The supremum of Brownian local times on Hölder curves

For , we consider L^f_t, the local time of space-time Brownian motion on the curve f. Let be the class of all functions whose Hölder norm of order α is less than or equal to 1. We show that the supremum of L^f₁ over f in is finite if α>1/2 and infinite if α<1/2.     

Attractors of the reaction-diffusion systems with rapidly oscillating coefficients and their homogenization

The following reaction-diffusion system in spatially non-homogeneous almost-periodic media is considered in a bounded domain : (1)∂_tu=Au−f(u)+g, u|_∂Ω=0. Here u=(u¹,…,u^k) is an unknown vector-valued function, f is a given nonlinear interaction function and the second order elliptic operator A has the following structure: where a_ij^l(y) are given almost-periodic functions. We prove that, under natural assumptions on the nonlinear term f(u), the longtime behavior of solutions of (1) can be described in terms of the global attractor of the associated dynamical system and that the attractors  , 0<<₀1, converge to the attractor of the homogenized problem (1) as →0. Moreover, in the particular case of periodic media, we give explicit estimates for the distance between the non-homogenized and the homogenized attractors in terms of the parameter .     

On the continuation of solutions for elliptic equations in two variables

We consider nonlinear elliptic differential equations of second order in two variables

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. Supposing analyticity of F, we prove analyticity of the real solution z=z(x,y) in the open set Ω. Furthermore, we show that z may be continued as a real analytic solution for F=0 across the real analytic boundary arc Γ∂Ω, if z satisfies one of the boundary conditions z= or z_n=ψ(x,y,z,z_t) on Γ with real analytic functions and ψ, respectively (z_n denotes the derivative of z w.r.t. the outer normal n on Γ and z_t its derivative w.r.t. the tangent). The proof is based on ideas of H. Lewy combined with a uniformization method. Studying quasilinear equations, we get somewhat better results concerning the initial regularity of the given solution and a little more insight.     

Uniqueness and stability of regional blow-up in a porous-medium equation

We study the blow-up phenomenon for the porous-medium equation in R^N, N1, u_t=Δu^m+u^m, m>1, for nonnegative, compactly supported initial data. A solution u(x,t) to this problem blows-up at a finite time . Our main result asserts that there is a finite number of points x₁,…,x_kR^N, with |x_i−x_j|2R^* for i≠j, such that Here w_*(|x|) is the unique nontrivial, nonnegative compactly supported, radially symmetric solution of the equation in R^N and R^* is the radius of its support. Moreover u(x,t) remains uniformly bounded up to its blow-up time on compact subsets of . The question becomes reduced to that of proving that the ω-limit set in the problem consists of a single point when its initial condition is nonnegative and compactly supported.     

The “Error” in the Indian “Taylor Series Approximation” to the Sine

It has been repeatedly noted, but not discussed in detail, that certain so-called “third-order Taylor series approximations” found in the school of the medieval Keralese mathematician M dhava are inaccurate. That is, these formulas, unlike the other series expansions brilliantly developed by M dhava and his followers, do not correspond exactly to the terms of the power series subsequently discovered in Europe, by whose name they are generally known. We discuss a Sanskrit commentary on these rules that suggests a possible derivation explaining this discrepancy, and in the process re-emphasize that the Keralese work on such series was rooted in geometric approximation rather than in analysis per se. © 2001 Elsevier Science (USA).Es ist mehrfach festgestellt bisher aber nicht ausführlich diskutiert worden, daß einige sogenannte Taylor-reihennäherungswerte dritter Ordnung, die in der mittelalterlichen Schule keralesischen M dhava gefunden werden, ungenau sind. Das heißt, diesc Formeln sind den Termen der Potenzreihe, die später in Europa entwickelt wurde und unter dem Namen Taylorreihe bekannt ist, nicht äquivalent, im Gegensatz zu den anderen Entwicklungen von Reihen, die glänzend von M dhava und seinen Nachfolgern entwickelt werden. Wir behandeln einen Sanskritkommentar zu den Regeln, der eine mögliche Herleitung suggeriert, die diese Diskrepanz erklärt. Dabei betonen wir nochmals, daß die keralesische Arbeit über solche Reihen eher in geometrischen Näherungen als in der Analysis an sich ihre Wurzeln hat. © 2001 Elsevier Science (USA).MSC subject classification: 01A32.     

