Exact laws for sums of ratios of order statistics from the Pareto distribution

Consider independent and identically distributed random variables {X _nk, 1 ≤ k ≤ m, n ≤ 1} from the Pareto distribution. We select two order statistics from each row, X _n(i) ≤ X _n(j), for 1 ≤ i < j ≤ = m. Then we test to see whether or not Laws of Large Numbers with nonzero limits exist for weighted sums of the random variables R _ij = X _n(j)/X _n(i).     

Clustering of linearly interacting diffusions and universality of their long-time limit distribution

Let K⊂ℝ ^d (d≥ 1) be a compact convex set and Λ a countable Abelian group. We study a stochastic process X in K ^Λ, equipped with the product topology, where each coordinate solves a SDE of the form dX _i (t) = ∑ _j a(j−i) (X _j (t) −X _i (t))dt + σ (X _i (t))dB _i (t). Here a(·) is the kernel of a continuous-time random walk on Λ and σ is a continuous root of a diffusion matrix w on K. If X(t) converges in distribution to a limit X(∞) and the symmetrized random walk with kernel a _S (i) = a(i) + a(−i) is recurrent, then each component X _i (∞) is concentrated on {x∈K : σ(x) = 0 and the coordinates agree, i.e., the system clusters. Both these statements fail if a _S is transient. Under the assumption that the class of harmonic functions of the diffusion matrix w is preserved under linear transformations of K, we show that the system clusters for all spatially ergodic initial conditions and we determine the limit distribution of the components. This distribution turns out to be universal in all recurrent kernels a _S on Abelian groups Λ. Received: 10 May 1999 / Revised version: 18 April 2000 / Published online: 22 November 2000     

The Johnson–Lindenstrauss Lemma Almost Characterizes Hilbert Space, But Not Quite

Let X be a normed space that satisfies the Johnson–Lindenstrauss lemma (J–L lemma, in short) in the sense that for any integer n and any x ₁,…,x _n ∈X, there exists a linear mapping L:X→F, where F⊆X is a linear subspace of dimension O(log n), such that ‖x _i −x _j ‖≤‖L(x _i )−L(x _j )‖≤O(1)⋅‖x _i −x _j ‖ for all i,j∈{1,…,n}. We show that this implies that X is almost Euclidean in the following sense: Every n-dimensional subspace of X embeds into Hilbert space with distortion 2^2O(log*n)2^{2^{O(\log^{*}n)}} . On the other hand, we show that there exists a normed space Y which satisfies the J–L lemma, but for every n, there exists an n-dimensional subspace E _n ⊆Y whose Euclidean distortion is at least 2^Ω(α(n)), where α is the inverse Ackermann function.     

Everywhere H?lder continuity of the spatial gradient of weak solutions to nonlinear parabolic systems

We consider weak solutions to the parabolic system ∂u ⁱ∂t−D _α A _i ^α (∇u)=B _i(∇u) in (i=1,...,) (Q=Ω×(0,T), R ⁿ a domain), where the functionsB _i may have a quadratic growth. Under the assumptionsn≤2 and ∇u ɛL _loc ^4+δ (Q; R ^nN ) (δ>0) we prove that ∇u is locally H?lder continuous inQ.     

Wavelet expansions of fractal measures

Let μ be a measure on ℝⁿ that satisfies the estimate μ(B _r(x))≤cr ^α for allx ∈ ℝⁿ and allr ≤ 1 (B _r(x) denotes the ball of radius r centered atx. Let ϕ _j,k ^(ɛ) (x)=2 ^nj2ϕ^(ɛ)(2 ^j x-k) be a wavelet basis forj ∈ ℤ, κ ∈ ℤⁿ, and ∈ ∈E, a finite set, and letP _j (T)=Σ_ɛ,k <T,ϕ _j,k ^(ɛ) >ϕ _j,k ^(ɛ) denote the associated projection operators at levelj (T is a suitable measure or distribution). Iff ∈Ls ^p(dμ) for 1 ≤p ≤ ∞, we show thatP _j(f dμ) ∈ L^p(dx) and ||P _j (fdμ)||L _p(dx)≤c2 ^{j((n-α)/p′))}||f||L _p(dμ) for allj ≥ 0. We also obtain estimates for the limsup and liminf of ||P _j (fdμ)||L _p(dx) under more restrictive hypotheses. Communicated by Guido Weiss     

