Exact <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">2</Emphasis></Subscript>-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems

We find the exact small deviation asymptotics for the L₂-norm of various m-times integrated Gaussian processes closely connected with the Wiener process and the Ornstein – Uhlenbeck process. Using a general approach from the spectral theory of linear differential operators we obtain the two-term spectral asymptotics of eigenvalues in corresponding boundary value problems. This enables us to improve the recent results from [15] on the small ball asymptotics for a class of m-times integrated Wiener processes. Moreover, the exact small ball asymptotics for the m-times integrated Brownian bridge, the m-times integrated Ornstein – Uhlenbeck process and similar processes appear as relatively simple examples illustrating the developed general theory.Partially supported by grants of RFBR 01-01-00245 and 02-01-01099.     

Exact L 2 Small Balls of Gaussian Processes

We prove a comparison theorem extending Li(6) and develop a complex-analytic approach to treat L ² small ball probabilities of Gaussian processes. We demonstrate the techniques for the m-times integrated Brownian motions and in examples where one can not apply Li comparison theorem.     

Upper bounds for the L 1-risk of the minimum L 1-distance regression estimator

A new estimator of a regression function is introduced via minimizing the L ₁-distance between some empirical function and its theoretical counterpart plus penalty for the roughness. The L ₁-risk of the estimator is bounded from above for every sample size no matter what the dependence structure of the observed random variables is. In the case of independent errors of measurement with a common variance the estimator is shown to achieve the optimal L ₁-rate of convergence within the class of m-times differentiable functions with bounded derivatives.     

The Galerkin scheme for Lavrentiev’sm-times iterated method to solve linear accretive Volterra integral equations of the first kind

In this paper, for the numerical solution of linear accretive Volterra integral equations of the first kind in Hilbert spaces we consider the Galerkin scheme for Lavrentiev’sm-times iterated method, i.e., for each parameter choice for Lavrentiev’sm-times iterated method the arisingm stabilized equations are discretized by the Galerkin scheme. An associated discrepancy principle as parameter choice strategy for this finite-dimensional version of Lavrentiev’sm-times iterated method is proposed, and corresponding convergence results are provided.     

Hermitian and Positive Integrated C-cosine Functions on Banach Spaces

Peculiar properties of hermitian and positive n-times integrated C-cosine functions on Banach spaces are investigated. Among them are: (1) Any nondegenerate positiven -times integrated C-cosine function is infinitely differentiable in operator norm; (2) An exponentially bounded, nondegenerateC -cosine function on L ^p () (1L ¹(), C₀ , in case C has dense range) is positive if and only if its generator is bounded, positive, and commutes with C.     

A Functional LIL for m-Fold Integrated Brownian Motion

Abstract Let {X _m (t); t ∈ R ₊} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm (LIL) for X _m (t) is established. This extends the classic Chung type liminf result for this process. Furthermore, a result about the weighted occupation measure for X _m (t) is also obtained. *Project supported by the National Natural Science Foundation of China (No.10131040) and the Specialized Research Fund for the Doctor Program of Higher Education (No.2002335090).     

Integrated Groups and Smooth Distribution Groups

In this paper, we prove directly that α-times integrated groups define algebra homomorphisms. We also give a theorem of equivalence between smooth distribution groups and α-times integrated groups.     

Fragmentation Processes with an Initial Mass Converging to Infinity

We consider a family of fragmentation processes where the rate at which a particle splits is proportional to a function of its mass. Let F ₁^(m)(t),F ₂^(m)(t),… denote the decreasing rearrangement of the masses present at time t in a such process, starting from an initial mass m. Let then m→∞. Under an assumption of regular variation type on the dynamics of the fragmentation, we prove that the sequence (F ₂^(m),F ₃^(m),…) converges in distribution, with respect to the Skorohod topology, to a fragmentation with immigration process. This holds jointly with the convergence of m−F ₁^(m) to a stable subordinator. A continuum random tree counterpart of this result is also given: the continuum random tree describing the genealogy of a self-similar fragmentation satisfying the required assumption and starting from a mass converging to ∞ will converge to a tree with a spine coding a fragmentation with immigration. Research supported in part by EPSRC GR/T26368.     

