Multiple Wick Product Chaos Processes

Let u(x) xR ^q be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=. Let p _x, (·) be the density of an R ^q valued canonical normal random variable with mean x and variance and let {G _x, ; (x, )R ^q ×[0,1 ]} be the mean zero Gaussian process with covariance

A Limit Result for U-Statistics of Binary Variables

Define , where is a symmetric U-type statistic, H _k() is the Hermite polynomial of degree k, and {X, X _n, n1} are independent identically distributed binary random variables with Pr(X{–1, 1}})=1. We show that according as EX=0 or EX0, respectively.     

The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means

Consider a double array of i.i.d. random variables with mean and variance and set . Let denote the empirical distribution function of Z_{1, n} ,..., Z _{N, n} and let be the standard normal distribution function. The main result establishes a functional law of the iterated logarithm for , where n=n(N) as N. For the proof, some lemmas are derived which may be of independent interest. Some corollaries of the main result are also presented.     

A Change-of-Variable Formula with Local Time on Curves

Let be a continuous semimartingale and let be a continuous function of bounded variation. Setting and suppose that a continuous function is given such that F is C^1,2 on and F is on . Then the following change-of-variable formula holds: where is the local time of X at the curve b given by and refers to the integration with respect to . A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping.     

Divergence of a Random Walk Through Deterministic and Random Subsequences

Let {S _n} _n0 be a random walk on the line. We give criteria for the existence of a nonrandom sequence n _i for which respectively We thereby obtain conditions for to be a strong limit point of {S _n} or {S _n /n}. The first of these properties is shown to be equivalent to for some sequence a _i , where T(a) is the exit time from the interval [–a,a]. We also obtain a general equivalence between and for an increasing function fand suitable sequences n _i and a _i. These sorts of properties are of interest in sequential analysis. Known conditions for and (divergence through the whole sequence n) are also simplified.     

On the Weak Limiting Behavior of Almost Surely Convergent Row Sums from Infinite Arrays of Rowwise Independent Random Elements in Banach Spaces

For an array {V _nk ,k1,n1} of rowwise independent random elements in a real separable Banach space with almost surely convergent row sums , we provide criteria for S _n –A _n to be stochastically bounded or for the weak law of large numbers to hold where {A _n ,n1} is a (nonrandom) sequence in .     

Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

In this paper we study the behavior of sums of a linear process associated to a strictly stationary sequence with values in a real separable Hilbert space and are linear operators from H to H. One of the results is that satisfies the CLT provided are i.i.d. centered having finite second moments and . We shall provide an example which shows that the condition on the operators is essentially sharp. Extensions of this result are given for sequences of weak dependent random variables under minimal conditions.     

Bounds for Non-Gaussian Approximations of U-Statistics

Let X, ,X ₁,...,X _n be i.i.d. random variables taking values in a measurable space ( ). Consider U-statistics of degree two

Optimal Upper and Lower Bounds for the Upper Tails of Compound Poisson Processes

A compound Poisson process is of the form where Z, Z ₁, Z ₂, are arbitrary i.i.d. random variables and N is an independent Poisson random variable with parameter . This paper identifies the degree of precision that can be achieved when using exponential bounds together with a single truncation to approximate . The truncation level introduced depends only on and Z and not on the overall exceedance level a.     

Equational Theories for Classes of Finite Semigroups

It is proved that there exists an infinite sequence of finitely based semigroup varieties such that, for all i, an equational theory for and for the class of all finite semigroups in is undecidable while an equational theory for and for the class of all finite semigroups in is decidable. An infinite sequence of finitely based semigroup varieties is constructed so that, for all i, an equational theory for and for the class of all finite semigroups in is decidable whicle an equational theory for and for the class of all finite semigroups in is not.     

Tissus linéaires et théorèmes d'algébrisation de type Abdel-inverse et Reiss-inverse

A d-web in ( ,0) is given by d complex analytic foliations of codimension one in ( ,0) which are in general position. A d-web in ( ,0) is linear if all the leaves are (pieces of) hyperplanes in and is algebraic if it is associated, by duality, to a nondegenerate algebraic curve in of degree d. We characterize linear webs in ( ,0). We give explicit conditions under which a linear d-web in ( ,0) is algebraic and we obtain equations for in this case. Some related problems are discussed and some questions are posed.     

Nontrivial Phase Transition in a Continuum Mirror Model

We consider a Poisson point process on with intensity , and at each Poisson point we place a two sided mirror of random length and orientation. The length and orientation of a mirror is taken from a fixed distribution, and is independent of the lengths and orientations of the other mirrors. We ask if light shone from the origin will remain in a bounded region. We find that there exists a with 0 < < for which, if < , light leaving the origin in all but a countable number of directions will travel arbitrariliy far from the origin with positive probability. Also, if > , light from the origin will almost surely remain in a bounded region.     

