Complete moment and integral convergence for sums of negatively associated random variables

For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE（max1≤k≤n｜Sk｜^1/q-∈bn^1/qp）^＋〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 （log n） ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence.     

Local limit theorem for the first crossing time of a fixed level by a random walk

Let X,X(1),X(2),... be independent identically distributed random variables with mean zero and a finite variance. Put S(n) = X(1) + ... + X(n), n = 1, 2,..., and define the Markov stopping time η _y = inf {n ≥ 1: S(n) ≥ y} of the first crossing a level y ≥ 0 by the random walk S(n), n = 1, 2,.... In the case $ \mathbb{E} $ \mathbb{E} |X|³ < ∞, the following relation was obtained in [8]: $ \mathbb{P}\left( {\eta _0 = n} \right) = \frac{1} {{n\sqrt n }}\left( {R + \nu _n + o\left( 1 \right)} \right) $ \mathbb{P}\left( {\eta _0 = n} \right) = \frac{1} {{n\sqrt n }}\left( {R + \nu _n + o\left( 1 \right)} \right) as n → ∞, where the constant R and the bounded sequence ν _n were calculated in an explicit form. Moreover, there were obtained necessary and sufficient conditions for the limit existence $ H\left( y \right): = \mathop {\lim }\limits_{n \to \infty } n^{{3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2}} \mathbb{P}\left( {\eta _y = n} \right) $ H\left( y \right): = \mathop {\lim }\limits_{n \to \infty } n^{{3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2}} \mathbb{P}\left( {\eta _y = n} \right) for every fixed y ≥ 0, and there was found a representation for H(y). The present paper was motivated by the following reason. In [8], the authors unfortunately did not cite papers [1, 5] where the above-mentioned relations were obtained under weaker restrictions. Namely, it was proved in [5] the existence of the limit $ \mathop {\lim }\limits_{n \to \infty } n^{{3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2}} \mathbb{P}\left( {\eta _y = n} \right) $ \mathop {\lim }\limits_{n \to \infty } n^{{3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2}} \mathbb{P}\left( {\eta _y = n} \right) for every fixed y ≥ 0 under the condition $ \mathbb{E} $ \mathbb{E} X ² < ∞ only; In [1], an explicit form of the limit $ \mathop {\lim }\limits_{n \to \infty } n^{{3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2}} \mathbb{P}\left( {\eta _0 = n} \right) $ \mathop {\lim }\limits_{n \to \infty } n^{{3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2}} \mathbb{P}\left( {\eta _0 = n} \right) was found under the same condition $ \mathbb{E} $ \mathbb{E} X ² < ∞ in the case when the summand X has an arithmetic distribution. In the present paper, we prove that the main assertion in [5] fails and we correct the original proof. It worth noting that this corrected version was formulated in [8] as a conjecture.     

Quasi-convex Mappings on the Unit Polydisk in $\mathbb{C}^{n}$

In this paper, the sharp estimates of all homogeneous expansions for f are established, where f(z) = (f ₁(z), f ₂(z), …, f _n (z))′ is a k-fold symmetric quasi-convex mapping defined on the unit polydisk in ℂ ⁿ and

Solutions to Some Open Problems in Fluid Dynamics

Let u=u（x,t,uo）represent the global solution of the initial value problem for the one-dimensional fluid dynamics equation ut-εuxxt＋δux＋γHuxx＋βuxxx＋f（u）x=αuxx,u（x,0）=uo（x）, whereα〉0,β〉0,γ〉0,δ〉0 andε〉0 are constants.This equation may be viewed as a one-dimensional reduction of n-dimensional incompressible Navier-Stokes equations. The nonlinear function satisfies the conditions f（0）=0,｜f（u）｜→∞as ｜u｜→∞,and f∈C^1（R）,and there exist the following limits Lo=lim sup/u→o f（u）/u^3 and L∞=lim sup/u→∞ f（u）/u^5 Suppose that the initial function u0∈L^I（R）∩H^2（R）.By using energy estimates,Fourier transform,Plancherel＇s identity,upper limit estimate,lower limit estimate and the results of the linear problem vt-εv（xxt）＋δvx＋γHv（xx）＋βv（xxx）=αv（xx）,v（x,0）=vo（x）, the author justifies the following limits（with sharp rates of decay） lim t→∞[（1＋t）^（m＋1/2）∫｜uxm（x,t）｜^2dx]=1/2π（π/2α）^（1/2）m!!/（4α）^m[∫R uo（x）dx]^2, if∫R uo（x）dx≠0, where 0!!=1,1!!=1 and m!!=1·3…（2m-3）…（2m-1）.Moreover lim t→∞[（1＋t）^（m＋3/2）∫R｜uxm（x,t）｜^2dx]=1/2π（x/2α）^（1/2）（m＋1）!!/（4α）^（m＋1）[∫Rρo（x）dx]^2, if the initial function uo（x）=ρo′（x）,for some functionρo∈C^1（R）∩L^1（R）and∫Rρo（x）dx≠0.     

