Transformation de Fourier et temps d'occupation browniens

Summary In this paper, we study oscillatory stochastic integrals of the form where is a non zero parameter andg a square integrable function. We study integrability properties of () and its behavior as a function of , using stochastic calculus techniques: martingale theory, representation of Itô for a random variable of the Wiener space, lemma of Garsia-Rodemich-Rumsey .... We also obtain limit theorems in law related to the variables () based upon an asymptotic version of a theorem of Knight on orthogonal continuous martingales.We consider the random measure, image by the Brownian motion of the unbounded measure 1_[0,] (s)g(s) ds; we prove the existence and the continuity of an occupation time density.Finally, under a stronger integrability condition ong, we show the existence of a density for the law of (), using Malliavin's calculus.     

Reflecting stationary sets and successors of singular cardinals

REF is the statement that every stationary subset of a cardinal reflects, unless it fails to do so for a trivial reason. The main theorem, presented in Sect. 0, is that under suitable assumptions it is consistent that REF and there is a which is ⁺ⁿ -supercompact. The main concepts defined in Sect. 1 are PT, which is a certain statement about the existence of transversals, and the bad stationary set. It is shown that supercompactness (and even the failure of PT) implies the existence of non-reflecting stationary sets. E.g., if REF then for many PT(, ₁). In Sect. 2 it is shown that Easton-support iteration of suitable Levy collapses yield a universe with REF if for every singular which is a limit of supercompacts the bad stationary set concentrates on the right cofinalities. In Sect. 3 the use of oracle c.c. (and oracle proper—see [Sh-b, Chap. IV] and [Sh 100, Sect. 4]) is adapted to replacing the diamond by the Laver diamond. Using this, a universe as needed in Sect. 2 is forced, where one starts, and ends, with a universe with a proper class of supercompacts. In Sect. 4 bad sets are handled in ZFC. For a regular {<⁺ : cf<} is good. It is proved in ZFC that if=cf>₁ then {<⁺ : cf<} is the union of sets on which there are squares.     

The search for chromatically unique graphs

The number of vertex-colourings of a simple graphG in not more than colours is a polynomial in. This polynomial, denoted byP(G, ), is called the chromatic polynomial ofG. A graphG is said to be chromatically unique, in short-unique, ifH G for any graphH withP(H, ) = P(G, ). Since the appearance of the first paper on-unique graphs by Chao and Whitehead in 1978, various families of and several results on such graphs have been obtained successively, especially during the last five years. It is the aim of this expository paper to give a survey on most of the works done on-unique graphs. A number of related problems and conjectures are also included.1980 Mathematical Subject Classification. Primary 05C15This work was done while the author was visiting the Department of Mathematics, National University of Singapore.     

Une méthode de comparaison isopérimétrique de fonctionnelles de domaines de la physique mathématique I. Première partie: une démonstration de la conjecture isopérimétrique Pλ2 ≥ πj 0 4 /2 de Pólya et Szegö

Résumé Soient _G la première valeur propre de la membrane à contour fixé sur un domaine simplement connexeG, etP _G la rigidité à la torsion deG. En construisant un cercleK tel queP _K P _G et _{K G}, on démontre la conjecture de Pólya et Szegö [14]; P_{G G} ² j ₀ ² /2. Ce résultat renforce le théorème isopérimétrique classique de Rayleigh [15], Faber [4] et Krahn [10].

---

Summary Let _G be the first eigenvalue of the fixed membrane on a simply connected domainG, and letP _G be the torsional rigidity ofG. We prove Pólya-Szegö's conjecture [14]: P_{G G} ² j ₀ ² /2, by constructing a circleK such thatP _K P _G and _{K G}. This result sharpens the classical isoperimetric theorem of Rayleigh [15], Faber [4] and Krahn [10].

     

Prediction Problems for Square-Transformed Stationary Processes

This paper discusses the prediction problems for square-transformed process, Y _t = X _t ², where X _t is a stationary process with spectral density g(). The square-transformation is important in prediction of the volatility of ARCH models. First, we evaluate the mean square prediction error for square-transformed process when the predictor is constructed from the true spectral density g(). However, it is often that the true structure g() is not completely specified. Hence, we consider the problem of misspecified prediction when a conjectured spectral density f (), , is fitted to g(). Then, constructing the best linear predictor based on f (), we can evaluate the prediction error for square-transformed process. Also, we consider a bias adjusted prediction problem for the above two cases. Furthermore, we may suppose that X _t is a non-Gaussian process. Then, we evaluate the mean square prediction errors when the best linear predictor is constructed by the true spectral density g() and the conjectured spectral density f (), respectively. Since is usually unknown we estimate it by a quasi-MLE . The second-order asymptotic approximations of the mean square errors of the predictors based on g() and f () are given. Finally, we provide some numerical examples, which show some unexpected features.     

