Solution of a system of functional-differential equations arising from an optimization problem

In connection with an optimization problem, all functions ?: Iⁿ → $\text{R}$ with continuous nonzero partial derivatives and satisfying

$\text{??}\text{?x,}{}_{\mathrm{i}}\text{??}\text{?x}{}_{\mathrm{j}}$

for all x_i, x_j ≠ I, i, j = 1,2,…, n (n > 2) are determined (I is an interval of positive real numbers).     

The asymptotic eigenvalue-distribution for a certain class of random matrices

For an n × n Hermitean matrix A with eigenvalues λ₁, …, λ_n the eigenvalue-distribution is defined by $\text{G(x, A) :=}\text{1}\text{n}$ · number {λ_i: λ_i ? x} for all real x. Let A_n for n = 1, 2, … be an n × n matrix, whose entries a_ik are for i, k = 1, …, n independent complex random variables on a probability space (Ω, $\text{R}$, p) with the same distribution F_a. Suppose that all moments $\text{E}$ | a | ^k, k = 1, 2, … are finite, $\text{E}$a=0 and $\text{E}$ | a | ². Let

$\text{M(A)=}\text{∑}\text{σ=1}\text{s}\text{θ}{}_{\mathrm{\sigma }}\text{P}{}_{\mathrm{\sigma }}\text{(A,A}{}^1\text{)}$

with complex numbers θ_σ and finite products P_σ of factors A and $\text{A}{}^1$ (= Hermitean conjugate) be a function which assigns to each matrix A an Hermitean matrix M(A). The following limit theorem is proved: There exists a distribution function G₀(x) = G₁x) + G₂(x), where G₁ is a step function and G₂ is absolutely continuous, such that with probability $\text{1 G(x, M(}\text{A}{}_{\mathrm{n}}\text{n}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{))}$ converges to G₀(x) as n → ∞ for all continuity points x of G₀. The density g of G₂ vanishes outside a finite interval. There are only finitely many jumps of G₁. Both, G₁ and G₂, can explicitly be expressed by means of a certain algebraic function f, which is determined by equations, which can easily be derived from the special form of M(A). This result is analogous to Wigner's semicircle theorem for symmetric random matrices (E. P. Wigner, Random matrices in physics, SIAM Review9 (1967), 1–23). The examples $\text{A}{}_{\mathrm{r}}\text{A}{}^{\mathrm{1r}}$, $\text{A}{}^{\mathrm{r}}\text{+ A}{}^{\mathrm{1r}}$, $\text{A}{}^{\mathrm{r}}\text{A}{}^{\mathrm{1r}}\text{± A}{}^{\mathrm{1r}}\text{A}{}^{\mathrm{r}}$, r = 1, 2, …, are discussed in more detail. Some inequalities for random matrices are derived. It turns out that with probability 1 the sharpened form

$\text{lim sup}\text{n→∞}\text{∑}\text{i=1}{}^{\mathrm{n}}\text{|γ}{}_{\mathrm{i}}{}^{\mathrm{(n)}}\text{|}{}^2\text{?6A}{}_{\mathrm{n}}\text{6}{}^2\text{? 0.8228…}$

of Schur's inequality for the eigenvalues λ_i⁽ⁿ⁾ of A_n holds. Consequently random matrices do not tend to be normal matrices for large n.     

Extensions of unbounded 1-derivations in UHF C1-algebras

We consider unbounded ¹-derivations δ in UHF-C¹-algebras A=(∪^∞_n=1A_n)^?) with dense domain. If ?_n:A→A_n denotes the conditional expectations onto the finite type I factors $\text{A}$_n, then we introduce a weak-commutativity condition for δ and the sequence (?_n). As a consequence of this condition on δ we establish the existence of an extension derivation δ′ which is the infinitesimal generator of a strongly continuous one-parameter group, α: $\text{R}$ → Aut($\text{A}$), of ¹-automorphisms, i.e., $\text{δ′(x) =}\text{(d}\text{dt)}\text{α}{}_{\mathrm{t}}\text{(x)¦}{}_{\mathrm{t\; =\; 0}}$ for x?D(δ′). Special properties of α (alias δ′) are considered. We show that AF-algebras are associated to proper restrictions δ of derivations δ′ of product type. We then turn to the extendability problem for quasifree derivations in the CAR-algebra. There, extensions δ′ are calculated which generate strongly continuous semigroups of ¹-homomorphisms. These semigroups do not extend to one-parameter groups unless the implementing symmetric operator in one-particle space is already self-adjoint.     

