A Result On the Probability Measures Dominated by g-Expectation

It is proved that a probability measure is dominated by g-expectation ε_μ[·] if and only if it can begenerated by Girsanov transformation via a process which is uniformly bounded by μ.     

The limit shape of convex lattice polygons

It is proved here that, asn→∞, almost all convex (1/n)ℤ²-lattice polygons lying in the square [−1, 1]² are very close to a fixed convex set. This research was partially supported by Hungarian Science Foundation Grants 1907 and 1909.     

Middle diamond

Under certain cardinal arithmetic assumptions, we prove that for every large enough regular λ cardinal, for many regular κ < λ, many stationary subsets of λ concentrating on cofinality κ has the “middle diamond”. In particular, we have the middle diamond on {δ < λ: cf(δ) = κ}. This is a strong negation of uniformization.I would like to thank Alice Leonhardt for the beautiful typing. This research was partially supported by the Israel Science Foundation. Publication 775.     

Moment inequalities and weak convergence for negatively associated sequences

A probability inequality for S_n and somepth moment (p⩾2) inequalities for |S_n| and max 1⩽k⩽n | S_k| are established. Here S_n is the partial sum of a negatively associated sequence. Based on these inequalities, a weak invariance principle for strictly stationary negatively associated sequences is proved under some general conditions. Project supported by the National Natural Science Foundation of China, the Doctoral Program Foundation of the State Education Commission of China and the High Eductional Natural Science Foundation of Guangdong Province.     

Maximum thick paths in static and dynamic environments

We consider the problem of finding a large number of disjoint paths for unit disks moving amidst static or dynamic obstacles. The problem is motivated by the capacity estimation problem in air traffic management, in which one must determine how many aircraft can safely move through a domain while avoiding each other and avoiding “no-fly zones” and predicted weather hazards. For the static case we give efficient exact algorithms, based on adapting the “continuous uppermost path” paradigm. As a by-product, we establish a continuous analogue of Menger's Theorem.Next we study the dynamic problem in which the obstacles may move, appear and disappear, and otherwise change with time in a known manner; in addition, the disks are required to enter/exit the domain during prescribed time intervals. Deciding the existence of just one path, even for a 0-radius disk, moving with bounded speed is NP-hard, as shown by Canny and Reif [J. Canny, J.H. Reif, New lower bound techniques for robot motion planning problems, in: Proc. 28th Annu. IEEE Sympos. Found. Comput. Sci., 1987, pp. 49–60]. Moreover, we observe that determining the existence of a given number of paths is hard even if the obstacles are static, and only the entry/exit time intervals are specified for the disks. This motivates studying “dual” approximations, compromising on the radius of the disks and on the maximum speed of motion.Our main result is a pseudopolynomial-time dual-approximation algorithm. If K unit disks, each moving with speed at most 1, can be routed through an environment, our algorithm finds (at least) K paths for disks of radius somewhat smaller than 1 moving with speed somewhat larger than 1.     

An occupation time identity for reflecting Brownian motion with drift

Summary This note is about an occupation time identity derived in [14] for reflecting Brownian motion with drift ]]>]]>]]>]]>]]>]]>]]>]]>]]>]]>]]>]]>]]>-\mu<0,$ RBM($-\mu$), for short. The identity says that for RBM($-\mu$) in stationary state ]]>(I^{+}_t, I^{-}_t) \rr (t-G_t,D_t-t),\qquad t\in \mathbb{R},$$ where $G_t$ and $D_t$ denote the starting time and the ending time, respectively, of an excursion from 0 to 0 (straddling $t$) and $I^{+}_t$ and $I^{-}_t$ are the occupation times above and below, respectively, of the observed level at time $t$ during the excursion. Due to stationarity, the common distribution does not depend on $t.$ In fact, it is proved in [9] that the identity is true, under some assumptions, for all recurrent diffusions and stationary processes. In the null recurrent diffusion case the common distribution is not, of course, a probability distribution. The aim of this note is to increase understanding of the identity by studying the RBM($-\mu$) case via Ray--Knight theorems.     

