Oscillation theorems for second-order half-linear differential equations

Oscillation criteria for the second-order half-linear differential equation

[r(t)|ξ′(t)|⁻¹ ξ′(t)]′ + p(t)|ξ(t)|⁻¹ξ(t)=0, t t₀

are established, where > 0 is a constant and exists for t [t₀, ∞). We apply these results to the following equation:

where , D = (D₁,…, D_N), Ω_a = x ^N : |x| ≥ a} is an exterior domain, and c C([a, ∞), ), n > 1 and N ≥ 2 are integers. Here, a > 0 is a given constant.     

Oscillation criteria for first-order neutral nonlinear difference equations with variable coefficients

Consider the first-order neutral nonlinear difference equation of the form

, where τ > 0, σ_i ≥ 0 (i = 1, 2,…, m) are integers, {p_n} and {q_n} are nonnegative sequences. We obtain new criteria for the oscillation of the above equation without the restrictions Σ_n=0^∞ q_n = ∞ or Σ_n=0^∞ nq_n Σ_j=n^∞ q_j = ∞ commonly used in the literature.     

On oscillation of second order neutral type delay differential equations

Oscillation criteria are obtained by using the so called H-method for the second order neutral type delay differential equations of the form

(r(t)ψ(x(t))z^′(t))^′+q(t)f(x(σ(t)))=0, tt₀,

where z(t)=x(t)+p(t)x(τ(t)), r, p, q, τ, σ, C([t₀,∞),R) and f,ψC(R,R).

The results of the paper contains several results obtained previously as special cases. Furthermore, we are also able to fix an error in a recent paper related to the oscillation of second order nonneutral delay differential equations.     

Oscillation criteria for second-order nonlinear differential equations with integrable coefficient

In this paper, we consider the second-order nonlinear differential equation

[a(t)|y′(t)|^σ−1y′(t)|′+q(t)f(y(t))=r(t)

where σ > 0 is a constant, a C(R, (0, ∞)), q C(R, R), f C(R, R), xf(x) > 0, f′(x) ≥ 0 for x ≠ 0. Some new sufficient conditions for the oscillation of all solutions of (*) are obtained. Several examples which dwell upon the importance of our results are also included.     

Full quadrature sums for pth powers of polynomials with Freud weights

In this paper, we provide a solution of the quadrature sum problem of R. Askey for a class of Freud weights. Let r> 0, b (− ∞, 2]. We establish a full quadrature sum estimate

1 p < ∞, for every polynomial P of degree at most n + rn^1/3, where W² is a Freud weight such as exp(−¦x¦), > 1, λ_jn are the Christoffel numbers, x_jn are the zeros of the orthonormal polynomials for the weight W², and C is independent of n and P. We also prove a generalisation, and that such an estimate is not possible for polynomials P of degree M = m(n) if m(n) = n + ξ_nn^1/3, where ξ_n → ∞ as n → ∞. Previous estimates could sum only over those x_jn with ¦x_jn¦ σx_1n, some fixed 0 < σ < 1.     

On the relation between interior critical points and parameters for a class of nonlinear problems with Neumann–Robin boundary conditions

We consider boundary value problem

where   0, λ > 0 are parameters and f  C²[0, ∞) such that f(0) < 0. In this paper we study for the cases p  (0, β) and p  (β, θ) (p is the value of the solution at x = 0 and β, θ are such that f(β) = 0, , the relation between λ and the number of interior critical points of the positive solutions of the above system.     

Law of the iterated logarithm for Lévy''s area process composed with Brownian motion

Let {A(t)}−∞<t<∞ be Lévy's stochastic area process and assume {W(t)}t0 is an independent Brownian motion. Then we prove the following local law of the iterated logarithm for the composed process {A(W(t))}t;0:

.     

A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model

For the pth-order linear ARCH model,

, where ₀ > 0, _i 0, I = 1, 2, …, p, {_t} is an i.i.d. normal white noise with E_t = 0, E_t² = 1, and _t is independent of {X_s, s < t}, Engle (1982) obtained the necessary and sufficient condition for the second-order stationarity, that is, ₁ + ₂ + ··· + _p < 1. In this note, we assume that _t has the probability density function p(t) which is positive and lower-semicontinuous over the real line, but not necessarily Gaussian, then the geometric ergodicity of the ARCH(p) process is proved under E_t² = 1. When _t has only the first-order absolute moment, a sufficient condition for the geometric ergodicity is also given.     

On the convergence of generalized moments in almost sure central limit theorem

Let {ζ_k} be the normalized sums corresponding to a sequence of i.i.d. variables with zero mean and unit variance. Define random measures

and let G be the normal distribution. We show that for each continuous function h satisfying ∫ hdG<∞ and a mild regularity assumption, one has

a.s.     

The range of the p-Laplacian

We prove that for λ ≥ 0, p ≥ 3, there exists an open ball B L²(0,1) such that the problem

− (|u′|^p−2 u′)′ − λ|u|^p−2u = f, in (0,1)

, subject to certain separated boundary conditions on (0,1), has a solution for f B.     