On a problem of Katona on minimal completely separating systems with restrictions

Let S be a set of n elements, and k a fixed positive integer $\text{<}\text{1}\text{2}\text{n}$. Katona's problem is to determine the smallest integer m for which there exists a family $\text{A}$ = {A₁, …, A_m} of subsets of S with the following property: |_i| ? k (i = 1, …, m), and for any ordered pair x_i, x_i ∈ S (i ≠ j) there is A₁ ∈ $\text{A}$ such that x_i ∈ A₁, x_j ? A₁. It is given in this note that $\text{m = ?}\text{2n}\text{k}\text{?}\text{if}\text{1}\text{2}\text{k}{}^2\text{? 2}$.     

Phase reconstruction from magnitude of band-limited multidimensional signals

In this paper, the problem of phase reconstruction from magnitude of multidimensional band-limited functions is considered. It is shown that any irreducible band-limited function f(z₁…,z_n), z_i ? $\text{C}$, i=1, …, n, is uniquely determined from the magnitude of f(x₁…,x_n): | f(x₁…,x_n)|, x_i ? $\text{R}$, i=1,…, n, except for (1) linear shifts: ^{i(α1z1+…+α_n2n+β}), β, α_i?$\text{R}$, i=1,…, n; and (2) conjugation: $\text{f}{}^1\text{(z}{}_1{}^1\text{,…,z}{}_{\mathrm{n}}{}^1\text{)}$.     

Bounds on the number of switchings for trajectories of piecewise analytic vector fields

We study the trajectories of systems $\text{x}\text{?}\text{= X(x)}$, where X is a continuous “extendably piecewise analytic” vector field, i.e., a continuous vector field X such that the domain of ? admits a locally finite partition $\text{I}$ into sets such that for each A ∈ $\text{I}$ there is a vector field X_A which is analytic on a neighborhood of the closure of A and whose restriction to A coincides with that of X. We prove that the trajectories are piecewise analytic, with a priori bounds on the number of switchings for all trajectories that stay in a fixed compact set and whose duration does not exceed a fixed number T. This result implies the existence of a regular synthesis for optimal control problems with a strictly convex Lagrangian, and a linear dynamics with polyhedral constraints on the controls.     

Bounds for the uniform deviation of empirical measures

If X₁,…,X_n are independent identically distributed R^d-valued random vectors with probability measure μ and empirical probability measure μ_n, and if $\text{a}$ is a subset of the Borel sets on R^d, then we show that P{sup_{A∈$\text{a}$}|μ_n(A)?μ(A)|≥ε} ≤ cs($\text{a}$, n²)e^?2n∈2, where c is an explicitly given constant, and s($\text{a}$, n) is the maximum over all (x₁,…,x_n) ∈ R^dn of the number of different sets in {{x₁…,x_n}∩A|A ∈$\text{a}$}. The bound strengthens a result due to Vapnik and Chervonenkis.     

A new normal form of Boolean functions

A new normal form of Boolean functions based on the sum (mod 2), product and negation is presented. Let n = {1, 2,…, n}, let A_s be the family of s-element subsets of a set A and let π_a?φx_a = 1. Then every Boolean function ?(x₁,x₂,…,x_n) has a normal form

$\text{?(x}{}_1\text{,x}{}_2\text{,…,x}{}_{\mathrm{n}}\text{=}\text{∑}\text{s=0}\text{n}\text{⊕}\text{Π}\text{A∈n}{}_{\mathrm{s}}\text{1⊕d}{}_{\mathrm{A}}\text{Π}\text{a∈A}\text{x}{}_{\mathrm{a}}$

with unique coefficients d_A? {0, 1}. A transformation of Galois normal form into the present normal form is also shown.     

On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables

Let X_j = (X_1j ,…, X_pj), j = 1,…, n be n independent random vectors. For x = (x₁ ,…, x_p) in R^p and for α in [0, 1], let F_j${}^1$(x) = αI(X_1j < x₁ ,…, X_pj < x_p) + (1 ? α) I(X_1j ≤ x₁ ,…, X_pj ≤ x_p), where I(A) is the indicator random variable of the event A. Let F_j(x) = E(F_j${}^1$(x)) and D_n = sup_{x, α} max_{1 ≤ N ≤ n} |Σ₀ⁿ(F_j${}^1$(x) ? F_j(x))|. It is shown that P[D_n ≥ L] < 4pL exp{?2(L²n^?1 ? 1)} for each positive integer n and for all L² ≥ n; and, as n → ∞, $\text{D}{}_{\mathrm{n}}\text{= 0((n}\text{log}\text{n)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{)}$ with probability one.     

