Systems of equations driven by stable processes

Let Z^j_t, j = 1, . . . , d, be independent one-dimensional symmetric stable processes of index α ∈ (0,2). We consider the system of stochastic differential equations where the matrix A(x)=(A_ij(x))1≤ i, j ≤ d is continuous and bounded in x and nondegenerate for each x. We prove existence and uniqueness of a weak solution to this system. The approach of this paper uses the martingale problem method. For this, we establish some estimates for pseudodifferential operators with singular state-dependent symbols. Let λ₂ > λ₁ > 0. We show that for any two vectors a, b∈ ℝ_d with |a|, |b| ∈ (λ₁, λ₂) and p sufficiently large, the L^p-norm of the operator whose Fourier multiplier is (|u · a|^α - |u · b|^α) / ∑_j=1^d |u_i|^α is bounded by a constant multiple of |a−b|^θ for some θ > 0, where u=(u₁ , . . . , u_d) ∈ ℝ^d. We deduce from this the L^p-boundedness of pseudodifferential operators with symbols of the form ψ(x,u)=|u · a(x)|^α / ∑_j=1^d |u_i|^α, where u=(u₁,...,u_d) and a is a continuous function on ℝ^d with |a(x)|∈ (λ₁, λ₂) for all x∈ ℝ^d. Research partially supported by NSF grant DMS-0244737. Research partially supported by NSF grant DMS-0303310.     

On the stability of characterizations by an identical distribution property

Let X ₁, X ₂, … , X _n be i.i.d. random variables with common distribution F, and let b ₁, b ₂, … , b _n be real coefficients such that ∑ b _j ² = 1. We prove that F is close to the normal distribution in the Lévy metric whenever the distribution of the linear statistic ∑ b _j X _j is close to F.     

On statistical properties of finite continued fractions

Statistical properties of continued fractions for numbers a/b, where a and b lie in the sector a, b ≥ 1, a² + b² ≤ R², are studied. The main result is an asymptotic formula with two meaning terms for the quantity

A class of problems for which cyclic relaxation converges linearly

The method of cyclic relaxation for the minimization of a function depending on several variables cyclically updates the value of each of the variables to its optimum subject to the condition that the remaining variables are fixed. We present a simple and transparent proof for the fact that cyclic relaxation converges linearly to an optimum solution when applied to the minimization of functions of the form for a _i,j ,b _i ,c _i ∈ℝ_≥0 with max {min {b ₁,b ₂,…,b _n },min {c ₁,c ₂,…,c _n }}>0 over the n-dimensional interval [l ₁,u ₁]×[l ₂,u ₂]×⋅⋅⋅×[l _n ,u _n ] with 0<l _i <u _i for 1≤i≤n. Our result generalizes several convergence results that have been observed for algorithms applied to gate- and wire-sizing problems that arise in chip design.     

Existence of singular solutions of a degenerate equation in R 2

Let a₁,a₂, . . . ,a_m ∈ ℝ², 2≤f ∈ C([0,∞)), g_i ∈ C([0,∞)) be such that 0≤g_i(t)≤2 on [0,∞) ∀i=1, . . . ,m. For any p>1, we prove the existence and uniqueness of solutions of the equation u_t=Δ(logu), u>0, in satisfying and logu(x,t)/log|x|→−f(t) as |x|→∞, logu(x,t)/log|x−a_i|→−g_i(t) as |x−a_i|→0, uniformly on every compact subset of (0,T) for any i=1, . . . ,m under a mild assumption on u₀ where We also obtain similar existence and uniqueness of solutions of the above equation in bounded smooth convex domains of ℝ² with prescribed singularities at a finite number of points in the domain.     

Near-interpolation

Summary.  A parametric curve fL ₂ ^(m) ([a,b]ℝ ^d ) is a ``near-interpolant' to prescribed data z <sub>ij</sub> ℝ <sup>d</sup> at data sites t <sub>i</sub> [a,b] within tolerances 0<ɛ <sub>ij</sub> ≤∞ if |f <sup>(j−1)</sup> (t <sub>i</sub> )−z <sub>ij</sub> |≤ɛ <sub>ij</sub> for i=1:n and j=1:m, and a ``best near-interpolant' if it also minimizes ∫ _a ^b |f ^(m) |². In this paper optimality conditions are derived for these best near-interpolants. Based on these conditions it is shown that the near-interpolants are actually smoothing splines with weights that appear as Lagrange multipliers corresponding to the constraints. The optimality conditions are applied to the computation of near-interpolants in the last sections of the paper. Received September 4, 2001 / Revised version received July 22, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 41A05, 41A15, 41A29     