Another family of chromatically unique graphs

LetP(G; ) denote the chromatic polynomial of a graphG, expressed in the variable. ThenG is said to be chromatically unique ifG is isomorphic withH for any graphH such thatP(H; ) = P(G; ). In this paper, we provide a new family of chromatically unique graphs.Research was partly supported by the University of Agriculture research grant # 50205-91-05     

Ultrafilter translations

We develop a method for extending results about ultrafilters into a more general setting. In this paper we shall be mainly concerned with applications to cardinality logics. For example, assumingV=L, Gödel's Axiom of Constructibility, we prove that if > then the logic with the quantifier there exist many is (,)-compact if and only if either is weakly compact or is singular of cofinality<. As a corollary, for every infinite cardinals and , there exists a (,)-compact non-(,)-compact logic if and only if either < orcf<cf or < is weakly compact.Counterexamples are given showing that the above statements may fail, ifV=L is not assumed.However, without special assumptions, analogous results are obtained for the stronger notion of [,]-compactness.     

D λ -cycles in 3-cyclable graphs

Letk and be positive integers, andG a 2-connected graph of ordern with minimum degree and independence number. A cycleC ofG is called aD -cycle if every component ofG – V(C) has order smaller than. The graphG isk-cyclable if anyk vertices ofG lie on a common cycle. A previous result of the author is that if k 2, G isk-connected and every connected subgraphH ofG of order has at leastn +k ² + 1/k + 1 – vertices outsideH adjacent to at least one vertex ofH, thenG contains aD -cycle. Here it is conjectured that k-connected can be replaced by k-cyclable, and this is proved fork = 3. As a consequence it is shown that ifn 4 – 6, or ifG is triangle-free andn 8 – 10, thenG contains aD ₃-cycle orG , where denotes a well-known class of nonhamiltonian graphs of connectivity 2. As an analogue of a result of Nash-Williams it follows that ifn 4 – 6 and – 1, thenG is hamiltonian orG . The results are all best possible and compare favorably with recent results on hamiltonicity of graphs which are close to claw-free.     

A sandwich theorem and Hyers—Ulam stability of affine functions

It is shown that two real functionsf andg, defined on a real intervalI, satisfy the inequalitiesf(x + (1 – )y) g(x) + (1 – )g(y) andg(x + (1 – )y) f(x) + (1 – )f(y) for allx, y I and [0, 1], iff there exists an affine functionh: I such thatf h g. As a consequence we obtain a stability result of Hyers—Ulam type for affine functions.     

Preassigning the boundary of diametrically-complete sets

In a Minkowski space with unit ballS, a setD() is diametrically complete ifD()={. In this paper a method is given for generating such setsD() which contain an arbitrary setX. This technique is then employed to find necessary and sufficient conditions for a setA to lie on the boundary of some suchD() and bounds are given on the acceptable values of .     

Reverse Functional Inequalities and Their Applications to Nonlinear Elliptic Boundary Value Problems

We establish some reverse inequalities. We give applications to nonlinear elliptic boundary value problems containing a parameter which have two branches of solutions u (0) and U (>0) of which the first is continuous at the origin and the second increases indefinitely as 0.     

A technique for constructing divisible difference sets

An (m, n, k, ₁,₂) divisible difference set in a groupG of ordermn relative to a subgroupN of ordern is ak-subsetD ofG such that the list {xy^–1:x, y D} contains exactly ₁ copies of each nonidentity element ofN and exactly ₂ copies of each element ofG N. It is called semi-regular ifk > ₁ and k²=mn₂. We develop a method for constructing a divisible difference set as a product of a difference set and a relative difference set or a difference set and a subset ofG which we call a relative divisible difference set. The method results in several parametrically new families of semi-regular divisible difference sets.     