Generalizations of coatomic modules

For a ring R and a right R-module M, a submodule N of M is said to be δ-small in M if, whenever N+X=M with M/X singular, we have X=M. Let ℘ be the class of all singular simple modules. Then δ(M)=Σ{ L≤ M| L is a δ-small submodule of M} = Re _jm(℘)=∩{ N⊂ M: M/N∈℘. We call M δ-coatomic module whenever N≤ M and M/N=δ(M/N) then M/N=0. And R is called right (left) δ-coatomic ring if the right (left) R-module R _R(_RR) is δ-coatomic. In this note, we study δ-coatomic modules and ring. We prove M=⊕ _i=1 ⁿ M_i is δ-coatomic if and only if each M _i (i=1,…, n) is δ-coatomic.     

An elementary approach to gap theorems

Using elementary comparison geometry, we prove: Let (M, g) be a simply-connected complete Riemannian manifold of dimension ≥ 3. Suppose that the sectional curvature K satisfies −1 − s(r) ≤ K ≤ −1, where r denotes distance to a fixed point in M. If lim _{r → ∞} e^2r s(r) = 0, then (M, g) has to be isometric to ℍ ⁿ . The same proof also yields that if K satisfies −s(r) ≤ K ≤ 0 where lim _{r → ∞} r ² s(r) = 0, then (M, g) is isometric to ℝ ⁿ , a result due to Greene and Wu. Our second result is a local one: Let (M, g) be any Riemannian manifold. For a ∈ ℝ, if K ≤ a on a geodesic ball B _p (R) in M and K = a on ∂B _p (R), then K = a on B _p (R).     

Enveloping Σ-C *-algebra of a smooth Frechet algebra crossed product by ℝ,K-theory and differential structure inC *-algebras

Given anm-tempered strongly continuous action α of ℝ by continuous^*-automorphisms of a Frechet^*-algebraA, it is shown that the enveloping ↡-C ^*-algebraE(S(ℝ, A^∞, α)) of the smooth Schwartz crossed productS(ℝ,A ^∞, α) of the Frechet algebra A^∞ of C^∞-elements ofA is isomorphic to the Σ-C ^*-crossed productC ^*(ℝ,E(A), α) of the enveloping Σ-C ^*-algebraE(A) ofA by the induced action. WhenA is a hermitianQ-algebra, one getsK-theory isomorphismRK _*(S(ℝ, A^∞, α)) =K ^*(C ^*(ℝ,E(A), α) for the representableK-theory of Frechet algebras. An application to the differential structure of aC ^*-algebra defined by densely defined differential seminorms is given.     

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     

Inversion of matrices over a pseudocomplemented lattice

We compute the greatest solutions of systems of linear equations over a lattice (P, ≤). We also present some applications of the results obtained to lattice matrix theory. Let (P, ≤) be a pseudocomplemented lattice with and and let A = ‖a _ij ‖ _n×n , where a _ij ∈ P for i, j = 1,..., n. Let A* = ‖a _ij ^′ ‖ _n×n and for i, j = 1,..., n, where a* is the pseudocomplement of a ∈ P in (P, ≤). A matrix A has a right inverse over (P, ≤) if and only if A · A* = E over (P, ≤). If A has a right inverse over (P, ≤), then A* is the greatest right inverse of A over (P, ≤). The matrix A has a right inverse over (P, ≤) if and only if A is a column orthogonal over (P, ≤). The matrix D = A · A* is the greatest diagonal such that A is a left divisor of D over (P, ≤). Invertible matrices over a distributive lattice (P, ≤) form the general linear group GL _n (P, ≤) under multiplication. Let (P, ≤) be a finite distributive lattice and let k be the number of components of the covering graph Γ(join(P,≤) − , ≤), where join(P, ≤) is the set of join irreducible elements of (P, ≤). Then GL _a (P, ≤) ≅ = S _n ^k . We give some further results concerning inversion of matrices over a pseudocomplemented lattice. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 11, No. 3, pp. 139–154, 2005.     

