Some new examples of Markov processes which enjoy the time-inversion property

In this paper we give a sufficient condition on the semi group densities of an homogeneous Markov process taking values in ⁿ which ensures that it enjoys the time-inversion property. Our condition covers all previously known examples of Markov processes satisfying this property. As new examples we present a class of Markov processes with jumps, the Dunkl processes and their radial parts.Mathematics Subject Classification (2000): 60J25, 60J60, 60J65, 60J99     

Markov Chain Approximations for Symmetric Jump Processes

Markov chain approximations of reversible jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a reversible jump process with state space ℝ ^d , the approximating Markov chains are constructed explicitly. As a byproduct we obtain a definition of the Sobolev space H ^α/2(ℝ ^d ), α∈(0,2), that is equivalent to the standard one.      

Boundary Behavior of Harmonic Functions for Truncated Stable Processes

For any α∈(0,2), a truncated symmetric α-stable process in ℝ ^d is a symmetric Lévy process in ℝ ^d with no diffusion part and with a Lévy density given by c|x|^−d−α 1_{|x|<1} for some constant c. In (Kim and Song in Math. Z. 256(1): 139–173, [2007]) we have studied the potential theory of truncated symmetric stable processes. Among other things, we proved that the boundary Harnack principle is valid for the positive harmonic functions of this process in any bounded convex domain and showed that the Martin boundary of any bounded convex domain with respect to this process is the same as the Euclidean boundary. However, for truncated symmetric stable processes, the boundary Harnack principle is not valid in non-convex domains. In this paper, we show that, for a large class of not necessarily convex bounded open sets in ℝ ^d called bounded roughly connected κ-fat open sets (including bounded non-convex κ-fat domains), the Martin boundary with respect to any truncated symmetric stable process is still the same as the Euclidean boundary. We also show that, for truncated symmetric stable processes a relative Fatou type theorem is true in bounded roughly connected κ-fat open sets. The research of P. Kim is supported by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD, Basic Research Promotion Fund) (KRF-2007-331-C00037). The research of R. Song is supported in part by a joint US-Croatia grant INT 0302167.     

Boundary-Crossing Identities for Diffusions Having the Time-Inversion Property

We review and study a one-parameter family of functional transformations, denoted by (S ^(β)) _β∈ℝ, which, in the case β<0, provides a path realization of bridges associated to the family of diffusion processes enjoying the time-inversion property. This family includes Brownian motions, Bessel processes with a positive dimension and their conservative h-transforms. By means of these transformations, we derive an explicit and simple expression which relates the law of the boundary-crossing times for these diffusions over a given function f to those over the image of f by the mapping S ^(β), for some fixed β∈ℝ. We give some new examples of boundary-crossing problems for the Brownian motion and the family of Bessel processes. We also provide, in the Brownian case, an interpretation of the results obtained by the standard method of images and establish connections between the exact asymptotics for large time of the densities corresponding to various curves of each family.     

Stochastic Equations with Time-Dependent Drift Driven by Levy Processes

The stochastic equation dX _t =dS _t +a(t,X _t )dt, t≥0, is considered where S is a one-dimensional Levy process with the characteristic exponent ψ(ξ),ξ∈ℝ. We prove the existence of (weak) solutions for a bounded, measurable coefficient a and any initial value X ₀=x ₀∈ℝ when (ℛe  ψ(ξ))⁻¹=o(|ξ|⁻¹) as |ξ|→∞. These conditions coincide with those found by Tanaka, Tsuchiya and Watanabe (J. Math. Kyoto Univ. 14(1), 73–92, 1974) in the case of a(t,x)=a(x). Our approach is based on Krylov’s estimates for Levy processes with time-dependent drift. Some variants of those estimates are derived in this note.     

