On the nuclearity of a dual space with the convergence in probability topology

Summary Let be a probability measure on a separable locally convex Fréchet space E and let s denote the topology on E of the convergence in . Then (E, s ) is nuclear iff ((E', s ))=1.     

Covering a convex body by smaller homothetic copies

Let a convex bodyAE ⁿ be covered bys smaller homothetic copies with coefficients ₁, ..., _s , respectively. It is conjectured that ₁ + ...+ _s n. This conjecture is confirmed in two cases:n is arbitrary ands=n+1;s is arbitrary andn=2.     

On the eigenvalues of the matrix pencilA+μB

Summary The number of independent invariants ofn×n matricesA, B and their products on which the eigenvalues () of the matrix pencilA+B depend is determined by means of the theory of algebraic invariants and combinatorial analysis. Formulas are displayed for coefficients for the calculation of () forn5.

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Zusammenfassung Wir bestimmen die Anzahl der unabhängigen Invarianten dern×n MatrizenA, B und ihrer Produkte, von denen die Eigenwerte () der MatrixbüschelA+B abhängen, mittels der Theorie der algebraischen Invarianten und mittels kombinatorischer Analyse. Formeln für Koeffizienten zur Berechnung von () werden angegeben fürn5.

     

Cycles and measure of bifurcation sets for two-dimensional diffeomorphisms

Summary We describe a large class of one-parameter families , {}, , of two-dimensional diffeomorphisms which arestable for <0, exhibit acycle for =0, and thereafter have a bifurcation set of positive but arbitrarily smallrelative measure for in small intervals [0, ]. A main assumption is that the basic sets involved in the cycle havelimit capacities that are not too large.The second author acknowledges hospitality and financial support from IMPA/CNPq during the period this paper was prepared     

Some extensions of the Hewitt-Savage zero-one law

Summary Let denote the class of infinite product probability measures = ₁× ₂× defined on an infinite product of replications of a given measurable space (X, A), and let denote the subset of for which (A) =0 or 1 for each permutation invariant event A. Previous works by Hewitt and Savage, Horn and Schach, Blum and Pathak, and Sendler (referenced in the paper) discuss very restrictive sufficient conditions under which a given member , of belongs to . In the present paper, the class is shown to possess several closure properties. E.g., if and _{0 n} for some n 1, then ₀× ₁× ₂×.... While the current results do not permit a complete characterization of they demonstrate conclusively that is a much larger subset of than previous results indicated. The interesting special case X={0,1} is discussed in detail.Research supported by the National Science Foundation under grant No. MCS75-07556     

Representations of integers as sums of powers with increasing exponents

Let(n) be the least integer such thatn may be represented in the formn=x ₁ ² +x ₂ ³ +...+x _(n) ⁽ⁿ⁾⁺¹ wherex ₁,x ₂, ...,x _(n) are natural numbers. We computed(n) forn 250 000 and found that(n) 5 for all thesen exceptn=56, 160 for which(n)=6. Also(n) 4 for 41542<n<=250 000.     

A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

Couplings of markov chains by randomized stopping times

Summary We consider a Markov chain on (E, ) generated by a Markov kernel P. We study the question, when we can find for two initial distributions and two randomized stopping times T of (X _n ) _nN and S of ( X _n ) _nN , such that the distribution of X _T equals the one of X _S and T, S are both finite.The answer is given in terms of -, h with h bounded harmonic, or in terms of .For stopping times T, S for two chains ( X _n ) _nN ,( X _n ) _nN we consider measures , on (E, ) defined as follows: (A)=expected number of visits of ( X _n ) toA before T, (A)=expected number of visits of ( X _n ) toA before S.We show that we can construct T, S such that and are mutually singular and ( _v X _T )=( X _S . We relate and to the positive and negative part of certain solutions of the Poisson equation (I-P)(·)=-.     

