Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting

Abstract

Let X ₁, X ₂… and B ₁, B ₂… be mutually independent [0, 1]-valued random variables, with EB _j  = β > 0 for all j. Let Y _j  = B ₁ … sB _j?1 X _j for j ≥ 1. A complete comparison is made between the optimal stopping value V(Y ₁,…,Y _n ):=sup{EY _τ:τ is a stopping rule for Y ₁,…,Y _n } and E(max _1≤j≤n Y _j ). It is shown that the set of ordered pairs {(x, y):x = V(Y ₁,…,Y _n ), y = E(max _1≤j≤n Y _j ) for some sequence Y ₁,…,Y _n obtained as described} is precisely the set {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ Ψ _{n, β}(x)}, where Ψ _{n, β}(x) = [(1 ? β)n + 2β]x ? β^?(n?2) x ² if x ≤ β ^n?1, and Ψ _{n, β}(x) = min _j≥1{(1 ? β)jx + β ^j } otherwise. Sharp difference and ratio prophet inequalities are derived from this result, and an analogous comparison for infinite sequences is obtained.     

Inequalities of Hlawka type for matrices

A generalized Hlawka's inequality says that for any n (\geqq 2) (\geqq 2) complex numbers¶ x₁, x₂, ..., x_n,¶¶ ?_i=1ⁿ|x_i - ?_j=1ⁿx_j| \leqq ?_i=1ⁿ|x_i| + (n - 2)|?_j=1ⁿx_j|. \sum_{i=1}^n\Bigg|x_i - \sum_{j=1}^{n}x_j\Bigg| \leqq \sum_{i=1}^{n}|x_i| + (n - 2)\Bigg|\sum_{j=1}^{n}x_j\Bigg|. ¶¶ We generalize this inequality to the trace norm and the trace of an n x n matrix A as¶¶ ||A - Tr A ||₁ \leqq ||A||₁ + (n - 2)| Tr A|. ||A - {\rm Tr} A ||_1\ \leqq ||A||_1 + (n - 2)| {\rm Tr} A|. ¶¶ We consider also the related inequalities for p-norms (1 \leqq p \leqq ￥) (1 \leqq p \leqq \infty) on matrices.     

Real Zeros of Algebraic Polynomials with Dependent Random Coefficients

The expected number of real zeros of polynomials a ₀ + a ₁ x + a ₂ x ² +…+a _n?1 x ^n?1 with random coefficients is well studied. For n large and for the normal zero mean independent coefficients, irrespective of the distribution of coefficients, this expected number is known to be asymptotic to (2/π)log n. For the dependent cases studied so far it is shown that this asymptotic value remains O(log n). In this article, we show that when cov(a _i , a _j ) = 1 ? |i ? j|/n, for i = 0,…, n ? 1 and j = 0,…, n ? 1, the above expected number of real zeros reduces significantly to O(log n)^1/2.     

High Frequency Resolvent Estimates for Perturbations by Large Long-range Magnetic Potentials and Applications to Dispersive Estimates

We prove optimal high-frequency resolvent estimates for self-adjoint operators of the form ${G=\left(i\nabla+b(x)\right)^2+V(x)}$ on ${L^2({\bf R}^n), n\ge 3}$ , where the magnetic potential b(x) and the electric potential V(x) are long-range and large. As an application, we prove dispersive estimates for the wave group ${{\rm e}^{it\sqrt{G}}}$ in the case n = 3 for potentials b(x), V(x) = O(|x|^?2-δ ) for ${|x|\gg 1}$ , where δ > 0.     

On Galois Algebras Satisfying the Fundamental Theorem

Let B be a Galois algebra over a commutative ring R with Galois group G such that B ^H is a separable subalgebra of B for each subgroup H of G. Then it is shown that B satisfies the fundamental theorem if and only if B is one of the following three types: (1) B is an indecomposable commutative Galois algebra, (2) B = Re ⊕ R(1 ? e) where e and 1 ? e are minimal central idempotents in B, and (3) B is an indecomposable Galois algebra such that for each separable subalgebra A, V _B (A) = ?∑ _g∈G(A) J _g , and the centers of A and B ^G(A) are the same where V _B (A) is the commutator subring of A in B, J _g  = {b ∈ B | bx = g(x)b for each x ∈ B} for a g ∈ G, and G(A) = {g ∈ G | g(a) = a for all a ∈ A}.     

Inverse Scattering Problem for the Schrödinger Operator with External Yang–Mills Potentials in Two Dimensions at Fixed Energy

ABSTRACT

We consider the Schrödinger equation in ?², with external Yang–Mills potentials that decay exponentially as |x| → ∞. We prove that the scattering amplitude at fixed positive energy determines the potentials uniquely modulo a gauge transformation, assuming that potentials are small.     

