Decrease rate of the probabilities ofε-deviations for the means of stationary processes

The asymptotic behavior asn → ∞ of the normed sumsσn =n ⁻¹ Σ _k ⁼⁰ⁿ⁻¹ Xk for a stationary processX = (X _n ,n ∈ ℤ) is studied. For a fixedε > 0, upper estimates for P(sup _k≥n |σ _k | ≥ε) asn → ∞ are obtained. Translated fromMatematicheskie Zametki, Vol. 64, No. 3, pp. 366–372, September, 1998.     

On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

A question of Gol’dberg concerning entire functions with prescribed zeros

Let (z_j) be a sequence of complex numbers satisfying |z_j|→ ∞ asj → ∞ and denote by n(r) the number of z_j satisfying |z_j|≤ r. Suppose that lim inf_{r → ⇈} log n(r)/ logr > 0. Let ϕ be a positive, non-decreasing function satisfying ∫^∞ (ϕ(t)t logt)⁻¹ dt < ∞. It is proved that there exists an entire functionf whose zeros are the z_j such that log log M(r,f) = o((log n(r))²ϕ(log n(r))) asr → ∞ outside some exceptional set of finite logarithmic measure, and that the integral condition on ϕ is best possible here. These results answer a question by A. A. Gol’dberg.     

Hypergraphs with independent neighborhoods

For each k ≥ 2, let ρ _k ∈ (0, 1) be the largest number such that there exist k-uniform hypergraphs on n vertices with independent neighborhoods and (ρ _k + o(1))( _k ⁿ ) edges as n → ∞. We prove that ρ _k = 1 − 2logk/k + Θ(log log k/k) as k → ∞. This disproves a conjecture of Füredi and the last two authors.     

Characterization of polyanalytic functions by meromorphic extensions from chains of circles

Let C _t = {z ∈ ℂ: |z − c(t)| = r(t), t ∈ (0, 1)} be a C ¹-family of circles in the plane such that lim _t→0+ C _t = {a}, lim _t→1− C _t = {b}, a ≠ b, and |c′(t)|² + |r′(t)|² ≠ 0. The discriminant set S of the family is defined as the closure of the set {c(t) + r(t)w(t), t ∈ [0, 1]}, where w = w(t) is the root of the quadratic equation ̅c′(t)w ² + 2r′(t)w + c′(t) = 0 with |w| < 1, if such a root exists.     

Diophantinc approximation by linear forms on manifolds

The following Khintchine-type theorem is proved for manifoldsM embedded in ℝ ^k which satisfy some mild curvature conditions. The inequality |q·x| <Ψ(|q|) whereΨ(r) → 0 asr → ∞ has finitely or infinitely many solutionsqεℤ ^k for almost all (in induced measure) points x onM according as the sum Σ _r ^{= 1/∞} Ψ(r)r ^k−2 converges or diverges (the divergent case requires a slightly stronger curvature condition than the convergent case). Also, the Hausdorff dimension is obtained for the set (of induced measure 0) of point inM satisfying the inequality infinitely often whenψ(r) =r ^−t . τ >k − 1.     

Precise asymptotics in Chung’s law of the iterated logarithm

Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 ＋... ＋ Xn, n≥1. The author proves that, if EX^2I{｜X｜≥t} = 0（（log log t）^-1） as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1＋a（1/√1＋a-ε）b＋1 ∑n=1^∞（logn）^a（loglogn）^b/nP{max κ≤n｜Sκ｜≤√σ^2π^2n/8loglogn（ε＋an）}=4/π（1/2（1＋a）^3/2）^b＋1 Г（b＋1）,whenever an = o（1/log log n）. The author obtains the sufficient and necessary conditions for this kind of results to hold.     

A Note on Edgeworth Expansions for <Emphasis Type="Italic">U</Emphasis>-Statistics under Minimal Conditions

A one-term Edgeworth expansion for U-statistics with kernel h(x, y) was derived by Jing and Wang [3] under optimal moment conditions. In this note, we show that one of the optimal moment conditions E| h(X ₁, X ₂|^5/3 < ∞ can be weakened to lim _t→∞ t ^5/3 P(|h(X ₁, X ₂)| > t) → 0. Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 453–440, July–September, 2005.     