Conditional limiting distribution of beta-independent random vectors

The paper deals with random vectors in , possessing the stochastic representation , where R is a positive random radius independent of the random vector and is a non-singular matrix. If is uniformly distributed on the unit sphere of , then for any integer m<d we have the stochastic representations and , with W≥0, such that W² is a beta distributed random variable with parameters m/2,(d−m)/2 and (U₁,…,U_m),(U_m+1,…,U_d) are independent uniformly distributed on the unit spheres of and , respectively. Assuming a more general stochastic representation for in this paper we introduce the class of beta-independent random vectors. For this new class we derive several conditional limiting results assuming that R has a distribution function in the max-domain of attraction of a univariate extreme value distribution function. We provide two applications concerning the Kotz approximation of the conditional distributions and the tail asymptotic behaviour of beta-independent bivariate random vectors.     

A functional Hungarian construction for sums of independent random variables

We develop a Hungarian construction for the partial sum process of independent non-identically distributed random variables. The process is indexed by functions f from a class , but the supremum over is taken outside the probability. This form is a prerequisite for the Komlós–Major–Tusnády inequality in the space of bounded functionals , but contrary to the latter it essentially preserves the classical n^−1/2logn approximation rate over large functional classes such as the Hölder ball of smoothness 1/2. This specific form of a strong approximation is useful for proving asymptotic equivalence of statistical experiments.     

Principe de Hartogs dans les variétés CR

Let M be a CR manifold. The main results of this paper are the following:

When M is real analytic, a semi-global Hartogs extension phenomenon occurs for real analytic CR functions if and only if M is nowhere strictly pseudoconvex and .

When M is a standard manifold, the Hartogs–Bochner extension phenomenon occurs for non-CR-confined domains if and only if M is nowhere strictly pseudoconvex and dim_CRM2.

If M is a smooth submanifold of foliated by complex curves, a semi-global Hartogs–Bochner extension phenomenon occurs for smooth non-CR-confined domains if and only if dim_CRM2.

If M is a real analytic nowhere strictly pseudoconvex manifold and if Ω is a sufficiently small domain in M, a hyperfunction which is real analytic in a neighborhood of bΩ and CR in a neighborhood of is in fact real analytic on Ω.

Estimation de Yule–Walker d'un CAR(p) observé à temps discret

Let (X(lδ), l=0,n) be a discrete observation at mesh δ>0 of X, a CAR(p). Classical Yule–Walker estimation are biased and must be corrected. Resultant estimators converge if T=nδ→+∞, are asymptotically normal with rate , and efficient. The diffusion coefficient is also estimated, with rate .     

THE CONSTRUCTION OF DENUMERABLE q-PROCESSES IN RANDOM ENVIRONMENTS SATISFYING （F） OR （B）

This article is a continuation of[9].Based on the discussion of random Kolmogorov forward（backward）equations,for any given q-matrix in random environment, Q（θ）=（q（θ;x,y）,x,y∈X）,an infinite class of q-processes in random environments satisfying the random Kolmogorov forward（backward）equation is constructed.Moreover, under some conditions,all the q-processes in random environments satisfying the random Kolmogorov forward（backward）equation are constructed.     

Central bialgebras in braided categories and coquasitriangular structures

Central bialgebras in a braided category are algebras in the center of the category of coalgebras in . On these bialgebras another product can be defined, which plays the role of the opposite product. Hence, coquasitriangular structures on central bialgebras can be defined. We prove some properties of the antipode on coquasitriangular central Hopf algebras and give a characterization of central bialgebras.     

On fine fractal properties of generalized infinite Bernoulli convolutions

The paper is devoted to the investigation of generalized infinite Bernoulli convolutions, i.e., the distributions μξ of the following random variables: where ak are terms of a given positive convergent series; ξk are independent random variables taking values 0 and 1 with probabilities p0k and p1k correspondingly.We give (without any restriction on {an}) necessary and sufficient conditions for the topological support of ξ to be a nowhere dense set. Fractal properties of the topological support of ξ and fine fractal properties of the corresponding probability measure μξ itself are studied in details for the case where ak?rk:=ak+1+ak+2+? (i.e., rk−1?2rk) for all sufficiently large k. The family of minimal dimensional (in the sense of the Hausdorff–Besicovitch dimension) supports of μξ for the above mentioned case is also studied in details. We describe a series of sets (with additional structural properties) which play the role of minimal dimensional supports of generalized Bernoulli convolutions. We also show how a generalization of M. Cooper's dimensional results on symmetric Bernoulli convolutions can easily be derived from our results.     