Notes on subtlety and ineffability in P κ λ

A type of subtlety for P_κλ called “strongly subtle” is introduced to show almost ineffability is consistencywise stronger than Shelah property. The following are also shown: is strongly subtle” has rather strong consequences. (ii) The ideal is not strongly subtle} is not λ-saturated , and completely ineffable ideal is not precipitous. (iii) In case that λ^<κ=2^λ, almost λ-ineffability coincides with λ-ineffability. (iv) It is not provable that κ is λ^<κ-ineffable whenever κ is λ-ineffable.Research partially supported by “Grant-in-Aid for Scientific research (C), The Ministry of Education, Science, Sports and Culture of Japan 09640299”, and “Japan Society for the Promotion of Science 14540142”.The author is very grateful to the referee for his correcting many errors and helpful suggestions.     

A FUNCTIONAL CENTRAL LIMIT THEOREMFOR NEGATIVELY ASSOCIATED SEQUENCE

Let(x1,j≥1)be a sequence of negatively associated random variables with ex1=o,ex^21＜∞.in this paper a functional central limit theorem for negatively associated random variables under some conditions withbout stationarity is proved which is the same as the results for positively associated random variables.     

The Characterization of Finite Simple Groups, L3（3^2m-1）（m≥2）, by Their Element Orders

In this paper the following theorem is proved： Every group L3（q） for q = 3^（2m-1）（m≥2） is characterized by its set of element orders.     

Some results for a finite family of uniformly L-Lipschitzian mappings in Banach spaces

The purpose of this paper is to prove a strong convergence theorem for a finite family of uniformly L-Lipschitzian mappings in Banach spaces. The results presented in the paper improve and extend some recent results in Chang [1], Cho et al. [2] Ofoedu [5], Schu [7] and Zeng [8, 9]. The present studies were supported by “the Natural Science Foundation of China (No. 10771141),” the Natural Science Foundation of Zhejiang Province (Y605191), the Natural Science Foundation of Heilongjiang Province (A0211), the Scientific Research Foundation from Zhejiang Province Education Committee (20051897).     

The central limit theorem for Carleman’s equation

The purpose of this paper is to discuss the analogy between the law of large numbers and the central limit theorem of classical probability theory on the one hand and the hydrodynamical approximations in the statistical mechanics of gases on the other. The chief illustration is provided by Carleman's model [2] for which the central limit approximation is a kind of non-linear Brownian motion regulated by ∂n/∂t=(n'/n)^′. Research supported by the National Science Foundation under NSF Grant NSF-GP-37069X1.     

Moderate deviations for the quenched mean of the super-Brownian motion with random immigration

Moderate deviations for the quenched mean of the super-Brownian motion with random immigration are proved for 3≤d≤6, which fills in the gap between central limit theorem(CLT)and large deviation principle(LDP).     

(g,f)-Factorizations of graphs orthogonal to [1,2]-subgraph

LetG be a simple graph. Letg(x) andf(x) be integer-valued functions defined onV(G) withf(x)g(x)1 for allxV(G). It is proved that ifG is an (mg+m–1,mf–m+1)-graph andH is a [1,2]-subgraph withm edges, then there exists a (g,f)-factorization ofG orthogonal toH.This work is supported by China Postdoctoral Science Foundation and Shandong Youth Science Foundation.     

A whitehead theorem for long towers of spaces

We show that one can construct the universalR-homology isomorphismK →E _RX of Bousfield [1] by a transfinite iteration of an elementary homology correction map. This correction map is essentially the same as the one used classically to define Adams spectral sequence. This yields a topological characterization of the class of local spaces as the smallests containingK(A, n)’s and closed under homotopy inverse limit. This research was partially supported by the National Science Foundation, Grant # MCS76-08795, and by the U.S.-Israel Bi-National Science Foundation Grant # 680.     

