Convergence rates of the LIL for random fields in Hilbert spaces

Considering the positive d-dimensional lattice point Z ₊ ^d (d ≥ 2) with partial ordering ≤, let {X _k: k ∈ Z ₊ ^d } be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $ S_n = \sum\limits_{k \leqslant n} {X_k } $ S_n = \sum\limits_{k \leqslant n} {X_k } , n ∈ Z ₊ ^d . Let σ _i ², i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ ². Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) . We show that when l ≥ 2 and b > −l/2, E[‖X‖²(log ‖X‖) ^d−2(log log ‖X‖) ^b+4] < ∞ implies $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} , where Γ(·) is the Gamma function and $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } .     

Around Jensen’s inequality for strongly convex functions

In this paper we use basic properties of strongly convex functions to obtain new inequalities including Jensen type and Jensen–Mercer type inequalities. Applications for special means are pointed out as well. We also give a Jensen’s operator inequality for strongly convex functions. As a corollary, we improve the Hölder-McCarthy inequality under suitable conditions. More precisely we show that if \(Sp\left( A \right) \subset \left( 1,\infty \right) \), then

$$\begin{aligned} {{\left\langle Ax,x \right\rangle }^{r}}\le \left\langle {{A}^{r}}x,x \right\rangle -\frac{{{r}^{2}}-r}{2}\left( \left\langle {{A}^{2}}x,x \right\rangle -{{\left\langle Ax,x \right\rangle }^{2}} \right) ,\quad r\ge 2 \end{aligned}$$

and if \(Sp\left( A \right) \subset \left( 0,1 \right) \), then

$$\begin{aligned} \left\langle {{A}^{r}}x,x \right\rangle \le {{\left\langle Ax,x \right\rangle }^{r}}+\frac{r-{{r}^{2}}}{2}\left( {{\left\langle Ax,x \right\rangle }^{2}}-\left\langle {{A}^{2}}x,x \right\rangle \right) ,\quad 0<r<1 \end{aligned}$$

for each positive operator A and \(x\in \mathcal {H}\) with \(\left\| x \right\| =1\).

     

On the hierarchies of higher order mKdV and KdV equations

The Cauchy problem for the higher order equations in the mKdV hierarchy is investigated with data in the spaces $ \hat H_s^r \left( \mathbb{R} \right) $ \hat H_s^r \left( \mathbb{R} \right) defined by the norm

Lower bound in the Bernstein inequality for the first derivative of algebraic polynomials

We prove that max |p′(x)|, where p runs over the set of all algebraic polynomials of degree not higher than n ≥ 3 bounded in modulus by 1 on [−1, 1], is not lower than ( n - 1 ) \mathord

On the 2<Emphasis Type="Italic">m</Emphasis>-th power mean of Dirichlet <Emphasis Type="Italic">L</Emphasis>-functions with the weight of trigonometric sums

Let p be a prime, χ denote the Dirichlet character modulo p, f (x) = a ₀ + a ₁ x + ... + a _k x ^k is a k-degree polynomial with integral coefficients such that (p, a ₀, a ₁, ..., a _k ) = 1, for any integer m, we study the asymptotic property of

Non-commutative Clarkson Inequalities for n-Tuples of Operators

Let A ₀, ... , A _n−1 be operators on a separable complex Hilbert space , and let α₀,..., α _n−1 be positive real numbers such that 1. We prove that for every unitarily invariant norm,

On moments of the maximum of partial sums of moving average processes under dependence assumptions

Let {Y i;∞ < i < ∞} be a doubly infinite sequence of identically distributed-mixing random variables and let {a i;∞ < i < ∞} be an absolutely summable sequence of real numbers.In this paper we study the moments of sup(1 ≤ r < 2,p > 0) under the conditions of some moments.     

