Boundary noncrossings of additive Wiener fields∗

Let {W _i (t), t ∈ ?₊}, i = 1, 2, be two Wiener processes, and let W ₃ = {W ₃(t), t ∈ ? ₊ ² } be a two-parameter Brownian sheet, all three processes being mutually independent. We derive upper and lower bounds for the boundary noncrossing probability P _f = P{W ₁(t ₁) + W ₂(t ₂) + W ₃(t) + f(t) ≤ u(t), t ∈ ? ₊ ² }, where f, u : ? ₊ ² → ? are two general measurable functions. We further show that, for large trend functions γf > 0, asymptotically, as γ → ∞, P _γf is equivalent to \( {P}_{\gamma}\underset{\bar{\mkern6mu}}{{}_f} \) , where \( \underset{\bar{\mkern6mu}}{f} \) is the projection of f onto some closed convex set of the reproducing kernel Hilbert space of the field W(t) = W ₁(t ₁) + W ₂(t ₂) + W ₃(t). It turns out that our approach is also applicable for the additive Brownian pillow.     

A functional CLT for the L 2 modulus of continuity of local time

We show that as processes in (c, d, t) ∈ C(R ² × R ₊ ¹ ) $$ \frac{{\int_c^d {(L_t^{x + h} - L_t^x )^2 dx - 4h} \int_c^d {L_t^x dx} }} {{h^{3/2} }}\mathop \Rightarrow \limits^\mathcal{L} \left( {\frac{{64}} {3}} \right)^{1/2} \int_c^d {L_t^x d\eta (x)} $$ as h → 0 for Brownian local time L _t ^x . Here η(x) is an independent two-sided Brownian motion.     

Spherical Means Associated with Non-isotropic Dilation Groups

Let {δ_t}_t>0 be a non-isotropic dilation group on R ⁿ . Let τ: R ⁿ → [0,∞) be a continuous function that vanishes only at the origin and satisfies τ(δ _t x) = tτ(x), t > 0, x ∈ R ⁿ . In this paper we obtain two-sided inequalities for spherical means of the form $\int_{S^{n-1}}\tau(r_1\omega_1,\cdots,r_n\omega_n)^{-\alpha}d\sigma (\omega),$ where α is a positive constant, and r₁,…, r_n are positive parameters.     

Random A-permutations and Brownian motion

We consider a random permutation τ _n uniformly distributed over the set of all degree n permutations whose cycle lengths belong to a fixed set A (the so-called A-permutations). Let X _n (t) be the number of cycles of the random permutation τ _n whose lengths are not greater than n ^t , t ∈ [0, 1], and $l(t) = \sum\nolimits_{i \leqslant t,i \in A} {1/i,t > 0} $ . In this paper, we show that the finite-dimensional distributions of the random process $\{ Y_n (t) = (X_n (t) - l(n^t ))/\sqrt {\varrho \ln n} ,t \in [0,1]\} $ converge weakly as n → ∞ to the finite-dimensional distributions of the standard Brownian motion {W(t), t ∈ [0, 1]} in a certain class of sets A of positive asymptotic density ?.     

Freud's conjecture and approximation of reciprocals of weights by polynomials

LetW(x) be a function that is nonnegative inR, positive on a set of positive measure, and such that all power moments ofW ² (x) are finite. Let {p _n (W ²;x)} ₀ ^∞ denote the sequence of orthonormal polynomials with respect to the weightW ², and let {α _n } ₁ ^∞ and {β _n } ₁ ^∞ denote the coefficients in the recurrence relation $$xp_n (W^2 ,x) = \alpha _{n + 1} p_{n + 1} (W^2 ,x) + \beta _n p_n (W^2 ,x) + \alpha _n p_{n - 1} (W^2 ,x).$$ We obtain a sufficient condition, involving mean approximation ofW ^?1 by reciprocals of polynomials, for $$\mathop {\lim }\limits_{n \to \infty } {{\alpha _n } \mathord{\left/ {\vphantom {{\alpha _n } {c_n }}} \right. \kern-\nulldelimiterspace} {c_n }} = \tfrac{1}{2}and\mathop {\lim }\limits_{n \to \infty } {{\beta _n } \mathord{\left/ {\vphantom {{\beta _n } {c_{n + 1} }}} \right. \kern-\nulldelimiterspace} {c_{n + 1} }} = 0,$$ wherec _{n 1} ^∞ is a certain increasing sequence of positive numbers. In particular, we obtain a sufficient condition for Freud's conjecture associated with weights onR.     