The roots of <Emphasis Type="Italic">σ</Emphasis>-polynomials

Let G be a connected graph. We denote by σ(G,x) and δ(G) respectively the σ-polynomial and the edge-density of G, where . If σ(G,x) has at least an unreal root, then G is said to be a σ-unreal graph. Let δ(n) be the minimum edgedensity over all n vertices graphs with σ-unreal roots. In this paper, by using the theory of adjoint polynomials, a negative answer to a problem posed by Brenti et al. is given and the following results are obtained: For any positive integer a and rational number 0≤c≤1, there exists at least a graph sequence {G _i}_1≤i≤a such that G _i is σ-unreal and δ(G _i)→c as n→∞ for all 1 ≤i≤a, and moreover, δ(n)→0 as n→∞. Supported by the National Natural Science Foundation of China (10061003) and the Science Foundation of the State Education Ministry of China.     

Asymptotic Upper Bounds for Ramsey Functions

 We show that for any graph G with N vertices and average degree d, if the average degree of any neighborhood induced subgraph is at most a, then the independence number of G is at least Nf _{a +1}(d), where f _{a +1}(d)=∫₀ ¹(((1−t)^{1/( a +1)})/(a+1+(d−a−1)t))dt. Based on this result, we prove that for any fixed k and l, there holds r(K _k + _l ,K _n )≤ (l+o(1))n ^k /(logn) ^{k −1}. In particular, r(K _k , K _n )≤(1+o(1))n ^{k −1}/(log n) ^{k −2}. Received: May 11, 1998 Final version received: March 24, 1999     

Commutators of BMO functions and degenerate Schr?dinger operators with certain nonnegative potentials

Let Lf(x)=-\frac1w?_i,j ?_i(a_i,j(·)?_jf)(x)+V(x)f(x){\mathcal{L}f(x)=-\frac{1}{\omega}\sum_{i,j} \partial_i(a_{i,j}(\cdot)\partial_jf)(x)+V(x)f(x)} with the non-negative potential V belonging to reverse H?lder class with respect to the measure ω(x)dx, where ω(x) satisfies the A ₂ condition of Muckenhoupt and a _i,j (x) is a real symmetric matrix satisfying l^-1w(x)|x|² ￡ ?ⁿ_i,j=1a_i,j(x)x_ix_j ￡ lw(x)|x|².{\lambda^{-1}\omega(x)|\xi|^2\le \sum^n_{i,j=1}a_{i,j}(x)\xi_i\xi_j\le\lambda\omega(x)|\xi|^2. } We obtain some estimates for V^aL^-a{V^{\alpha}\mathcal{L}^{-\alpha}} on the weighted L ^p spaces and we study the weighted L ^p boundedness of the commutator [b, V^a L^-a]{[b, V^{\alpha} \mathcal{L}^{-\alpha}]} when b ? BMO_w{b\in BMO_\omega} and 0 < α ≤ 1.     

Degenerate triply nonlinear problems with nonhomogeneous boundary conditions

The paper addresses the existence and uniqueness of entropy solutions for the degenerate triply nonlinear problem: b(v) _t − div α(v, ▽g(v)) = f on Q:= (0, T) × Ω with the initial condition b(v(0, ·)) = b(v ₀) on Ω and the nonhomogeneous boundary condition “v = u” on some part of the boundary (0, T) × ∂Ω”. The function g is continuous locally Lipschitz continuous and has a flat region [A ₁, A ₂,] with A ₁ ≤ 0 ≤ A ₂ so that the problem is of parabolic-hyperbolic type.     

Random matrix products and applications to cellular automata

Let λ be the upper Lyapunov exponent corresponding to a product of i.i.d. randomm×m matrices (X _i) _i ^0/∞ over ℂ. Assume that theX _i's are chosen from a finite set {D ₀,D ₁...,D _t-1(ℂ), withP(X _i=D_j)>0, and that the monoid generated byD ₀, D₁,…, D_q−1 contains a matrix of rank 1. We obtain an explicit formula for λ as a sum of a convergent series. We also consider the case where theX _i's are chosen according to a Markov process and thus generalize a result of Lima and Rahibe [22]. Our results on λ enable us to provide an approximation for the numberN _≠0(F(x)ⁿ,r) of nonzero coefficients inF(x) ⁿ.(modr), whereF(x) ∈ ℤ[x] andr≥2. We prove the existence of and supply a formula for a constant α (<1) such thatN _≠0(F(x)ⁿ,r) ≈n ^α for “almost” everyn. Supported in part by FWF Project P16004-N05     

