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 .     

Mappings that preserve cones in Lobachevskii space

Let ⁿ be n-dimensional Lobachevskii space, and {l_x:x ⁿ} be a family of lines, parallel to a linel ₀, 0ⁿ (in a given direction). Let {c_x:Xⁿ} be a family of circular cones in ⁿ of opening with axes l_X and vertex X. Then, iff:ⁿⁿ(n>2) is a bijective mapping andf(C_x)=C _f(x), it follows thatf is a motion in the space ⁿ.Translated from Matematicheskie Zametki, Vol. 13, No. 5, pp. 687–694, May, 1973.     

The correctness problem for best approximations by trigonometric polynomials in the class W o r H[ω]C

Suppose thatk, rz₊, W _o ^r H[]_C= {ff is a 2-periodic function,f C^r [–, ], (f^(r), ) ()}, T_k is the space of trigonometric polynomials of order k, p_k(f)T_k is the polynomial of best uniform approximation to f, and E_k(f) is the error of the best approximation. It is shown that for an arbitrary > 0 we have,where for 0<&#x2A7D;(1),k > 0.R () is the root of the equation , and for k = 0 or > (1) we have R()=.Translated from Matematicheskie Zametki, Vol. 22, No. 1, pp. 85–101, July, 1977.The author thanks S. B. Stechkin for posing the problem and for his attention to this work.     

Asymptotic estimates of approximation of continuous periodic functions by Fourier sums

Asymptotic estimates, expressed in terms of the value of the modulus of continuity of r-th order (r2) at the point t=/n of a functionf C ₂ or of the (, )-derivative of a functionf C _B C, are established for the deviations of continuous periodic functions from their Fourier sums.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 6, pp. 747–755, June, 1990.     

On the properties of ε(≥0) optimal policies in discounted unbounded return model

This paper investigates the properties of (0) optimal policies in the model of [2]. It is shown that, if * = ( ₀ ^* , ₁ ^* ,..., _n ^* , _n ^+1/* , ...) is a-discounted optimal policy, then ( ₀ ^* , ₁ ^* , ..., _n ^* ) for alln0 is also a-discounted optimal policy. Under some condition we prove that stochastic stationary policy _n ^* corresponding to the decision rule _n ^* is also optimal for the same discounting factor. We have also shown that for each-optimal stochastic stationary policy ₀ ^* , ₀ ^* can be decomposed into several decision rules to which the corresponding stationary policies are also-optimal separately; and conversely, a proper convex combination of these decision rules is identified with the former ₀ ^* . We have further proved that for any (,)-optimal policy, say *=( ₀ ^* , ₁ ^* , ..., _n ^* , _n ^+1/* , ...), _n–1 ^* ) is ((1– ⁿ )^–1 e, ) optimal forn>0. At the end of this paper we mention that the results about convex combinations and decompositions of optimal policies of § 4 in [1] can be extended to our case.Project supported by the Science Fund of the Chinese Academy of Sciences.     

Classes caractéristiques d''une π-algèbre et suite spectrale en K-théorie bivariante

Résumé Pour tout groupe discret et pour toute -algèbre D, la C ^*-algèbre D(E) (dont la définition exacte est donnée dans la section 4) est la version équivariante de la C ^*-algèbre C(B, D) des fonctions continues sur B, le classifiant du groupe, à valeurs dans D et qui s'annulent à l'infini. Si D désigne une autre -algèbre, nous définissons une suite spectrale en K-théorie bivariante dont les premiers termes sont donnés par les groupes H ^p (B, KK(D, D)) et qui converge (lorsque B est de dimension finie) vers KK(B; D(E), D(E)). Cette suite spectrale généralise celle de Kasparov mais est obtenue de manière différente: en étendant la définition des quasihomomorphismes aux C(X)-algèbres (X est une espace topologique localement compact), on a recours à des méthodes homotopiques telles les décompositions de Postnikov et le calcul des groupes d'homotopie des espaces d'équivalences d'homotopie. Sous certaines hypothèses, ces mÊmes constructions nous permettent de définir, pour toute -algèbre D, une obstruction, appelée classe secondaire de la -algèbre D, qui détermine la différentielle d ₂ de la suite spectrale de Kasparov.

