Central Limit Theorems for Super Ornstein-Uhlenbeck Processes

Suppose that X={X _t :t≥0} is a supercritical super Ornstein-Uhlenbeck process, that is, a superprocess with an Ornstein-Uhlenbeck process on $\mathbb{R}^{d}$ corresponding to $L=\frac{1}{2}\sigma^{2}\Delta-b x\cdot\nabla$ as its underlying spatial motion and with branching mechanism ψ(λ)=?αλ+βλ ²+∫_(0,+∞)(e ^?λx ?1+λx)n(dx), where α=?ψ′(0+)>0, β≥0, and n is a measure on (0,∞) such that ∫_(0,+∞) x ² n(dx)<+∞. Let $\mathbb{P} _{\mu}$ be the law of X with initial measure μ. Then the process W _t =e ^?αt ∥X _t ∥ is a positive $\mathbb{P} _{\mu}$ -martingale. Therefore there is W _∞ such that W _t →W _∞, $\mathbb{P} _{\mu}$ -a.s. as t→∞. In this paper we establish some spatial central limit theorems for X. Let $\mathcal{P}$ denote the function class $$ \mathcal{P}:=\bigl\{f\in C\bigl(\mathbb{R}^d\bigr): \mbox{there exists } k\in\mathbb{N} \mbox{ such that }|f(x)|/\|x\|^k\to 0 \mbox{ as }\|x\|\to\infty \bigr\}. $$ For each $f\in\mathcal{P}$ we define an integer γ(f) in term of the spectral decomposition of f. In the small branching rate case α<2γ(f)b, we prove that there is constant $\sigma_{f}^{2}\in (0,\infty)$ such that, conditioned on no-extinction, $$\begin{aligned} \biggl(e^{-\alpha t}\|X_t\|, ~\frac{\langle f , X_t\rangle}{\sqrt{\|X_t\|}} \biggr) \stackrel{d}{\rightarrow}\bigl(W^*,~G_1(f)\bigr), \quad t\to\infty, \end{aligned}$$ where W ^? has the same distribution as W _∞ conditioned on no-extinction and $G_{1}(f)\sim \mathcal{N}(0,\sigma_{f}^{2})$ . Moreover, W ^? and G ₁(f) are independent. In the critical rate case α=2γ(f)b, we prove that there is constant $\rho_{f}^{2}\in (0,\infty)$ such that, conditioned on no-extinction, $$\begin{aligned} \biggl(e^{-\alpha t}\|X_t\|, ~\frac{\langle f , X_t\rangle}{t^{1/2}\sqrt{\|X_t\|}} \biggr) \stackrel{d}{\rightarrow}\bigl(W^*,~G_2(f)\bigr), \quad t\to\infty, \end{aligned}$$ where W ^? has the same distribution as W _∞ conditioned on no-extinction and $G_{2}(f)\sim \mathcal{N}(0, \rho_{f}^{2})$ . Moreover W ^? and G ₂(f) are independent. We also establish two central limit theorems in the large branching rate case α>2γ(f)b. Our central limit theorems in the small and critical branching rate cases sharpen the corresponding results in the recent preprint of Mi?o? in that our limit normal random variables are non-degenerate. Our central limit theorems in the large branching rate case have no counterparts in the recent preprint of Mi?o?. The main ideas for proving the central limit theorems are inspired by the arguments in K. Athreya’s 3 papers on central limit theorems for continuous time multi-type branching processes published in the late 1960’s and early 1970’s.     

Dirac Operator with a Potential of Special Form and with the Periodic Boundary Conditions

We consider the Dirac operator on the interval [0, 1] with the periodic boundary conditions and with a continuous potential Q(x) whose diagonal is zero and which satisfies the condition Q(x) = Q^T(1?x), x ∈ [0, 1]. We establish a relationship between the spectrum of this operator and the spectra of related functional-differential operators with involution. We prove that the system of eigenfunctions of this Dirac operator has the Riesz basis property in the space L ₂ ² [0, 1].     