Consistency of a λ-theory withn-tuples and easy term

We give here a model-theoretical solution to the problem, raised by J.L: Krivine, of the consistency of +U(G)+=t, wheret is an arbitrary -term,G an arbitrary finite group of order, sayn, andU(G) the theory which expresses the existence of a surjectiven-tuple notion, such that each element ofG behaves simultaneously as a permutation of the components of then-tuple and as an automorphism of the model. This provides in particular a semantic proof of the -easiness of the -term .     

On extremal perturbations of semi-Fredholm operators

Given a bounded linear operatorA in an infinite dimensional Banach space and a compact subset of a connected component of its semi-Fredholm domain, we construct a finite rank operatorF such that –A+F is bounded below (or surjective) for each ,F ²=0 and rankF=max min{dimN(–A), codimR(–A)}, if ind(–A)0 (or ind(–A)0, respectively) for each .     

Topological influence of the presence of fully-λ-bases in locally convex spaces

This article reveals the topological impact of fully--bases in locally convex spaces where carries either the traditional normal topology or the fairly generalized-topology of Ruckle. It has been established that the generalized nuclearity of plays a significant role in influencing the topology of the space. Further, the equivalence of normal topology and the topology arising out of the fully--base ( being equipped with normal topology or-topology) has been investigated.We acknowledge with thanks the suggestions of the referee.     

A Proof of the Jungnickel-Tonchev Conjecture on Quasi-Multiple Quasi-Symmetric Designs

A proof of the following conjecture of Jungnickel and Tonchev on quasi-multiple quasi-symmetric designs is given: Let D be a design whose parameter set (v,b,r,k,) equals (v,sv,sk,k, s) for some positive integer s and for some integers v,k, that satisfy (v-1) = k(k-1) (that is, these integers satisfy the parametric feasibility conditions for a symmetric (v,k,)-design). Further assume that D is a quasi-symmetric design, that is D has at most two block intersection numbers. If (k, (s-1)) = 1, then the only way D can be constructed is by taking multiple copies of a symmetric (v,k, )-design.     

Divisible designs and groups

We study (s, k, ₁, ₂)-translation divisible designs with ₁0 in the singular and semi-regular case. Precisely, we describe singular (s, k, ₁, ₂)-TDD's by quasi-partitions of suitable quotient groups or subgroups of their translation groups. For semi-regular (s, k, ₁, ₂)-TDD's (and, more general, for the case ₂>₁) we prove that their translation groups are either Frobenius groups or p-groups of exponent p. Some examples are given for the singular, semi-regular and regular case.     

The spectral bound of Schrödinger operators

Let V: R ^N [0, ] be a measurable function, and >0 be a parameter. We consider the behaviour of the spectral bound of the operator 1/2–V as a function of . In particular, we give a formula for the limiting value as , in terms of the integrals of V over subsets of R ^N on which the Laplacian with Dirichlet boundary conditions has prescribed values. We also consider the question whether this limiting value is attained for finite .     

Spectral parameter asymptotics of the Weyl solutions of Sturm-Liouville equations

In the paper one investigates the dependence of Weyl's solution ,)=c(,)+n()s(,) of the Sturm-Liouville equation y+q()y=²y on the spectral parameter . Under the condition that the potential q is bounded from below and q()exp(c₀+c[in1 ¦¦), it is proved for {ie217-01} for any positive values and A. If q()>1 and {ie217-02} for all >0, then in the semiplane >0 the Weyl solution (, ) is obtained from the Weyl solution (,x) is obtained from the Weyl solution e^ix with zero potential, with the aid of a generalization of B. Ya Levin's transformation operators.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 184–206, 1989.I express my sincere gratitude to L. A. Pastur and I. V. Ostrovskii for valuable advice and discussions.     

On a problem of A. Pleijel

In 1955, Arne Pleijel proposed the following problem which remains unsolved to this day: Given a closed plane convex curve C and a point x() at a fixed distance above the plane, as the point x() varies, characterize the point for which the conical surface with vertex x() and base C attains its minimum, and determine the limits as 0 and of this minimum point. The purpose of this paper is to solve the cases where approach its extremities and in the course of the solution, we obtain an interesting characterization of the limit points, which we shall call the Pleijel points of C. A consequence is that the inner Pleijel point provides an upper bound for the isoperimetric defect of C. We also generalize the problem to higher dimensional spaces, and obtain the corresponding characterizations of the limiting points for convex surfaces.