A note on the normalizing sequences for sums of linear processes in the case of negative memory

We consider the partial-sum process \( {S}_n(t)={\sum}_{k=0}^{\left\lfloor nt\right\rfloor }{X}_k \) of linear processes \( {X}_n={\sum}_{i=0}^{\infty }{c}_i{\upxi}_{n-i} \) with independent identically distributed innovations {ξ _i } belonging to the domain of attraction of α-stable law (0 < α ≤ 2). If |c _k |?=?k ^?γ?,?k?∈???,?γ?> max(1, 1/α), and \( {\sum}_{k=0}^{\infty}\kern0.5em ck=0 \) (the case of negative memory for the stationary sequence {X _n }), then it is known that the normalizing sequence of S _n (1) can grow as n ^1/α?γ+1 or remain bounded if the signs of the coefficients are constant or alternate, respectively. It is of interest to know whether it is possible, given ? ∈ (0, 1/α ? γ + 1), to change the signs of c _k so that the rate of growth of the normalizing sequence would be n ^? . In this paper, we give the positive answer: we propose a way of choosing the signs and investigate the finite-dimensional convergence of appropriately normalized S _n (t) to linear fractional Lévy motion.     

On convex hull of Gaussian samples

Let X _i = {X _i (t), t ∈ T} be i.i.d. copies of a centered Gaussian process X = {X(t), t ∈ T} with values in\( {\mathbb{R}^d} \) defined on a separable metric space T. It is supposed that X is bounded. We consider the asymptotic behavior of convex hulls

$ {W_n} = {\text{conv}}\left\{ {{X_1}(t), \ldots, {X_n}(t),\,\,t \in T} \right\} $

and show that, with probability 1,

$ \mathop {{\lim }}\limits_{n \to \infty } \frac{1}{{\sqrt {{2\ln n}} }}{W_n} = W $

(in the sense of Hausdorff distance), where the limit shape W is defined by the covariance structure of X: W = conv{K _t , t ∈ T}, Kt being the concentration ellipsoid of X(t). We also study the asymptotic behavior of the mathematical expectations E f(W _n ), where f is an homogeneous functional.

     

Conflict free colorings of (strongly) almost disjoint set-systems

\(f\: \cup {\mathcal {A}}\to {\rho}\) is called a conflict free coloring of the set-system\({\mathcal {A}}\)(withρcolors) if

$\forall A\in {\mathcal {A}}\ \exists\, {\zeta}<{\rho} (|A\cap f^{-1}\{{\zeta}\}|=1).$

The conflict free chromatic number\(\operatorname {\chi _{\rm CF}}\, ({\mathcal {A}})\) of \({\mathcal {A}}\) is the smallest ρ for which \({\mathcal {A}}\) admits a conflict free coloring with ρ colors.

\({\mathcal {A}}\) is a (λ,κ,μ)-system if \(|{\mathcal {A}}| = \lambda\), |A|=κ for all \(A \in {\mathcal {A}}\), and \({\mathcal {A}}\) is μ-almost disjoint, i.e. |A∩A′|<μ for distinct \(A, A'\in {\mathcal {A}}\). Our aim here is to study

$\operatorname {\chi _{\rm CF}}\, (\lambda,\kappa,\mu) = \sup \{\operatorname {\chi _{\rm CF}}\, ({\mathcal {A}})\: {\mathcal {A}}\mbox{ is a } (\lambda,\kappa,\mu)\mbox{-system}\}$

for λ≧κ≧μ, actually restricting ourselves to λ≧ω and μ≦ω.

For instance, we prove that

? for any limit cardinal κ (or κ=ω) and integers n≧0, k>0, GCH implies

$\operatorname {\chi _{\rm CF}}\, (\kappa^{+n},t,k+1) =\begin{cases}\kappa^{+(n+1-i)}&; \text{if \ } i\cdot k < t \le (i+1)\cdot k,\ i =1,\dots,n;\\[2pt]\kappa&; \text{if \ } (n+1)\cdot k < t;\end{cases}$

? if λ≧κ≧ω>d>1, then λ<κ ^+ω implies \(\operatorname {\chi _{\rm CF}}\, (\lambda,\kappa,d) <\omega\) and λ≧? _ω (κ) implies \(\operatorname {\chi _{\rm CF}}\, (\lambda,\kappa,d) = \omega\);? GCH implies \(\operatorname {\chi _{\rm CF}}\, (\lambda,\kappa,\omega) \le \omega_{2}\) for λ≧κ≧ω ₂ and V=L implies \(\operatorname {\chi _{\rm CF}}\, (\lambda,\kappa,\omega) \le \omega_{1}\) for λ≧κ≧ω ₁;? the existence of a supercompact cardinal implies the consistency of GCH plus \(\operatorname {\chi _{\rm CF}}\,(\aleph_{\omega+1},\omega_{1},\omega)= \aleph_{\omega+1}\) and \(\operatorname {\chi _{\rm CF}}\, (\aleph_{\omega+1},\omega_{n},\omega) = \omega_{2}\) for 2≦n≦ω;? CH implies \(\operatorname {\chi _{\rm CF}}\, (\omega_{1},\omega,\omega) = \operatorname {\chi _{\rm CF}}\, (\omega_{1},\omega_{1},\omega) = \omega_{1}\), while \(MA_{\omega_{1}}\) implies \(\operatorname {\chi _{\rm CF}}\, (\omega_{1},\omega,\omega) = \operatorname {\chi _{\rm CF}}\, (\omega_{1},\omega_{1},\omega) = \omega\).     