A Time-Independent Approach for the Study of the Spectral Shift Function and an Application to Stark Hamiltonians

In this paper we develop a time-independent approach for the study of the spectral shift function (SSF for short). We apply this method for the perturbed Stark Hamiltonian. We obtain a weak and a Weyl-type asymptotics with optimal remainder estimate of the SSF of the operator pair (P = P₀ + V(x), P₀ = ? h²Δ +x₁), x = (x₁,…, x_n) where V(x) ∈ 𝒞^∞(?ⁿ, ?) decays sufficiently fast at infinity, and h is a small positive parameter. Near a non-trapping energy λ, we give a pointwise asymptotic expansions in powers of h of the derivative of the SSF, and we compute explicitly the two leading terms.     

Dynamics of a family of piecewise-linear area-preserving plane maps III. Cantor set spectra

This paper studies the behavior under iteration of the maps T _ab (x,y) = (F _ab (x) ? y, x) of the plane ?², in which F _ab (x) = ax if x ≥ 0 and bx if x < 0. These maps are area-preserving homeomorphisms of ?² that map rays from the origin to rays from the origin. Orbits of the map correspond to solutions of the nonlinear difference equation x _n+2 = 1/2(a ? b)|x _n+1|+1/2(a+b)x _n+1 ? x _n . This difference equation can be rewritten in an eigenvalue form for a nonlinear difference operator of Schrödinger type ? x _n+2+2x _n+1 ? x _n +V _μ(x _n+1)x _n+1 = Ex _n+1, in which μ = (1/2)(a ? b) is fixed, and V _μ(x) = μ(sgn(x)) is an antisymmetric step function potential, and the energy E = 2 ? 1/2(a+b). We study the set Ω _SB of parameter values where the map T _ab has at least one bounded orbit, which correspond to l _∞-eigenfunctions of this difference operator. The paper shows that for transcendental μ the set Spec_∞[μ] of energy values E having a bounded solution is a Cantor set. Numerical simulations suggest the possibility that these Cantor sets have positive (one-dimensional) measure for all real values of μ.     

On a class of graphs with prescribed mean curvature

We study a class of quasilinear elliptic equations on the unit ball of ℝ ⁿ in the divergence form ∑ _j=1 ⁿ D _j{G(|x|²,|Du|²)D _j u} =H(|x|) and get estimates on the boundary by using a modified barrier-function technique of Bernstein. We establish a maximum principle for the gradients of solutions and get a global gradient estimate. We prove that solutions with constant boundary condition must be radial. Finally, we apply these results to graphs {(x,u(x)):x∈H ⁿ } whereu:H ⁿ →ℝ is a smooth map of then-hyperbolic spaceH ⁿ =B(0,1) with the metric to get the existence of graphs with radial prescribed mean curvature.     

Prophet Regions for Discounted,Uniformly Bounded Random Variables

Abstract

Let X ₁, X ₂,… be any sequence of [0,1]-valued random variables. A complete comparison is made between the expected maximum E(max _j≤n Y _j ) and the stop rule supremum sup _t E Y _t for two types of discounted sequences: (i) Y _j  = b _j X _j , where {b _j } is a nonincreasing sequence of positive numbers with b ₁ = 1; and (ii) Y _j  = B ₁… B _j?1 X _j , where B ₁, B ₂,… are independent [0,1]-valued random variables that are independent of the X _j , having a common mean β. For instance, it is shown that the set of points {(x, y): x = sup _t E Y _{{(x, y): x=sup t E Y} and y = E(max _j≤n Y _j ), for some sequence X ₁,…,X _n and Y _j  = b _j X _j }, is precisely the convex closure of the union of the sets {(b _j x, b _j y): (x, y) ∈ C _j }, j = 1,…,n, where C _j  = {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ x[1 + (j ? 1)(1 ? x ^1/(j?1))]} is the prophet region for undiscounted random variables given by Hill and Kertz [8 Hill , T.P. , and R.P. Kertz . 1983 . Stop rule inequalities for uniformly bounded sequences of random variables . Trans. Amer. Math. Soc. 278 : 197 – 207 . [CSA]  [Google Scholar]]. As a special case, it is shown that the maximum possible difference E(max _j≤n β ^j?1 X _j ) ? sup _t E(β ^t?1 X _t ) is attained by independent random variables when β ≤ 27/32, but by a martingale-like sequence when β > 27/32. Prophet regions for infinite sequences are given also.     

