomial-time algorithm for the following problem:given: a planar graphG embedded in ℝ², a subset {I ₁, …,I _p} of the faces ofG, and pathsC ₁, …,C _k inG, with endpoints on the boundary ofI ₁ ∪ … ∪I _p; find: pairwise disjoint simple pathsP ₁, …,P _k inG so that, for eachi=1, …,k, P _i is homotopic toC _i in the space ℝ²\(I ₁ ∪ … ∪I _p). Moreover, we prove a theorem characterizing the existence of a solution to this problem. Finally, we extend the algorithm to disjoint homotopic trees. As a corollary we derive that, for each fixedp, there exists a polynormial-time algorithm for the problem:given: a planar graphG embedded in ℝ² and pairwise disjoint setsW ₁, …,W _k of vertices, which can be covered by the boundaries of at mostp faces ofG;find: pairwise vertex-disjoint subtreesT ₁, …,T _k ofG whereT _i (i=1, …, k).     

Universal PI-algebras and algebras of generic matrices

Let Ω[ξ] denote the polynomial algebra (with 1) in commutative indeterminates {ie65-1}, 1 ≦i, j ≦n, 1 ≦k < ∞, over a commutative ring Ω. Thealgebra of generic matrices Ω [Y] is defined to be the Ω-subalgebra ofM _n (Ω[ξ]) generated by the matricesY _k=({ie65-2}), 1 ≦i, j ≦n, 1 ≦k < ∞. This algebra has been studied extensively by Amitsur and by Procesi in particular Amitsur has used it to construct a finite dimensional, central division algebra Ω (Y) which is not a crossed product. In this paper we shall prove, for Ω a domain, that Ω(Y) has exponentn in the Brauer group (Amitsur may already know this fact); consequently, for Ω an infinite field andn a multiple of 4, iff(X ₁, …,X _m) is a polynomial linear in all theX _i but one (similar to Formanek’s central polynomials for matrix rings) andf ² is central forM _n (Ω), thenf is central forM _n (Ω). (The existence of a polynomial not central forM _n (Ω), but whose square is central forM _n(Ω) is equivalent to every central division algebra of degreen containing a quadratic extension of its center; well-known theory immediately shows this is the case of 4‖n and 8χn.) Also, information is obtained about Ω(Y) for arbitary Ω, most notably that the Jacobson radical is the set of nilpotent elements. Partial support for this work was provided by National Science Foundation grant NSF-GP 33591.     

On the theorem of M Golomb

Let X ₁, …, X _n be compact spaces and X = X ₁ × … × X _n . Consider the approximation of a function ƒ ∈ C(X) by sums g ₁(x ₁)+…+g _n (x _n ), where g _i ∈ C(X _i ), i = 1, …, n. In [8], Golomb obtained a formula for the error of this approximation in terms of measures constructed on special points of X, called ‘projection cycles’. However, his proof had a gap, which was pointed out by Marshall and O’Farrell [15]. But the question if the formula was correct, remained open. The purpose of the paper is to prove that Golomb’s formula holds in a stronger form.     

Onp-absolutely summing constants of banach spaces

Given 1≦p<∞ and a real Banach spaceX, we define thep-absolutely summing constantμ _p(X) as inf{Σ _i ^=1/m |x*(x _i)|^p p Σ _i ^=1/m ‖x _i‖^p p]¹ p}, where the supremum ranges over {x*∈X*; ‖x*‖≤1} and the infimum is taken over all sets {x ₁,x ₂, …,x _m} ⊂X such that Σ _i ^=1/m ‖x _i‖>0. It follows immediately from [2] thatμ _p(X)>0 if and only ifX is finite dimensional. In this paper we find the exact values ofμ _p(X) for various spaces, and obtain some asymptotic estimates ofμ _p(X) for general finite dimensional Banach spaces. This is a part of the author’s Ph.D. Thesis prepared at the Hebrew University of Jerusalem, under the supervision of Prof. A. Dvoretzky and Prof. J. Lindenstrauss.     

Gelfand pairs,K-spherical means and injectivity on the Heisenberg group

We study the injectivity properties of the spherical mean value operators associated to the Gelfand pairs (H ⁿ,K), whereK is a compact subgroup ofU(n). We show that these spherical mean value operators are injective onL ^p Hⁿ) for 1≤p<∞. Forp=∞, these operators are not injective. Nevertheless, if the spherical meansf*μ _i overK-orbits of sufficiently many points (z _i,t _i) ∈H ⁿ vanish, we identify a necessary and sufficient condition on the points (z _i,t _i) which guaranteesf=0. ForK=U(n), this is equivalent to the condition for the two-radius theorem. Research supported by N.B.H.M. Research Grant, Govt. of India.     

