Asymptotic Behavior of the Maximum of Sums of I.I.D. Random Variables along Monotone Blocks

Let {X_i, Y_i}_i=1,2,... be an i.i.d. sequence of bivariate random vectors with P(Y₁ = y) = 0 for all y. Put M_n(j) = max_0≤k≤n-j (X_k+1 + ... X_k+j)I_k,j, where I_k,k+j = I{Y_k+1 < ⋯ < Y_k+j} denotes the indicator function for the event in brackets, 1 ≤ j ≤ n. Let L_n be the largest index l ≤ n for which I_k,k+l = 1 for some k = 0, 1, ..., n - l. The strong law of large numbers for “the maximal gain over the longest increasing runs,” i.e., for M_n(L_n) has been recently derived for the case where X₁ has a finite moment of order 3 + ε, ε > 0. Assuming that X₁ has a finite mean, we prove for any a = 0, 1, ..., that the s.l.l.n. for M(L_n - a) is equivalent to EX ₁ ^3+a I{X₁ > 0} < ∞. We derive also some new results for the a.s. asymptotics of L_n. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 179–189.     

Riesz transformations of distributions and a generalized Hardy space

LeiE(ℝⁿ) be the space of all functions on ℝⁿ which can continue to the entire holomorphic functions on ℂⁿ. We define Riesz transformation R_j of distributions as a linear transformation of the quotient spaceD′(ℝⁿ)/E(ℝⁿ) to itself, j=1,2,..., n. These generalized Riesz transformations share the same properties with the classical ones, such as . As applications we generalize further a theorem of F. & M. Riesz generalized by Stein and Weiss, and then define a generalized Hardy space, of which some properties are studied.     

Disjoint skolem sequences and related disjoint structures

A Skolem sequence of order n is a sequence S = (s₁, s₂…, s²ⁿ) of 2n integers satisfying the following conditions: (1) for every k ∈ {1, 2,… n} there exist exactly two elements s_i,S_j such that S_i = S_j = k; (2) If s_i = s_j = k,i < j then j ? i = k. In this article we show the existence of disjoint Skolem, disjoint hooked Skolem, and disjoint near-Skolem sequences. Then we apply these concepts to the existence problems of disjoint cyclic Steiner and Mendelsohn triple systems and the existence of disjoint 1-covering designs. © 1993 John Wiley & Sons, Inc.     

An iterative algorithm for the least Frobenius norm Hermitian and generalized skew Hamiltonian solutions of the generalized coupled Sylvester-conjugate matrix equations

The iterative method of the generalized coupled Sylvester-conjugate matrix equations \(\sum\limits _{j=1}^{l}\left (A_{ij}X_{j}B_{ij}+C_{ij}\overline {X}_{j}D_{ij}\right )=E_{i} (i=1,2,\cdots ,s)\) over Hermitian and generalized skew Hamiltonian solution is presented. When these systems of matrix equations are consistent, for arbitrary initial Hermitian and generalized skew Hamiltonian matrices X _j (1), j = 1,2,? , l, the exact solutions can be obtained by iterative algorithm within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the least Frobenius norm Hermitian and generalized skew Hamiltonian solution of the problem. Finally, numerical examples are presented to demonstrate the proposed algorithm is efficient.     

White noise eliminates instability

Let x₁,..., x_n be points in the d-dimensional Euclidean space E^d with || x_i-x_j|| ￡ 1\| x_{i}-x_{j}\| \le 1 for all 1 \leqq i,j \leqq n1 \leqq i,j \leqq n, where || .||\| .\| denotes the Euclidean norm. We ask for the maximum M(d,n) of \mathop?_i, j=1ⁿ|| x_i-x_j|| ²\textstyle\mathop\sum\limits _{i,\,j=1}^{n}\| x_{i}-x_{j}\| ^{2} (see [4]). This paper deals with the case d = 2. We calculate M(2, n) and show that the value M(2, n) is attained if and only if the points are distributed as evenly as possible among the vertices of a regular triangle of edge-length 1. Moreover we give an upper bound for the value \mathop?_i, j=1ⁿ|| x_i-x_j|| \textstyle\mathop\sum\limits _{i,\,j=1}^{n}\| x_{i}-x_{j}\| , where the points x₁,...,x_n are chosen under the same constraints as above.     

