Packing-type Measures of the Sample Paths of Fractional Brownian Motion

Abstract   Let Λ = {λ _k } be an infinite increasing sequence of positive integers with λ _k →∞. Let X = {X(t), t ∈? R ^N } be a multi-parameter fractional Brownian motion of index α(0 < α < 1) in R ^d . Subject to certain hypotheses, we prove that if N < αd, then there exist positive finite constants K ₁ and K ₂ such that, with unit probability,

The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process

In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф（r） = r^N-d/α （log log l/r）d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general （N, d, α） strictly stable processes.     

Multiple points of trajectories of multiparameter fractional Brownian motion

Consider 0<α<1 and the Gaussian process Y(t) on ℝ ^N with covariance E(Y(s)Y(t))=|t|^2α+|s|^2α−|t−s|^2α, where |t| is the Euclidean norm of t. Consider independent copies X ¹,…,X ^d of Y and␣the process X(t)=(X ¹(t),…,X ^d (t)) valued in ℝ ^d . When kN≤␣(k−1)αd, we show that the trajectories of X do not have k-multiple points. If N<αd and kN>(k−1)αd, the set of k-multiple points of the trajectories X is a countable union of sets of finite Hausdorff measure associated with the function ϕ(ɛ)=ɛ ^{k N /α−( k −1) d} (loglog(1/ɛ)) ^k . If N=αd, we show that the set of k-multiple points of the trajectories of X is a countable union of sets of finite Hausdorff measure associated with the function ϕ(ɛ)=ɛ ^d (log(1/ɛ) logloglog 1/ɛ) ^k . (This includes the case k=1.) Received: 20 May 1997 / Revised version: 15 May 1998     

A question of Gol’dberg concerning entire functions with prescribed zeros

Let (z_j) be a sequence of complex numbers satisfying |z_j|→ ∞ asj → ∞ and denote by n(r) the number of z_j satisfying |z_j|≤ r. Suppose that lim inf_{r → ⇈} log n(r)/ logr > 0. Let ϕ be a positive, non-decreasing function satisfying ∫^∞ (ϕ(t)t logt)⁻¹ dt < ∞. It is proved that there exists an entire functionf whose zeros are the z_j such that log log M(r,f) = o((log n(r))²ϕ(log n(r))) asr → ∞ outside some exceptional set of finite logarithmic measure, and that the integral condition on ϕ is best possible here. These results answer a question by A. A. Gol’dberg.     

Viability for a class of semilinear differential equations of retarded type

Let X be a Banach space, A ： D（A） X → X the generator of a compact C0- semigroup S（t） ： X → X, t ≥ 0, D a locally closed subset in X, and f ： （a, b） × X →X a function of Caratheodory type. The main result of this paper is that a necessary and sufficient condition in order to make D a viable domain of the semilinear differential equation of retarded type u＇（t） = Au（t） ＋ f（t, u（t - q））, t ∈ [to, to ＋ T], with initial condition uto = φ ∈C（[-q, 0]; X）, is the tangency condition lim infh10 h^-1d（S（h）v（O）＋hf（t, v（-q））; D） = 0 for almost every t ∈ （a, b） and every v ∈ C（[-q, 0]; X） with v（0）, v（-q）∈ D.     

Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires

Résumé Soit X un processus gaussien stationnaire non dérivable. Nous étudions le nombre de passages en zéro du processus régularisé par convolution. Sous des hypothèses peu restrictives sur X, cette variable convenablement normalisée, converge au sens de L ² quand la taille du filtre tend vers zéro. Lorsque X admet un temps local continu, la limite obtenue est le temps local.

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Summary Let {X(t)} be a stationary non differentiable Gaussian process and let ϕ_ɛ(u=ɛ⁻¹ ϕ(u/ɛ) be an approximate identity. Setting X _ɛ(t)=X*ϕ_ɛ(t) and letting N _ɛ(T) be the number of zeros of X _ɛ in the interval [0, T] it is shown that under weak technical conditions there are constants C(ɛ) so that C(ɛ) N _ɛ(T) converges in L ² as ɛ→0. When X admits a continuous local time, the limit is the local time L(0, T) at zero of X(t).

     

Well-posedness of equations with fractional derivative via the method of sum

We study the well-posedness of the equations with fractional derivative Dαu(t)=Au(t)+f(t)(0 ≤t≤2π),where A is a closed operator in a Banach space X,0α1 and Dα is the fractional derivative in the sense of Weyl.Although this problem is not always well-posed in Lp(0,2π;X) or periodic continuous function spaces Cper([0,2π];X),we show by using the method of sum that it is well-posed in some subspaces of L p(0,2π;X) or C per([0,2π];X).     

Any Banach space has an equivalent norm with trivial isometries

For any Banach spaceX there is a norm |||·||| onX, equivalent to the original one, such that (X, |||·|||) has only trivial isometries. For any groupG there is a Banach spaceX such that the group of isometries ofX is isomorphic toG × {− 1, 1}. For any countable groupG there is a norm ‖ · ‖ _G onC([0, 1]) equivalent to the original one such that the group of isometries of (C([0, 1]), ‖ · ‖ _G ) is isomorphic toG × {−1, + 1}.     

