Dependence Between Extreme Values of Discrete and Continuous Time Locally Stationary Gaussian Processes

The maximum of a continuous, locally stationary Gaussian process which satisfies Bermans condition on the long range dependence is compared with the maximum of this process sampled at discrete time points. These two extreme values are asymptotically totally dependent if the grid of the discrete time points is sufficiently dense, and asymptotically independent if the the grid points are sparse.AMS 2000 Subject Classification. Primary—60F05, Secondary—60G15     

Distribution of the shape of Markovian random words

The distribution of the shape of the semi-standard tableau of a random word in k letters is asymptotically given by the distribution of the spectrum of a random traceless k×k Gaussian Unitary Ensemble (GUE) matrix provided that these letters are independent with uniform distribution. Kuperberg (2002) conjectured that this result by Johansson (2001) remains valid if the letters of the word are generated by an irreducible Markov chain on the alphabet with cyclic transition matrix. In this paper we give a proof of this conjecture for an alphabet with k=2 letters.Research supported by DFG GO-420/3-3 in Bielefeld.Research supported by INTAS 99-00317, RFBR–DFG 99-01-04027.Mathematics Subject Classification (2000): 82B41, 60C05, 60F05, 60F10     

A Constructive Proof of the Gelfand—Kolmogorov Theorem

A construction of the Stone—ech compactification of a locale L is presented in this paper as a quotient of the frame of radical ideals of the algebra C ^*(L). As a corollary, a constructive, localic version of the Gelfand—Kolmogorov theorem is obtained.     

Explicit Formulas for Green’s Functions on the Annulus and on the Möbius Strip

Given a fixed point free antianalytic involution k of a domain G in thecomplex plane, bounded by a finite number of analytic curves, k-invariant Greensfunctions are defined on G. The Lindelöfs principle is extended to k-invariantGreens functions. When G is the annulus, k-invariant Greens functions areobtained in the explicit form. Since the factorization of the annulus by the group kgenerated by k produces a Möbius strip, the respective result helped us to obtain explicitforms for Greens functions on the Möbius strip.     

Generalizations of Perfect, Semiperfect, and Semiregular Rings

For a ring R and a right R-module M, a submodule N of M is said to be -small in M if, whenever N + X = M with M/X singular, we have X = M. If there exists an epimorphism p: P M such that P is projective and Ker(p) is -small in P, then we say that P is a projective -cover of M. A ring R is called -perfect (resp., -semiperfect, -semiregular) if every R-module (resp., simple R-module, cyclically presented R-module) has a projective -cover. The class of all -perfect (resp., -semiperfect, -semiregular) rings contains properly the class of all right perfect (resp., semiperfect, semiregular) rings. This paper is devoted to various properties and characterizations of -perfect, -semiperfect, and -semiregular rings. We define (R) by (R)/Soc(R_R) = Jac(R/Soc(R_R)) and show, among others, the following results:

On the BCH-formula in so(3)

We find local closed-form expression for the Baker—Campbell—Hausdorff formula in the Lie algebra so(3), and interpret the formula geometrically in terms of rotation vectors in ³.This revised version was published online in October 2005 with corrections to the Cover Date.     

The Categories of Yetter—Drinfel’d Modules, Doi—Hopf Modules and Two-sided Two-cosided Hopf Modules

We show that the two-sided two-cosided Hopf modules are in some case generalized Hopf modules in the sense of Doi. Then the equivalence between two-sided two-cosided Hopf modules and Yetter—Drinfeld modules, proved in [8], becomes an equivalence between categories of Doi—Hopf modules. This equivalence induces equivalences between the underlying categories of (co)modules. We study the relation between this equivalence and the one given by the induced functor.     

M/G/∞ with alternating renewal breakdowns

We consider an M/G/ queue where the service station is subject to occasional interruptions which form an alternating renewal process ofup anddown periods. We show that under some natural conditions the random measure process associated with the residual service times of the customers is regenerative in the strict sense, and study its steady state characteristics. In particular we show that the steady state distribution of this random measure is a convolution of two distributions of (independent) random measures, one of which is associated with a standard M/G/ queue.     

Local structure of Rogers semilattices of Σ<Subscript>n</Subscript><Superscript>0</Superscript>-computable numberings

We deal in specific features of the algebraic structure of Rogers semilattices of _n ⁰-computable numberings, for n 2. It is proved that any Lachlan semilattice is embeddable (as an ideal) in such every semilattice, and that over an arbitrary non 0-principal element of such a lattice, any Lachlan semilattice is embeddable (as an interval) in it.Supported by INTAS grant No. 00-499, by FP Universities of Russia grant UR.04.01.013, and by the Grant Center for Fundamental Research (GCFR), project PD02-1.1-475.__________Translated from Algebra i Logika, Vol. 44, No. 2, pp. 148–172, March–April, 2005.     

Estimates for distances between first exit times via parabolic equations in unbounded cylinders

First exit times and their dependence on variations of parameters are studied for diffusion processes with non-stationary coefficients. Estimates of L_p-distances and some other distances between two exit times are obtained. These estimates are based on some new prior estimates for solutions of parabolic Kolmogorovs equations with infinite horizon without Cauchy conditions.Mathematics Subject Classifications (2000): 60G17, 60G40, 60J50, 60J60, 60J65     

Root determination by use of Padé approximants

In this paper we describe a new technique for generating iteration formulas — of arbitrary order — for determining a zero (assumed simple) of a functionf, assumed analytic in a region containing the zero. The 1/p Padé Approximant (p0) to the functiong(t)f(z) is formed wherez=w+t, using the Taylor series forf at the pointw, an approxination to the zero off. The value oft for which the 1/p Padé Approximant vanishes provides the basis of iteration formulas of orderp+2.Some known iteration formulas, e.g., Newton-Raphson's, Halley's and Kiss's of order of convergence two, three and four, are directly obtained by settingp=0,1 and 2, respectively.     