Order of magnitude bounds for expectations of Δ2-functions of generalized random bilinear forms

Let Φ be a symmetric function, nondecreasing on [0,∞) and satisfying a Δ₂ growth condition, (X ₁,Y ₁), (X ₂,Y ₂),…,(X _n ,Y _n ) be arbitrary independent random vectors such that for any given i either Y _i =X _i or Y _i is independent of all the other variates. The purpose of this paper is to develop an approximation of

A Neighborhood Condition for Graphs to Have [a, b]-Factors II

 Let a, b, m, and t be integers such that 1≤a<b and 1≤t≤⌉(b−m+1)/a⌉. Suppose that G is a graph of order |G| and H is any subgraph of G with the size |E(H)|=m. Then we prove that G has an [a,b]-factor containing all the edges of H if the minimum degree is at least a, |G|>((a+b)(t(a+b−1)−1)+2m)/b, and |N _G (x ₁)∪⋯ ∪N _G (x _t )|≥(a|G|+2m)/(a+b) for every independent set {x ₁,…,x _t }⊆V(G). This result is best possible in some sense and it is an extension of the result of H. Matsuda (A neighborhood condition for graphs to have [a,b]-factors, Discrete Mathematics 224 (2000) 289–292). Received: October, 2001 Final version received: September 17, 2002 RID="*" ID="*" This research was partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Encouragement of Young Scientists, 13740084, 2001     

Almost poised basic hypergeometric series

Given a basic hypergeometric series with numerator parametersa ₁,a ₂, ...,a _r and denominator parametersb ₂, ...,b _r, we say it isalmost poised ifb _i, =a ₁ q ^δ,i a _i,δ_i = 0, 1 or 2, for 2 ≤i ≤r. Identities are given for almost poised series withr = 3 andr = 5 when a₁, =q ⁻²ⁿ. Partially supported by N.S.F. Grant No. DMS-8521580.     

A Geometric Proof of the Colored Tverberg Theorem

The colored Tverberg theorem asserts that for every d and r there exists t=t(d,r) such that for every set C⊂ℝ ^d of cardinality (d+1)t, partitioned into t-point subsets C ₁,C ₂,…,C _d+1 (which we think of as color classes; e.g., the points of C ₁ are red, the points of C ₂ blue, etc.), there exist r disjoint sets R ₁,R ₂,…,R _r ⊆C that are rainbow, meaning that |R _i ∩C _j |≤1 for every i,j, and whose convex hulls all have a common point.     

L p − Lq estimates for convolution operators with n-Dimensional singular measures

Let S ⊂ ℜⁿ⁺¹ be the graph of the function ϕ :[−1, 1] ⁿ → ℜ defined by ϕ (x ₁ , …, x_n) = ∑ _j=1 ⁿ |x_j|^αj, with1<α ₁ ≤ … ≤ α_n, let σ the Euclidean area measure on S. In this article we study the L^p − L^q boundedness of convolution operators with the singular Borel measure on Rⁿ⁺¹ given by μ (E)=σ (E ∩ S)     

Asymptotic separation for independent trajectories of Markov processes

We say that n independent trajectories ξ₁(t),…,ξ _n (t) of a stochastic process ξ(t)on a metric space are asymptotically separated if, for some ɛ > 0, the distance between ξ _i (t _i ) and ξ _j (t _j ) is at least ɛ, for some indices i, j and for all large enough t ₁,…,t _n , with probability 1. We prove sufficient conitions for asymptotic separationin terms of the Green function and the transition function, for a wide class of Markov processes. In particular,if ξ is the diffusion on a Riemannian manifold generated by the Laplace operator Δ, and the heat kernel p(t, x, y) satisfies the inequality p(t, x, x) ≤ Ct ^−ν/2 then n trajectories of ξ are asymptotically separated provided . Moreover, if for some α∈(0, 2)then n trajectories of ξ^(α) are asymptotically separated, where ξ^(α) is the α-process generated by −(−Δ)^α/2. Received: 10 June 1999 / Revised version: 20 April 2000 / Published online: 14 December 2000 RID="*" ID="*" Supported by the EPSRC Research Fellowship B/94/AF/1782 RID="**" ID="**" Partially supported by the EPSRC Visiting Fellowship GR/M61573     

Controlled stability

Summary A rest solution, p, of a control system is said to possess controlled stability if for each t _1>0 a full nbd. of points of p can be steered to p in time t ₁ by solutions of the system. Equivalently, if the system acts in a linear space and p is the origin, this states the domain of ? null controllability ? is open. We consider systems of the form with either each u_i measurable with |u_i(t)| ⩽1, or |u_i| ≤1 inL ₁ or ‖u_i‖ ≤1 in the space of regular countably additive measures, and X, Y ² , …, Y^m analytic vector fields on an analytic n-manifold. If X(p)=0 a necessary condition that the rest solution p possess controlled stability is that the dimension, at p, of the Lie algebra generated by X, Y ² , …, Y^m be n. First order sufficient conditions are well known and can be stated in terms of subsets of the elements of this Lie algebra. This paper provides two higher order sufficiency tests, together with examples of their applications. Entrata in Redazione il 14 giugno 1976. This research was supported by the National Science Foundation under grant MCS76-04419.     