The generalized Boardman homomorphisms

This paper provides universal upper bounds for the exponent of the kernel and of the cokernel of the classical Boardman homomorphism b ⁿ : π ⁿ (X)→H ⁿ (H;ℤ), from the cohomotopy groups to the ordinary integral cohomology groups of a spectrum X, and of its various generalizations π ⁿ (X)→E ⁿ (X), F ⁿ (X)→(E∧F) ⁿ (X), F ⁿ (X)→H ⁿ (X;π ₀ F) and F ⁿ (X)→H ^n+t (X;π _t F) for other cohomology theories E ^*(−) and F ^*(−). These upper bounds do not depend on X and are given in terms of the exponents of the stable homotopy groups of spheres and, for the last three homomorphisms, in terms of the order of the Postnikov invariants of the spectrum F.     

Applications of operator semigroups to Fourier analysis

Of concern are semigroups of linear norm one operators on Hilbert space of the form (discrete case)T={T ⁿ /n=0,1,2,...} or (continuous case)T={T(t)/t=≥0}. Using ergodic theory and Hilbert-Schmidt operators, the Cesàro limits (asn→∞) of |〈T ⁿ f,f〉|², |〈T (n)f,f〉|² are computed (withn∈ℤ⁺ orn∈ℤ⁺). Specializing the Hilbert space to beL ²(T,μ) (discrete case) orL ²(ℝ,μ) (continuous case) where μ is a Borel probability measure on the circle group or the line, the Cesàro limit of (asn→±∞, with,n∈ℤ orn∈ℝ) is obtained and interpreted. Extensions toT ^M , and ℝ ^M are given. Finally, we discuss recent operator theoretic extensions from a Hilbert to a Banach space context. Partially supported by an NSF grant     

Embeddings ofl p m intol ∞ n , 1≦p≦2

Isomorphic embeddings ofl _l ^m intol _∞ ⁿ are studied, and ford(n, k)=inf{‖T ‖ ‖T ⁻¹ ‖;T varies over all isomorphic embeddings ofl ₁ ^[klog2n] intol _∞ ⁿ we have that lim _n→∞ d(n, k)=γ(k)⁻¹,k>1, whereγ(k) is the solution of (1+γ)ln(1+γ)+(1 −γ)ln(1 −γ)=k ⁻¹ln4. Here [x] denotes the integer part of the real numberx.     

Norms of powers of absolutely convergent fourier series

Letf(t) = ∑a _k e ^ikt be infinitely differentiable on R, |f(t)|<1. It is known that under these assumptions ‖ⁿ‖ converges to a finite limitl asn → ∞ (l ² = sec(arga),a = (f′(0))² -f″(0)). We obtain here more precise results: (i) an asymptotic series (in powers ofn ^-1/2) for the Fourier coefficientsa _nk off ⁿ , which holds uniformly ink asn → ∞; (ii) an asymptotic series (this time only powers ofn ^-1 are present!) for ‖f ⁿ ‖; (iii) the fact that ifi ^j f ^(j)(0) is real forj = 1,2,..., 2h + 2 then ‖f ⁿ ‖ = l + o(n ^-h ),n → ∞. More generally, we obtain analogous finite asymptotic expansions whenf is assumed to be differentiable only finitely many times.     

On large deviations and density functions

Suppose thatX ₁,X ₂, ... is a sequence of absolutely continuous or integer valued random variables with corresponding probability density functionsf _n (x). Let {φ _n } _n=1 ^∞ be a sequence of real numbers, then necessary and sufficient conditions are given forn ⁻¹ logf _n (φ _n )-n ⁻¹ log P (X _n >φ _n )=0(1) asn→∞.     

Existence of singular solutions of a degenerate equation in R 2

Let a₁,a₂, . . . ,a_m ∈ ℝ², 2≤f ∈ C([0,∞)), g_i ∈ C([0,∞)) be such that 0≤g_i(t)≤2 on [0,∞) ∀i=1, . . . ,m. For any p>1, we prove the existence and uniqueness of solutions of the equation u_t=Δ(logu), u>0, in satisfying and logu(x,t)/log|x|→−f(t) as |x|→∞, logu(x,t)/log|x−a_i|→−g_i(t) as |x−a_i|→0, uniformly on every compact subset of (0,T) for any i=1, . . . ,m under a mild assumption on u₀ where We also obtain similar existence and uniqueness of solutions of the above equation in bounded smooth convex domains of ℝ² with prescribed singularities at a finite number of points in the domain.     