On the van der Waerden conjecture and zeros of polynomials

Let

$\text{F(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{A}{}_{\mathrm{n}}\text{≠ 0,}$

and

$\text{G(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{B}{}_{\mathrm{n}}\text{≠ 0,}$

be polynomials with real zeros satisfying A_n?1 = B_n?1 = 0, and let

$\text{H(x) =}\text{∑}\text{k=o}\text{n-2}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}\text{.}$

Using the recently proved validity of the van der Waerden conjecture on permanents, some results on the real zeros of H(x) are obtained. These results are related to classical results on composite polynomials.     

On Maillet determinant

For a positive integer m, let $\text{A = {1 ≤ a <}\text{m}\text{2}\text{| (a, m) = 1}}$ and let n = |A|. For an integer x, let R(x) be the least positive residue of x modulo m and if (x, m) = 1, let x′ be the inverse of x modulo m. If m is odd, then |R(ab′)|_a,b∈A = ?2^1?n(∏_χ(Σ_{a = 1}^{m ? 1}aχ(a))), where χ runs over all the odd Dirichlet characters modulo m.     

On some properties of the Cesàro limit of a stochastic matrix

Let$\text{?(x}{}_1\text{,…,x}{}_{\mathrm{p}}\text{)}$ be a polynomial in the variables x1,…,xp with nonnegative real coefficients which sum to one, let A1,…,Ap be stochastic matrices, and let $\text{?}\text{?}\text{(A}{}_1\text{,…,A}{}_{\mathrm{p}}\text{)}$ be the stochastic matrix which is obtained from ? by substituting the Kronecker product of An11,…,Anppfor each term Xn11·?·Xnpp. In this paper, we present necessary and sufficient conditions for the Cesàro limit of the sequence of the powers of $\text{?}\text{?}\text{(A}{}_1\text{,…,A}{}_{\mathrm{p}}\text{)}$ to be equal to the Kronecker product of the Cesàro limits associated with each of A1,…,Ap. These conditions show that the equality of these two matrices depends only on the number of ergodic sets under$\text{?}\text{?}\text{(A}{}_1\text{,…,A}{}_{\mathrm{p}}\text{)}$ and?or the cyclic structure of the ergodic sets under A1,…,Ap, respectively. As a special case of these results, we obtain necessary and sufficient conditions for the interchangeability of the Kronecker product and the Cesàro limit operator.     

An analogue of the thom isomorphism for crossed products of a C1 algebra by an action of R

In this paper we show the existence and uniqueness of a natural isomorphism ø^j_α of K_j(A) with K_j+1(A ?_α$\text{R}$), j ? $\text{Z}$/2 where (A, $\text{R}$, α) is a $\text{C1}$ dynamical $\text{R}$-system, K is the functor of topological K theory and A ?_α$\text{R}$ is the crossed product of A by the action of $\text{R}$. The Pimsner-Voiculescu exact sequence is obtained as a corollary. We show that given an α-invariant trace τ on A, with dual trace $\text{}\text{?}$gt, one has $\text{}\text{?}\text{gtø}{}^1{}_{\mathrm{\alpha }}\text{[u] = (}\text{1}\text{2}\text{iπ) τ(δ(u)u1)}$ for any unitary u in the domain of the derivation δ of A associated to the action α. Finally, we show that the crossed product of C(S³) (continuous functions on the 3 sphere) by a minimal diffeomorphism is a simple $\text{C1}$ algebra with no nontrivial idempotent.     

