A Remark on Bernstein,Prokhorov, Bennett,Hoeffding, and Talagrand Inequalities

Let X ₁,..., X_n be independent random variables such that {X_j 1}=1 and E X _j=0 for all j. We prove an upper bound for the tail probabilities of the sum M _n=X₁+...+ X_n. Namely, we prove the inequality {M _nx} 3.7 {S_n x}, where S _n=₁+...+ _n is a sum of centered independent identically distributed Bernoulli random variables such that E S _n ² =ME M _n ² and {_k=1}=E S _n ² /(n+E S _n ² ) for all k (we call a random variable Bernoulli if it assumes at most two values). The inequality holds for x at which the survival function x{S _nx} has a jump down. For remaining x, the inequality still holds provided that we interpolate the function between the adjacent jump points linearly or log-linearly. If necessary, in order to estimate {S _nx} one can use special bounds for binomial probabilities. Up to the factor at most 2.375, the inequality is final. The inequality improves the classical Bernstein, Prokhorov, Bennett, Hoeffding, Talagrand, and other bounds.     

Invariant subsets of strongly continuous semigroups

Let {P(t): t0} be a strongly continuous semigroup on a Banach space X and let |\| be a continuous norm on X such that |P(t)x|exp(t)|x|, XX, t0. Let C be a |\|-closed convex subset of X and suppose that for every x in D(A) there exists a sequence (x_n : n ) in D(A) with the following properties: lim|x–x_n|=0, lim|Ax–Ax_n|=0 and every x_n has a best approximation in C (with respect to |\|) which belongs to D(A). Then P(t)CC for all t0 if and only if, for every v in CD(A), the vector Av belongs to the |\|-closure of [0, ) (C-V).     

Decision-procedures for invariant properties of short algorithms

For a class of algorithms R satisfying sufficiently general conditions and an enumeration of the algorithms of this class, it is proved that if the algorithm from R with code m in this enumeration algorithmically decides a property, nontrivial to N₁ and invariant (with respect to extensional equality) up to N, then for N max (t²(c)t⁵(N₁, t²(a)) one has m t^–3(N), where the constantsa, c and the function t are indicated in the text of the paper, t^–3(N) is used instead of t^–1(t^–1(t^–1(N))), and finally, t^–1(x)=yx[t(y)x]. For natural enumerations the constantsa, c are not large, and the function t does not grow too rapidly. From the result obtained also follows a generalization of a theorem of Rice in a form close to that proved in [2].Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 88, pp. 73–76, 1979.In conclusion, the author thanks the participants in the Leningrad seminar on mathematical logic for valuable comments.     

On the strongly spherical Sasakian metric of a spherical tangent bundle

Let Mⁿ denote an n-dimensional Riemannian manifold. Its metric is called -strongly spherical if at every point Q Mⁿ there exists a -dimensional subspace _Q T_QMⁿ such that the curvature operator of the metric of Mⁿ satisfies R(X, Y) Z = k(< Y, Z > X < X, Z > Y), where k = const > 0, Y _Q , X, Z #x2208; T_QMⁿ. The number is called the index of sphericity and k the exponent of sphericity. The following theorems are proved in the paper.THEOREM 1. Let the Sasakian metric of T₁Mⁿ be -strongly spherical with exponent of sphericity k. The following assertions hold: a) = 1 if and only if M² has constant Gaussian curvature K 1 and k = K²/4; b) = 3 if and only if M² has constant curvature K = 1 and k = 1/4; c) = 0, otherwise.THEOREM 2. Let the Sasakian metric of T₁Mⁿ (n Mⁿ) be -strongly spherical with exponent of sphericity k. If k > 1/3 and k 1, then = 0. Let us denote by (Mⁿ, K) a space of constant curvatureK. THEOREM 3. Let the Sasakian metric of T₁(Mⁿ, K) (n 3) be -strongly spherical with exponent of sphericity k. The following assertions hold: a) = 1 if and only if K = 1/4; b) = 0, otherwise. In dimension n = 3 Theorem 2 is true for k {1/4, 1}.Translated from Ukrainskii Geometricheskii Sbornik, No. 35, pp. 150–159, 1992.     