Weighted norm inequalities for the vectorvalued Hardy-Littlewood maximal functions of one parameter rectangles

Let N denote the Hardy-Littlewood maximal operator for the familyR of one parameter rectangles. In this paper, we obtain that for 1 _w ^p (l^r) to L _W ^P (l^r) if and only if w ∈ A_P(R); for 1≤p<∞, N is bounded from L _W ^P (l^r) to weak L _W ^P (l^r) if and only if W ∈ A_P(R). Here we say W∈A_p (1), if $$\begin{gathered} \mathop {sup}\limits_{R \in R} \left( {\tfrac{1}{{|R|}}\smallint _r wdx} \right)\left( {\tfrac{1}{{|R|}}\smallint _R w^{ - 1/(p - 1)} dx} \right)^{p - 1}< \infty ,1< p< \infty , \hfill \\ (Nw)(x) \leqslant Cw(x)a.e.,p = 1 \hfill \\ \end{gathered} $$ ,     

Multiobjective programming and penalty functions

This paper generalizes the penalty function method of Zang-will for scalar problems to vector problems. The vector penalty function takes the form $$g(x,\lambda ) = f(x) + \lambda ^{ - 1} P(x)e,$$ wheree ?R ^m, with each component equal to unity;f:R ⁿ →R ^m, represents them objective functions {f ⁱ} defined onX \( \subseteq \) R ⁿ; λ ∈R ¹, λ>0;P:R ⁿ →R ¹ X \( \subseteq \) Z \( \subseteq \) R ⁿ,P(x)≦0, ∨x ∈R ⁿ,P(x) = 0 ?x ∈X. The paper studies properties of {E (Z, λ _r )} for a sequence of positive {λ _r } converging to 0 in relationship toE(X), whereE(Z, λ _r ) is the efficient set ofZ with respect tog(·, λ_r) andE(X) is the efficient set ofX with respect tof. It is seen that some of Zangwill's results do not hold for the vector problem. In addition, some new results are given.     

Regularity property of Donsker's delta function

LetL be the space of rapidly decreasing smooth functions on ? andL ^* its dual space. Let (L ²)⁺ and (L ²)^? be the spaces of test Brownian functionals and generalized Brownian functionals, respectively, on the white noise spaceL ^* with standard Gaussian measure. The Donsker delta functionδ(B(t)?x) is in (L ²)^? and admits the series representation $$\delta (B(t) - x) = (2\pi t)^{ - 1/2} \exp ( - x^2 /2t)\sum\limits_{n = 0}^\infty {(n!2^n )^{ - 1} H_n (x/\sqrt {2t} )} \times H_n (B(t)/\sqrt {2t} )$$ , whereH _n is the Hermite polynomial of degreen. It is shown that forφ in (L ²)⁺,g _t,φ(x)≡〈δ(B(t)?x), φ〉 is inL and the linear map takingφ intog _t,φ is continuous from (L ²)⁺ intoL. This implies that forf inL ^* is a generalized Brownian functional and admits the series representation $$f(B(t)) = (2\pi t)^{ - 1/2} \sum\limits_{n = 0}^\infty {(n!2^n )^{ - 1} \langle f,\xi _{n, t} \rangle } H_n (B(t)/\sqrt {2t} )$$ , whereξ _n,t is the Hermite function of degreen with parametert. This series representation is used to prove the Ito lemma forf inL ^*, $$f(B(t)) = f(B(u)) + \int_u^t {\partial _s^ * } f'(B(s)) ds + (1/2)\int_u^t {f''} (B(s)) ds$$ , where? _s ^* is the adjoint of \(\dot B(s)\) -differentiation operator? _s .     