Linear transformations on matrices: the invariance of generalized permutation matrices—III

Let F be a field, F1 be its multiplicative group, and $\text{H}$ = {H:H is a subgroup of F1 and there do not exist a, b?F1 such that Ha+b?H}. Let D_n be the dihedral group of degree n, H be a nontrivial group in $\text{H}$, and τ_n(H) = {α = (α₁, α₂,…, α_n):α_i?H}. For σ?D_n and α?τ_n(H), let P(σ, α) be the matrix whose (i,j) entry is α_iδ_iσ(j) (i.e., a generalized permutation matrix), and

$\text{P(D}{}_{\mathrm{n}}\text{, H) = {P(σ, α):σ?D}{}_{\mathrm{n}}\text{, α?τ}{}_{\mathrm{n}}\text{(H)}}$

. Let M_n(F) be the vector space of all n×n matrices over F and $\text{T}$P(D_n, H) = {T:T is a linear transformation on M_n (F) to itself and T(P(D_n, H)) = P(D_n, H)}. In this paper we classify all T in $\text{T}$P(D_n, H) and determine the structure of the group $\text{T}$P(D_n, H) (Theorems 1 to 4). An expository version of the main results is given in Sec. 1, and an example is given at the end of the paper.     

On the analytic continuation of a certain Dirichlet series

A Dirichlet series associated with a positive definite form of degree δ in n variables is defined by

$\text{D}{}_{\mathrm{F}}\text{(s,p,α)}\text{=}\text{∑}\text{α∈Z}{}^{\mathrm{n}}\text{?{0}}\text{F(α)}{}^{\mathrm{?s}}\text{e(ρF(α)+〈α, α〉)}$

where ? ∈ $\text{Q}$, α ∈ $\text{Q}$ⁿ, 〈x, y〉 = x₁y₁ + ? + x_ny_n, e(a) = exp (2πia) for a ∈ $\text{R}$, and s = σ + ti is a complex number. The author proves that: (1) D_F(s, ?, α) has analytic continuation into the whole s-plane, (2) D_F(s, ?, α), ? ≠ 0, is a meromorphic function with at most a simple pole at $\text{s =}\text{n}\text{δ}$. The residue at $\text{s =}\text{n}\text{δ}$ is given explicitly. (3) ? = 0, α ? $\text{Z}$ⁿ, D_F(s, 0, α) is analytic for $\text{α>,}\text{n}\text{(δ ? 1)}$.     

Duality in hypercomplex function theory

Let $\text{A}$ be the Clifford algebra constructed over a quadratic n-dimensional real vector space with orthogonal basis {e₁,…, e_n}, and e₀ be the identity of $\text{A}$. Furthermore, let M_k(Ω;$\text{A}$) be the set of $\text{A}$-valued functions defined in an open subset Ω of R^m+1 (1 ? m ? n) which satisfy D^kf = 0 in Ω, where D is the generalized Cauchy-Riemann operator $\text{D = ∑}{}_{\mathrm{i\; =\; 0}}{}^{\mathrm{m}}\text{e}{}_{\mathrm{i}}\text{(}\text{?}\text{?x}{}_{\mathrm{i}}\text{)}$ and k? N. The aim of this paper is to characterize the dual and bidual of M_k(Ω;$\text{A}$). It is proved that, if M_k(Ω;$\text{A}$) is provided with the topology of uniform compact convergence, then its strong dual is topologically isomorphic to an inductive limit space of Fréchet modules, which in its turn admits M_k(Ω;$\text{A}$) as its dual. In this way, classical results about the spaces of holomorphic functions and analytic functionals are generalized.     

On maximal antichains containing no set and its complement

Let 1?k₁?k₂?…?k_n be integers and let S denote the set of all vectors x = (x₁, …, x_n with integral coordinates satisfying 0?x_i?k_i, i = 1,2, …, n; equivalently, S is the set of all subsets of a multiset consisting of k_i elements of type i, i = 1,2, …, n. A subset X of S is an antichain if and only if for any two vectors x and y in X the inequalities x_i?y_i, i = 1,2, …, n, do not all hold. For an arbitrary subset H of S, (i)H denotes the subset of H consisting of vectors with component sum i, i = 0, 1, 2, …, K, where K = k₁ + k₂ + …k_n. |H| denotes the number of vectors in H, and the complement of a vector x?S is (k₁-x₁, k₂-x₂, …, k_n -x_n). What is the maximal cardinality of an antichain containing no vector and its complement? The answer is obtained as a corollary of the following theorem: if X is an antichain, K is even and$\text{|(}\text{1}\text{2}\text{K)X|}$ does not exceed the number of vectors in $\text{(}\text{1}\text{2}\text{K)S}$ with first coordinate different from k₁, then

$\text{∑}\text{i=0}\text{K}\text{i≠}\text{1}\text{2}\text{K}\text{|(i)X|}\text{|(i)S|}\text{+}\text{|(}\text{1}\text{2}\text{K)X|}\text{|(}\text{1}\text{2}\text{K-1)S|}\text{?1}$

.     