Sur certaines algèbres associées à une mesure de Guelfand

Let be a Guelfand measure (cf. [A, B]) on a locally compact groupG DenoteL ₁ (G)=*L ₁(G)* the commutative Banach algebra associated to . We show thatL ₁ (G) is semi-simple and give a characterization of the closed ideals ofL ₁ (G). Using the -spherical Fourier transform, we characterize all linear bounded operators inL ₁ (G) which are invariants by -translations (i.e. such that ¹(( _x f) )=( _x ((f)) for eachxG andfL ₁ (G); where _x f(y)=f(xy); x,y G). WhenG is compact, we study the algebraL ₁ (G) and obtain results analogous to ones obtained for the commutative case: we show thatL ₁ (G) is regular, all closed sets of its Guelfand spectrum are sets of synthesis and establish theorems of harmonic synthesis for functions inL _p (G) (p=1,2 or +).

     

Zeros of the densities of infinitely divisible measures on R n

Let be an infinitely divisible probability measure onR ⁿ without Gaussian component and let be its Lévy measure. Suppose that is absolutely continuous with respect to the Lebesgue measure . We investigate the structure of the set ⁿ of admissible translates of . This yields a unified presentation of previously known results. We also show that if(S)>0 then is equivalent to , under the assumption that supp =R ⁿ , whereS is the closure of the semigroup generated by the support of .The research of this author is supported by KBN Grant.The research of this author is supported by AFSOR Grant No. 90-0168, and the University of Tennessee Science Alliance, a State of Tennessee Center of Excellence.     

A sharp partitioning-inequality for non-atomic probability measures based on the mass of the infimum of the measures

Summary If ₁, ... , are non-atomic probability measures on the same measurable space (S, ), then there is an -measurable partition {A _i } _{i = 1} ⁿ of S so that _i (A _i )(n – 1 + m)^–1 for all i=1, ..., n, where is the total mass of the largest measure dominated by each of the _i S; moreover, this bound is attained for all n1 and all m in [0, 1]. This result is an analog of the bound (n+1-M) ^-1of Elton et al. [5] based on the mass M of the supremum of the measures; each gives a quantative generalization of a well-known cake-cutting inequality of Urbanik [10] and of Dubins and Spanier [2].Research partly supported by NSF Grants DMS-84-01604 and DMS-86-01608     

Necessary and sufficient conditions for the convergence of convolution products of non-identical distributions on finite abelian semigroups

Given a sequence of probability measures ( _n ) on a finite abelian semigroup, we present necessary and sufficient conditions which guarantee the weak convergence of the convolution products _{k,n k+1}*···* _n (k<n), asn for allk0. These conditions are verifiable in the sense that they are based entirely on the individual measures in the sequence ( _n ).     

Future independent times and Markov chains

Summary A random timeT is a future independent time for a Markov chain (X _n ) ₀ ifT is independent of (X _T+n ) _n ^/ =0 and if (X _T+n ) _n ^/ =0 is a Markov chain with initial distribution and the same transition probabilities as (X _n ) ₀ . This concept is used (with the conditional stationary measure) to give a new and short proof of the basic limit theorem of Markov chains, improving somewhat the result in the null-recurrent case.This work was supported by the Swedish Natural Science Research Council and done while the author was visiting the Department of Statistics, Stanford University     

Die Verteilung der schlichten Funktionen in einem Funktionenraum

We consider the set of regular functions . We construct a Borel measure and a class of outer measures _h onH. With these and _h we show that: (HS)=0 and _h (HS)=0, (S is the set of normed univalent functions). From _h (HS)=0 follows—forh=t —that the Hausdorff—Billingsley-dimension ofHS is zero.     

Integral representation of linear operators

In this paper we obtain necessary and sufficient conditions in order that a linear operator, acting in spaces of measurable functions, should admit an integral representation. We give here the fundamental results. Let (T_i, _i) (i=1,2) be spaces of finite measure, and let (T,) be the product of these spaces. Let E be an ideal in the space S(T₁, ₁) of measurable functions (i.e., from |e₁||e₂|, e₁ S (T₁, ₁), e₂E it follows that e₁E). THEOREM 2. Let U be a linear operator from E into S(T₂, ₂). The following statements are equivalent: 1) there exists a-measurable kernel K(t,S) such that (Ue)(S)=K(t,S) e(t)d(t) (eE); 2) if 0e_nE (n=1,2,...) and e_n0 in measure, then (Ue_n)(S) 0 ₂ a.e. THEOREM 3. Assume that the function (t,S) is such that for any eE and for s a.e., the ₂-measurable function Y(S)=(t,S)e(t)d ₁(t) is defined. Then there exists a-measurable function K(t,S) such that for any eE we have (t,S)e(t)d ₁(t)=K(t,S)e(t)d ₁(t) ₁a.e.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 47, pp. 5–14, 1974.     