Groups with an almost regular involution

An involution j of a group G is said to be almost perfect in G if any two involutions in j^G whose product has infinite order are conjugated by a suitable involution in j^G. Let G contain an almost perfect involution j and |C_G(j)| < ∞. Then the following statements hold: (1) [j,G] is contained in an FC-radical of G, and |G: [j,G]| ⩽ |C_G(j)|; (2) the commutant of an FC-radical of G is finite; (3) FC(G) contains a normal nilpotent class 2 subgroup of finite index in G. __________ Translated from Algebra i Logika, Vol. 46, No. 3, pp. 360–368, May–June, 2007.     

Orbites hétérocliniques au voisinage d'une bifurcation de Poincaré dégénérée pour les champs de vecteurs de ℝ2

We consider a ²-ordinary differential equation, where the fixed point (0, 0) presents a degenerate Poincaré-bifurcation of resonancek(=2k) and dominanced(=k–1). We prove the existence of a 2-dimensional linear manifoldV in the parameter space. , on which the perturbed dominant differential system (SD) possesses heteroclinic orbits between fixed points. The numerical continuation of the local stable or unstable manifolds of the saddle fixed points shows that for any neighborhood, in , of a point ofV corresponding to a saddle heteroclinic orbit, there exists only one stable (resp. unstable) periodic orbit close to the stable — in the Andronov sense [1]-(resp. unstable) heteroclinic orbit. Applications are given fork=4 andk=6.     

A Weighted Goodness-of-Fit Test for GARCH(1,1) Specification

Suppose that (j) is the lag-j autocorrelation of the squared residuals computed from a realization of length n under the assumption that the observations follow a GARCH(1,1) model. We study the asymptotic distribution of the statistics of the form , where the _j are nonnegative summable weights and the matrix , can be estimated from the data. We show that, under weak assumptions on model errors, the statistic Q _n converges in distribution to , where the N _i are iid standard normal. We discuss choices of the weights _j for which the distribution of Q is tabulated. Our results lead to and provide a rigorous justification for Portmanteau goodness-of-fit tests for GARCH(1,1) specification.     

Asymptotic Distribution of Quadratic Forms and Applications

We consider the quadratic formsQ X _j X _k+ (X _j ² -E X _j ² )where X _j are i.i.d. random variables with finite sixth moment. For a large class of matrices (a _jk ) the distribution of Q can be approximated by the distribution of a second order polynomial in Gaussian random variables. We provide optimal bounds for the Kolmogorov distance between these distributions, extending previous results for matrices with zero diagonals to the general case. Furthermore, applications to quadratic forms of ARMA-processes, goodness-of-fit as well as spacing statistics are included.     

Simultaneous approximation by greedy algorithms

We study nonlinear m-term approximation with regard to a redundant dictionary $\mathcal {D}$ in a Hilbert space H. It is known that the Pure Greedy Algorithm (or, more generally, the Weak Greedy Algorithm) provides for each f∈H and any dictionary $\mathcal {D}$ an expansion into a series $$f=\sum_{j=1}^{\infty}c_{j}(f)\varphi_{j}(f),\quad\varphi_{j}(f)\in \mathcal {D},\ j=1,2,\ldots,$$ with the Parseval property: ‖f‖²=∑_j|c _j(f)|². Following the paper of A. Lutoborski and the second author we study analogs of the above expansions for a given finite number of functions f ¹,.?.?.,f ^N with a requirement that the dictionary elements φ_j of these expansions are the same for all f ⁱ, i=1,.?.?.,N. We study convergence and rate of convergence of such expansions which we call simultaneous expansions.     