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For all discrete group and all -algebra D, the C ⁺-algebra D(E) (whose exact definition is given in Section 4) is the equivariant version of the C ^*-algebra C(B, D) of continuous functions from B (the classifiant of the group) to D, vanishing at infinity. If D is another -algebra, we define a spectral sequence in bivariant K-theory whose first terms are given by the groups H ^p (B, KK(D, D)) and which converges (if B of finite dimension) to KK(B; D(E), D(E)). This spectral sequence generalises the spectral sequence given by Kasparov but it is obtained in a quite different way: by extending the definition of quasihomomorphisms to the C(X)-algebras (where X is a locally compact topological space), we use homotopical methods, like Postnikov decompositions and the calculus of homotopy groups of spaces of homotopy equivalences. Furthermore, under certain hypotheses, with these constructions, we define an obstruction, called the secondary class of the -algebra D, which determines the differential d ₂ of the Kasparov spectral sequence.

     

Divergent Fourier series with respect to orthonormalized systems of smooth functions

In this paper it is proved that for any functionf L ² [–; ], f>0, there exists a complete orthonormalized system of uniformly bounded trigonometric polynomials with respect to which the Fourier series of this function is divergent almost everywhere in the interval [–; ].Translated from Matematicheskie Zametki, Vol. 20, No. 1, pp. 69–78, July, 1976.The authoress expresses her gratitude to A. M.     

A note on quasi-periodic solutions of some elliptic systems

We extend a recent method of proof of a theorem by Kolmogorov on the conservation of quasi-periodic motion in Hamiltonian systems so as to prove existence of (uncountably many) real-analytic quasi-periodic solutions for elliptic systems u=f _x (u, y), whereu y ^M u(y) ^N ,f=f(x, y) is a real-analytic periodic function and is a small parameter. Kolmogorov's theorem is obtained (in a special case) whenM=1 while the caseN=1 is (a special case of) a theorem by J. Moser on minimal foliations of codimension 1 on a torusT ^M +1. In the autonomous case,f=f(x), the above result holds for any .     

Spectral and Computational Analysis of Block Toeplitz Matrices Having Nonnegative Definite Matrix-Valued Generating Functions

It is well known that the generating function f L ¹([–, ], ) of a class of Hermitian Toeplitz matrices A _n(f) _n describes very precisely the spectrum of each matrix of the class. In this paper we consider n × n Hermitian block Toeplitz matrices with m × m blocks generated by a Hermitian matrix-valued generating function f L ¹([–, ], C ^m×m ). We extend to this case some classical results by Grenander and Szegö holding when m = 1 and we generalize the Toeplitz preconditioning technique introduced in the scalar case by R. H. Chan and F. Di Benedetto, G. Fiorentino and S. Serra. Finally, concerning the spectra of the preconditioned matrices, some asymptotic distribution properties are demonstrated and, in particular, a Szegö-style theorem is proved. A few numerical experiments performed at the end of the paper confirm the correctness of the theoretical analysis.     

Surjectivity of quotient maps for algebraic (ℂ,+)-actions and polynomial maps with contractible fibers

In this paper we establish two results concerning algebraic (,+)-actions on ⁿ . First, let be an algebraic (,+)-action on ³. By a result of Miyanishi, its ring of invariants is isomorphic to [t ₁,t ₂]. Iff ₁,f ₂ generate this ring, the quotient map of is the mapF:³²,x(f ₁(x), f₂(x)). By using some topological arguments we prove thatF is always surjective. Secon, we are interested in dominant polynomial mapsF: ^{n n-1} whose connected components of their generic fibers are contractible. For such maps, we prove the existence of an algebraic (,+)-action on ⁿ for whichF is invariant. Moreover we give some conditions so thatF*([t ₁,...,t _n-1 ]) is the ring of invariants of .Dedicated to all my friends and my family     

On depth first search strees inm-out digraphs

We consider depth first search (DFS for short) trees in a class of random digraphs: am-out model. Let _i be thei ^th vertex encountered by DFS andL(i, m, n) be the height of _i in the corresponding DFS tree. We show that ifi/n asn, then there exists a constanta(,m), to be defined later, such thatL(i, m, n)/n converges in probability toa(,m) asn. We also obtain results concerning the number of vertices and the number of leaves in a DFS tree.     

Range of the posterior probability of an interval for priors with unimodality preserving contaminations

Range of the posterior probability of an interval over the -contamination class ={=(1–)₀+q:qQ} is derived. Here, ₀ is the elicited prior which is assumed unimodal, is the amount of uncertainty in ₀, andQ is the set of all probability densitiesq for which =(1–)₀+q is unimodal with the same mode as that of ₀. We show that the sup (resp. inf) of the posterior probability of an interval is attained by a prior which is equal to (1–)₀ except in one interval (resp. two disjoint intervals) where it is constant.     