Two-sided polynomial approximation of functions

Conditions are established when the collocation polynomials P_m(x) and P_M(x), m M, constructed respectively using the system of nodes x_j of multiplicities a_j 1, j = O,, n, and the system of nodes x_-r,,x_o,,x_n,,x_n+r1, r O, r₁ O, of multiplicities a_-r,,(a_o + y_o),,(a_n + y_n),,a_n+r1, a_j + y_j 1, are two sided-approximations of the function f on the intervals , x_j[, j = O,...,n + 1, and on unions of any number of these intervals. In this case, the polynomials P_m (x), P_M ^(l) (x) with l a_j are two-sided approximations of the function f⁽¹⁾ in the neighborhood of the node x_j and the integrals of the polynomials P_m(x), P_M(x) over D_j are two-sided approximations of the integral of the function f (over D_j). If the multiplicities a_j a_j + y_j of the nodes x_j are even, then this is also true for integrals over the set _j= _µ ^k D_j µ 1, k n. It is shown that noncollocation polynomials (Fourier polynomials, etc.) do not have these properties.Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 67, pp. 31–37, 1989.     

On discrete and continuous norms in Paley-Wiener spaces and consequences for exponential frames

It is well known that for certain sequences {t_n}_n the usual L^p norm ·_p in the Paley-Wiener space PW ^p is equivalent to the discrete norm f_p,{tn}:=( _n=– |f(t_n)|^p)^1/p for 1 p = < and f_,{tn}:=sup _n|f(t_n| for p=). We estimate f_p from above by Cf_p, _n and give an explicit value for C depending only on p, , and characteristic parameters of the sequence {t_n}_n. This includes an explicit lower frame bound in a famous theorem of Duffin and Schaeffer.     

Convergence of random products of compact contractions in Hilbert space

Let {T₁, ..., T_N} be a finite set of linear contraction mappings of a Hilbert space H into itself, and let r be a mapping from the natural numbers N to {1, ..., N}. One can form S_n=T_r(n)...T_r(1) which could be described as a random product of the T_i's. Roughly, the S_n converge strongly in the mean, but additional side conditions are necessary to ensure uniform, strong or weak convergence. We examine contractions with three such conditions. (W): x_n1, Tx_n1 implies (I-T)x_n0 weakly, (S): x_n1, Tx_n1 implies (I-T)x_n0 strongly, and (K): there exists a constant K>0 such that for all x, (I-T)x²K(x²–Tx²).We have three main results in the event that the T_i's are compact contractions. First, if r assumes each value infinitely often, then S_n converges uniformly to the projection Q on the subspace _i= ₁ ^N [x|T_ix=x]. Secondly we prove that for such compact contractions, the three conditions (W), (S), and (K) are equivalent. Finally if S=S(T₁, ..., T_N) denotes the algebraic semigroup generated by the T_i's, then there exists a fixed positive constant K such that each element in S satisfies (K) with that K.     

Finite-dimensional attainable sets for stochastic control systems

Letx _t ^u () be a stochastic control system on the probability space (, ,P) intoR ⁿ. We say that the pointxR ⁿ is (, ) attainable at timet if there exists an admissible controlu such thatP _xo{x _t ^u ()S (x)}, wherex ₀()=x ₀, 0, 10, andS (x) is the closed Euclidean -ball inR ⁿ centered atx. We define the attainable setA (t) to be the set of all pointsxR ⁿ which are (, ) attainable at timet. For a large class of stochastic control systems, it is shown thatA (t) is compact for eacht and continuous as a function oft in an appropriate metric. From this, the existence of stochastic time-optional controls is established for a large class of nonlinear stochastic differential equations.This research was supported by the National Research Council of Canada, Grant No. A-9072.     