Broken solutions of homogeneous variational problems

A real-valued function L on the tangent bundle of $\text{R}$ⁿ gives rise to variational problems as follows: for two points x₀, x₁ in $\text{R}$ⁿ and a time interval [0, T] to determine a curve γ: [O,T] → $\text{R}$ⁿ, connecting x₀ with x₁ which minimizes ∫₀^TL(γ(t), gg(t)) dt. We consider the associated Hamiltonian vectorfield on the cotangent bundle. If L is not convex on each fibre then the corresponding Hamiltonian vectorfield is not continuous. For homogeneous L and n = 2 restriction to an energy level gives an essentially three-dimensional vectorfield. In this case we list the possible discontinuities for generic L. Then we observe that there exits an open class of such variational problems, which admit no minimizing solution.     

Fourier transforms of smooth functions on certain nilpotent Lie groups

The authors consider irreducible representations $\text{π ?}\text{N}\text{?}$ of a nilpotent Lie group and define a Fourier transform for Schwartz class (and other) functions φ on N by forming the kernels K_φ(x, y) of the trace class operations π_φ = ∝_Nφ(n)π_ndn, regarding the π as modeled in L²(R^k) for all π in general position. For a special class of groups they show that the models, and parameters λ labeling the representations in general position, can be chosen so the joint behavior of the kernels K_φ(x, y, λ) can be interpreted in a useful way. The variables (x, y, λ) run through a Zariski open set in Rⁿ, n = dim N. The authors show there is a polynomial map u = A(x, y, λ) that is a birational isomorphism A: Rⁿ → Rⁿ with the following properties. The Fourier transforms F₁φ = K_φ(x, y, λ) all factor through A to give “rationalized” Fourier transforms Fφ(u) such that Fφ ° A = F₁φ. On the rationalized parameter space a function f(u) is of the form F_φ = f ? f is Schwartz class on Rⁿ. If polynomial operators T?P(N) are transferred to operators $\text{T}\text{?}$ on Rⁿ such that $\text{F(Tφ) =}\text{T}\text{?}\text{(Fφ), P(N)}$ is transformed isomorphically to P(Rⁿ).     

Membership functions,some mathematical programming models and production scheduling

The authors have studied in [5] alternative real variable models based on the function $\text{d(x) =}\text{x}\text{(α + x)}\text{, α >0}$, for certain integer or mixed-interger programming problems. Mainly, we have shown that there exists a vector α > 0 such that the solution to the problem min $\text{σ}{}_1\text{(x, α) = Σ}{}_{\mathrm{i=1}}{}^{\mathrm{n}}\text{x}{}_{\mathrm{i}}\text{(ga}{}_{\mathrm{i}}\text{+x}{}_{\mathrm{i}}\text{)}\text{, Ax = b, x ? 0}$, is a solution to the problem min σxσ⁺, Ax = b, x ? 0, where σxσ⁺ denotes the cardinal of x, i.e. the number of strictly positive components of x, thus obtaining a new model for solving in real numbers a Generalized Lattice Point Problem (Cabot, [3]).The function d(x) has been introduced by use as a general tool for solving integer or mixed-integer problems due to its property of having almost everywhere almost discrete values. In the meantime we noticed that this function may represent a membership function of a fuzzy set.In this paper, we study in detail the features of this membership function and show that Cabot's results [3] may be derived in this more general setting using the complementary function $\text{s(x) =}\text{1 ? x}\text{(α + x)}\text{=}\text{α}\text{(α+x)}$.At the same time, in the paper there are some production scheduling models within the framework of fuzzy-sets theory. To this end, a nonconvex production model is presented and it is shown that the value of the objective function $\text{μ}{}_2\text{=}\text{1 ? σ}{}_1\text{n}$ for a production programming model whose deman and/or resource vector components are parametrized, may be considered as a grade of membership of the solution of the parametrized model to the feasible set of the nonparametrized production programming model.Consequently, we get a nonconvex production programming model whose convex envelope is linear with coefficients which are in an inverse proportior to the magnitude of the nonparametrized demand or resource vector components. This result agrees with the intuitive idea that a high level of demand or resource allows a greater interval of variation in the production process than a lower level of demand or resource.