Speed of convergence as a function of given accuracy for random search methods

The essence of this article lies in a demonstration of the fact that for some random search methods (r.s.m.) of global optimization, the number of the objective function evaluations required to reach a given accuracy may have very slow (logarithmic) growth to infinity as the accuracy tends to zero. Several inequalities of this kind are derived for some typical Markovian monotone r.s.m. in metric spaces including thed-dimensional Euclidean space ^d and its compact subsets. In the compact case, one of the main results may be briefly outlined as a constructive theorem of existence: if is a first moment of approaching a good subset of-neighbourhood ofx ₀=arg maxf by some random search sequence (r.s.s.), then we may choose parameters of this r.s.s. in such a way that E c(f) In² . Certainly, some restrictions on metric space and functionf are required.     

L 2-approximation by the translates of a function and related attenuation factors

Summary Let be thek-dimensional subspace spanned by the translates (·–2j/k),j=0, 1, ...,k–1, of a continuous, piecewise smooth, complexvalued, 2-periodic function . For a given functionfL ²(–, ), its least squares approximantS _kf from can be expressed in terms of an orthonormal basis. Iff is continuous,S _kf can be computed via its discrete analogue by fast Fourier transform. The discrete least squares approximant is used to approximate Fourier coefficients, and this complements the works of Gautschi on attenuation factors. Examples of include the space of trigonometric polynomials where is the de la Valleé Poussin kernel, algebraic polynomial splines where is the periodic B-spline, and trigonometric polynomial splines where is the trigonometric B-spline.     

Factorization intok-dimensional linear bijections

LetV be a vector space,k withkdimV andS _k{GL(V)|dimV(–1)=k}. ThenS _k generates GL _f (V){GL(V)|V(-1) is finite-dimensional} (with the exception that dimV=2=k and the field is GF2). We study the length problem in GL _f (V) withS _k as set of generators.     

A Note on a Boundary Value Problem

In this note, we prove that, for Robins boundary value problem, a unique solution exists if f_x(t, x, x), f_x(t, x, x), (t), and (t) are continuous, and f_x -(t), f_x -(t), 4(t) ² + ²(t) ++ 2(t), and 4(t) ² + ²(t) + 2(t).AMS Subject Classification (2000) 34B15     

Upper bounds of best one-sided approximations of the classes WrLΨ in the metric of L

The lowest upper bound is obtained for best one-sided approximations of classes (r=1,2 ...) by trigonometric polynomials and splines of minimum deficiency with equidistant knots, in the metric of space L, where W^rL={f:f(x+2)=f(x), f^(r–1)(x) is absolutely continuous, f ^(r)L 1} and L is an Orlicz space.Translated from Matematicheskie Zametki, Vol. 22, No. 2, pp. 257–267, August, 1977.     

Fano'sche Moufang-Ebenen mit Gauss-Figur sind pappos'sch

LetV be a quadrilateral in aMoufang-plane , in which theFano-proposition is valid. Take the pointsP,Q,R respectively in the diagonalsp,q,r ofV and construe the pointsP ^*,Q ^*,R ^* inp,q, r harmonic toP,Q,R with respect to pairs of edges ofV. IfP,Q,R are collinear, so areP ^*,Q ^*,R ^*, if and only if is aPappos-plane. Is V classical, the pointsP ₁ p,Qq,Rr and their harmonic conjugatesP ₁ ^* ,Q ^*,R ^* (construed as above mentioned) lay in a curve of 2^nd order.

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R. Artzy zum 70. Geburtstag zugeeignet     

Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory

We present two convergence theorems for Hamilton-Jacobi equations and we apply them to the convergence of approximations and perturbations of optimal control problems and of two-players zero-sum differential games. One of our results is, for instance, the following. LetT andT _h be the minimal time functions to reach the origin of two control systemsy = f(y, a) andy = f _h (y, a), both locally controllable in the origin, and letK be any compact set of points controllable to the origin. If f _h –f Ch, then |T(x) – T _h (x)| C _K h , for all x K, where is the exponent of Hölder continuity ofT(x).     

Waterman classes and triangular sums of double Fourier series

Let ^a ={nln^a (n+1)}, where a R. The following results are established: For every &fnof ^a BV ((- ]²), the triangular partial sums of its Fourier series are uniformly bounded if a = -1, and converge everywhere if a < -1.For every a>0, there exists &fnof ^a BV ((- ]²) such that the triangular partial sums of its Fourier series are unbounded at the point (0;0).