The influence of variables in product spaces

LetX be a probability space and letf: X ⁿ → {0, 1} be a measurable map. Define the influence of thek-th variable onf, denoted byI _f (k), as follows: Foru=(u ₁,u ₂,…,u _n−1) ∈X ⁿ⁻¹ consider the setl _k (u)={(u ₁,u ₂,...,u _k−1,t,u _k ,…,u _n−1):t ∈X}. More generally, forS a subset of [n]={1,...,n} let the influence ofS onf, denoted byI _f (S), be the probability that assigning values to the variables not inS at random, the value off is undetermined. Theorem 1:There is an absolute constant c ₁ so that for every function f: X ⁿ → {0, 1},with Pr(f ⁻¹(1))=p≤1/2,there is a variable k so that Theorem 2:For every f: X ⁿ → {0, 1},with Prob(f=1)=1/2, and every ε>0,there is S ⊂ [n], |S|=c ₂(ε)n/logn so that I _f (S)≥1−ε. These extend previous results by Kahn, Kalai and Linial for Boolean functions, i.e., the caseX={0, 1}. Work supported in part by grants from the Binational Israel-US Science Foundation and the Israeli Academy of Science.     

On exactlym times covers

In this paper it is shown that if every integer is covered bya ₁+n ₁ℤ,…,a _k +n _k ℤ exactlym times then for eachn=1,…,m there exist at least ( _n ^m ) subsetsI of {1,…k} such that ∑ _{i ∈ I} 1/n _i equalsn. The bound ( _n ^m ) is best possible. Research supported by the National Nature Science Foundation of P.R. of China.     

Commutator equations in free groups

Letf ₁, …,f _n be free generators of a free groupF. We consider the equation [z ₁, …,z _n]_ω. where ω and ω′ indicate the disposition of brackets in the higher commutators [z ₁, …,z _n]_ω and [f ₁, …,f _n]_ω. We give a necessary and sufficient condition on ω and ω′ for the existence of solutions of this equation. It is also shown that for any solutionz ₁=r₁, …,z _z=r _n we have <r ₁, …,r _n>=〈f ₁, …f _n〉.     

Limiting distribution of sums of nonnegative stationary random variables

Summary Let {X _n,j,−∞<j<∞∼,n≧1, be a sequence of stationary sequences on some probability space, with nonnegative random variables. Under appropriate mixing conditions, it is shown thatS _n=X_n,1+…+X _n,n has a limiting distribution of a general infinitely divisible form. The result is applied to sequences of functions {f _n(x)∼ defined on a stationary sequence {X _j∼, whereX _n.f=f_n(X_j). The results are illustrated by applications to Gaussian processes, Markov processes and some autoregressive processes of a general type. This paper represents results obtained at the Courant Institute of Mathematical Sciences, New York University, under the sponsorship of the National Sciences Foundation, Grant MCS 82-01119.     

相关序的进一步研究

Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more general comparison theorem is obtained.     

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.     

Feynman’s Operational Calculi: Decomposing Disentanglings

Let X be a Banach space and suppose that A ₁,…,A _n are noncommuting (that is, not necessarily commuting) elements in ℒ(X), the space of bounded linear operators on X. Further, for each i∈{1,…,n}, let μ _i be a continuous probability measure on ℬ([0,1]), the Borel class of [0,1]. Each such n-tuple of operator-measure pairs (A _i ,μ _i ), i=1,…,n, determines an operational calculus or disentangling map T_m1,...,mn{\mathcal{T}}_{\mu_{1},\dots,\mu_{n}} from a commutative Banach algebra \mathbbD(A₁,...,A_n){\mathbb{D}}(A_{1},\dots,A_{n}) of analytic functions, called the disentangling algebra , into the noncommutative Banach algebra ℒ(X). The disentanglings are the central processes of Feynman’s operational calculi.     

Some remarks about embeddings ofl 1 k in finite-dimensional spaces

The spanX _n of functionsx _i(t)=±1,i=1, …,n, on a setT in the supremum norm is considered. It is proved, for example, thatX _n contains an isometric copy ofl ₁ ^k fork≧cM _n ² /n logn whereM _n is the Rademacher average of {x _i} ₁ ⁿ . This generalizes a result of Pisier for characters. The proof uses a new combinatorial tool.     

A bounded N-tuplewise independent and identically distributed counterexample to the CLT

Summary. A sequence of random variables X ₁,X ₂,X ₃,… is said to be N-tuplewise independent if X i ₁,X i ₂,…,X i _N are independent whenever (i ₁,i ₂,…,i _N ) is an N-tuple of distinct positive integers. For any fixed N∈ℤ⁺, we construct a sequence of bounded identically distributed N-tuplewise independent random variables which fail to satisfy the central limit theorem. Received: 17 May 1996 / In revised form: 28 January 1998