Modified Dyadic Integral and Fractional Derivative on ℝ+

For functions from the Lebesgue space L(?₊), we introduce the modified strong dyadic integral J _α and the fractional derivative D ^(α) of order α > 0. We establish criteria for their existence for a given function f ∈ L(?₊). We find a countable set of eigenfunctions of the operators D ^(α) and J _α, α > 0. We also prove the relations D ^(α)(J _α(f)) = f and J _α(D ^(α)(f)) = f under the condition that $\smallint _{\mathbb{R}_ + } f(x)dx = 0$ . We show the unboundedness of the linear operator $J_\alpha :L_{J_{_\alpha } } \to L(\mathbb{R}_ + )$ , where L _{J α} is its natural domain of definition. A similar assertion is proved for the operator $D^{(\alpha )} :L_{D^{(\alpha )} } \to L(\mathbb{R}_ + )$ . Moreover, for a function f ∈ L(?₊) and a given point x ∈ ?₊, we introduce the modified dyadic derivative d ^(α)(f)(x) and the modified dyadic integral j _α(f)(x). We prove the relations d ^(α)(J _α(f))(x) = f(x) and j _α(D ^(α)(f)) = f(x) at each dyadic Lebesgue point of the function f.     

Nonlinear parabolic equations with p-growth and unbounded data

The purpose of this paper is to prove the existence of a solution for a nonlinear parabolic equation in the form u_t - div(a(t, x, u, Du)) = H(t, x, u, Du) - div(g(t, x)) in Q_T =]0,T[×Ω, Ω ⊂ R^N, with an initial condition u(0) = u₀, where u₀ is not bounded, |H(t,x, u, ξ)⩽ β|ξ|^p + f(t,x) + βe^λ₁^|u|f, |g|^p/(p-1) ∈ L^r(Q_T) for some r = r{N) ⩾ 1, and - div(a(t,x,u, Du)) is the usual Leray-Lions operator.     

Limit theorems for the critical age-dependent branching process with infinite variance

Let Z(t) be the population at time t of a critical age-dependent branching process. Suppose that the offspring distribution has a generating function of the form f(s) = s + (1 ? s)^1+αL(1 ? s) where α ∈ (0, 1) and L(x) varies slowly as x → 0⁺. Then we find, as t → ∞, (P{Z(t)> 0})^αL(P{Z(t)>0})～ μ/αt where μ is the mean lifetime of each particle. Furthermore, if we condition the process on non-extinction at time t, the random variable P{Z(t)>0}Z(t) converges in law to a random variable with Laplace-Stieltjes transform 1 - u(1 + u^α)^?1/α for u ?/ 0. Moment conditions on the lifetime distribution required for the above results are discussed.     

Branching one-dimensional periodic diffusion processes

Let X be a nonsingular conservative one-dimensional periodic diffusion process, λ₀ its principal eigenvalue and X a binary splitting branching diffusion process with nonbranching part X. For each α > λ₀ we have two positive martingales Wⁱ_t(α), i = 1, 2, of X attached to the two positive α-harmonic functions of X. The main purpose of this paper is to show that their limit random variables are positive for all α? (λ₀, α_i), where α_i are some constants greater than λ₀.     

Limits of integrals involving almost periodic functions

Let Sp ? R⁺ be a discrete countable set, let {α_λ}_λ∈Sp be a sequence in l¹(Sp) and f(x) ? ∑_λ∈Spα_λsin(λx). f is an almost periodic odd function with {λ: ±λ ∈ Sp} as spectrum. We give some conditions about the set S so that $\int _1^{+\infty}\ f(x){\rm sin}(Rx){dx\over x}\rightarrow 0$ whenever R → +∞, R ∈ S.     

Solutions of second order degenerate integro-differential equations in vector-valued function spaces

We study the well-posedness of the second order degenerate integro-differential equations(P2):(Mu)(t)+α(Mu)(t) = Au(t)+ft-∞ a(ts)Au(s)ds + f(t),0t2π,with periodic boundary conditions M u(0)=Mu(2π),(Mu)(0) =(M u)(2π),in periodic Lebesgue-Bochner spaces Lp(T,X),periodic Besov spaces B s p,q(T,X) and periodic Triebel-Lizorkin spaces F s p,q(T,X),where A and M are closed linear operators on a Banach space X satisfying D(A) D(M),a∈L1(R+) and α is a scalar number.Using known operatorvalued Fourier multiplier theorems,we completely characterize the well-posedness of(P2) in the above three function spaces.     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