On the Centralizers of Derivations with Engel Conditions

Let R be a noncommutative prime ring and d, δ two nonzero derivations of R. If δ([d(x), x] _n ) = 0 for all x ∈ R, then char R = 2, d ² = 0, and δ = αd, where α is in the extended centroid of R. As an application, if char R ≠ 2, then the centralizer of the set {[d(x), x] _n  | x ∈ R} in R coincides with the center of R.     

Logarithmic Bounds on Sobolev Norms for Time Dependent Linear Schrödinger Equations

We consider the Aharonov–Bohm effect for the Schrödinger operator H = (?i? _x  ? A(x))² + V(x) and the related inverse problem in an exterior domain Ω in R ² with Dirichlet boundary condition. We study the structure and asymptotics of generalized eigenfunctions and show that the scattering operator determines the domain Ω and H up to gauge equivalence under the equal flux condition. We also show that the flux is determined by the scattering operator if the obstacle Ω ^c is convex.     

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.     

Zeros of semilinear systems with applications to nonlinear partial difference equations on graphs†

Let Q be a m × m real matrix and f _j  : ? → ?, j = 1, …, m, be some given functions. If x and f(x) are column vectors whose j-coordinates are x _j and f _j (x _j ), respectively, then we apply the finite dimensional version of the mountain pass theorem to provide conditions for the existence of solutions of the semilinear system Qx = f(x) for Q symmetric and positive semi-definite. The arguments we use are a simple adaptation of the ones used by Neuberger. An application of the above concerns partial difference equations on a finite, connected simple graph. A derivation of a graph 𝒢 is just any linear operator D:C ⁰(𝒢) → C ⁰(𝒢), where C ⁰(𝒢) is the real vector space of real maps defined on the vertex set V of the graph. Given a derivation D and a function F:V × ? → ?, one has associated a partial difference equation Dμ = F(v,μ), and one searches for solutions μ ∈ C ⁰(𝒢). Sufficient conditions in order to have non-trivial solutions of partial difference equations on any finite, connected simple graph for D symmetric and positive semi-definite derivation are provided. A metric (or weighted) graph is a pair (𝒢, d), where 𝒢 is a connected finite degree simple graph and d is a positive function on the set of edges of the graph. The metric d permits to consider some classical derivations, such as the Laplacian operator ?₂. In (Neuberger, Elliptic partial difference equations on graphs, Experiment. Math. 15 (2006), pp. 91–107) was considered the nonlinear elliptic partial difference equations ?₂ u = F(u), for the metric d = 1.     

Pseudodifferential Boundary Value Problems with Non-Smooth Coefficients

ABSTRACT

In this contribution, we establish a calculus of pseudodifferential boundary value problems with Hölder continuous coefficients. It is a generalization of the calculus of pseudodifferential boundary value problems introduced by Boutet de Monvel. We discuss their mapping properties in Bessel potential and certain Besov spaces. Although having non-smooth coefficients and the operator classes being not closed under composition, we will prove that the composition of Green operators a ₁(x, D _x )a ₂(x, D _x ) coincides with a Green operator a(x, D _x ) up to order m ₁ + m ₂ ? Θ, where Θ ∈ (0, τ₂) is arbitrary, a _j (x, ξ) is in C ^{τ _j} (? ⁿ ) w.r.t. x, and m _j is the order of a _j (x, D _x ), j = 1, 2. Moreover, a(x, D _x ) is obtained by the asymptotic expansion formula of the smooth coefficient case leaving out all terms of order less than m ₁ + m ₂ ? Θ. This result is used to construct a parametrix of a uniformly elliptic Green operator a(x, D _x ).     

Adjoining an Identity to a Reduced Archimedean f-Ring

Let frA denote the category of f-rings which are reduced and Archimedean, and let Φ be the (nonfull) subcategory of such rings with identity (each with the natural morphisms). Some time ago, the second author showed, using his representation theory, that for each A ∈ | frA| there is a certain minimal embedding u _A :A→ uA ∈ | Φ|. More recently, he has revisited the representation theory, expanding it to include the representation of morphisms. Based upon this, the present article analyzes the operator u:| frA| → Φ: the construction of uA is tidied, several characterizations of the pair (u _A , uA) are given, and the relation between the maximal ideal structures of A and uA is described. Membership in the class U of frA-morphisms that are “u-extendable” is characterized and it is shown that U = (| frA|,U) is a category in which Φ is a full essentially-reflective subcategory. The frA-objects are characterized for which, respectively, ? B(frA(A, B) = U (A, B)), and, ? B ≠ 0(frA(B, A) = U(B, A)).