Kernel estimates and -spectral independence of generators of -semigroups

After the appearance of W. Arendt's result that “Gaussian estimate of a semigroup implies the L^p-spectral independence of the generator,” various generalizations have been obtained. This paper shows that a certain kernel estimate of a semigroup implies the L^p-spectral independence of the generator, generalizing the case of upper Gaussian estimate and “Gaussian estimate of order α(0,1] [S. Miyajima, H. Shindoh, Gaussian estimates of order α and L^p-spectral independence of generators of C₀-semigroups, Positivity 11 (1) (2007) 15–39], Definition 3.1.” The proof uses S. Karrmann's result about the L^p-spectral independence and B.A. Barnes' theorem about the spectrum of integral operators. As an application, the L^p-spectral independence of −[(−Δ)^α+V] (α(0,1]) for a suitable V is proved with the help of a recent result by V. Liskevich, H. Vogt and J. Voigt [V. Liskevich, H. Vogt, J. Voigt, Gaussian bounds for propagators perturbed by potentials, J. Funct. Anal. 238 (2006) 245–277].     

On convex bodies that permit packings of high density

It is well known that ann-dimensional convex body permits a lattice packing of density 1 only if it is a centrally symmetric polytope of at most 2(2 ⁿ –1) facets. This article concerns itself with the associated stability problem whether a convex body that permits a packing of high density is in some sense close to such a polytope. Several inequalities that address this stability problem are proved. A corresponding theorem for coverings by two-dimensional convex bodies is also proved.Supported by National Science Foundation Research Grants DMS 8300825 and DMS 8701893.     

On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion

Consider a storage model fed by a Markov modulated Brownian motion. We prove that the stationary distribution of the model exits and that the running maximum of the storage process over the interval [0, t] grows asymptotically like log t as t→∞.     

Orthogonal Rational Functions and Nested Disks

In Akhiezer's book [“The Classical Moment Problem and Some Related Questions in Analysis,” Oliver & Boyd, Edinburghasol;London, 1965] the uniqueness of the solution of the Hamburger moment problem, if a solution exists, is related to a theory of nested disks in the complex plane. The purpose of the present paper is to develop a similar nested disk theory for a moment problem that arises in the study of certain orthogonal rational functions. Let {α_n}^∞_n=0be a sequence in the open unit disk in the complex plane, let

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( /|α_k|=−1 whenα_k=0), and let

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We consider the following “moment” problem: Given a positive-definite Hermitian inner product ·, · on × , find a non-decreasing functionμon [−π, π] (or a positive Borel measureμon [−π,π)) such that

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In particular we give necessary and sufficient conditions for the uniqueness of the solution in the case that If this series diverges the solution is always unique.     

Passage to the limit in Proposition I, Book I of Newton's Principia

The purpose of this paper is to analyze the way in which Newton uses his polygon model and passes to the limit in Proposition I, Book I of his Principia. It will be evident from his method that the limit of the polygon is indeed the orbital arc of the body and that his approximation of the actual continuous force situation by a series of impulses passes correctly in the limit into the continuous centripetal force situation. The analysis of the polygon model is done in two ways: (1) using the modern concepts of force, linear momentum, linear impulse, and velocity, and (2) using Newton's concepts of motive force and quantity of motion. It should be clearly understood that the term “force” without the adjective “motive,” is used in the modern sense, which is that force is a vector which is the time rate of change of the linear momentum. Newton did not use the word “force” in this modern sense. The symbol F denotes modern force. For Newton “force” was “motive force,” which is measured by the change in the quantity of motion of a body. Newton's “quantity of motion” is proportional to the magnitude of the modern vector momentum. Motive force is a scalar and the symbol F_m is used for motive force.     

Reverse mathematics and well-ordering principles: A pilot study

The larger project broached here is to look at the generally sentence “if X is well-ordered then f(X) is well-ordered”, where f is a standard proof-theoretic function from ordinals to ordinals. It has turned out that a statement of this form is often equivalent to the existence of countable coded ω-models for a particular theory T_f whose consistency can be proved by means of a cut elimination theorem in infinitary logic which crucially involves the function f. To illustrate this theme, we prove in this paper that the statement “if X is well-ordered then ε_X is well-ordered” is equivalent to . This was first proved by Marcone and Montalban [Alberto Marcone, Antonio Montalbán, The epsilon function for computability theorists, draft, 2007] using recursion-theoretic and combinatorial methods. The proof given here is principally proof-theoretic, the main techniques being Schütte’s method of proof search (deduction chains) [Kurt Schütte, Proof Theory, Springer-Verlag, Berlin, Heidelberg, 1977] and cut elimination for a (small) fragment of .