Transfer of absolute continuity by a flow generated by a stochastic equation with reflection

Let ϕ_t(x), x ∈ ℝ₊ be a value taken at time t ≥ 0 by a solution of a stochastic equation with normal reflection from a hyperplane starting at initial time from x. We characterize the absolutely continuous (with respect to Lebesgue measure) component and the singular component of a stochastic measure-valued process μ_t = μ ○ ϕ _t ⁻¹ that is the image of a certain absolutely continuous measure μ under random mapping ϕ_t(·). We prove that the restriction of the Hausdorff measure H ^d−1 to the support of the singular component is σ-finite and give sufficient conditions guaranteeing that the singular component is absolutely continuous with respect to H ^d−1. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 12, pp. 1663–1673, December, 2006.     

Measure of the multiple self-intersection set of a markov process

Let X(t), t ≧ 0, be a Markov process in R^m with homogeneous transition density p(t; x, y). For a closed bounded set B ? R^m, X is said to have a self-intersection of order r ≧ 2 in B if there are distinct points t₁ < … < t_r such that X(t₁) ∈ B and X(t_j) = X(t¹), for j = 2,…, r. The focus of this work is the Hausdorff measure, suitably defined, of the set of such r-tuples. The main result is that under general conditions on p(t; x, y) as well as the specific condition there is a measure function M(t), defined in terms of the integral above, such that the corresponding Hausdorff measure of self-intersection set is positive, with positive probability. The results are applied to Lévy and diffusion processes, and are shown to extend recent results in this area.     

Adjacency in subposets of the lattice of T 1-topologies on a set

Summary We study subposets of the lattice L_₁(X) of all T1-topologies on a set X, namely Σ_t(X), Σ₃(X) and Σ_lc(X), being respectively the collections of all Tychonoff, all T₃ and all locally compact Hausdorff topologies on X, with a view to deciding which elements of these partially ordered sets have and which do not have covers, that is to say immediate successors, in the respective posets. In the final section we discuss the subposet Σ _G of all Hausdorff group topologies on a group G.     

Some path properties of generalized Lévy sheet

Let X(t) be an N parameter generalized Lévy sheet taking values in ℝ^d with a lower index α, ℜ = {(s, t] = ∏ _i=1 ^N (s _i, t _i], s _i < t _i}, E(x, Q) = {t ∈ Q: X(t) = x}, Q ∈ ℜ be the level set of X at x and X(Q) = {x: ∃t ∈ Q such that X(t) = x} be the image of X on Q. In this paper, the problems of the existence and increment size of the local times for X(t) are studied. In addition, the Hausdorff dimension of E(x, Q) and the upper bound of a uniform dimension for X(Q) are also established.     

On the chromatic number of random geometric graphs

Given independent random points X ₁,...,X _n ∈ℝ ^d with common probability distribution ν, and a positive distance r=r(n)>0, we construct a random geometric graph G _n with vertex set {1,..., n} where distinct i and j are adjacent when ‖X _i −X _j ‖≤r. Here ‖·‖ may be any norm on ℝ ^d , and ν may be any probability distribution on ℝ ^d with a bounded density function. We consider the chromatic number χ(G _n ) of G _n and its relation to the clique number ω(G _n ) as n→∞. Both McDiarmid [11] and Penrose [15] considered the range of r when $r \ll \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}$r \ll \left( {\tfrac{{\ln n}} {n}} \right)^{1/d} and the range when $r \gg \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}$r \gg \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}, and their results showed a dramatic difference between these two cases. Here we sharpen and extend the earlier results, and in particular we consider the ‘phase change’ range when $r \sim \left( {\tfrac{{t\ln n}} {n}} \right)^{1/d}$r \sim \left( {\tfrac{{t\ln n}} {n}} \right)^{1/d} with t>0 a fixed constant. Both [11] and [15] asked for the behaviour of the chromatic number in this range. We determine constants c(t) such that $\tfrac{{\chi (G_n )}} {{nr^d }} \to c(t)$\tfrac{{\chi (G_n )}} {{nr^d }} \to c(t) almost surely. Further, we find a “sharp threshold” (except for less interesting choices of the norm when the unit ball tiles d-space): there is a constant t ₀>0 such that if t≤t ₀ then $\tfrac{{\chi (G_n )}} {{\omega (G_n )}}$\tfrac{{\chi (G_n )}} {{\omega (G_n )}} tends to 1 almost surely, but if t>t ₀ then $\tfrac{{\chi (G_n )}} {{\omega (G_n )}}$\tfrac{{\chi (G_n )}} {{\omega (G_n )}} tends to a limit >1 almost surely.     

On the multiplicity of the eigenvalues of a graph

Given a graph G with characteristic polynomial ϕ(t), we consider the ML-decomposition ϕ(t) = q ₁(t)q ₂(t)² ... q _m (t)^m, where each q _i (t) is an integral polynomial and the roots of ϕ(t) with multiplicity j are exactly the roots of q _j (t). We give an algorithm to construct the polynomials q _i (t) and describe some relations of their coefficients with other combinatorial invariants of G. In particular, we get new bounds for the energy E(G) = |λ_i| of G, where λ₁, λ₂, ..., λ_n are the eigenvalues of G (with multiplicity). Most of the results are proved for the more general situation of a Hermitian matrix whose characteristic polynomial has integral coefficients. This work was done during a visit of the second named author to UNAM.     