On the rates of the other law of the logarithm

Let X, X1 , X2 , . . . be i.i.d. random variables, and set Sn = X1 +···+Xn , Mn = maxk≤n |Sk|, n ≥1. Let an = o( (n)(1/2)/logn). By using the strong approximation, we prove that, if EX = 0, VarX = σ2 0 and E|X| 2+ε ∞ for some ε 0, then for any r 1, lim ε1/(r-1)(1/2) [ε-2-(r-1)]∞∑n=1 nr-2 P{Mn ≤εσ (π2n/(8log n))(1/2) + an } = 4/π . We also show that the widest a n is o( n(1/2)/logn).     

Hoffman’s Least Error Bounds for Systems of Linear Inequalities

Let E be a normed space, and . Let . We give some exact formulas for 7#x03C4;.     

Mixed ratio limit theorems for Markov processes

LetP be a conservative and ergodic Markov operator onL ₁(X, Σ,m). We give a sufficient condition for the existence of a decompositionA _f ↑X such that for 0≦f, g ∈L _∞ (A _j ) and any two probability measuresμ andν weaker thanm , whereλ is theσ-finite invariant measure (which necessarily exists). Processes recurrent in the sense of Harris are shown to have this decomposition, and an analytic proof of the convergence of is deduced for such processes. This paper is a part of the author’s Ph.D. thesis prepared at the Hebrew University of Jerusalem under the direction of Professor S. R. Foguel, to whom the author is grateful for his helpful advice and kind encouragement.     

Automorphic L-Functions in the Weight Aspect

Let S_k(Γ) be the space of holomorphic Γ-cusp forms f(z) of even weight k ≥ 12 for Γ = SL(2, ℤ), and let S_k(Γ)⁺ be the set of all Hecke eigenforms from this space with the first Fourier coefficient a_f(1) = 1. For f ∈ S_k(Γ)⁺, consider the Hecke L-function L(s, f). Let

Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables

Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1＋X2＋…＋Xn,Mn=max k≤n│Sk│,n≥1.Let an=O（1/loglogn）.In this paper,we prove that,for b〉-1,lim ε→0 →^2（b＋1）∑n=1^∞ （loglogn）^b/nlogn n^1/2 E{Mn-σ（ε＋an）√2nloglogn}＋σ2^-b/（b＋1）（2b＋3）E│N│^2b＋3∑k=0^∞ （-1）k/（2k＋1）^2b＋3 holds if and only if EX=0 and EX^2=σ^2〈∞.     

A zero-one law for random subgroups of some totally disconnected groups

Let A be a locally compact group topologically generated by d elements and let k > d. Consider the action, by precomposition, of Γ = Aut(F _k ) on the set of marked, k-generated, dense subgroups $ {D_{k,A}}: = \left\{ {\eta \in {\text{Hom}}\left( {{F_k},A} \right)\left| {\overline {\left\langle {\phi \left( {{F_k}} \right)} \right\rangle } = A} \right.} \right\} Let A be a locally compact group topologically generated by d elements and let k > d. Consider the action, by precomposition, of Γ = Aut(F _k ) on the set of marked, k-generated, dense subgroups D_k,A: = { h ? \textHom( F_k,A )| [`( á f( F_k ) ñ )] = A } {D_{k,A}}: = \left\{ {\eta \in {\text{Hom}}\left( {{F_k},A} \right)\left| {\overline {\left\langle {\phi \left( {{F_k}} \right)} \right\rangle } = A} \right.} \right\} . We prove the ergodicity of this action for the following two families of simple, totally disconnected, locally compact groups:

•	A = PSL2(K) where K is a non-Archimedean local field (of characteristic ≠ 2);
•	A = Aut0(T q+1)—the group of orientation-preserving automorphisms of a q + 1 regular tree, for q \geqslant 2.q \geqslant 2.

In contrast, a recent result of Minsky’s shows that the same action fails to be ergodic for A = PSL₂(C) and, when k is even, also for A = PSL₂(R). Therefore, if k \geqslant 4 k \geqslant 4 is even and K is a local field (with char(K) ≠ 2), the action of Aut(F _k ) on D_{k,\textPS\textL2(K)} {D_{k,{\text{PS}}{{\text{L}}_2}(K)}} is ergodic if and only if K is non-Archimedean. Ergodicity implies that every “measurable property” either holds or fails to hold for almost every k-generated dense subgroup of A.     