Chebyshev's inequalities for functions monotone in the mean

LetR be the reals ≥ 0. LetF be the set of mapsf: {1, 2, ?,n} →R. Choosew ∈ F withw _i = w(i) > 0. PutW _i = w₁ + ? + w_i. Givenf ∈ F, define \(\bar f\) ∈F by $$\bar f\left( i \right) = \frac{{\left\{ {w_i f\left( 1 \right) + \ldots + w_i f\left( i \right)} \right\}}}{{W_i }}.$$ Callf mean increasing if \(\bar f\) is increasing. Letf ₁, ?, f_t be mean decreasing andf _t+1,?: f_t+u be mean increasing. Put $$k = W_n^u \min \left\{ {w_i^{u - 1} W_i^{t - u} } \right\}.$$ Then $$k\mathop \sum \limits_{i = 1}^n w_i f_1 \left( i \right) \ldots f_{t + u} \left( i \right) \leqslant \mathop \prod \limits_{j = 1}^{t + u} (\mathop \sum \limits_{i = 1}^n w_i f_1 (i)).$$      

Group pursuit in Pontryagin’s nonstationary example

On the interval [t ₀, ∞), we consider the following group pursuit problem with one evader: 1 $$ z_i^{(l)} + a_1 (t)z_i^{(l - 1)} + a_2 (t)z_i^{(l - 2)} + \cdots + a_l (t)z_i = u_i - v, u_i ,v \in V, z_i^{(q)} (t_0 ) = z_i^q , $$ where z _i , u _i , v ∈ R ^v , (v ≥ 2), V is a strictly convex compact set in R ^v , the functions a ₁(t), a ₂(t), …, a _l (t) are continuous, i = 1, 2, …, n and q = 0, 1, …, l ? 1. Let ? _q (t, s) be the solution of the Cauchy problem $$ \begin{gathered} \omega ^{(l)} + a_1 (t)\omega ^{(l - 1)} + a_2 (t)\omega ^{(l - 2)} + \cdots + a_l (t)\omega = 0, \omega ^{(q)} (s) = 1, \hfill \\ \omega ^{(r)} (s) = 0, r = 0, \ldots q - 1,q + 1, \ldots ,l - 1, \hfill \\ \end{gathered} $$ and let $$ \xi _\iota (t) = \varphi _0 (t,t_0 )Z_i^0 + \varphi _1 (t,t_0 )Z_i^1 + \cdots + \varphi _{l - 1} (t,t_0 )Z_i^{l - 1} . $$ We prove that if there exist continuous functions α _i (t) and ξ _i ¹ (t) such that the ξ _i ¹ (t) are Bohr almost periodic on [t ₀, ∞), α _i (t) > 0 for all t ≥ t ₀, lim _t→∞(ξ _i ¹ (t) ? α _i (t)ξ _i (t)) = 0, lim _t→∞(min _i α _i (t) ∝ _t0 ^t |? _l?1(t, s)| ds) = ∞, and there exist points h _i ⁰ ∈ H _i ¹ = {ξ _i ¹ (t), t ∈ [0, ∞)} such that 0 ∈ Int co{h _i ⁰ }, then the pursuit problem with evader discrimination is solvable.     

On oscillation of solutions of a nonautonomous quasilinear second-order equation

Sufficient conditions are obtained for the initial values of nontrivial oscillating (for t=ω) solutions of the nonautonomous quasilinear equation $$y'' \pm \lambda (t)y = F(t,y,y'),$$ wheret ∈ Δ=[a, ω[,-∞ <a < ω ≤+ ∞, λ(t) > 0, λ(t) ∈ C _Δ ⁽¹⁾ , |F((t,x,y))|≤L(t)(|x|+|y|)^1+α, L(t) ≥-0, α ∈ [0,+∞[, F: Δ × R² →R,F ∈C _Δ×R ²,R is the set of real numbers, and R² is the two-dimensional real Euclidean space.     

Об аппроксимации свермками и баэисах иэ сдвигов функции

For 2π-periodic functions f ∈ L ^p ( $ \mathbb{T} $ ), 1 ≤ p < ∞, σ ∈ V ( $ \mathbb{T} $ ) and g ∈ L( $ \mathbb{T} $ ), we consider the convolutions $$ (f*d\sigma )_T (x) = \int_0^{2\pi } {f(x - t)d\sigma (t), } (f*g)_T (x) = \int_0^{2\pi } {f(x - t)g(t)dt.} $$ For fixed functions σ ∈ V ( $ \mathbb{T} $ ) and g ∈ L( $ \mathbb{T} $ ), necessary and sufficient conditions are obtained for the density of the ranges of these operators in L ^p . Similar result is proved for the dyadic convolution $$ (f*g)_2 (x) = \int_0^1 {f(x \oplus t)g(t)dt,} $$ where ⊕ is the operation of dyadic addition on [0, 1). Moreover, it is proved that in the spaces L ^p ( $ \mathbb{T} $ ), 1 ≤ p ∞, and C( $ \mathbb{T} $ ) there exist no bases of shifts of a function. Similar results are obtained for the spaces L ^p [0, 1]*, 1 ≤ p < ∞, and C[0, 1]* relative to dyadic shifts, where [0, 1]* is the modified segment [0, 1]. It is also proved that in the space L(?₊) there exists no basis of dyadic shifts of a function.     