On Haar series of <Emphasis Type="Italic">A</Emphasis>–integrable functions

In this paper we obtain a necessary and sufficient condition on the sequence of natural numbers {q _n } such that the almost everywhere convergence of the cubic partial sums S _qn (x) of the multiple Haar series Σ_n a _nχ_n(x) and the condition lim inf \(\lambda \cdot mes\left\{ {x:\begin{array}{*{20}{c}} {\sup } \\ n \end{array}\left| {S{}_{qn}\left( x \right)} \right| \succ \lambda } \right\} = 0\), imply that the coefficients a _n can be uniquely determined by the sum of the series. Also, we have obtained a necessary and sufficient condition for the series \(\sum\limits_{n = 1}^\infty {{\varepsilon _n}{a_n}} {\chi _n}\left( x \right)\) with an arbitrary bounded sequence {ε _n} to be a Fourier-Haar series of an A-integrable function.     

On the primitive divisors of the recurrent sequence $$u_{n+1}=(4\rm{cos}^2(2\pi/7)-1)\it{u}_{n}-u_{n-\rm{1}}$$ with applications to group theory

Consider the sequence of algebraic integers u_n given by the starting values u₀ = 0, u₁ = 1 and the recurrence \(u_{n+1}=(4\rm{cos}^2(2\pi/7)-1)\it{u}_{n}-u_{n-\rm{1}}\). We prove that for any n ? {1, 2, 3, 5, 8, 12, 18, 28, 30} the n-th term of the sequence has a primitive divisor in \(\mathbb{Z}[2\rm{cos}(2\pi/7)]\). As a consequence we deduce that for any suffciently large n there exists a prime power q such that the group PSL₂(q) can be generated by a pair x, y with \(x^2=y^3=(xy)^7=1\) and the order of the commutator [x, y] is exactly n. The latter result answers in affrmative a question of Holt and Plesken.     

Moderate deviation principle for <Emphasis Type="Italic">m</Emphasis>-dependent random variables<Superscript>*</Superscript>

Let {X _n }_n?≥?1 be a sequence of strictly stationary m-dependent random variableswith EX₁ = 0 and \( \mathrm{E}{X}_1^2<\infty \), and let (b _n ) be an increasing sequence of positive numbers such that b _n ?↑?∞ and \( {b}_n/\sqrt{n}\downarrow 0\kern0.5em \mathrm{as}\kern0.5em n\to \infty \). We establish a moderate deviation principle of \( {\left({b}_n\sqrt{n}\right)}^{-1}{\sum}_{i=1}^n{X}_i \) under the condition

$$ \underset{n\to \infty }{\lim \sup}\frac{1}{b_n^2}\log \left[n\mathbf{P}\left(\left|{X}_1\right|>{b}_n\sqrt{n}\right)\right]=-\infty, $$

which is weaker than the classical exponential integrability condition. The results in the present paper weaken the assumptions of Chen [5] and extend partially the results of Eichelsbacher and Löwe [10].     

Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

We give expansions about the Gumbel distribution in inverse powers of n and log n for Mn, the maximum of a sample size n or n + 1 when the j-th observation is μ(j/n) + ej, μ is any smooth trend function and the residuals {ej } are independent and identically distributed with P(e r) ≈ exp(-δx)xd0∑∞k=1ckx-kβ as x →∞. We illustrate practical value of the expansions using simulated data sets.     

Stability of volume comparison for complex convex bodies

We prove the stability of the affirmative part of the solution to the complex Busemann–Petty problem. Namely, if K and L are origin-symmetric convex bodies in \({{\mathbb C}^n}\), n = 2 or n = 3, \({\varepsilon >0 }\) and \({{\rm Vol}_{2n-2}(K\cap H) \le {\rm Vol}_{2n-2}(L \cap H) + \varepsilon}\) for any complex hyperplane H in \({{\mathbb C}^n}\) , then \({({\rm Vol}_{2n}(K))^{\frac{n-1}n}\le({\rm Vol}_{2n}(L))^{\frac{n-1}n} + \varepsilon}\) , where Vol_2n is the volume in \({{\mathbb C}^n}\) , which is identified with \({{\mathbb R}^{2n}}\) in the natural way.     

On basicity of perturbed system of exponents in Lebesgue space with variable summability factor

In this paper, the system of exponents \(\{ e^{i\lambda _n t} \} _{n \in Z} \) is considered, where {λ _n } ? R has the following asymptotic form: λ _n = n ? α sign n + O(|n|^?β). Basis properties of this system in Lebesgue space with variable summability factor are investigated.     

Matrix polynomial generalizations of the sample variance-covariance matrix when <Emphasis Type="Italic">pn</Emphasis><Superscript>−1</Superscript> → <Emphasis Type="Italic">y</Emphasis> ∈ (0, ∞)

Let {Z _u = ((ε_{u, i, j}))_p×n} be random matrices where {ε_{u, i, j}} are independently distributed. Suppose {A _i }, {B _i } are non-random matrices of order p × p and n × n respectively. Consider all p × p random matrix polynomials \(P = \prod\nolimits_{i = 1}^{k_l } {\left( {n^{ - 1} A_{t_i } Z_{j_i } B_{s_i } Z_{j_i }^* } \right)A_{t_{k_l + 1} } }\). We show that under appropriate conditions on the above matrices, the elements of the non-commutative *-probability space Span {P} with state p^?1ETr converge. As a by-product, we also show that the limiting spectral distribution of any self-adjoint polynomial in Span{P} exists almost surely.