Lipschitz lower sigma-exponents of linear differential systems

For the lower sigma-exponent of the linear differential system ? = A(t)x, x ∈ R ⁿ , t ≥ 0, defined by the formula Δ_σ(A) ≡ inf_λ[Q]≤-σ λ ₁(A + Q), σ > 0, on the basis of the lower characteristic exponents λ ₁(A+Q) of perturbed linear systems with Lyapunov exponents λ[Q] ≤ ?σ < 0 of perturbations Q, we prove the following general form as a function of the parameter σ > 0. For any nondecreasing bounded function f(σ) of the parameter σ ∈ (0,+∞) that coincides with a constant on some infinite interval (σ ₀,+∞), σ ₀ ≥ 0, and satisfies the Lipschitz condition on the complementary interval (0, σ ₀], we prove the existence of a linear system with coefficient matrix A _f (t) bounded on the half-line [0,+∞) whose lower sigma-exponent Δ_σ(A _f ) coincides with the function f(σ) on the entire interval (0,+∞).     

Random symmetric polynomials

Let {Q⁽ⁿ⁾(x₁,...,x_n)} be a sequence of symmetric polynomials having a fixed degree equal to k. Let {X_n1,...,X_nn}, n k, be some sequence of series of random variables (r.v.). We form the sequence of r.v. Y_n=Q⁽ⁿ⁾(X_n1, ... X_nn), n k One obtains limit theorems for the sequence Y_n, under very general assumptions.Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 170–188, 1986.     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.     

On oscillation of solutions of a nonautonomous quasilinear second-order equation

Sufficient conditions are obtained for the initial values of nontrivial oscillating (for t=ω) solutions of the nonautonomous quasilinear equation $$y'' \pm \lambda (t)y = F(t,y,y'),$$ wheret ∈ Δ=[a, ω[,-∞ <a < ω ≤+ ∞, λ(t) > 0, λ(t) ∈ C _Δ ⁽¹⁾ , |F((t,x,y))|≤L(t)(|x|+|y|)^1+α, L(t) ≥-0, α ∈ [0,+∞[, F: Δ × R² →R,F ∈C _Δ×R ²,R is the set of real numbers, and R² is the two-dimensional real Euclidean space.     

Equiconvergence of expansions in multiple Fourier series and in fourier integrals with “lacunary sequences of partial sums”

We investigate the equiconvergence on T^N = [?π, π)^N of expansions in multiple trigonometric Fourier series and in the Fourier integrals of functions f ∈ L_p(T^N) and g ∈ L_p(R^N), p > 1, N ≥ 3, g(x) = f(x) on T^N, in the case where the “partial sums” of these expansions, i.e., S_n(x; f) and J_α(x; g), respectively, have “numbers” n ∈ Z^N and α ∈ R^N (n_j = [α_j], j = 1,..., N, [t] is the integral part of t ∈ R¹) containing N ? 1 components which are elements of “lacunary sequences.”     

Plane structures in thermal runaway

We consider the problem

1. u _t=u _xx+e ^u whenx ∈ ?,t > 0,
2. u(x, 0) =u ₀(x) whenx ∈ ?,

whereu ₀(x) is continuous, nonnegative and bounded. Equation (1) appears as a limit case in the analysis of combustion of a one-dimensional solid fuel. It is known that solutions of (1), (2) blow-up in a finite timeT, a phenomenon often referred to as thermal runaway. In this paper we prove the existence of blow-up profiles which are flatter than those previously observed. We also derive the asymptotic profile ofu(x, T) near its blow-up points, which are shown to be isolated.     

Elliptic equation with a singular potential in a domain with a conic point

This paper deals with the behavior of the nonnegative solutions of the problem $$- \Delta u = V(x)u, \left. u \right|\partial \Omega = \varphi (x)$$ in a conical domain Ω ? ? ⁿ , n ≥ 3, where 0 ≤ V (x) ∈ L₁(Ω), 0 ≤ ?(x) ∈ L₁(?Ω) and ?(x) is continuous on the boundary ?Ω. It is proved that there exists a constant C _*(n) = (n ? 2)²/4 such that if V ₀(x) = (c + λ ₁)|x|^?2, then, for 0 ≤ c ≤ C _*(n) and V(x) ≤ V ₀(x) in the domain Ω, this problem has a nonnegative solution for any nonnegative boundary function ?(x) ∈ L ₁(?Ω); for c > C _*(n) and V(x) ≥ V ₀(x) in Ω, this problem has no nonnegative solutions if ?(x) > 0.     

