Reflected Brownian motion in a cone: Semimartingale property

Summary In this paper, the object of study is reflected Brownian motion in a cone ind-dimensions (d3) with nonconstant oblique reflection on each radial line emanating from the vertex of the cone. The basic question considered here is When is this process a semimartingale?. Conditions for the existence and uniqueness of the process for which the vertex is an instantaneous state were given by Kwon, which is resolved in terms of a real parameter depending on the cone and the direction of reflection. It is shown that starting from any point of the cone, the process is a semimartingale if < 1, + 0 and not a semimartingale if < < 2.This research is supported by KOSEF grant 941-0100-011-1     

Eulerian numbers with fractional order parameters

Summary The aim of this paper is to generalize the well-known Eulerian numbers, defined by the recursion relationE(n, k) = (k + 1)E(n – 1, k) + (n – k)E(n – 1, k – 1), to the case thatn is replaced by . It is shown that these Eulerian functionsE(, k), which can also be defined in terms of a generating function, can be represented as a certain sum, as a determinant, or as a fractional Weyl integral. TheE(, k) satisfy recursion formulae, they are monotone ink and, as functions of , are arbitrarily often differentiable. Further, connections with the fractional Stirling numbers of second kind, theS(, k), > 0, introduced by the authors (1989), are discussed. Finally, a certain counterpart of the famous Worpitzky formula is given; it is essentially an approximation ofx in terms of a sum involving theE(, k) and a hypergeometric function.Dedicated to the memory of Alexander M. Ostrowski on the occasion of the 100th anniversary of his birth.     

Quasiclassical asymptotic behavior of the scattering cross section for asymptotically homogeneous potentials

One considers the total scattering cross section on the potential gV(x), x^m, m3, for large values of the coupling constant g and of the wave number k. One assumes that V(x)(x/|1x|)|x|^–, 2>m+1, as ¦x¦. It is shown that for gk^–1 , g^3–ak^2(a–2) the scattering cross section is equal asymptotically to _a(gk^–1), x=(m–1)(–1)^–1. Here the coefficient _a is determined only by the function and the number . Under the additional conditions >0, V>0, the indicated asymptotic behavior holds in the large domain gk^–1 , gk^a–z c(gk^–1), >0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 152, pp. 105–136, 1986.     

A note on a set-mapping problem of Hajnal and Máté

It is consistent that there exists a set mappingF with <F(, )< for + 2 >w ₂ with no uncountable free sets.Research supported by Hungarian National Research Fund No. 1805 and 1908.     

On a generalized Eulerian distribution

The distribution with probability function p _k(n, , ) = A _{n, k}(, )/(+ )^[p], k = 0, 1, 2, ..., n, where the parameters and are positive real numbers, A _{n, k} (, ) is the generalized Eulerian number and ( + )^[n] = ( + )( + +1) ... ( + +n – 1), introduced and discussed by Janardan (1988, Ann. Inst. Statist. Math., 40, 439–450), is further studied. The probability generating function of the generalized Eulerian distribution is expressed by a generalized Eulerian polynomial which, when expanded suitably, provides the factorial moments in closed form in terms of non-central Stirling numbers. Further, it is shown that the generalized Eulerian distribution is unimodal and asymptotically normal.     

Smoothness of Nonlinear Median-Interpolation Subdivision

We give a refined analysis of the Hölder regularity for the limit functions arising from a nonlinear pyramid algorithm for robust removal of non-Gaussian noise proposed by Donoho and Yu [6,7,17]. The synthesis part of this algorithm can be interpreted as a nonlinear triadic subdivision scheme where new points are inserted based on local quadratic polynomial median interpolation and imputation. We introduce the analogon of the Donoho–Yu scheme for dyadic refinement, and show that its limit functions are in C for >log₄(128/31)=1.0229.... In the triadic case, we improve the lower bound of >log₂(135/121)=0.0997... previously obtained in [6] to >log₃(135/53)=0.8510.... These lower bounds are relatively close to the anticipated upper bounds of log₂(16/7)=1.1982... in the dyadic, respectivly 1 in the triadic cases, and have been obtained by deriving recursive inequalities for the norm of second rather than first order differences of the sequences arising in the subdivision process.     

K1 of Twisted Rings of Polynomials

We prove that for an arbitrary endomorphism of a ring R the group K1(R[t]) splits into the direct sum of K1(R) and Ñil (r;). Moreover, for any such R and Ñil (R; ) is isomorphic to Ñil (R ; ) for some ring R with : R R – an isomorphism.     

Inner functions and related spaces of pseudocontinuable functions

Let be an inner function, let C, ¦¦=1. Then the harmonic function [(+)]/(–)] is the Poisson integral of a singular measure D. N. Clark's known theorem enables us to identify in a natural manner the space H² H² with the space L² ( ).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 7–33, 1989.     