A two-sided estimate in the Hsu-Robbins-Erdös law of large numbers

Let X₁, X₂, … be independent identically distributed random variables. Then, Hsu and Robbins (1947) together with Erdös (1949, 1950) have proved that

,

if and only if E[X²₁] < ∞ and E[X₁] = 0. We prove that there are absolute constants C₁, C₂ (0, ∞) such that if X₁, X₂, … are independent identically distributed mean zero random variables, then

c₁λ⁻² E[X₁²·1_{|X1|λ}]S(λ)C₂λ⁻² E[X₁²·1_{|X1|λ}]

,

for every λ > 0.     

On a class of fractals: the constructive structure

In the present paper, we consider the following generalization of Besicovitch functions. Let {λ_n} satisfy Hadamard condition, write

f(t)=∑^∞_n=1a_ncosλ_nt.

We are interested in the intrinsic relationship among the coefficients {a_n}, the modulus of continuity of f and the upper Box dimension of graph of f. Especially, constructive structure of the function f which can be deduced from the (upper) Box dimension is a very interesting subject, and is hardly ever touched upon as far as we are aware.     

First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

The connectivity of a graph on uniform points on [0,1]

A random graph G_n(x) is constructed on independent random points U₁,…,U_n distributed uniformly on [0,1]^d, d1, in which two distinct such points are joined by an edge if the l_∞-distance between them is at most some prescribed value 0<x<1. The connectivity distance c_n, the smallest x for which G_n(x) is connected, is shown to satisfy

(1)

For d2, the random graph G_n(x) behaves like a d-dimensional version of the random graphs of Erdös and Rényi, despite the fact that its edges are not independent: c_n/d_n→1, a.s., as n→∞, where d_n is the largest nearest-neighbor link, the smallest x for which G_n(x) has no isolated vertices.     

Weak convergence to the multiple Stratonovich integral

We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processes

in the space , where fL²([0,T]ⁿ) is a given function, and {η(t)}_>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t₁,…,t_n)=1_{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t₁,…,t_n)=f₁(t₁)f_n(t_n)1_{t1<t2<<tn}, with f_iL²([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f.     

On the Glivenko–Cantelli theorem for generalized empirical processes based on strong mixing sequences

Given \s{X_i, i 1\s} as non-stationary strong mixing (n.s.s.m.) sequence of random variables (r.v.'s) let, for 1 i n and some γ ε [0, 1],

F₁(x)=γP(X_i<x)+(1-γ)P(X_ix)

and

I_i(x)=γI(X_i<x)+(1-γ)I(X_ix)

. For any real sequence \s{C_i\s} satisfying certain conditions, let

.

In this paper an exponential type of bound for P(D_n ), for any >0, and a rate for the almost sure convergence of D_n are obtained under strong mixing. These results generalize those of Singh (1975) for the independent and non-identically distributed sequence of r.v.'s to the case of strong mixing.     

Two theorems on Euclidean distance matrices and Gale transform

We present a characterization of those Euclidean distance matrices (EDMs) D which can be expressed as D=λ(E−C) for some nonnegative scalar λ and some correlation matrix C, where E is the matrix of all ones. This shows that the cones

where is the elliptope (set of correlation matrices) and is the (closed convex) cone of EDMs.

The characterization is given using the Gale transform of the points generating D. We also show that given points , for any scalars λ₁,λ₂,…,λ_n such that

∑_j=1ⁿλ_jp^j=0, ∑_j=1ⁿλ_j=0,

we have

∑_j=1ⁿλ_jpⁱ−p^j2= forall i=1,…,n,

for some scalar independent of i.     

Uniqueness of positive solutions for quasilinear boundary value problems

Sufficient conditions for the uniqueness of positive solutions of boundary value problems for quasilinear differential equations of the type

(|u′|^m−2u′)′ + f(t,u,u′)=0, m 2

are established. These problems arise, for example, in the study of the m-Laplace equation in annular regions.     

Extremal regular graphs for the achromatic number

The problem of constructing (m, n) cages suggests the following class of problems. For a graph parameter θ, determine the minimum or maximum value of p for which there exists a k-regular graph on p points having a given value of θ. The minimization problem is solved here when θ is the achromatic number, denoted by ψ. This result follows from the following main theorem. Let M(p, k) be the maximum value of ψ(G) over all k-regular graphs G with p points, let {x} be the least integer of size at least x, and let be given by ω(k) = {i(ik+1)+1:1i<∞}. Define the function ƒ(p, k) by

Full-size image

. Then for fixed k2 we have M(p, K=ƒ(p, k) if pω(k) and M(p, k)=ƒ(p,k-1 if pε ω(k) for all p sufficiently large with respect to k.     

Jacobi-Sobolev-type orthogonal polynomials: Second-order differential equation and zeros

We obtain an explicit expression for the Sobolev-type orthogonal polynomials {Q_n} associated with the inner product

, where p(x) = (1 − x)(1 + x)^β is the Jacobi weight function, ,β> − 1, A₁,B₁,A₂,B₂0 and p, q P, the linear space of polynomials with real coefficients. The hypergeometric representation (₆F₅) and the second-order linear differential equation that such polynomials satisfy are also obtained. The asymptotic behaviour of such polynomials in [−1, 1] is studied. Furthermore, we obtain some estimates for the largest zero of Q_n(x). Such a zero is located outside the interval [−1, 1]. We deduce his dependence of the masses. Finally, the WKB analysis for the distribution of zeros is presented.