Min-max game theory and algebraic Riccati equations for boundary control problems with continuous input-solution map. Part II: The general case

We consider the abstract dynamical framework of [LT3, class (H.2)] which models a variety of mixed partial differential equation (PDE) problems in a smooth bounded domain ⁿ , arbitraryn, with boundaryL ₂-control functions. We then set and solve a min-max game theory problem in terms of an algebraic Riccati operator, to express the optimal quantities in pointwise feedback form. The theory obtained is sharp. It requires the usual Finite Cost Condition and Detectability Condition, the first for existence of the Riccati operator, the second for its uniqueness and for exponential decay of the optimal trajectory. It produces an intrinsically defined sharp value of the parameter, here called _c (critical), _c0, such that a complete theory is available for > _c, while the maximization problem does not have a finite solution if 0 < < _c. Mixed PDE problems, all on arbitrary dimensions, except where noted, where all the assumptions are satisfied, and to which, therefore, the theory is automatically applicable include: second-order hyperbolic equations with Dirichlet control, as well as with Neumann control, the latter in the one-dimensional case; Euler-Bernoulli and Kirchhoff equations under a variety of boundary controls involving boundary operators of order zero, one, and two; Schroedinger equations with Dirichlet control; first-order hyperbolic systems, etc., all on explicitly defined (optimal) spaces [LT3, Section 7]. Solution of the min-max problem implies solution of theH -robust stabilization problem with partial observation.The research of C. McMillan was partially supported by an IBM Graduate Student Fellowship and that of R. Triggiani was partially supported by the National Science Foundation under Grant NSF-DMS-8902811-01 and by the Air Force Office of Scientific Research under Grant AFOSR-87-0321.     

Resolvent of the Toeplitz operator may increase arbitrarily fast

It is proved that for every sequence of points _n from the unit circle, _n1, and for an arbitrary sequence of positive numbers A_n, A_n, there exists a continuous real function u, such that for the Toeplitz operator T (acting in the Hardy space H²) with the symbol =e ^iu we have the estimates (T–_nI)^–1>A_n, n.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova, AN SSSR, Vol. 157, pp. 175–177, 1987.     

Familien komplexer räume zu gegebenen infinitesimalen deformationen

Let M be a domain in the complex plane, :XM a flat family of reduced complex spaces, (X_o, _o) the fibre over a point OM, and x_o the sheaf of (1,O)-forms over X_o. The family defines an element (Ext¹ (_Xo, _o))_x for every point xX. We prove: If (X_o, _o) is a normal complex space, x a point in X_o such that (Ext² (_Xo, _o))_x=O, then for each infinitesimal deformation (Ext¹ (_Xo, _o))_x there exists a flat reduced family with =. This statement is analogous to a result of KODAIRA-NIRENBERG-SPENCER in the theory of deformations of compact complex manifolds.     

Excesses of systems of exponential functions

Conditions on the closeness of real sequences {_n} and {_n} are studied which imply the equality of the excesses of the systems {exp(i_nx)} and {exp(i_nx)} in the space L²(–a, a). A theorem is formulated in terms of the difference of the sequences {_n} and {_n} enumerating the functions. In the corollaries of the theorem, conditions are given in terms of the behavior of the difference _n–_n0. An example is constructed showing that the condition _n–_n0 alone is not sufficient for equality of the excesses.Translated from Matematicheskie Zametki, Vol. 22, No. 6, pp. 803–814, December, 1977.     

On the convergence of orthogonal series to +∞

For any sequence of numbers _n0, _n=1 a _n ² =, a uniformly bounded orthonormal system of continuous functions _n(x) which is complete in L₂ (0, 1), and a sequence of numbers b_n(0< b_na_n) are constructed such that _n=1 ^Emphasis> b_nn(x)= everywhere on (0, 1).Translated from Matematicheskie Zametki, Vol. 11, No. 5, pp. 499–508, May, 1972.     