Asymptotic Behavior of the Maximum of Sums of I.I.D. Random Variables along Monotone Blocks

Let {X_i, Y_i}_i=1,2,... be an i.i.d. sequence of bivariate random vectors with P(Y₁ = y) = 0 for all y. Put M_n(j) = max_0≤k≤n-j (X_k+1 + ... X_k+j)I_k,j, where I_k,k+j = I{Y_k+1 < ⋯ < Y_k+j} denotes the indicator function for the event in brackets, 1 ≤ j ≤ n. Let L_n be the largest index l ≤ n for which I_k,k+l = 1 for some k = 0, 1, ..., n - l. The strong law of large numbers for “the maximal gain over the longest increasing runs,” i.e., for M_n(L_n) has been recently derived for the case where X₁ has a finite moment of order 3 + ε, ε > 0. Assuming that X₁ has a finite mean, we prove for any a = 0, 1, ..., that the s.l.l.n. for M(L_n - a) is equivalent to EX ₁ ^3+a I{X₁ > 0} < ∞. We derive also some new results for the a.s. asymptotics of L_n. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 179–189.     

Normal Approximations for Descents and Inversions of Permutations of Multisets

Normal approximations for descents and inversions of permutations of the set {1,2,…,n} are well known. We consider the number of inversions of a permutation π(1),π(2),…,π(n) of a multiset with n elements, which is the number of pairs (i,j) with 1≤i<j≤n and π(i)>π(j). The number of descents is the number of i in the range 1≤i<n such that π(i)>π(i+1). We prove that, appropriately normalized, the distribution of both inversions and descents of a random permutation of the multiset approaches the normal distribution as n→∞, provided that the permutation is equally likely to be any possible permutation of the multiset and no element occurs more than α n times in the multiset for a fixed α with 0<α<1. Both normal approximation theorems are proved using the size bias version of Stein’s method of auxiliary randomization and are accompanied by error bounds. This work was supported by a research fellowship from the Sloan Foundation.     

Schouten curvature functions on locally conformally flat Riemannian manifolds

Consider a compact Riemannian manifold (M, g) with metric g and dimension n ≥ 3. The Schouten tensor A _g associated with g is a symmetric (0, 2)-tensor field describing the non-conformally-invariant part of the curvature tensor of g. In this paper, we consider the elementary symmetric functions {σ _k (A _g ), 1 ≤ k ≤ n} of the eigenvalues of A _g with respect to g; we call σ _k (A _g ) the k-th Schouten curvature function. We give an isometric classification for compact locally conformally flat manifolds which satisfy the conditions: A _g is semi-positive definite and σ _k (A _g ) is a nonzero constant for some k ∈ {2, ... , n}. If k = 2, we obtain a classification result under the weaker conditions that σ₂(A _g ) is a non-negative constant and (M ⁿ , g) has nonnegative Ricci curvature. The corresponding result for the case k = 1 is well known. We also give an isometric classification for complete locally conformally flat manifolds with constant scalar curvature and non-negative Ricci curvature. Udo Simon: Partially supported by Chinese-German cooperation projects, DFG PI 158/4-4 and PI 158/4-5, and NSFC.     

On the Hamilton-Waterloo Problem

 The Hamilton-Waterloo problem asks for a 2-factorisation of K _v in which r of the 2-factors consist of cycles of lengths a ₁,a ₂,…,a _t and the remaining s 2-factors consist of cycles of lengths b ₁,b ₂,…,b _u (where necessarily ∑ _i=1 ^t a _i =∑ _j=1 ^u b _j =v). In this paper we consider the Hamilton-Waterloo problem in the case a _i =m, 1≤i≤t and b _j =n, 1≤j≤u. We obtain some general constructions, and apply these to obtain results for (m,n)∈{(4,6),(4,8),(4,16),(8,16),(3,5),(3,15),(5,15)}. Received: July 5, 2000