Properties of the Flows Generated by Stochastic Equations with Reflection

We consider the properties of a random set ϕ _t (ℝ ₊ ^d ), where ϕ _t (x) is a solution of a stochastic differential equation in ℝ ₊ ^d with normal reflection from the boundary that starts from a point x. We characterize inner and boundary points of the set ϕ _t (ℝ ₊ ^d ) and prove that the Hausdorff dimension of the boundary ∂ϕ _t (ℝ ₊ ^d ) does not exceed d − 1. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 8, pp. 1069 – 1078, August, 2005.     

Convolution Estimates and Model Surfaces of Low Codimension

For k≥d/2 we give examples of measures on k-surfaces in ℝ ^d . These measures satisfy convolution estimates which are nearly optimal. The author was supported in part by NSF grant DMS-0552041.     

Reciprocal polynomials with all zeros on the unit circle

Let f(x)=a _d x ^d +a _d−1 x ^d−1+⋅⋅⋅+a ₀∈ℝ[x] be a reciprocal polynomial of degree d. We prove that if the coefficient vector (a _d ,a _d−1,…,a ₀) or (a _d−1,a _d−2,…,a ₁) is close enough, in the l ¹-distance, to the constant vector (b,b,…,b)∈ℝ ^d+1 or ℝ ^d−1, then all of its zeros have moduli 1.     

On Radial and Conical Fourier Multipliers

We investigate connections between radial Fourier multipliers on ℝ ^d and certain conical Fourier multipliers on ℝ ^d+1. As an application we obtain a new weak type endpoint bound for the Bochner–Riesz multipliers associated with the light cone in ℝ ^d+1, where d≥4, and results on characterizations of L ^p →L ^p,ν inequalities for convolutions with radial kernels.     

A Paley-Wiener theorem and Wiener-Hopf-type integral equations in Clifford analysis

Using the properties of the monogenic extension of the Fourier transform, we state a Paley-Wiener-type theorem for monogenic functions. Based on an multiplier algebra related to boundary values of monogenic functions we consider integral equations of Wiener-Hopf-typeK±u _±=f on ℝ ⁿ , whereK ∈S′ andu _± are boundary values of monogenic functions in ℝ₊ ⁿ⁺¹ and ℝ_{_} ⁿ⁺¹ respectivly.     

Random Flights in Higher Spaces

We consider in this paper random flights in ℝ ^d performed by a particle changing direction of motion at Poisson times. Directions are uniformly distributed on hyperspheres S ₁ ^d . We obtain the conditional characteristic function of the position of the particle after n changes of direction. From this characteristic function we extract the conditional distributions in terms of (n+1)−fold integrals of products of Bessel functions. These integrals can be worked out in simple terms for spaces of dimension d=2 and d=4. In these two cases also the unconditional distribution is determined in explicit form. Some distributions connected with random flights in ℝ³ are discussed and in some special cases are analyzed in full detail. We point out that a strict connection between these types of motions with infinite directions and the equation of damped waves holds only for d=2. Related motions with random velocity in spaces of lower dimension are analyzed and their distributions derived.     

Stabbing Simplices by Points and Flats

The following result was proved by Bárány in 1982: For every d≥1, there exists c _d >0 such that for every n-point set S in ℝ ^d , there is a point p∈ℝ ^d contained in at least c _d n ^d+1−O(n ^d ) of the d-dimensional simplices spanned by S. We investigate the largest possible value of c _d . It was known that c _d ≤1/(2 ^d (d+1)!) (this estimate actually holds for every point set S). We construct sets showing that c _d ≤(d+1)^−(d+1), and we conjecture that this estimate is tight. The best known lower bound, due to Wagner, is c _d ≥γ _d :=(d ²+1)/((d+1)!(d+1) ^d+1); in his method, p can be chosen as any centerpoint of S. We construct n-point sets with a centerpoint that is contained in no more than γ _d n ^d+1+O(n ^d ) simplices spanned by S, thus showing that the approach using an arbitrary centerpoint cannot be further improved.     

Some properties of the range of super-Brownian motion

We consider a super-Brownian motion X. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the ɛ-neighborhood for the range of the Brownian snake, and as a consequence we derive the analogous result for the range of super-Brownian motion and for the support of the integrated super-Brownian excursion. Then we prove the support of X _t is capacity-equivalent to [0, 1]² in ℝ^d, d≥ 3, and the range of X, as well as the support of the integrated super-Brownian excursion are capacity-equivalent to [0, 1]⁴ in ℝ^d, d≥ 5. Received: 7 April 1998 / Revised version: 2 October 1998     

Gibbsianness of fermion random point fields

We consider fermion (or determinantal) random point fields on Euclidean space ℝ^d. Given a bounded, translation invariant, and positive definite integral operator J on L²(ℝ^d), we introduce a determinantal interaction for a system of particles moving on ℝ^d as follows: the n points located at x₁,· · ·,x_n ∈ ℝ^d have the potential energy given by where j(x−y) is the integral kernel function of the operator J. We show that the Gibbsian specification for this interaction is well-defined. When J is of finite range in addition, and for d≥2 if the intensity is small enough, we show that the fermion random point field corresponding to the operator J(I+J)⁻¹ is a Gibbs measure admitted to the specification.     

Boundary Behavior of Harmonic Functions for Truncated Stable Processes

For any α∈(0,2), a truncated symmetric α-stable process in ℝ ^d is a symmetric Lévy process in ℝ ^d with no diffusion part and with a Lévy density given by c|x|^−d−α 1_{|x|<1} for some constant c. In (Kim and Song in Math. Z. 256(1): 139–173, [2007]) we have studied the potential theory of truncated symmetric stable processes. Among other things, we proved that the boundary Harnack principle is valid for the positive harmonic functions of this process in any bounded convex domain and showed that the Martin boundary of any bounded convex domain with respect to this process is the same as the Euclidean boundary. However, for truncated symmetric stable processes, the boundary Harnack principle is not valid in non-convex domains. In this paper, we show that, for a large class of not necessarily convex bounded open sets in ℝ ^d called bounded roughly connected κ-fat open sets (including bounded non-convex κ-fat domains), the Martin boundary with respect to any truncated symmetric stable process is still the same as the Euclidean boundary. We also show that, for truncated symmetric stable processes a relative Fatou type theorem is true in bounded roughly connected κ-fat open sets. The research of P. Kim is supported by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD, Basic Research Promotion Fund) (KRF-2007-331-C00037). The research of R. Song is supported in part by a joint US-Croatia grant INT 0302167.