On the bestL 1-approximations of functional classes by splines under restrictions imposed on their derivatives

We find the exact asymptotics (asn→∞) of the bestL ₁-approximations of classesW ₁ ^r of periodic functions by spliness∈S _{2n, r∼-1} (S _{2n, r∼-1} is a set of 2π-periodic polynomial splines of orderr−1, defect one, and with nodes at the pointskπ/n,k∈ℤ) such that V ₀ ^2π s( ^r-1)≤1+ɛ _n , where {ɛ _n } _n=1 ^∞ is a decreasing sequence of positive numbers such that ɛ _n n ²→∞ and ɛ _n →0 asn→∞. Dnepropetrovsk University, Dnepropetrovsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 4, pp. 435–444, April, 1999.     

Possible limit laws for entrance times of an ergodic aperiodic dynamical system

LetG denote the set of decreasingG: ℝ→ℝ withGэ1 on ]−∞,0], and ƒ ₀ ^∞ G(t)dt⩽1. LetX be a compact metric space, andT: X→X a continuous map. Let μ denone aT-invariant ergodic probability measure onX, and assume (X, T, μ) to be aperiodic. LetU⊂X be such that μ(U)>0. Let τ _U (x)=inf{k⩾1:T ^k xεU}, and defineG _U (t)=1/u(U)u({xεU:u(U)τU(x)>t),tεℝ We prove that for μ-a.e.x∈X, there exists a sequence (U _n ) _n≥1 of neighbourhoods ofx such that {x}=∩ _n U _n , and for anyG ∈G, there exists a subsequence (n _k ) _k≥1 withG _{U n k} ↑U weakly. We also construct a uniquely ergodic Toeplitz flowO(x ^∞,S, μ), the orbit closure of a Toeplitz sequencex ^∞, such that the above conclusion still holds, with moreover the requirement that eachU _n be a cylinder set. In memory of Anzelm Iwanik     

Optimal properties of contraction semigroups in banach spaces

Suppose that(T _t )_t>0 is aC ₀ semi-group of contractions on a Banach spaceX, such that there exists a vectorx∈X, ‖x‖=1 verifyingJ ⁻¹(Jx)={x}, whereJ is the duality mapping fromX toP(X ^*). If |<T _t x,f>|→1, whent→+∞ for somef∈X ^*, ‖f‖≤1 thenx is an eigenvector of the generatorA, associated with a purcly imaginary eigenvalue. Because of Lin's example [L], the hypothesis onx∈X is the best possible. If the hypothesisJ ⁻¹(Jx)={x} is not verified, we can prove that ifJx is a singleton and ifJ ⁻¹(Jx) is weakly compact, then if |<T _t x, f>|→1, whent→+∞ for somef∈X ^*, ‖f‖≤1, there existsy∈J ⁻¹(Jx) such thaty is an eigenvector of the generatorA, associated with a purely imaginary eigenvalue. We give also a counter-example in the case whereX is one of the spaces ℓ₁ orL ₁.     

Generalization of the fricke theorem on entire functions of finite index

We prove that, for every sequence (a _k) of complex numbers satisfying the conditions Σ(1/|a _k |) < ∞ and |a _k+1| − |a _k | ↗ ∞ (k → ∞), there exists a continuous functionl decreasing to 0 on [0, + ∞] and such thatf(z) = Π(1 −z/|a _k |) is an entire function of finitel-index.     

Almost sure central limit theorems for random functions

Let {Xn,-∞< n <∞} be a sequence of independent identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn =∑k=1∞Xk, and Tn = Tn(X1,…,Xn) be a random function such that Tn = ASn Rn, where supn E|Rn| <∞and Rn = o(n~(1/2)) a.s., or Rn = O(n1/2-2γ) a.s., 0 <γ< 1/8. In this paper, we prove the almost sure central limit theorem (ASCLT) and the function-typed almost sure central limit theorem (FASCLT) for the random function Tn. As a consequence, it can be shown that ASCLT and FASCLT also hold for U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models, power sums, product-limit estimators of a continuous distribution, product-limit estimators of a quantile function, etc.