On the convex hull of the multiform numerical range

Let A ₁,…,A_m be nxn hermitian matrices. Definine

W(A ₁,…,A_m )={(xA₁x ^?,…xA_mx ^?):x?C ⁿ ,xx ^?=1}. We will show that every point in the convex hull of W(A ₁,…,A_m ) can be represented as a convex combination of not more than k(m,n) points in W(A ₁,…,A_m ) where k(m,n)=min{n,[√m]+δ _n ² _m+1}.     

The Hille-Yosida and Trotter-Kato Theorems for Integrated Semigroups

We completely characterize the generators of non-degenerate exponentially bounded n-times integrated semigroups. We deduce some perturbation results. We also give a proof of the Trotter-Kato theorem inspired from the classical one.     

On the crossing number of cm × cn

We show that the M-crossing number cr_M(C_m × C_n) of C_m × C_n behaves asymptotically according to lim_n→∞ {cr_M(C_m × C_n)/((m − 2)n)} = 1, for each m ≥ 3. This result reinforces the conjecture cr(C_m × C_n) = (m − 2)n if 3 ≤ m ≤ n, which has been proved only for m ≤ 6. © 1998 John Wiley & Sons, Inc. J. Graph Theory 28: 163–170, 1998     

On the Erd s-Ginzburg-Ziv theorem and the Ramsey numbers for stars and matchings

A link between Ramsey numbers for stars and matchings and the Erd s-Ginzburg-Ziv theorem is established. Known results are generalized. Among other results we prove the following two theorems. Theorem 5. Let m be an even integer. If c : e (K_2m−1)→{0, 1,…, m−1} is a mapping of the edges of the complete graph on 2m−1 vertices into {0, 1,…, m−1}, then there exists a star K_1,m in K_2m−1 with edges e₁, e₂,…, e_m such that c(e₁)+c(e₂)++c(e_m)≡0 (mod m). Theorem 8. Let m be an integer. If c : e(K^r_(r+1)m−1)→{0, 1,…, m−1} is a mapping of all the r-subsets of an (r+1)m−1 element set S into {0, 1,…, m−1}, then there are m pairwise disjoint r-subsets Z₁, Z₂,…, Z_m of S such that c(Z₁)+c(Z₂)++c(Z_m)≡0 (mod m).     

Absolutely continuous spectrum for random Schrödinger operators on the Bethe strip

The Bethe strip of width m is the cartesian product $\mathbb {B}\times \lbrace 1,\ldots ,m\rbrace$, where $\mathbb {B}$ is the Bethe lattice (Cayley tree). We prove that Anderson models on the Bethe strip have “extended states” for small disorder. More precisely, we consider Anderson‐like Hamiltonians $H_\lambda =\frac{1}{2} \Delta \otimes 1 + 1 \otimes A\,+\,\lambda \mathcal {V}$ on a Bethe strip with connectivity K ≥ 2, where A is an m × m symmetric matrix, $\mathcal {V}$ is a random matrix potential, and λ is the disorder parameter. Given any closed interval $I\subset \big (\!-\!\sqrt{K}+a_{{\rm max}},\sqrt{K}+a_{\rm {min}}\big )$, where a_min and a_max are the smallest and largest eigenvalues of the matrix A, we prove that for λ small the random Schrödinger operator H_λ has purely absolutely continuous spectrum in I with probability one and its integrated density of states is continuously differentiable on the interval I.     

On the connection between weak and strong convergencies in Cm

In this work wome connections are pursued between weak and strong convergence in the spaces C^m (m-times continuously differentiable functions on Rⁿ). Let f_n, f?C^{m + 1}, where n = 1, 2,…, and m is a nonnegative integer. Suppose that the sequence {f_n} converges to f relative to the weak topology of C^{m + 1}. It is shown that this implies the convergence of {f_n} to f with respect to the strong topology of C^m. Several corollaries to this theorem are established; among them is a sufficient condition for uniform convergence. A stronger result is shown to exist when the sequence constitutes an output sequence of a linear weakly continuous operator.     