Regolarità hölderiana delle derivate dei minimi di funzionali con parte principale quadratica

Riassunto In questo lavoro si prova la regolarità h?lderiana delle derivate, fino all'ordinek, dei minimi locali dei funzionali sotto opportune ipotesi suA _ij ^αβ e sug.

---

Summary In this paper we prove h?lder-continuity of the derivates, up to orderk, of local minima of functionals under suitable hypotheses forA _ij ^αβ andg.

     

Global Existence of Positive Periodic Solutions for a Distributed Delay Competition Model

By using the continuation theorem of Mawhin's coincidence degree theory, a sufficient condition is derived for the existence of positive periodic solutions for a distributed delay competition modelwhere ri and r2 are continuous w-periodic functions in R+=[0,∞) with ,ai,ci(i =1,2) are positive continuous w-periodic functions in R+=[0,∞),bi (i = 1,2) is nonnegative continuous w-periodic function in R+=[0,∞), w and T are positive constants. Ki,Lt ∈ C([-T,0], (01 88)) and Ki(s)ds = 1,ds - 1. i = 1,2. Some known results are improved and extended.     

A Class of Integral Operators on the Unit Ball of \mathbb{C}^{n}

For real parameters a, b, c, and t, where c is not a nonpositive integer, we determine exactly when the integral operator

Square function inequalities for non-commutative martingales

We prove a non-commutative version of the weak-type (1,1) boundedness of square functions of martingales. More precisely, we prove that there is an absolute constantK with the following property: ifM is a semifinite von Neumann algebra with a faithful normal traceτ and (M _n ) _n=1 ^∞ is an increasing filtration of von Neumann subalgebras of (M then for any martingalex= _n=1 ^∞ inL ¹(M,τ), adapted to (M _n ) _n=1 ^∞ , there is a decomposition into two sequences (x _n ) _n=1 ^∞ and (z _n ) _n=1 ^∞ withx _n=y _n+z _nfor everyn≥1 and such that . This generalizes a result of Burkholder from classical martingale theory to non-commutative martingales. We also include some applications to martingale Hardy spaces. Supported in part by NSF grant DMS-0096696.     

Some integral inequalities for the polar derivative of a polynomial

If P(z) is a polynomial of degree n which does not vanish in |z| 1,then it is recently proved by Rather [Jour.Ineq.Pure and Appl.Math.,9 (2008),Issue 4,Art.103] that for every γ 0 and every real or complex number α with |α|≥ 1,{∫02π |D α P(e iθ)| γ dθ}1/γ≤ n(|α| + 1)C γ{∫02π|P(eiθ)| γ dθ}1/γ,C γ ={1/2π∫0 2π|1+eiβ|γdβ}-1/γ,where D α P(z) denotes the polar derivative of P(z) with respect to α.In this paper we prove a result which not only provides a refinement of the above inequality but also gives a result of Aziz and Dawood [J.Approx.Theory,54 (1988),306-313] as a special case.     

Integration and Lipschitz functions

The aim of the paper is to prove that every f ∈ L ¹([0,1]) is of the form f = , where j _n,k is the characteristic function of the interval [k- 1 / 2 ⁿ , k / 2 ⁿ ) and Σ _n=0^∞Σ _k=1²ⁿ |a _n,k | is arbitrarily close to ||f|| (Theorem 2). It is also shown that if μ is any probabilistic Borel measure on [0,1], then for any ɛ > 0 there exists a sequence (b _n,k ) _n≧0 ^k=1,...,2n of real numbers such that and for each Lipschitz function g: [0,1] → ℝ (Theorem 3).      

Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes

In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai＋kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞） is an absolutely solutely summable sequence of real numbers.