Solutions of second order degenerate integro-differential equations in vector-valued function spaces

We study the well-posedness of the second order degenerate integro-differential equations(P2):(Mu)(t)+α(Mu)(t) = Au(t)+ft-∞ a(ts)Au(s)ds + f(t),0t2π,with periodic boundary conditions M u(0)=Mu(2π),(Mu)(0) =(M u)(2π),in periodic Lebesgue-Bochner spaces Lp(T,X),periodic Besov spaces B s p,q(T,X) and periodic Triebel-Lizorkin spaces F s p,q(T,X),where A and M are closed linear operators on a Banach space X satisfying D(A) D(M),a∈L1(R+) and α is a scalar number.Using known operatorvalued Fourier multiplier theorems,we completely characterize the well-posedness of(P2) in the above three function spaces.     

L p-approximation by Kantorovič operators

Оператор Канторович а дляf∈L _p(I), I=[0,1], определяе тся соотношением $$P_n (f,x) = (n + 1)\sum\limits_{k = 0}^n {\left( {\begin{array}{*{20}c} n \\ k \\ \end{array} } \right)} x^k (1 - x)^{n - 1} \int\limits_{I_k } {f(t)dt,} $$ гдеI _k=[k/(n}+1),(k+1)/(n+ 1)],n∈N. Доказывается, что есл ир>1 иf∈W _p ² (I), т.е.f абсол ютно непрерывна наI иf″∈L _p(I), то $$\left\| {P_n f - f} \right\|_p = O(n^{ - 1} ).$$ Далее, установлено, чт о еслиf∈L _p(I),p>1 и ∥P _n f-f∥_р=О(n ^?1), тоf∈S, гдеS={f∶f аб-солютно непрерывна наI, x(1?x)f′(x)=∝ ₀ ^x h(t)dt, гдеh∈L _p(I) и ∝ ₀ ¹ h(t)dt=0}. Если жеf∈L_p(I),p>1, то из условия ∥P _n(f)?f∥_pL=o(n^?1) вытекает, чтоf постоянна почти всюду.     

Multipliers and Wiener-Hopf operators on weighted L p spaces

We study multipliers M (bounded operators commuting with translations) on weighted spaces L _ω ^p (?), and establish the existence of a symbol µ _M for M, and some spectral results for translations S _t and multipliers. We also study operators T on the weighted space L _ω ^p (?⁺) commuting either with the right translations S _t , t ∈ ?⁺, or left translations P ⁺ S _?t , t ∈ ?⁺, and establish the existence of a symbol µ of T. We characterize completely the spectrum σ(S _t ) of the operator S _t proving that $\sigma (S_t ) = \{ z \in \mathbb{C}:|z| \leqslant e^{t\alpha _0 } \} ,$ where α ₀ is the growth bound of (S _t ) _t≥0. A similar result is obtained for the spectrum of (P ⁺ S _?t ), t ≥ 0. Moreover, for an operator T commuting with S _t , t ≥ 0, we establish the inclusion , where $\mathcal{O}$ = {z ∈ ?: Im z < α ₀}.     

On the eigenvalues of the Sturm-Liouville operator with potentials from Sobolev spaces