A moment problem associated to rational Szegő functions

Leta ₁,...,a _p be distinct points in the finite complex plane ?, such that |a _j|>1,j=1,..., p and let \(b_j = 1/\bar \alpha _j ,\) j=1,..., p. Let μ₀, μ _π ^(j) , ν _π ^(j) j=1,..., p;n=1, 2,... be given complex numbers. We consider the following moment problem. Find a distribution ψ on [?π, π], with infinitely many points of increase, such that $$\begin{array}{l} \int_{ - \pi }^\pi {d\psi (\theta ) = \mu _0 ,} \\ \int_{ - \pi }^\pi {\frac{{d\psi (\theta )}}{{(e^{i\theta } - a_j )^n }} = \mu _n^{(j)} ,} \int_{ - \pi }^\pi {\frac{{d\psi (\theta )}}{{(e^{i\theta } - b_j )^n }} = v_n^{(j)} ,} j = 1,...,p;n = 1,2,.... \\ \end{array}$$ It will be shown that this problem has a unique solution if the moments generate a positive-definite Hermitian inner product on the linear space of rational functions with no poles in the extended complex plane ?^* outside {a ₁,...,a _p,b ₁,...,b _p}.     

Darboux-integrable discrete systems

We extend Laplace’s cascade method to systems of discrete “hyperbolic” equations of the form u_i+1,j+1 = f(u_i+1,j, u_i,j+1 , u_i,j), where u_ij is a member of a sequence of unknown vectors, i, j ∊ ℤ. We introduce the notion of a generalized Laplace invariant and the associated property of the system being “Liouville.” We prove several statements on the well-definedness of the generalized invariant and on its use in the search for solutions and integrals of the system. We give examples of discrete Liouville-type systems. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 156, No. 2, pp. 207–219, August, 2008.     

A bijective enumeration of labeled trees with given indegree sequence

For a labeled tree on the vertex set {1,2,…,n}, the local direction of each edge (ij) is from i to j if i<j. For a rooted tree, there is also a natural global direction of edges towards the root. The number of edges pointing to a vertex is called its indegree. Thus the local (resp. global) indegree sequence λ=e₁¹e₂²… of a tree on the vertex set {1,2,…,n} is a partition of n−1. We construct a bijection from (unrooted) trees to rooted trees such that the local indegree sequence of a (unrooted) tree equals the global indegree sequence of the corresponding rooted tree. Combining with a Prüfer-like code for rooted labeled trees, we obtain a bijective proof of a recent conjecture by Cotterill and also solve two open problems proposed by Du and Yin. We also prove a q-multisum binomial coefficient identity which confirms another conjecture of Cotterill in a very special case.     

The uniqueness of the element of best mean approximation to a continuous function using splines with fixed nodes

Suppose that on the Interval [a, b] the nodes $$a = x_0< x_1< \ldots< x_m< x_{m + 1} = b$$ are given and the functions u₀(t)=ω₀(t) $$u_i (t) = \omega _0 (t)\smallint _0^t \omega _1 (\varepsilon _1 )d\varepsilon _1 \ldots \smallint _a^{\varepsilon _{\iota - 1} } \omega _1 (\varepsilon _1 )d\varepsilon _\iota ,\varepsilon _0 = t(i = 1,2, \ldots ,n)$$ where the functions ω_i(t)> 0 have continuous (n?i)-th derivatives (i=0, 1, ..., n). S_n,m will designate the subspace of functions that have continuous (n?1)-st derivatives on [a, b] and coincide on each of the intervals [x_j, x_j+1] (j=0, 1, ..., m) with some polynomial from the system {u_i(t)} _i=0 ⁿ .THEOREM. For every continuous function on [a, b] there exists in S_n,m a unique element of best mean approximation.     

