Some asymptotic results related to the law of iterated logarithm for Brownian motion

For 0<<1, let . The questions addressed in this paper are motivated by a result due to Strassen: almost surely, lim sup _t U ((t))=1–exp{–4(^–1)–1}. We show that Strassen's result is closely related to a large deviations principle for the family of random variablesU (t), t>0. Also, when =1,U (t)0 almost surely and we obtain some bounds on the rate of convergence. Finally, we prove an analogous limit theorem for discounted averages of the form as 0, whereD is a suitable discount function. These results also hold for symmetric random walks.     

Distoriton of area and conditioned Brownian motion

Summary In a simply connected planar domainD the expected lifetime of conditioned Brownian motion may be viewed as a function on the set of hyperbolic geodesics for the domain. We show that each hyperbolic geodesic induces a decomposition ofD into disjoint subregions and that the subregions are obtained in a natural way using Euclidean geometric quantities relating toD. The lifetime associated with on each _j is then shown to be bounded by the product of the diameter of the smallest ball containing _j and the diameter of the largest ball in _j . Because this quantity is never larger than, and in general is much smaller than, the area of the largest ball in _j it leads to finite lifetime estimates in a variety of domains of infinite area.Research of the first author was supported in part by NSF Grant DMS-9100811Research of the second author was supported in part by NSF Grant DMS-9105407     

Lévy–Khintchine Formula and Dual Convolution Semigroups Associated with Laguerre and Bessel Functions

In this work we consider a system of partial differential operators D ₁,D ₂ on K=[0,+[×R, whose eigenfunctions are the functions (x,t), (x,t)K, =((R0)×N)(0×[0,+[), which are related to the Laguerre functions for ((R 0)×N)(0,0) and which are the Bessel functions for (0×[0,+[). We provide K and with a convolution structure. We prove a Lévy–Khintchine formula on K, which permits us to characterize dual convolution semigroups on .     

Independence in hypergraphs

Suppose an integral function (|A|)q₁ defined on the subsets of edges of a hypergraph (X,u,) satisfies the following two conditions: 1) any set W u such that |A|(|A|) for any AW is matroidally independent; 2) if W is an independent set, then there exists a unique partitionW=T₁+ T₂+...+T_v such that |T ⁱ |=(|T ⁱ |),i1:v, and for any AW, |A|(|A|) there exists a T_i such that AT_i. The form of such a function is found, in terms of parameters of generalized connected components, hypercycles, and hypertrees.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 114, pp. 196–204, 1982.     

On Interpolation Sequences of One Class of Functions Analytic in the Unit Disk

We establish a criterion for the existence of a solution of the interpolation problem f( _n ) = b _n in the class of functions f analytic in the unit disk and satisfying the relation

Some analytical properties of γ-convex functions on the real line

This paper deals with the analytical properties of -convex functions, which are defined as those functions satisfying the inequalityf(x ₁ )+f(x ₂ )f(x ₁)+f(x ₂), forx _i [x ₁,x ₂], |x _i –x _i |=, i=1,2, whenever |x ₁–x ₂|>, for some given positive . This class contains all convex functions and all periodic functions with period . In general, -convex functions do not have ideal properties as convex functions. For instance, there exist -convex functions which are totally discontinuous or not locally bounded. But -convex functions possess so-called conservation properties, meaning good properties which remain true on every bounded interval or even on the entire domain, if only they hold true on an arbitrary closed interval with length . It is shown that boundedness, bounded variation, integrability, continuity, and differentiability almost everywhere are conservation properties of -convex functions on the real line. However, -convex functions have also infection properties, meaning bad properties which propagate to other points, once they appear somewhere (for example, discontinuity). Some equivalent properties of -convexity are given. Ways for generating and representing -convex functions are described.This research was supported by the Deutsche Forschungsgemeinschaft. The first author thanks Prof. Dr. E. Zeidler and Prof. Dr. H. G. Bock for their hospitality and valuable support.     

The Orders of Related Elements of a Finite Field

All finite fields q (q 2, 3, 4, 5, 7, 9, 13, 25, 121) contain a primitive element for which + 1/ is also primitive. All fields of square order q ² (q 3, 5) contain an element of order q + 1 for which + 1/ is a primitive element of the subfield q. These are unconditional versions of general asymptotic results.     

Asymptotics of the generating function for the volume of the Wiener sausage

Summary We consider the generating function of the voltime of the Wiener sausageC (t), which is the -neighbourhood of the Wiener path in the time interval [0,t]. For <0, the limiting behavior fort, up to logarithmic equivalence, had been determined in a celebrated work of Donsker and Varadhan. For >0 it had been investigated by van den Berg and Tóth, but in contrast to the case <0, there is no simple expression for the exponential rate known. We determine the asymptotic behaviour of this rate for small and large .     

Mittelwert der Eulerschen φ-Funktion und des Quadrates der Dirichletschen Teilerfunktion in algebraischen Zahlkörpern

LetK be an algebraic number field, and for every integer K let () andd(), respectively, denote the number of relatively prime residue classes and the number of divisors of the principal ideal (). Asymptotic equalities are proved for the sums () and d ²(), where runs through certain finite sets of integers ofK.     

Compact Laws of the Iterated Logarithm for B-Valued Random Variables with Two-Dimensional Indices

Let be a real separable Banach space and {X, X _{n, m}; (n, m) N ²} B-valued i.i.d. random variables. Set . In this paper, the compact law of the iterated logarithm, CLIL(D), for B-valued random variables with two-dimensional indices ranging over a subset D of N ² is studied. There is a gap between the moment conditions for CLIL(N ¹) and those for CLIL(N ²). The main result of this paper fills this gap by presenting necessary and sufficient conditions for the sequence to be almost surely conditionally compact in B, where, for 0, 1 r 2, N ^r (, ) = {(n, m) N ²; n m n exp{(log n) ^r–1 (n)}} and (·) is any positive, continuous, nondecreasing function such that (t)/(log log t) is eventually decreasing as t , for some > 0.