Growth of length of sequential derivation transformed into natural one

We consider the (&, )-fragment of the intuitionistic propositional calculus. It is proved that under the standard transformation of a Gentzen derivation into a natural derivation(), the length of (())2^2·length( ). There is constructed a sequence of Gentzen derivations of length _i, for which the length of (( _i))2^{1/3·length(i}), which shows that the upper bound obtained is not too weak.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 88, pp. 192–196, 1979.     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Rate of convergence of a generalization of Newton's method

The Newton's method for finding the root of the equation (t)=0 can be easily generalized to the case where is monotone, convex, but not differentiable. Then, the convergence is superlinear. The purpose of this note is to show that the convergence is only superlinear. Indeed, for all (1, 2), we exhibit an example where the convergence of the iterates is exactly .     

Semilattices of left reversible semigroups

Let S be a cancellative semigroup which is a semilattice of left reversible semigroups S, . This article studies the relationship between the group of quotients G of S and the groups of quotients G of S, . It is shown that G is the maximum group homomorphic image of an inverse semigroup which is a semilattice of groups G (up to isomorphism).The technique used here which involves the use of Ore's quotients also applies to the study of the maximum group homomorphic image of a semigroup which is a semilattice of inverse semigroups.     

A remark on fixed points of functors in topological categories

For a topological category over Set we prove that if a functor T: has a fixed cardinal (i.e. for each object K with card (UK)= we have card (UTK)), then T has a least fixed point, and if T has a successive pair of fixed cardinals and ⁺, then T has a greatest fixed point. This extends results of Adámek and Koubek.Partial financial support of the Grant Agency of the Czech Republic under Grant No. 201/93/0950 is gratefully acknowledged.     

Sum of Divisors in a Ring of Gaussian Integers

We construct an asymptotic formula for a sum function for _a (), where _a () is the sum of the ath powers of the norms of divisors of the Gaussian integer on an arithmetic progression ₀ (mod ) and in a narrow sector ₁ arg < ₂. For this purpose, we use a representation of _a (n) in the form of a series in the Ramanujan sums.     

On lower bounds for polynomials in the values of E-functions

The paper considers polynomials in ,f₁(),...,f_s(), where is an algebraic number satisfying certain conditions and f₁(z),...,f_s(z) are some E-functions, algebraically independent over the field of rational functions. Explicit lower bounds in terms of the heights of and the polynomial are obtained for the absolute values of these polynomials. The result is proved by using the method of Siegel and idlovskii.This work was carried out while the author was a research fellow of the Alexander von Humboldt Foundation.     

On some properties of multiple conjugate trigonometric series

We have obtained an estimate, in terms of partial and mixed moduli, of the continuity of deviation of the Cesáro (C, ) means ( = (₁,...,_n),_i , ₁ > –1, ) of the sequence of rectangular partial sums ofn-multiple (n>1) conjugate trigonometric series from then-multiple truncated conjugate function. This estimate implies the result on them -convergence (1) of (C, ) means (₁ > 0, ) provided that the essential conditions are imposed on the partial moduli of continuity. Finally, it is shown that them -convergence cannot be replaced by ordinary convergence.     

A Function with Locally Uncountable Rotation Set

The rotation set, , of a Lebesgue measurable real valued function on the circle is the set of R for which converges as n for almost every x. Z. L. Buczolich has constructed a non-integrable function whose rotation set contains at least countably many irrational rotations. In this paper we construct a function whose rotation set has uncountable intersection with each non-empty open subset of R.     

OnC 2-diffeomorphisms of the circle which are of type III1

For every irrational number [0, 1) which is not of constant type we construct aC ²-diffeomorphism of the circle with rotation number which is of type III₁. This diffeomorphism can be chosen arbitrarily close to the rotationR . Our methods also allow us to construct, for every Liouville number [0, 1), aC -diffeomorphism of the circle with rotation number which is of type III₁.     

Monotonicity properties of zeros of generalized Airy functions

Summary We show, among other things, that the positive zeros of a solution ofy +x y=0,y(0)=0 decrease to 1 as increases, 0.

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Sommario Si dimostra, tra l'altro, che gli zeri positivi d'una soiuzione diy +x y=0,y(0)=0 decrescono al limite 1, quando cresce, 0.

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To the memory of Milo Háik

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This research was supported by grants from the Natural Sciences and Engineering Research Council (Canada) and Consiglio Nazionale delle Ricerche (Italy). Some of the work was done while the second-named author was visiting the Department of Mathematics, University of Torino.     

Interpolation of generalized analytical functions of complex variable

A general approach is proposed to the interpolation of x -analytical functions of a complex variable with an arbitrary –,+[Basis x -analytical functions whose imaginary pan is a polynomial in x, and y are obtained in explicit form.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 3–9, 1986.