Maximal inequalities for a continuous semimartingale

Let X =( X t ) t S 0 be a continuous semimartingale given by d X t = f ( t ) w ( X t )d d M ¢ t + f ( t ) σ ( X t )d M t , X 0 =0, where M =( M t , F t ) t S 0 is a continuous local martingale starting at zero with quadratic variation d M ¢ and f ( t ) is a positive, bounded continuous function on [0, X ), and w , σ both are continuous on R and σ ( x )>0 if x p 0. Denote X 𝜏 * =sup 0 h t h 𝜏 | X t | and J t = Z 0 t f ( s ) } ( X s )d d M ¢ s ( t S 0) for a nonnegative continuous function } . If w ( x ) h 0 ( x S 0) and K 1 | x | n σ 2 ( x ) h | w ( x )| h K 2 | x | n σ 2 ( x ) ( x ] R , n >0) with two fixed constants K 2 S K 1 >0, then under suitable conditions for } we show that the maximal inequalities c p , n log 1 n +1 (1+ J 𝜏 ) p h Á X 𝜏 * Á p h C p , n log 1 n +1 (1+ J 𝜏 ) p (0< p < n +1) hold for all stopping times 𝜏 .     

Characteristic Operator of a Diffusion Process

Semi-Markov processes of diffusion type in the d-dimensional space (d > 1) are considered. We assume that the transition generating function of such a process satisfies a second-order differential equation of elliptic type. We apply methods of differential equations theory, especially of the theory of the Dirichlet problem, to study the transition generating function for a small neighborhood of the initial point of the process. Asymptotic expansions in the small scale parameter are obtained both for the first exit point distribution density and for the first exit time expectation for the case where the trajectory of the process leaves a small neighborhood of the initial point. We prove the existence of the Dynkin characteristic operator determined by a decreasing sequence of neighborhoods. Bibliography: 9 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 293, 2003, pp. 226–251.     

The Growth of an Entire Function and its Dirichlet Coefficients and Exponents

Let F be an entire function represented by a (generalized) Dirichlet series where the coefficients { d n } and exponents { n } ( n = 1, 2, …) are sequences of complex numbers. We introduce a modified (R)-order 𝜌 and modified (R)-type σ and we obtain an estimate for | d n | when n is sufficiently large in terms of 𝜌 , σ and n . Other estimates relating 𝜌 and σ to { n } and { d n } are also obtained.     

Entire functions with univalent derivatives in a disc

It is proved that if the increasing sequence (n_p) of natural numbers satisfies the condition n_p+1/n_p 1 (p ) and all derivatives f^(np) of the analytic function f in D=¦¦< 1 are univalent in D, then f is an entire function. At the same time, for each increasing sequence (n_p) natural numbers such that n_p+1/n_p (p ) there exists an analytic function f in D all of whose derivatives f^(np) are univalent in D and D is the boundary for f. The growth of entire functions with derivatives univalent in the disc D is also studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 3, pp. 400–406, March, 1991.     

Mathematical induction,difference equations and divisibility

Many exercises in mathematical induction require the student to prove a divisibility property of a function of the integers. Such problems are generally presented as being independent of each other. However, many of these problems can be presented in terms of difference equations, and the theory of difference equations can be used to provide a uniform method for creating such divisibility problems. This article shows how a multitude of such problems can be created, and how standard problems from textbooks can be analysed in terms of difference equations.     

关于Diophantine 方程xn+2kyn=pz2

设p 为奇素数且对任意的整数m, d, p≠(2^m±1)=/d², 则对任意的素数n > p^8p2, 方程xⁿ+2^kyⁿ=pz², k≥2 没有整数解(x, y, z) 使得x, y, z 两两互素且均不为0.     

Functional equations involving means

In this paper, the functional equation $$ f(px + (1 - p)y) + f((1 - p)x + py) = f(x) + f(y), (x,y \in I) $$ is considered, where 0 < p < 1 is a fixed parameter and f: I → R is an unknown function. The equivalence of this and Jensen’s functional equation is completely characterized in terms of the algebraic properties of the parameter p. As an application, solutions of certain functional equations involving four weighted arithmetic means are also determined.     