Wiener’s test for super-Brownian motion and the Brownian snake

We prove a Wiener-type criterion for super-Brownian motion and the Brownian snake.If F is a Borel subset of ℝ ^d and x ∈ ℝ ^d , we provide a necessary and sufficientcondition for super-Brownian motion started at δ _x to immediately hit the set F. Equivalently, this condition is necessary and sufficient for the hitting time of F by theBrownian snake with initial point x to be 0. A key ingredient of the proof isan estimate showing that the hitting probability of F is comparable, up to multiplicative constants,to the relevant capacity of F. This estimate, which is of independent interest, refines previous results due to Perkins and Dynkin. An important role is played by additivefunctionals of the Brownian snake, which are investigated here via the potentialtheory of symmetric Markov processes. As a direct application of our probabilisticresults, we obtain a necessary and sufficient condition for the existence in a domain D of a positivesolution of the equation Δ; u = u ² which explodes at a given point of ∂ D. Received: 5 January 1996 / In revised form: 30 October 1996     

Dirichlet forms for diffusion in ℝ<Superscript>2</Superscript> and jumps on fractals: The regularity problem

We define a Dirichlet form ɛ describing diffusion in ℝ ^d and jumps in a fractal Γ ⊂ ℝ ^d . The jump measure J is defined as an image of a jump measure j of a process in a non-Archimedean metric space. As the result the jump intensity depends on the hierarchical structure of Γ rather than the geometric distance in ℝ ^d . For a class of fractals in ℝ² we find a condition on the measure j so that the Dirichlet form ɛ is regular. The condition is given in terms of Hausdorff dimension of Γ.     

Hitting Simplices with Points in ℝ3

The so-called first selection lemma states the following: given any set P of n points in ℝ ^d , there exists a point in ℝ ^d contained in at least c _d n ^d+1−O(n ^d ) simplices spanned by P, where the constant c _d depends on d. We present improved bounds on the first selection lemma in ℝ³. In particular, we prove that c ₃≥0.00227, improving the previous best result of c ₃≥0.00162 by Wagner (On k-sets and applications. Ph.D. thesis, ETH Zurich, 2003). This makes progress, for the three-dimensional case, on the open problems of Bukh et al. (Stabbing simplices by points and flats. Discrete Comput. Geom., 2010) (where it is proven that c ₃≤1/4⁴≈0.00390) and Boros and Füredi (The number of triangles covering the center of an n-set. Geom. Dedic. 17(1):69–77, 1984) (where the two-dimensional case was settled).     

Hardy spaces via distribution spaces

Let ℐ(ℝⁿ) be the Schwartz class on ℝⁿ and ℐ_∞(ℝⁿ) be the collection of functions ϕ ∊ ℐ(ℝⁿ) with additional property that

Continuity Envelopes of Spaces of Generalized Smoothness in the Critical Case

The continuity envelope for the Besov and Triebel-Lizorkin spaces of generalized smoothness B _pq ^(s,Ψ)(ℝ ⁿ ) and F _pq ^(s,Ψ)(ℝ ⁿ ), respectively, are computed in the critical case s=n/p, provided that Ψ satisfies an appropriate critical condition. Surprisingly, in this critical situation, the corresponding optimal index is ∞, when compared with all the known results. Moreover, in the particular case of the classical spaces, we solve an open problem posed by Haroske in Envelopes and Sharp Embeddings of Function Spaces, Research Notes in Mathematics, vol. 437, Chapman & Hall, Boca Raton, 2007. As an immediate application of our results we give an upper estimate for approximation numbers of related embeddings.     

Linkless and Flat Embeddings in 3-Space

We consider piecewise linear embeddings of graphs in 3-space ℝ³. Such an embedding is linkless if every pair of disjoint cycles forms a trivial link (in the sense of knot theory). Robertson, Seymour and Thomas (J. Comb. Theory, Ser. B 64:185–227, 1995) showed that a graph has a linkless embedding in ℝ³ if and only if it does not contain as a minor any of seven graphs in Petersen’s family (graphs obtained from K ₆ by a series of YΔ and ΔY operations). They also showed that a graph is linklessly embeddable in ℝ³ if and only if it admits a flat embedding into ℝ³, i.e. an embedding such that for every cycle C of G there exists a closed 2-disk D⊆ℝ³ with D∩G=∂D=C. Clearly, every flat embedding is linkless, but the converse is not true. We consider the following algorithmic problem associated with embeddings in ℝ³:     

Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

Consider a non-symmetric generalized diffusion X(⋅) in ℝ ^d determined by the differential operator $A(\mbox{\boldmath{$A(\mbox{\boldmath{. In this paper the diffusion process is approximated by Markov jump processes X _n (⋅), in homogeneous and isotropic grids G _n ⊂ℝ ^d , which converge in distribution in the Skorokhod space D([0,∞),ℝ ^d ) to the diffusion X(⋅). The generators of X _n (⋅) are constructed explicitly. Due to the homogeneity and isotropy of grids, the proposed method for d≥3 can be applied to processes for which the diffusion tensor $\{a_{ij}(\mbox{\boldmath{$\{a_{ij}(\mbox{\boldmath{ fulfills an additional condition. The proposed construction offers a simple method for simulation of sample paths of non-symmetric generalized diffusion. Simulations are carried out in terms of jump processes X _n (⋅). For piece-wise constant functions a _ij on ℝ ^d and piece-wise continuous functions a _ij on ℝ² the construction and principal algorithm are described enabling an easy implementation into a computer code.     

Classification of Refinable Splines in ℝ d

A refinable spline in ℝ ^d is a compactly supported refinable function whose support can be decomposed into simplices such that the function is a polynomial on each simplex. The best-known refinable splines in ℝ ^d are the box splines. Refinable splines play a key role in many applications, such as numerical computation, approximation theory and computer-aided geometric design. Such functions have been classified in one dimension in Dai et al. (Appl. Comput. Harmon. Anal. 22(3), 374–381, 2007), Lawton et al. (Comput. Math. 3, 137–145, 1995). In higher dimensions Sun (J. Approx. Theory 86, 240–252, 1996) characterized those splines when the dilation matrices are of the form A=mI, where m∈ℤ and I is the identity matrix. For more general dilation matrices the problem becomes more complex. In this paper we give a complete classification of refinable splines in ℝ ^d for arbitrary dilation matrices A∈M _d (ℤ).     

Mean ergodic theorems for bi-continuous semigroups

In this paper we study the main properties of the Cesàro means of bi-continuous semigroups, introduced and studied by Kühnemund (Semigroup Forum 67:205–225, 2003). We also give some applications to Feller semigroups generated by second-order elliptic differential operators with unbounded coefficients in C _b (ℝ ^N ) and to evolution operators associated with nonautonomous second-order differential operators in C _b (ℝ ^N ) with time-periodic coefficients.     

Submanifolds in pseudo-Euclidean spaces satisfying the condition Δx=Ax+B

In this paper we study pseudo-Riemannian submanifolds in ℝ _n ^+k/t satisfying the condition Δx=Ax+B, whereA is an endomorphism of ℝ _n ^+k/t andB is a constant vector in ℝ _n ^+k/t . We give a characterization theorem whenA is a self-adjoint endomorphism. As for hypersurfaces we are able to obtain a classification theorem for any endomorphismA. Supported by a FPI Grant, DGICYT, 1990. Partially supported by a DGICYT Grant No. PS87-0115-C03-03.     

Variational problem in the non-negative orthant of ℝ<Superscript>3</Superscript>: reflective faces and boundary influence cones

In this paper we consider the variational problem in the non-negative orthant of ℝ³. The solution of this problem gives the large deviation rate function for the stationary distribution of an SRBM (Semimartingal Reflecting Brownian Motion). Avram, Dai and Hasenbein (Queueing Syst. 37, 259–289, 2001) provided an explicit solution of this problem in the non-negative quadrant. Building on this work, we characterize reflective faces of the non-negative orthant of ℝ ^d , we construct boundary influence cones and we provide an explicit solution of several constrained variational problems in ℝ³. Moreover, we give conditions under which certain spiraling paths to a point on an axis have a cost which is strictly less than the cost of every direct path and path with two pieces.     