Constant-Sign Solutions for Systems of Fredholm and Volterra Integral Equations: The Singular Case

We consider the system of Fredholm integral equations

On exactlym times covers

In this paper it is shown that if every integer is covered bya ₁+n ₁ℤ,…,a _k +n _k ℤ exactlym times then for eachn=1,…,m there exist at least ( _n ^m ) subsetsI of {1,…k} such that ∑ _{i ∈ I} 1/n _i equalsn. The bound ( _n ^m ) is best possible. Research supported by the National Nature Science Foundation of P.R. of China.     

Realization of a sum of sequences by a sum graph

It is shown that the realizability of the sequences ϕ=(a ₁,…, _a ), ψ=(b ₁,…,b _n ) and ϕ+ψ is a sufficient condition for the realizability of ϕ+ψ by a graph with a ϕ-factor ifb _i ≦1 fori=1,…,n. The condition is not sufficient in general. A necessary and sufficient condition for the realizability of ϕ+ψ by a graph with a ϕ-factor is given for the case that ϕ is realizable by a star and isolated vertices.     

Removable singularities and non-uniqueness of solutions of a singular diffusion equation

 We prove that the solution u of the equation u _t =Δlog u, u>0, in (Ω\{x ₀})×(0,T), Ω⊂ℝ², has removable singularities at {x ₀}×(0,T) if and only if for any 0<α<1, 0<a<b<T, there exist constants ρ₀, C ₁, C ₂>0, such that C ₁ |x−x ₀|^α≤u(x,t)≤C ₂|x−x ₀|^−α holds for all 0<|x−x ₀|≤ρ₀ and a≤t≤b. As a consequence we obtain a sufficient condition for removable singularities at {∞}×(0,T) for solutions of the above equation in ℝ²×(0,T) and we prove the existence of infinitely many finite mass solutions for the equation in ℝ²×(0,T) when 0≤u ₀∉L ¹ (ℝ²) is radially symmetric and u ₀L _loc ¹(ℝ²). Received: 16 December 2001 / Revised version: 20 May 2002 / Published online: 10 February 2003 Mathematics Subject Classification (1991): 35B40, 35B25, 35K55, 35K65     

An analog of the fundamental theorem of arithmetic in ordered groupoids

In the note we consider ordered groupoids with the Riesz interpolation property, that is, ifa _i ≤b _j (i, j=1,2), then there exists ac such thata _i ≤c≤b _j (i, j=1,2). For such groupoids possessing the descending chain condition for the positive cone and the property

Additive Latin transversals and group rings

LetA={a ₁, …,a _k} and {b ₁, …,b _k} be two subsets of an abelian groupG, k≤|G|. Snevily conjectured that, when |G| is odd, there is a numbering of the elements ofB such thata _i+b _i,1≤i≤k are pairwise distinct. By using a polynomial method, Alon affirmed this conjecture for |G| prime, even whenA is a sequence ofk<|G| elements. With a new application of the polynomial method, Dasgupta, Károlyi, Serra and Szegedy extended Alon’s result to the groupsZ _p ^r andZ _p ^rin the casek<p and verified Snevily’s conjecture for every cyclic group. In this paper, by employing group rings as a tool, we prove that Alon’s result is true for any finite abelianp-group withk<√2p, and verify Snevily’s conjecture for every abelian group of odd order in the casek<√p, wherep is the smallest prime divisor of |G|. This work has been supported partly by NSFC grant number 19971058 and 10271080.     

Nonuniqueness ing-functions

We give an example of two distinct stationary processes {X _n} and {X′ _n} on {0, 1} for whichP[X₀=1|X₋₁=a₋₁,X₋₂=a₋₂, …]=P[X′₀=1|X′₋₁=a₋₁,X′₋₂=a₋₂, …] for all {a _i},i=−1, −2, …, even though these probabilities are bounded away from 0 and 1, and are continuous in {a _i}. Supported in part by NSF Grant DMS 89-01545. Supported in part by the US Army Research Office.