On Lower Bounds for Lp Norms in the Central Limit Theorem for Independent and m-Dependent Random Variables

We derive lower bounds for L_p norms , in the central limit theorem for independent and m–dependent random variables with finite fifth order absolute moments and for independent and m–dependent identically distributed random variables with fourth order moments.     

Estimate for a Rearrangement of a Function Satisfying the “Reverse Jensen Inequality”

We show that an equimeasurable rearrangement of any function satisfying the “reverse Jensen inequality” with respect to various multidimensional segments also satisfies the “reverse Jensen inequality” with the same constant.__________Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 2, pp. 158–169, February, 2005.     

Ein Oszillationssatz für algebraische Eigenwertprobleme

Summary Conditions on a linear algebraic eigenvalue problem are given, under which there are exactlyk–1 changes of sign in the sequence of components of thek-th eigenvector. This is analogous to the oscillation theorems of differential equations. A class of difference equations which satisfies these conditions is defined. Finally a modification of a method ofCollatz is given, by means of which upper and lower bounds for thek-th eigenvalue may be derived from a trial vector havingk–1 sign changes in the sequence of its components. This paper is merely a summary of results; no proofs are given.     

Exponentially Small Splitting of Separatrices for Whiskered Tori in Hamiltonian Systems

We study the existence of transverse homoclinic orbits in a singular or weakly hyperbolic Hamiltonian with three degrees of freedom as a model for the behavior of a nearly integrable Hamiltonian near a simple resonance. The considered example consists of an integrable Hamiltonian having a two-dimensional hyperbolic invariant torus with fast frequencies and coincident whiskers or separatrices, plus a perturbation of order μ = ε^p giving rise to an exponentially small splitting of separatrices. We show that asymptotic estimates for the transversality of the intersections can be obtained if ω satisfies certain arithmetic properties. More precisely, we assume that ω is a quadratic vector (i.e., the frequency ratio is a quadratic irrational number) and generalizes good arithmetic properties of the golden vector. We provide a sufficient condition on the quadratic vector ω ensuring that the Poincare-Melnikov method (used for the golden vector in a previous work) can be applied to establish the existence of transverse homoclinic orbits and, in a more restricted case, their continuation for all values of ε → 0. Bibliography: 22 titles.__________Published in Zapiski Nauchnykh Seminarov POMI, Vol. 300, 2003, pp. 87–121     

An error analysis for absolute and relative approximation

We consider the vectorial algorithm for finding best polynomial approximationsp P _n to a given functionf C[a, b], with respect to the norm · _s , defined byp – f _s =w ₁ (p – f)+w ₂ (p – f) A bound for the modulus of continuity of the best vectorial approximation operator is given, and using the floating point calculus of J. H. Wilkinson, a bound for the rounding error in the algorithm is derived. For givenf, these estimates provide an indication of the conditioning of the problem, an estimate of the obtainable accuracy, and a practical method for terminating the iteration.This paper was supported in part by the Canadian NCR A-8108, FCAC 74-09 and G.E.T.M.A.Part of this research was done during the first-named author's visit to theB! Chair of Applied Mathematics, University of Athens, Spring term, 1975.     

Discrepancy of Fractions with Divisibility Constraints

We provide bounds for the absolute discrepancy of sequences of fractions with denominators streaming in a given arithmetic progression and satisfying divisibility constraints. Supported by the CERES Program 4-147/2004 of the Romanian Ministry of Education and Research.     

Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem

For a sequence of independent and identically distributed random vectors, upper and lower bounds are obtained for the discrepancy between the probability measure P_n, induced by their normalized sum, and the Normal measure Φ. The upper and lower bounds are of the same order of magnitude. These results may be derived by a “leading term” approach, in which a signed measure Q_n is introduced as a first order approximation to P_n − Φ. The purpose of this paper is to investigate properties of the leading term.     

The invariant polynomials characterizing U(n) tensor operators p, q,…, q, 0,…, 0 having maximal null space

We make use of the “path sum” function to prove that the family of stretched operator functions characterized by the operator irrep labels p,q,…,q, 0,…, 0 satisfy a pair of general difference equations. This family of functions is a generalization of Milne's p,q,…,q, 0, functions for U(n) and Biedenharn and Louck's p,q, 0 functions for U(3). The fact that this family of stretched operator functions are polynomials follows from a detailed study of their symmetries and zeros. As a further application of our general difference equations and symmetry properties we give an explicit formula for the polynomials characterized by the operator irrep labels p, 1, 0,…, 0.     