A cohomological property of <Emphasis Type="Italic">p</Emphasis>-groups

Let p be a prime, a finite p-group, any finite group with order divisible by p, and any action of on . We show that the cardinality of the set of all derivations with respect to this action is a multiple of p. This generalises theorems of Frobenius and Hall. Received: 16 June 2003     

A Constructive Proof of the Generalized Gelfand Isomorphism

Using an analog of the classical Frobenius recursion, we define the notion of a Frobenius -homomorphism. For , this is an ordinary ring homomorphism. We give a constructive proof of the following theorem. Let X be a compact Hausdorff space, the th symmetric power of X, and the algebra of continuous complex-valued functions on X with the sup-norm; then the evaluation map defined by the formula identifies the space with the space of all Frobenius -homomorphisms of the algebra into with the weak topology.     

On the Karoubi Filtration of a Category

Let be an -filtered category in the sense of Karoubi. This is the categorical analogue of an ideal in a ring . Pedersen and Weibel constructed a fibration of K-theory spectra associated with the sequence . We present a new easier proof based on Waldhausen' generic fibration.     

On the Irreducibility of Commuting Varieties Associated with Involutions of Simple Lie Algebras

Let be a reductive Lie algebra over an algebraically closed field of characteristic zero and an arbitrary -grading. We consider the variety , which is called the commuting variety associated with the -grading. Earlier it was proved by the author that is irreducible, if the -grading is of maximal rank. Now we show that is irreducible for and (E₆,F₄). In the case of symmetric pairs of rank one, we show that the number of irreducible components of is equal to that of nonzero non--regular nilpotent G ₀-orbits in . We also discuss a general problem of the irreducibility of commuting varieties.     

Renewal Theorems for Singular Differential Operators

Let * be the convolution on M( ₊) associated with a second order singular differential operator L on ]0, +[. If is a probability measure on ₊ with suitable moment conditions, we study how to normalize the measures * ⁿ ; n } (resp. ) in order to get vague convergence if n+ (resp. x+). The results depend on the asymptotic drift of the operator L and on a precise study of the asymptotic behaviour of its eigenfunctions.     

Localizations of Transfors

Let be n-dimensional teisi, i.e., higher-dimensional Gray-categorical structures. The following questions can be asked. Does a left q-transfor , i.e., a functor 2 _q , induce a right q-transfor , i.e., a functor More generally, does a functor induce a functor For k-arrows c and whose (k – 1)-sources and targets agree, does a q-transfor induce a q-transfor , for appropriate k-arrows For k-arrows c and whose (k – 1)-sources and targets agree, does a q-transfor induce a (q + k + 1)-transfor , for appropriate k-arrows I give answers to these questions in the cases where n-dimensional teisi and their tensor product have been defined, i.e., for n 3, and for n up to 5 in some cases that do not need all data and axioms of n-dimensional teisi.I apply the above to compositions in teisi, in particular to braidings and syllepses. One of the results is that a braiding on a monoidal 2-category induces a pseudo-natural transformation , where is the reverse of ? –, which is almost, but not quite, equal to – ?. However, in higher dimensions need not be reversible, so a braiding on a higher-dimensional tas can not be seen as a transfor A B B A.     

First Exit Time from a Bounded Interval for a Certain Class of Additive Functionals of Brownian Motion

Let (B _t) _t0 be standard Brownian motion starting at y, X _t = x + ^t ₀ V(B _s) ds for x (a, b), with V(y) = y if y0, V(y)=–K(–y) if y0, where >0 and K is a given positive constant. Set _ab=inf{t>0: X _t(a, b)} and ₀=inf{t>0: B _t=0}. In this paper we give several informations about the random variable _ab. We namely evaluate the moments of the random variables , and also show how to calculate the expectations . Then, we explicitly determine the probability laws of the random variables as well as the probability by means of special functions.     

Hyperplane Sections of Kantor's Unitary Ovoids

The projective plane is embedded as a variety of projective points in , where M is a nine dimensional -module for the groupG=GL(3,q ²). The hyperplane sections of thisvariety and their stabilizers in the group G aredetermined. When q 2 (mod 3) one such hyperplanesection is a member of the family of Kantor's unitary ovoids.We furtherdetermine all sections whereD has codimension two in M and demonstratethat these are never empty. Consequences are drawn for Kantor'sovoids.