We study the asymptotic behavior of the eigenvalues the Sturm-Liouville operator Ly = ?y″ + q(x)y with potentials from the Sobolev space W ₂ ^θ?1 , θ ≥ 0, including the nonclassical case θ ∈ [0, 1) in which the potential is a distribution. The results are obtained in new terms. Let s _2k (q) = λ _k ^1/2 (q) ? k, s _2k?1(q) = μ _k ^1/2 (q) ? k ? 1/2, where {λ _k } ₁ ^∞ and {μ _k } ₁ ^∞ are the sequences of eigenvalues of the operator L generated by the Dirichlet and Dirichlet-Neumann boundary conditions, respectively,. We construct special Hilbert spaces t ₂ ^θ such that the mapping F:W ₂ ^θ?1 →t ₂ ^θ defined by the equality F(q) = {s _n } ₁ ^∞ is well defined for all θ ≥ 0. The main result is as follows: for θ > 0, the mapping F is weakly nonlinear, i.e., can be expressed as F(q) = Uq + Φ(q), where U is the isomorphism of the spaces W ₂ ^θ?1 and t ₂ ^θ , and Φ(q) is a compact mapping. Moreover, we prove the estimate ∥Ф(q)∥_τ ≤ C∥q∥_θ?1, where the exact value of τ = τ(θ) > θ ? 1 is given and the constant C depends only on the radius of the ball ∥q∥_θ? ≤ R, but is independent of the function q varying in this ball.     

Bounds for singular integrals associated with a class of hypersurfaces

For the hypersurface Γ=(y,γ(y)), the singular integral operator along Γ is defined by. $$Tf(x,x_n ) = P.V.\int_{\mathbb{R}^n } {, f(x - y,x_n ) - } \gamma (y))_{\left| y \right|^{n - 1} }^{\Omega (v)} dy$$ where Σ is homogeneous of order 0, $ \int_{\Sigma _{n \lambda } } {\Omega (y')dy'} = 0 $ . For a certain class of hypersurfaces, T is shown to be bounded on L^p(Rⁿ) provided Ω∈L _α ¹ (Σ _n?2),P>1.     

An embedding theorem for a weighted space of Sobolev type and correct solvability of the Sturm-Liouville equation

We consider the weighted space W ₁ ⁽²⁾ (?,q) of Sobolev type $$W_1^{(2)} (\mathbb{R},q) = \left\{ {y \in A_{loc}^{(1)} (\mathbb{R}):\left\| {y''} \right\|_{L_1 (\mathbb{R})} + \left\| {qy} \right\|_{L_1 (\mathbb{R})} < \infty } \right\} $$ and the equation $$ - y''(x) + q(x)y(x) = f(x),x \in \mathbb{R} $$ Here f ε L ₁(?) and 0 ? q ∈ L ₁ ^loc (?). We prove the following:

1. The problems of embedding W ₁ ⁽²⁾ (?q) ? L ₁(?) and of correct solvability of (1) in L ₁(?) are equivalent
2. an embedding W ₁ ⁽²⁾ (?,q) ? L ₁(?) exists if and only if $$\exists a > 0:\mathop {\inf }\limits_{x \in R} \int_{x - a}^{x + a} {q(t)dt > 0} $$

     

Convergence rates in the law of large numbers for random variables on partially ordered sets

Let (A, ≤) be a partially ordered set, {X _α} a collection of i. i. d. random variables, indexed byA. Let \(S_\alpha = \sum _{\beta \leqslant \alpha } X_\beta \) , |α|=card {β∈A, β∈α}. We study the convergence rates ofS _α/|α|. We derive for a large class of partially ordered sets theorems, like the following one: For suitabler, t with 1/2< <r/t≤1:E|X| ^t M (|X| ^t/r )<∞ andEX=μ if and only if $$S_\alpha = \sum _{\beta \leqslant \alpha } X_\beta $$ for all ε>0, where \(M(x) = \sum _{j< x} d(j)\) withd(j)=card {α∈A, |α|=j}.     

О НАИлУЧшЕМ ОДНОстОР ОННЕМ пРИБлИжЕНИИ цЕ лыМИ ФУНкцИьМИ

Let $$W_1 (G) = \{ x = G*y:y\varepsilon L_1 ,\parallel y\parallel _1 \leqq 1\} (L_1 = L_1 (R^1 ))$$ and $$W_1^0 (G) = \{ x = G*y\varepsilon W_1 (G), y \bot 1\} .$$ For each even functionG(t) (¦G^(v)(t)¦≦/(1+t²), v=0,1,...; t?R¹) such that its Fourier transformg(t) is 4 times monotonous on [λ, ∞) and tends to zero ast→∞, exact estimates of the best one-sided approximations by entire functions of exponential type≦σ (σ≧λ) are calculated for the classesW ₁ (G) andW ₁ ⁰ (G) inL ₁-metric.