Analytic and numerical analysis of some statistical features of fragmentation processes

In this work, we investigate the following inhomogeneous model of fragmentation with an exponential splitting probability: suppose that an initial particle having a mass x₀>0 (large enough) is broken, with a size-dependent probability , into b>1 pieces. With probability 1−p(x₀), this fragment is left unchanged for ever. The process of fragmentation is repeated recursively for all pieces.Some statistical features are studied, chiefly the fragment size distribution, number of fragments and partition function of the random fragmentation tree. Also, we give details of the numerical analysis of these features.     

Lower classes of the Riemann–Liouville process

Let be a Riemann–Liouville process with index H>0. We characterize the lower classes of its sup-norm statistic by a unique integral test and thus measure the influence of the non-stationarity of increments.     

Sharp maximal inequality for nonnegative martingales

Let X be a nonnegative martingale, let H be a predictable process taking values in [−1,1] and let Y be an Itô integral of H with respect to X. We establish the bound and show that the constant 3 is the best possible.     

Galois Reconstruction of Finite Quantum Groups

Let be a (small) category and let F:  →  alg_f be a functor, where alg_f is the category of finite-dimensional measured algebras over a field k (or Frobenius algebras). We construct a universal Hopf algebra A_aut(F) such that F factorizes through a functor :  →  coalg_f(A_aut(F)), where coalg_f(A_aut(F)) is the category of finite-dimensional measured A_aut(F)-comodule algebras. This general reconstruction result allows us to recapture a finite-dimensional Hopf algebra A from the category coalg_f(A) and the forgetful functor ω: coalg_f(A) →  alg_f: we have A  A_aut(ω). Our universal construction is also done in a C*-algebra framework, and we get compact quantum groups in the sense of Woronowicz.     

Walsh-Type Wavelet Packet Expansions

We consider a family of basic nonstationary wavelet packets generated using the Haar filters except for a finite number of scales where we allow the use of arbitrary filters. Such a system, which we call a system of Walsh-type wavelet packets, can be considered as a smooth generalization of the Walsh functions. We show that the basic Walsh-type wavelet packets share a number of metric properties with the Walsh system. We prove that the system constitutes a Schauder basis for L^p( ), 1<p<∞, and we construct an explicit function in L¹( ) for which the expansion fails. Then we prove that expansions of L^p( )-functions, 1<p<∞, in the Walsh-type wavelet packets converge pointwise a.e. Finally, we prove that the analogous results are true for periodic Walsh-type wavelet packets in L^p[0,1).     

An Infinite Analogue of Rings with Stable Rank One

Replacing invertibility with quasi-invertibility in Bass' first stable range condition we discover a new class of rings, the QB-rings. These constitute a considerable enlargement of the class of rings with stable rank one (B-rings) and include examples like End (V), the ring of endomorphisms of a vector space V over some field , and ( ), the ring of all row- and column-finite matrices over . We show that the category of QB-rings is stable under the formation of corners, ideals, and quotients, as well as matrices and direct limits. We also give necessary and sufficient conditions for an extension of QB-rings to be a QB-ring, and show that extensions of B-rings often lead to QB-rings. Specializing to the category of exchange rings we characterize the subset of exchange QB-rings as those in which every von Neumann regular element extends to a maximal regular element, i.e., a quasi-invertible element. Finally we show that the C*-algebras that are QB-rings are exactly the extremally rich C*-algebras studied by L. G. Brown and the second author.     

Abelian fourfold of Mumford-type and Kuga-Satake varieties

Let X be a complex abelian fourfold of Mumford-type and let V = H¹(X, ). The complex Mumford-Tate group of X is isogenous to SL(2)³. We recover information about the Hodge structure of X using representations of the Lie algebras (2)³ and (8) acting on V . Using these techniques we show that there is a Kuga-Satake variety A associated to X in such a way that A is isogenous to X³².     

Identities on Units of Algebraic Algebras

Let be an algebraic algebra over an infinite field K and let ( ) be its group of units. We prove a stronger version of Hartley's conjecture for , namely, if a Laurent polynomial identity (LPI, for short) f = 0 is satisfied in ( ), then satisfies a polynomial identity (PI). We also show that if is non-commutative, then is a PI-ring, provided f = 0 is satisfied by the non-central units of . In particular, is locally finite and, thus, the Kurosh problem has a positive answer for K-algebras whose unit group is LPI. Moreover, f = 0 holds in ( ) if and only if the same identity is satisfied in . The last fact remains true for generalized Laurent polynomial identities, provided that is locally finite.