Fractal Characteristics of Measures; An Approach Via Function Spaces

Let be a positive Radon measure in R ⁿ with compact support . Let Q _jm be cubes with side-length 2^-j+1 originating from the canonical tiling of R ⁿ where j\in N ₀ and m\in Z ⁿ. If \in R, 0 < p \le , 0 < q \le , then _pq is the mixed _q – _p -quasi-norm of the sequence 2 ^j (Q _jm ). Quantities of this type are considered in fractal geometry (multifractal formalism) and in the theory of the function spaces B ^s _pq (R ⁿ) and F ^s _pq (R ⁿ). In Theorem 1 we deal with the question when _pq is an equivalent quasi-norm in some of these spaces (-property). If || = 0, then _S consists of those points (t,s) in the t–s-diagram in Figure 1 for which belongs to B ^s _p (R ⁿ) with pt = 1. Theorem 2 deals with the interrelation of S and _pq . Some applications to truncated Riesz potentials, Bessel potentials and Fourier transforms of are given.     

The Laplacian with Robin Boundary Conditions on Arbitrary Domains

Using a capacity approach, we prove in this article that it is always possible to define a realization of the Laplacian on L ²() with generalized Robin boundary conditions where is an arbitrary open subset of R ⁿ and is a Borel measure on the boundary of . This operator generates a sub-Markovian C ₀-semigroup on L ²(). If d=d where is a strictly positive bounded Borel measurable function defined on the boundary and the (n–1)-dimensional Hausdorff measure on , we show that the semigroup generated by the Laplacian with Robin boundary conditions has always Gaussian estimates with modified exponents. We also obtain that the spectrum of the Laplacian with Robin boundary conditions in L ^p () is independent of p[1,). Our approach constitutes an alternative way to Daners who considers the (n–1)-dimensional Hausdorff measure on the boundary. In particular, it allows us to construct a conterexample disproving Daners' closability conjecture.     

D-Domains of attraction of stable measures on stratified Lie groupsof attraction of stable measures on stratified Lie groups

LetG be a stratified Lie group and (_t)_{t 0} be a continuous convolution semigroup of probability measures onG. A probability measurev is said to belong to the -domain of attraction of ₁, if there exists a sequence (a _n ) of positive real numbers such that weakly, where ₁ denotes the natural dilation onG. We prove convergence criteria for discrete convolution semigroups. These are used to obtain a simple necessary and sufficient condition for the existence of sucha _n if (_t)_{t 0} has no Gaussian component. For the proof we introduce the notion of regularly varying measures onG and develop the necessary theory of regular variation.     

Minimality of derivative chains,corresponding to a boundary value problem on a finite segment

One investigates the minimality of derivative chains, constructed from the root vectors of polynomial pencils of operators, acting in a Hilbert space. One investigates in detail the quadratic pencil of operators. In particular, for L()=L₀+L₁+²L₂ with bounded operators L₀0, L₂0 and Re L₁0, one shows the minimality in the space_173-02 of the system {x_k, _kekx_k}, where x_k are eigenvectors of L(), corresponding to the characteristic numbers _kin the deleted neighborhoods of which one has the representation L^–1()=(–_k)^–1R_K+W_K() with one-dimensional operators R_k and operator-valued functions W_K(), k=1, 2, ..., analytic for =_k.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 2, pp. 195–205, February, 1990.     

Operator stable laws: Series representations and domains of normal attraction

LetX,X ₁,X ₂,... be i.i.d. random vectors in ^d. The limit laws that can arise by suitable affine normalizations of the partial sums,S _n=X ₁+...+X _n, are calledoperator-stable laws. These laws are a natural extension to ^d of the stable laws on. Thegeneralized domain of attraction of [GDOA()] is comprised of all random vectorsX whose partial sums can be affinely normalized to converge to . If the linear part of the affine transformation is restricted to take the formn ^–B for some exponent operatorB naturally associated to thenX is in thegeneralized domain of normal attraction of [GDONA()]. This paper extends the theory of operator-stable laws and their domains of attraction and normal attraction.