Asymptotic property of approximation to x αsgn x by Newman Type Operators

Approximation to the function ｜x｜ plays an important role in approximation theory. This paper studies the approximation to the function xαsgn x, which equals ｜x｜ if α = 1. We construct a Newman Type Operator rn（x） and prove max ｜x｜≤1｜xαsgn x-rn（x）｜～Cn1/4e-π1/2（1/2）αn.     

Some integral inequalities for the polar derivative of a polynomial

If P(z) is a polynomial of degree n which does not vanish in |z| 1,then it is recently proved by Rather [Jour.Ineq.Pure and Appl.Math.,9 (2008),Issue 4,Art.103] that for every γ 0 and every real or complex number α with |α|≥ 1,{∫02π |D α P(e iθ)| γ dθ}1/γ≤ n(|α| + 1)C γ{∫02π|P(eiθ)| γ dθ}1/γ,C γ ={1/2π∫0 2π|1+eiβ|γdβ}-1/γ,where D α P(z) denotes the polar derivative of P(z) with respect to α.In this paper we prove a result which not only provides a refinement of the above inequality but also gives a result of Aziz and Dawood [J.Approx.Theory,54 (1988),306-313] as a special case.     

Univalence and starlikeness of nonlinear integral transform of certain class of analytic functions

Let U(λ, μ) denote the class of all normalized analytic functions f in the unit disk |z| < 1 satisfying the condition

Higher derivations of ore extensions

Let R be a prime ring and δ a derivation of R. Divided powers $ D_n ^{\underline{\underline {def.}} } \tfrac{1} {{n!}}\tfrac{{d^n }} {{dx^n }} $ D_n ^{\underline{\underline {def.}} } \tfrac{1} {{n!}}\tfrac{{d^n }} {{dx^n }} of ordinary differentiation d/dx form Hasse-Schmidt higher derivations of the Ore extension (skew polynomial ring) R[x; δ]. They have been used crucially but implicitly in the investigation of R[x; δ]. Our aim is to explore this notion. The following is proved among others: Let Q be the left Martindale quotient ring of R. It is shown that $ S^{\underline{\underline {def.}} } Q[x;\delta ] $ S^{\underline{\underline {def.}} } Q[x;\delta ] is a quasi-injective (R, R)-module and that any (R,R)-bimodule endomorphism of S can be uniquely expressed in the form

Profile of Blow-up Solution to Hyperbolic System with Nonlocal Term

This paper is concerned with a nonlocal hyperbolic system as follows utt = △u ＋ （∫Ωvdx ）^p for x∈R^N,t〉0 ,utt = △u ＋ （∫Ωvdx ）^q for x∈R^N,t〉0 ,u（x,0）=u0（x）,ut（x,0）=u01（x） for x∈R^N,u（x,0）=u0（x）,ut（x,0）=u01（x） for x∈R^N, where 1≤ N ≤3, p ≥1, q ≥ 1 and pq 〉 1. Here the initial values are compactly supported and Ω belong to R^N is a bounded open region. The blow-up curve, blow-up rate and profile of the solution are discussed.     

Convergence rates of the LIL for random fields in Hilbert spaces

Considering the positive d-dimensional lattice point Z ₊ ^d (d ≥ 2) with partial ordering ≤, let {X _k: k ∈ Z ₊ ^d } be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $ S_n = \sum\limits_{k \leqslant n} {X_k } $ S_n = \sum\limits_{k \leqslant n} {X_k } , n ∈ Z ₊ ^d . Let σ _i ², i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ ². Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) . We show that when l ≥ 2 and b > −l/2, E[‖X‖²(log ‖X‖) ^d−2(log log ‖X‖) ^b+4] < ∞ implies $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} , where Γ(·) is the Gamma function and $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } .     

A Nonlocal Diffusion Equation whose Solutions Develop a Free Boundary

Let J:\mathbbR ? \mathbbRJ:\mathbb{R} \to \mathbb{R} be a nonnegative, smooth compactly supported function such that ò_\mathbbR J(r)dr = 1. \int_\mathbb{R} {J(r)dr = 1.} We consider the nonlocal diffusion problem

Integration and Lipschitz functions

The aim of the paper is to prove that every f ∈ L ¹([0,1]) is of the form f = , where j _n,k is the characteristic function of the interval [k- 1 / 2 ⁿ , k / 2 ⁿ ) and Σ _n=0^∞Σ _k=1²ⁿ |a _n,k | is arbitrarily close to ||f|| (Theorem 2). It is also shown that if μ is any probabilistic Borel measure on [0,1], then for any ɛ > 0 there exists a sequence (b _n,k ) _n≧0 ^k=1,...,2n of real numbers such that and for each Lipschitz function g: [0,1] → ℝ (Theorem 3).      