O predstavlenii lineinykh operatorov, perestanovochnykh s operatorom umnozheniya

Summary Pust' E_j (j =1,2) - lokal'no vypuklye prostranstva funktsii, odnoznachnykh i lokal'no analiticheskikh na nekotorom mnozhestve Q ⊂ℂ. Pust', dalee, m(E₁,E₂) - mnozhestvo vsekh mul'tiplikatorov pary E₁, E₂ i L (E₁, E₂) sovokupnost' vsekh lineinykh operatorov, deistvuyushchikh iz E₁ v E₂. V stat'e e pri opredelennykh predpolozheniyakh poluchen kriterii predstavleniya operatora T iz L (E₁, E₂), kommutiruyushchego s fiksirovannym elementom a∊ m(E₁,E₁) ∩m(E₂,E₂), v kanonicheskoi forme Ty = b · y, gde b∊m(E₁,E₂). Obsuzhdayut·sya predpolozheniya, pri kotorykh poluchen kriterii, i privodyat·sya primery, pokazyvayushchie ikh sushchestvennost'.     

Building ofGL(m, D) and centralizers

LetG=GL(m, D) whereD is a central division algebra over a commutative nonarchimedean local fieldF. LetE/F be a field extension contained inM(m, D). We denote byI (resp.I _E) the nonextended affine building ofG (resp. of the centralizer ofE ^x inG). In this paper we prove that there exists a uniqueG _E-equivariant affine mapj _EI_EI. It is injective and its image coincides with the set ofE ^x-fixed points inI. Moreover, we prove thatj _E is compatible with the Moy-Prasad filtrations.This author's contribution was written while he was a post-doctoral student at King's College London and supported by an european TMR grant     

A Load-Balanced Network with Two Servers

A load-balanced network with two queues Q ₁ and Q ₂ is considered. Each queue receives a Poisson stream of customers at rate _i , i=1,2. In addition, a Poisson stream of rate arrives to the system; the customers from this stream join the shorter of two queues. After being served in the ith queue, i=1,2, customers leave the system with probability 1–p _i ^*, join the jth queue with probability p(i,j), j=1,2, and choose the shortest of two queues with probability p(i,{1,2}). We establish necessary and sufficient conditions for stability of the system.     

Characterization of similarities between two n-frames of projectors

An n-frame on a Banach space $\text{X}$ is E=(E₁,?, E_n) where the E_j's are bounded linear operators on $\text{X}$ such that E_j≠0,

$\text{∑}\text{j=1}\text{n}\text{E}{}_{\mathrm{j}}$

, and E_jE_k=δ_jkE_k (j, k=1,?, n). It is known that if two n-frames E and F are sufficiently close to each other, then they are similar, that is, F_j=TE_jT^-1 with T a bounded linear operator. Among the operators which realize the similarity of the two frames, there is the balanced transformation U(F, E)=(Σⁿ_j=1F_jE_j)(Σⁿ_j=1E_jF_jE_j)^{$\text{-1}\text{2}$}. One of our main results is a local characterization of the balanced transformation. Another operator which implements the similarity between E and F is the direct rotation R(F, E). It comes up in connection with the study of the set of all n-frames as a Banach manifold with an affine connection. Finally, it is shown that for quite a large set of pairs of 2-frames, the direct rotation has a global characterization.     

On a class of threshold AR(k) processes

We consider the model $$Z_t = \sum\limits_{i = 1}^k {\phi (i,j)Z_{t - i} } + a_t (j)when\left[ {Z_{t - 1} ,Z_{t - 2,...,} Z_{t - k} } \right]^\prime \in R(j),$$ where {R(j);1?j? ?}is a partition of ? ^k , and for each 1?j??,{a _t (j);t? 0} are i.i.d. zero-mean random variables, having a strictly positive density. Sufficient conditions are obtained for this process to be transient. In addition, for a particular class of such models, necessary and sufficient conditions for ergodicity are obtained. Least-squares estimators of the parameters are obtained and are, under mild regularity conditions, shown to be strongly consistent and asymptotically normal.