On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian Processes

With motivation from Hüsler (Extremes 7:179–190, 2004) and Piterbarg (Extremes 7:161–177, 2004) in this paper we derive the joint limiting distribution of standardised maximum of a continuous, stationary Gaussian process and the standardised maximum of this process sampled at discrete time points. We prove that these two random sequences are asymptotically complete dependent if the grid of the discrete time points is sufficiently dense, and asymptotically independent if the grid is sufficiently sparse. We show that our results are relevant for computational problems related to discrete time approximation of the continuous time maximum.     

On the relationship between differentiability conditions and existence of a strong gradient

It is proved that for any n 2 there exists continuous function f : ⁿ which is differentiable almost everywhere, but has no strong gradient almost everywhere.Translated from Matematicheskie Zametki, vol. 77, no. 1, 2005, pp. 93–98.Original Russian Text Copyright © 2005 by G. G. Oniani.This revised version was published online in April 2005 with a corrected issue number.     

Optimal ℋ∞-state feedback control for continuous-time linear systemsfeedback control for continuous-time linear systems

This paper proposes a convex programming method to achieve optimal -state feedback control for continuous-time linear systems. State space conditions, formulated in an appropriate parameter space, define a convex set containing all the stabilizing control gains that guarantee an upper bound on the -norm of the closed-loop transfer function. An optimization problem is then proposed, in order to minimize this upper bound over the previous convex set, furnishing the optimal -control gain as its optimal solution. A limiting bound for the optimum -norm can easily be calculated, and the proposed method will achieve minimum attenuation whenever a feasible state feedback controller exists. Generalizations to decentralized and output feedback control are also investigated. Numerical examples illustrate the theory.This research has been supported in part by grants from Fundação de Amparo à Pesquisa do Estado de São Paulo—FAPESP and Conselho Nacional de Desenvolvimento Científico e Tecnológico, CNPq—Brazil. The authors are grateful to the anonymous referees for their useful comments on this paper.     

Maximal resolvability of totally bounded and ℵ0-bounded groups

The maximal resolvability of totally bounded groups (and, under the assumption that the generalized continuum hypothesis holds, of ₀-bounded groups) is proved.Translated fromMatematicheskie Zametki, Vol. 63, No. 4, pp. 593–598, April, 1998.This research was supported by the Russian Foundation for Basic Research under grant No. 94-01-01374.     

The concentration of the chromatic number of random graphs

We prove that for every constant >0 the chromatic number of the random graphG(n, p) withp=n ^–1/2– is asymptotically almost surely concentrated in two consecutive values. This implies that for any <1/2 and any integer valued functionr(n)O(n ) there exists a functionp(n) such that the chromatic number ofG(n,p(n)) is preciselyr(n) asymptotically almost surely.Research supported in part by a USA Israeli BSF grant and by a grant from the Israel Science Foundation.Research supported in part by a Charles Clore Fellowship.     

The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities

The maximum asymptotic bias of an S-estimate for regression in the linear model is evaluated over the neighborhoods (called (c,γ)-neighborhoods) defined by certain special capacities, and its lower and upper bounds are derived. As special cases, the (c,γ)-neighborhoods include those in terms of -contamination, total variation distance and Rieder's (,δ)-contamination. It is shown that when the model distribution is normal and the (,δ)-contamination neighborhood is adopted, the lower and upper bounds of an S-estimate (including the LMS-estimate) based on a jump function coincide with the maximum asymptotic bias. The tables of the maximum asymptotic bias of the LMS-estimate are given. These results are an extension of the corresponding ones due to Martin et al. (Ann. Statist. 17 (1989) 1608), who used -contamination neighborhoods.     

Some Asymptotic Results for the M/M/∞ Queue with Ranked Servers

We consider an M/M/ model with m primary servers and infinitely many secondary ones. An arriving customer takes a primary server, if one is available. We derive integral representations for the joint steady state distribution of the number of occupied primary and secondary servers. Letting =/ be the ratio of arrival and service rates (all servers work at rate ), we study the joint distribution asymptotically for . We consider both m=O(1) and m scaled to be of the same order as . We also give results for the marginal distribution of the number of secondary servers that are occupied.     

Algorithms for the matrix <Emphasis Type="Italic">p</Emphasis>th root

New theoretical results are presented about the principal matrix pth root. In particular, we show that the pth root is related to the matrix sign function and to the Wiener–Hopf factorization, and that it can be expressed as an integral over the unit circle. These results are used in the design and analysis of several new algorithms for the numerical computation of the pth root. We also analyze the convergence and numerical stability properties of Newtons method for the inverse pth root. Preliminary computational experiments are presented to compare the methods. AMS subject classification 15A24, 65H10, 65F30Numerical Analysis Report 454, Manchester Centre for Computational Mathematics, July 2004.Dario A. Bini: This work was supported by MIUR, grant number 2002014121.Nicholas J. Higham: This work was supported by Engineering and Physical Sciences Research Council grant GR/R22612 and by a Royal Society – Wolfson Research Merit Award.     

Higher ?ech Theory

We introduce a notion of cover of level n for a topological space, or more generally any Grothendieck site, with the key property that simplicial homotopy classes computed along the filtered diagram of n-covers biject with global homotopy classes when the target is an n-type. When the target is an Eilenberg–MacLane sheaf, this specializes to computing derived functor cohomology, up to degree n, via simplicial homotopy classes taken along n-covers. Our approach is purely simplicial and combinatorial.