Drachennetze mit geradlinigen Hauptdiagonalen

A C^s-net of curves N (s1) [3] in a regular C^s-2-surface Eⁿ (n2) is called a C^s-kite- net [4] if N and the net N₁ of its angular bisecting curves form a pair of diagonal nets [1] in such a way that each mesh of N-curves possessing two N₁-diagonals shows, with respect to one of these (calledmain diagonal), the same symmetry of angles and lengths as a rectilinear kite in E². Referring to the fact that the main diagonals of any C^s-kite-net N (s2) are geodesics in [5], we ask in this paper for all C^s-kite-nets and, more generally, C^s-D-nets [5] (s1) withstraight main diagonals. This leads, among other results, to a characterization of the skew ruled surfaces in Eⁿ (n3) with constant parameter of distribution and the constant striction /2.

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Herrn Professor Dr. WERNER BURAU zum 70. Geburtstag gewidmet     

Leaves in Representation Diagrams of Bipartite Distance-Regular Graphs

Let denote a bipartite distance-regular graph with diameter D 3 and valency k 3. Let ₀ > ₁ ··· > _D denote the eigenvalues of and let q ^h _ij (0 h, i, j D) denote the Krein parameters of . Pick an integer h (1 h D – 1). The representation diagram = _h is an undirected graph with vertices 0,1,...,D. For 0 i, j D, vertices i, j are adjacent in whenever i j and q ^h _ij 0. It turns out that in , the vertex 0 is adjacent to h and no other vertices. Similarly, the vertex D is adjacent to D – h and no other vertices. We call 0, D the trivial vertices of . Let l denote a vertex of . It turns out that l is adjacent to at least one vertex of . We say l is a leaf whenever l is adjacent to exactly one vertex of . We show has a nontrivial leaf if and only if is the disjoint union of two paths.     

Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

Convolution equations in spaces of sequences with an exponential growth constraint

One describes the sets of the solutions of the convolution equations S*x=0 (on the set or on ₊={n:n0}) in the spaces of sequences of the type X=^X(, ), where. One proves that any 1-invariant subspace E,EX, coincides with KezS for some S and, after the Laplace transform can be represented in the form f·A(K_{(, )}), where K_{(, )}={z:kⁿ}_{n z} ^: }+{xX:x_k=0, k(, ), whose zeros do not accumulate to the circumference ¦¦=.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSP, Vol. 149, pp. 107–115, 1986.The author expresses his sincere gratitude to N. K. Nikol'skii for the formulation of the problem and for his interest in the paper.     

Multipliers with singularities along a curve in ℝ n

We consider in ⁿ ,n2, the curve = (t,t ² ,...,t ⁿ ), ₀t₀,₀>0 a small number. We study the boundedness of operatorsT ,>0, defined by multipliers which present singularities along . Our results are derived from a sharp estimate on a suitable maximal function. In the casen=2 theT 's are Bochner-Riesz operators and our results coincide with the known ones.     

The Product of Independent Random Variables with Regularly Varying Tails

A distribution is said to have regularly varying tail with index – (0) if lim _x(kx,)/(x,)=k ^– for each k>0. Let X and Y be independent positive random variables with distributions and , respecitvely. The distribution of product XY is called Mellin–Stieltjes convolution (MS convolution) of and . It is known that D() (the class of distributions on (0,) that have regularly varying tails with index –) is closed under MS convolution. This paper deals with decomposition problem of distributions in D() related to MS convolution. A representation of a regularly varying function F of the following form is investigated: F(x)= _k=0 ^n–1 b _k f(a ^k x), where f is a measurable function and a and b _k (k=1,...,n–1) are real constants. A criterion is given for these constants in order that f be regularly varying. This criterion is applicable to show that there exist two distributions and such that neither nor belongs to D() (>0) and their MS convolution belongs to D().     

n-th roots of a non-negative operator. Conditions for uniqueness

In the present paper we study which restrictions must be imposed on the n-th roots of certain non-negative closed operators A on a Banach space so that these roots are unique.Counterexamples are given to show that the two results on this subject in the previous literature are incorrect.Finally, we obtain an explicit formula relating the canonical root A^1/n to another given non-negative n-th root B, and this allows us to establish the conditions for a given element to yield the same value by both roots. This point of view, which had not been considered up to now, provides simple conditions for global uniqueness that need only to be checked on the subspaces D(A)=_n1D(Aⁿ) and R(A)=_n1R(Aⁿ).