Multiple Boundary Concentrating Solutions to Dirichlet Problem of Hénon Equation

Abstract  Let Ω be the unit ball centered at the origin in . We study the following problem

On nonexistence of Baras-Goldstein type without positivity assumptions for singular linear and nonlinear parabolic equations

The celebrated result by Baras and Goldstein (1984) established that the heat equation with the inverse square potential in the unit ball B ₁ ⊂ ℝ ^N , N ≥ 3, u _t = Δ _u + in B ₁ × (0,T), u|∂B ₁ = 0, in the supercritical range c > c _Hardy = does not have a solution for any nontrivial L ¹ initial data u ₀(x) ≥ 0 in B ₁ (or for a positive measure u ₀). More precisely, it was proved that a regular approximation of a possible solution by a sequence {u _n (x,t)} of classical solutions corresponding to truncated bounded potentials given by V(x) = ↦ V _n (x) = min{, n} (n ≥ 1) diverges; i.e., as n → ∞, u _n (x,t) → + ∞ in B ₁ × (0, T). Similar features of “nonexistence via approximation” for semilinear heat PDEs were inherent in related results by Brezis-Friedman (1983) and Baras-Cohen (1987). The main goal of this paper is to justify that this nonexistence result has wider nature and remains true without the positivity assumption on data u ₀(x) that are assumed to be regular and positive at x = 0. Moreover, nonexistence as the impossibility of regular approximations of solutions is true for a wide class of singular nonlinear parabolic problems as well as for higher order PDEs including, e.g., u _t = , and , N > 4. Dedicated to Professor S.I. Pohozaev on the occasion of his 70th birthday     

Stability of symmetric closed characteristics on symmetric compact convex hypersurfaces in ℝ<Superscript>2<Emphasis Type="Italic">n</Emphasis></Superscript> under a pinching condition

In this paper, let Σ R2n be a symmetric compact convex hypersurface which is ( r, R )- pinched with R/r (5/3)1/2 . Then Σ carries at least two elliptic symmetric closed characteristics; moreover, Σ carries at least E [ n-1/2 ] + E [ n-1/3 ] non-hyperbolic symmetric closed characteristics.     

Integral-type operators from a mixed norm space to a bloch-type space on the unit ball

Let $ \mathbb{B} $ \mathbb{B} be the unit ball in ℂ ⁿ and let H($ \mathbb{B} $ \mathbb{B} ) be the space of all holomorphic functions on $ \mathbb{B} $ \mathbb{B} . We introduce the following integral-type operator on H($ \mathbb{B} $ \mathbb{B} ):

Normality and quasinormality of zero-free meromorphic functions

Let k, K ∈ N and F be a family of zero-free meromorphic functions in a domain D such that for each f ∈ F , f(k)-1 has at most K zeros, ignoring multiplicity. Then F is quasinormal of order at most ν = K k+1 , where ν is equal to the largest integer not exceeding K/k+1 . In particular, if K = k, then F is normal. The results are sharp.     

Precise Asymptotics in the Baum-Katz and Davis Laws of Large Numbers of ρ-mixing Sequences

Let {X,Xn;n ≥ 1} be a strictly stationary sequence of ρ-mixing random variables with mean zeros and finite variances. Set Sn =∑k=1^n Xk, Mn=maxk≤n｜Sk｜,n≥1.Suppose limn→∞ESn^2/n=：σ^2〉0 and ∑n^∞=1 ρ^2/d（2^n）〈∞,where d=2 if 1≤r〈2 and d〉r if r≥2.We prove that if E｜X｜^r 〈∞,for 1≤p〈2 and r〉p,then limε→0ε^2（r-p）/2-p ∑∞n=1 n^r/p-2 P{Mn≥εn^1/p}=2p/r-p ∑∞k=1（-1）^k/（2k＋1）^2（r-p）/（2-p）E｜Z｜^2（r-p）/2-p,where Z has a normal distribution with mean 0 and variance σ^2.     

Imaginary powers of a Laguerre differential operator

Imaginary powers associated to the Laguerre differential operator $ L_\alpha = - \Delta + |x|^2 + \sum _{i = 1}^d \frac{1} {{x_i^2 }}(\alpha _i^2 - 1/4) $ L_\alpha = - \Delta + |x|^2 + \sum _{i = 1}^d \frac{1} {{x_i^2 }}(\alpha _i^2 - 1/4) are investigated. It is proved that for every multi-index α = (α₁,...α _d ) such that α _i ≧ −1/2, α _i ∉ (−1/2, 1/2), the imaginary powers $ \mathcal{L}_\alpha ^{ - i\gamma } ,\gamma \in \mathbb{R} $ \mathcal{L}_\alpha ^{ - i\gamma } ,\gamma \in \mathbb{R} , of a self-adjoint extension of L _α, are Calderón-Zygmund operators. Consequently, mapping properties of $ \mathcal{L}_\alpha ^{ - i\gamma } $ \mathcal{L}_\alpha ^{ - i\gamma } follow by the general theory.     

Three-dimensional sets with small sumset

We describe the structure of three dimensional sets of lattice points, having a small doubling property. Let be a finite subset of ℤ³ such that dim = 3. If and , then lies on three parallel lines. Moreover, for every three dimensional finite set that lies on three parallel lines, if , then is contained in three arithmetic progressions with the same common difference, having together no more than terms. These best possible results confirm a recent conjecture of Freiman and cannot be sharpened by reducing the quantity υ or by increasing the upper bounds for .