The modulator of the local time

Let x(t), 0 ≦ t ≦ 1, be a real measurable function having a local time α(x, t) which is a continuous function of t for almost all x. It is also assumed that, for some m ≧ 2 and some real interval B, α^m(x, 1) is integrable over B. The modulator is a function M_m(t, B), t > 0, denned in terms of α. It is shown that the modulator serves as a measure of the smoothness of the L_m(B)-valued function α(., t) with respect to t. Then it is shown that the modulator plays a central role in precisely describing certain irregularity properties of x(t). The results are applied to the case where x(t) is the sample function of a real stochastic process. In this way new results are obtained for large classes of Gaussian and Markov processes.     

Spectral decomposition and Gelfand’s theorem

We consider the spectral decomposition of A, the generator of a polynomially bounded n-times integrated group whose spectrum set $\sigma(A)=\{i\lambda_{k};k\in\mathbb{\mathbb{Z}}^{*}\}We consider the spectral decomposition of A, the generator of a polynomially bounded n-times integrated group whose spectrum set s(A)={il_k;k ? \mathbb\mathbbZ^*}\sigma(A)=\{i\lambda_{k};k\in\mathbb{\mathbb{Z}}^{*}\} is discrete and satisfies ?\frac1|l_k|^ld_kⁿ < ￥\sum \frac{1}{|\lambda_{k}|^{\ell}\delta_{k}^{n}}<\infty , where ℓ is a nonnegative integer and d_k=min(\frac|l_k+1-l_k|2,\frac|l_k-1-l_k|2)\delta _{k}=\min(\frac{|\lambda_{k+1}-\lambda _{k}|}{2},\frac{|\lambda _{k-1}-\lambda _{k}|}{2}) . In this case, Theorem 3, we show by using Gelfand’s Theorem that there exists a family of projectors (P_k)_{k ? \mathbb\mathbbZ^*}(P_{k})_{k\in\mathbb{\mathbb{Z}}^{*}} such that, for any x∈D(A ^n+ℓ ), the decomposition ∑P _k x=x holds.     

Optimal lower bounds for cubature error on the sphere

We show that the worst-case cubature error E(Q_m;H^s) of an m-point cubature rule Q_m for functions in the unit ball of the Sobolev space H^s=H^s(S²),s>1, has the lower bound , where the constant c_s is independent of Q_m and m. This lower bound result is optimal, since we have established in previous work that there exist sequences of cubature rules for which with a constant independent of n. The method of proof is constructive: given the cubature rule Q_m, we construct explicitly a ‘bad’ function f_mH^s, which is a function for which Q_mf_m=0 and . The construction uses results about packings of spherical caps on the sphere.     

Testing for the Mean of Random Curves: A Penalization Approach

Let X ₁,...,X _n be an i.i.d. sample of random curves, viewed as Hilbert space valued random elements, with mean curve m. An asymptotic test of m = m ₀ vs m ≠ m ₀ is proposed, when m ₀ is a fixed known function. The test statistics converges under very mild assumptions and relies on the pseudo-inversion of the covariance operator (leading to a non standard inverse problem). The power against local alternatives is investigated. In final form November 2004     

Topologically Torsion Elements of the Circle Group

Let (m _n ) be a faithfully enumerated sequence of integers with m _n  | m _n+1 for every n ∈ ?. We describe the topologically (m _n )-torsion elements of the circle group 𝕋 = ?/? (written additively), namely, those elements x ∈ 𝕋 such that m _n x coverges to 0.     

On the equivalence of three potential principles for right Markov processes

Summary We examine three of the principles of probabilistic potential theory in a nonclassical setting. These are: (i) the bounded maximum principle, (ii) the positive definiteness of the energy (of measures of bounded potential), and (iii) the condition that each semipolar set is polar. These principles are known to be equivalent in the context of two Markov processes in strong duality, when excessive functions are lower semicontinuous. We show that when the principles are appropriately formulated their equivalence persists in the wider context of a Borel right Markov processX with distinguished excessive measurem. We make no duality hypotheses andm need not be a reference measure. Our main tools are the stationary process (Y, Q _m) associated withX andm, and a correspondence between potentials U and certain random measures over (Y, Q _m).Research supported in part by NSF Grant 8419377