Density estimates for a random noise propagating through a chain of differential equations

We here provide two sided bounds for the density of the solution of a system of n differential equations of dimension d, the first one being forced by a non-degenerate random noise and the n−1 other ones being degenerate. The system formed by the n equations satisfies a suitable Hörmander condition: the second equation feels the noise plugged into the first equation, the third equation feels the noise transmitted from the first to the second equation and so on … , so that the noise propagates one way through the system. When the coefficients of the system are Lipschitz continuous, we show that the density of the solution satisfies Gaussian bounds with non-diffusive time scales. The proof relies on the interpretation of the density of the solution as the value function of some optimal stochastic control problem.     

A variational principle for gradient flows

We verify – after appropriate modifications – an old conjecture of Brezis-Ekeland ([3], [4]) concerning the feasibility of a global variational approach to the problems of existence and uniqueness of gradient flows for convex energy functionals. Our approach is based on a concept of self-duality inherent in many parabolic evolution equations, and motivated by Bolza-type problems in the classical calculus of variations. The modified principle allows to identify the extremal value –which was the missing ingredient in [3]– and so it can now be used to give variational proofs for the existence and uniqueness of solutions for the heat equation (of course) but also for quasi-linear parabolic equations, porous media, fast diffusion and more general dissipative evolution equations.Both authors were partially supported by a grant from the Natural Science and Engineering Research Council of Canada.This paper is part of this authors Masters thesis under the supervision of the first named author.Revised version: 31 March 2004     

On the adjacencies of triangular meshes based on skeleton-regular partitions

For any 2D triangulation τ, the 1-skeleton mesh of τ is the wireframe mesh defined by the edges of τ, while that for any 3D triangulation τ, the 1-skeleton and the 2-skeleton meshes, respectively, correspond to the wireframe mesh formed by the edges of τ and the “surface” mesh defined by the triangular faces of τ. A skeleton-regular partition of a triangle or a tetrahedra, is a partition that globally applied over each element of a conforming mesh (where the intersection of adjacent elements is a vertex or a common face, or a common edge) produce both a refined conforming mesh and refined and conforming skeleton meshes. Such a partition divides all the edges (and all the faces) of an individual element in the same number of edges (faces). We prove that sequences of meshes constructed by applying a skeleton-regular partition over each element of the preceding mesh have an associated set of difference equations which relate the number of elements, faces, edges and vertices of the nth and (n−1)th meshes. By using these constitutive difference equations we prove that asymptotically the average number of adjacencies over these meshes (number of triangles by node and number of tetrahedra by vertex) is constant when n goes to infinity. We relate these results with the non-degeneracy properties of longest-edge based partitions in 2D and include empirical results which support the conjecture that analogous results hold in 3D.     

The b-transform

The b-transform is used to convert entire functions into “primary b-functions” by replacing the powers and factorials in the Taylor series of the entire function with corresponding “generalized powers” (which arise from a polynomial function with combinatorial applications) and “generalized factorials.” The b-transform of the exponential function turns out to be a generalization of the Euler partition generating function, and partition generating functions play a key role in obtaining results for the b-transforms of the elementary entire transcendental functions. A variety of normal-looking results arise, including generalizations of Euler's formula and De Moivre's theorem. Applications to discrete probability and applied mathematics (i.e., damped harmonic motion) are indicated. Also, generalized derivatives are obtained by extending the concept of a b-transform.     

Entire functions with univalent derivatives in a disc

It is proved that if the increasing sequence (n_p) of natural numbers satisfies the condition n_p+1/n_p 1 (p ) and all derivatives f^(np) of the analytic function f in D={z:¦z¦<1} are univalent in D, then f is an entire function. At the same time, for each increasing sequence (n_p) natural numbers such that n_p+1/n_p (p ) there exists an analytic function f in D all of whose derivatives f^(np) are univalent in D and D is the boundary for f. The growth of entire functions with derivatives univalent in the disc D is also studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 3, pp. 400–406, March, 1991.