Dilations and Completions for Gabor Systems

Let be a full rank time-frequency lattice in ℝ ^d ×ℝ ^d . In this note we first prove that any dual Gabor frame pair for a Λ-shift invariant subspace M can be dilated to a dual Gabor frame pair for the whole space L ²(ℝ ^d ) when the volume v(Λ) of the lattice Λ satisfies the condition v(Λ)≤1, and to a dual Gabor Riesz basis pair for a Λ-shift invariant subspace containing M when v(Λ)>1. This generalizes the dilation result in Gabardo and Han (J. Fourier Anal. Appl. 7:419–433, [2001]) to both higher dimensions and dual subspace Gabor frame pairs. Secondly, for any fixed positive integer N, we investigate the problem whether any Bessel–Gabor family G(g,Λ) can be completed to a tight Gabor (multi-)frame G(g,Λ)∪(∪ _j=1 ^N G(g _j ,Λ)) for L ²(ℝ ^d ). We show that this is true whenever v(Λ)≤N. In particular, when v(Λ)≤1, any Bessel–Gabor system is a subset of a tight Gabor frame G(g,Λ)∪G(h,Λ) for L ²(ℝ ^d ). Related results for affine systems are also discussed. Communicated by Chris Heil.     

A sufficient condition of type (Ω) for tame splitting of short exact sequences of Fréchet spaces

In a previous paper, the quotient spaces of (s) in the tame category of nuclear Fréchet spaces have been characterized by property (ΩDZ) corresponding to the topological condition (Ω) of D. Vogt and M. J. Wagner. In addition, a splitting theorem has been proved which provides the existence of a tame linear right inverse of a tame linear map on the assumption that the kernel of the given map has property (ΩDZ) and that certain tameness conditions hold. In this paper it is proved that property (Ω) in standard form (i.e., the dual norms ‖ ‖ _n ^* are logarithmically convex) implies the tame splitting condition (ΩDZ) for any tamely nuclear Fréchet space equipped with a grading defined by sermiscalar products. As an application, property (ΩDZ) is verified for the kernels of any hypoelliptic system of linear partial differential operators with constant coefficients on ℝ^N or on a bounded convex region in ℝ^N.     

Optimal Meshes for Finite Elements of Arbitrary Order

Given a function f defined on a bounded domain Ω⊂ℝ² and a number N>0, we study the properties of the triangulation T_N\mathcal{T}_{N} that minimizes the distance between f and its interpolation on the associated finite element space, over all triangulations of at most N elements. The error is studied in the norm X=L ^p for 1≤p≤∞, and we consider Lagrange finite elements of arbitrary polynomial degree m−1. We establish sharp asymptotic error estimates as N→+∞ when the optimal anisotropic triangulation is used, recovering the results on piecewise linear interpolation (Babenko et al. in East J. Approx. 12(1), 71–101, 2006; Babenko, submitted; Chen et al. in Math. Comput. 76, 179–204, 2007) and improving the results on higher degree interpolation (Cao in SIAM J. Numer. Anal. 45(6), 2368–2391, 2007, SIAM J. Sci. Comput. 29, 756–781, 2007, Math. Comput. 77, 265–286, 2008). These estimates involve invariant polynomials applied to the m-th order derivatives of f. In addition, our analysis also provides practical strategies for designing meshes such that the interpolation error satisfies the optimal estimate up to a fixed multiplicative constant. We partially extend our results to higher dimensions for finite elements on simplicial partitions of a domain Ω⊂ℝ ^d .     

Why are there only three quantum noises?

In quantum stochastic calculus on the symmetric Fock space over L ²(ℝ₊), adapted processes of operators are integrated with respect to creation, annihilation and number processes. The main property which allows this integration is that the increments of integrators between s and t act only on Fock space over L ²([s, t]). In this article, we prove that there are no other process of closable operators on coherent vectors with this property. Thus the only possible integrators in quantum stochastic calculus are the creation, annihilation and number processes.