The “Full Müntz Theorem” inL p[0, 1] for 0<p<∞

Denote by span {f ₁,f ₂, …} the collection of all finite linear combinations of the functionsf ₁,f ₂, … over ?. The principal result of the paper is the following. Theorem (Full Müntz Theorem in L_p(A) for p ∈ (0, ∞) and for compact sets A ? [0, 1] with positive lower density at 0). Let A ? [0, 1] be a compact set with positive lower density at 0. Let p ∈ (0, ∞). Suppose (λ _j ) _j=1 ^∞ is a sequence of distinct real numbers greater than ?(1/p). Then span {x ^λ1,x ^λ2,…} is dense in L_p(A) if and only if $\sum\limits_{j = 1}^\infty {\frac{{\lambda _j + \left( {1/p} \right)}}{{\left( {\lambda _j + \left( {1/p} \right)} \right)^2 + 1}} = \infty } $ . Moreover, if $\sum\limits_{j = 1}^\infty {\frac{{\lambda _j + \left( {1/p} \right)}}{{\left( {\lambda _j + \left( {1/p} \right)} \right)^2 + 1}} = \infty } $ , then every function from the L_p(A) closure of {x ^λ1,x ^λ2,…} can be represented as an analytic function on {z ∈ ? \ (?∞,0] : |z| < r_A} restricted to A ∩ (0, r_A) where $r_A : = \sup \left\{ {y \in \mathbb{R}:\backslash ( - \infty ,0]:\left| z \right|< r_A } \right\}$ (m(·) denotes the one-dimensional Lebesgue measure). This improves and extends earlier results of Müntz, Szász, Clarkson, Erdös, P. Borwein, Erdélyi, and Operstein. Related issues about the denseness of {x ^λ1,x ^λ2,…} are also considered.     

Pringsheim type tests on the pointwise convergence of integrals conjugate to double fourier integrals

We prove sufficient conditions for the convergence of the integrals conjugate to the double Fourier integral of a complex-valued function f ∈ L ¹ (?²) with bounded support at a given point (x ₀, g ₀) ∈ ?². It turns out that this convergence essentially depends on the convergence of the integral conjugate to the single Fourier integral of the marginal functions f(x, y ₀), x ∈ ?, and f(x ₀, y), y ∈ ?, at x:= x ₀ and y:= y ₀, respectively. Our theorems apply to functions in the multiplicative Lipschitz and Zygmund classes introduced in this paper.     

On limit distributions of first crossing points of Gaussian sequences

Let {X_k, k?Z} be a stationary Gaussian sequence with EX₁ – 0, EX²_k = 1 and EX₀X_k = r_k. Define τ_x = inf{k: X_k >– βk} the first crossing point of the Gaussian sequence with the function – βt (β > 0). We consider limit distributions of τ_x as β→0, depending on the correlation function r_k. We generalize the results for crossing points τ_x = inf{k: X_k >β?(k)} with ?(– t)?t^γL(t) for t→∞, where γ > 0 and L(t) varies slowly.     

Scaling limits of Gaussian vector fields

For Gaussian vector fields {X(t) ∈ Rⁿ:t ∈ R^d} we describe the covariance functions of all scaling limits Y(t) = $\text{L}$lim_α↓0 B^?1(α) X(αt) which can occur when B(α) is a d × d matrix function with B(α) → 0. These matrix covariance functions $\text{r(t, s) = EY(t) Y}{}^1\text{(s)}$ are found to be homogeneous in the sense that for some matrix L and each α > 0, $\text{(}{}^1\text{) r(αt, αs) = α}{}^{\mathrm{L1}}\text{r(t, s) α}{}^{\mathrm{L}}$. Processes with stationary increments satisfying (¹) are further analysed and are found to be natural generalizations of Lévy's multiparameter Brownian motion.