Properties of the Flows Generated by Stochastic Equations with Reflection

We consider the properties of a random set ϕ _t (ℝ ₊ ^d ), where ϕ _t (x) is a solution of a stochastic differential equation in ℝ ₊ ^d with normal reflection from the boundary that starts from a point x. We characterize inner and boundary points of the set ϕ _t (ℝ ₊ ^d ) and prove that the Hausdorff dimension of the boundary ∂ϕ _t (ℝ ₊ ^d ) does not exceed d − 1. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 8, pp. 1069 – 1078, August, 2005.     

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.     

Possible limit laws for entrance times of an ergodic aperiodic dynamical system

LetG denote the set of decreasingG: ℝ→ℝ withGэ1 on ]−∞,0], and ƒ ₀ ^∞ G(t)dt⩽1. LetX be a compact metric space, andT: X→X a continuous map. Let μ denone aT-invariant ergodic probability measure onX, and assume (X, T, μ) to be aperiodic. LetU⊂X be such that μ(U)>0. Let τ _U (x)=inf{k⩾1:T ^k xεU}, and defineG _U (t)=1/u(U)u({xεU:u(U)τU(x)>t),tεℝ We prove that for μ-a.e.x∈X, there exists a sequence (U _n ) _n≥1 of neighbourhoods ofx such that {x}=∩ _n U _n , and for anyG ∈G, there exists a subsequence (n _k ) _k≥1 withG _{U n k} ↑U weakly. We also construct a uniquely ergodic Toeplitz flowO(x ^∞,S, μ), the orbit closure of a Toeplitz sequencex ^∞, such that the above conclusion still holds, with moreover the requirement that eachU _n be a cylinder set. In memory of Anzelm Iwanik     

Any two irreducible Markov chains are finitarily orbit equivalent

Two invertible dynamical systems (X, gA, μ, T) and (Y, ℬ, ν, S), where X, Y are metrizable spaces and T, S are homeomorphisms on X and Y, are said to be finitarily orbit equivalent if there exists an invertible measure preserving mapping ϕ from a subset X ₀ of X of full measure to a subset Y ₀ of Y of full measure such that ϕ|x ₀ is continuous in the relative topology on X ₀, ϕ ⁻¹|Y ₀ is continuous in the relative topology on Y ₀ and ϕ(Orb _T (x)) = Orb _Sϕ (x) for μ-a.e. x ∈ X. In this article a finitary orbit equivalence mapping is shown to exist between any two irreducible Markov chains.     

Infinite simple C*-algebras and Reduced cross products of abelian C*-algebras and free groups

Summary Let Γ=〈g ₁〉*〈g ₂〉*...*〈g _n 〉*... be a free product of cyclic groups with generators {g _i }, andC _r ^* (Γ,℘ _Λ) be the C*-algebra generated by the reduced group C*-algebraC _r ^* Γ and a set of projectionsP _gL associated with a subset Λ of {g _i }. We prove the following: (1)C _r ^* (Γ,℘ _Λ) is *-isomorphic to the reduced cross product for certain Hausdorff compact spaceX _Λ constructed from Γ and its boundary ∂Γ. (2)C _r ^* (Γ,℘ _Λ) is either a purely infinite, simple C*-algebra or an extension of a purely infinite, simple C*-altebra, depending on the pair (Γ, Λ). (3)C _r ^* (Г,℘ _Λ) is nuclear if and only if the subgroup Γ_Λ generated by {g _i }/Λ is amenable. Partially supported by RMC grant 45/290/603 from the University of Newcastle Partially supported by NSF grant DMS-9225076 and a Taft travel grant from the University of Cincinnati     

Clustering of linearly interacting diffusions and universality of their long-time limit distribution

Let K⊂ℝ ^d (d≥ 1) be a compact convex set and Λ a countable Abelian group. We study a stochastic process X in K ^Λ, equipped with the product topology, where each coordinate solves a SDE of the form dX _i (t) = ∑ _j a(j−i) (X _j (t) −X _i (t))dt + σ (X _i (t))dB _i (t). Here a(·) is the kernel of a continuous-time random walk on Λ and σ is a continuous root of a diffusion matrix w on K. If X(t) converges in distribution to a limit X(∞) and the symmetrized random walk with kernel a _S (i) = a(i) + a(−i) is recurrent, then each component X _i (∞) is concentrated on {x∈K : σ(x) = 0 and the coordinates agree, i.e., the system clusters. Both these statements fail if a _S is transient. Under the assumption that the class of harmonic functions of the diffusion matrix w is preserved under linear transformations of K, we show that the system clusters for all spatially ergodic initial conditions and we determine the limit distribution of the components. This distribution turns out to be universal in all recurrent kernels a _S on Abelian groups Λ. Received: 10 May 1999 / Revised version: 18 April 2000 / Published online: 22 November 2000