Positive operators on the n-dimensional ice cream cone

Let $\text{K}{}_{\mathrm{n}}\text{= {x ? R}{}^{\mathrm{n}}\text{: (x}{}_1{}^2\text{+ · +x}{}^2{}_{\mathrm{n?1}}\text{)}\text{1}\text{2}\text{? x}{}_{\mathrm{n}}\text{}}$ be the n-dimensional ice cream cone, and let Γ(K_n) be the cone of all matrices in $\text{R}$ⁿⁿ mapping K_n into itself. We determine the structure of Γ(K_n), and in particular characterize the extreme matrices in Γ(K_n).     

Barriers for uniformly elliptic equations and the exterior cone condition

We consider the mixed boundary value problem $\text{Au = f}\text{in}\text{Ω, B}{}_0\text{u = g}{}_0\text{in}\text{Γ}{}^{\mathrm{?}}\text{, B}{}_1\text{u = g}{}_1\text{in}\text{Γ}{}^{\mathrm{+}}$, where Ω is a bounded open subset of $\text{R}$ⁿ whose boundary Γ is divided into disjoint open subsets Γ⁺ and Γ^? by an (n ? 2)-dimensional manifold ω in Γ. We assume A is a properly elliptic second order partial differential operator on $\text{Ω}$ and B_j, for j = 0, 1, is a normal jth order boundary operator satisfying the complementing condition with respect to A on $\text{Γ}{}^{\mathrm{+}}$. The coefficients of the operators and Γ⁺, Γ^? and ω are all assumed arbitrarily smooth. As announced in [Bull. Amer. Math. Soc.83 (1977), 391–393] we obtain necessary and sufficient conditions in terms of the coefficients of the operators for the mixed boundary value problem to be well posed in Sobolev spaces. In fact, we construct an open subset $\text{T}$ of the reals such that, if $\text{D}{}^{\mathrm{s}}\text{= {u ? H}{}^{\mathrm{s}}\text{(Ω): Au = 0}}$ then for $\text{s ? =}\text{1}\text{2}\text{(}\text{mod}\text{1), (B}{}_0\text{,B}{}_1\text{): D}{}^{\mathrm{s}}\text{→ H}{}^{\mathrm{<mtext>s\; ?\; </mtext><mtext>1</mtext><mtext>2</mtext>}}\text{(Γ}{}^{\mathrm{?}}\text{) × H}{}^{\mathrm{<mtext>s\; ?\; </mtext><mtext>3</mtext><mtext>2</mtext>}}\text{(Γ}{}^{\mathrm{+}}\text{)}$ is a Fredholm operator if and only if s ∈$\text{T}$ . Moreover, $\text{T}$ = ?_xew$\text{T}$_x, where the sets $\text{T}$_x are determined algebraically by the coefficients of the operators at x. If n = 2, $\text{T}$_x is the set of all reals not congruent (modulo 1) to some exceptional value; if n = 3, $\text{T}$_x is either an open interval of length 1 or is empty; and finally, if n ? 4, $\text{T}$_x is an open interval of length 1.     

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: $\text{f}{}^1\text{(z}{}_1{}^1\text{,…,z}{}_{\mathrm{n}}{}^1\text{)}$.     

Hilbert space representations of general discrete time stochastic processes

We show that under mild conditions the joint densities Px₁,…,x_n) of the general discrete time stochastic process X_n on $\text{pH}$ can be computed via

$\text{Px}{}_1\text{,…,x}{}_{\mathrm{n}}\text{(x}{}_1\text{,…,x}{}_{\mathrm{n}}\text{) = 6?T(x}{}_1\text{)…T(x}{}_{\mathrm{n}}\text{)6}{}^2$

where ? is in a Hilbert space $\text{pH}$, and T (x), x ? $\text{pH}$ are linear operators on $\text{pH}$. We then show how the Central Limit Theorem can easily be derived from such representations.     

Orthogonal polynomials on the negative multinomial distribution

Orthogonal polynomials on the multivariate negative binomial distribution,

$\text{(1 + Θ)}{}^{\mathrm{?\alpha ?x}}\text{(}\text{π}\text{j=0}\text{p}\text{Θ}{}_{\mathrm{j}}{}^{\mathrm{x}}\text{j}\text{x}{}_{\mathrm{j}}\text{!}\text{)}\text{Γ(α + x)}\text{Γ(α)}$

where α > 0, Θ₁ > 0, x = ΣΘ_i, x₀, x₁, …, x_p = 0,1, … are constructed and their properties studied.     

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.     

The probability that k positive integers are relatively r-prime

If r, k are positive integers, then $\text{T}{}_{\mathrm{k}}{}^{\mathrm{r}}\text{(n)}$ denotes the number of k-tuples of positive integers (x₁, x₂, …, x_k) with 1 ≤ x_i ≤ n and (x₁, x₂, …, x_k)_r = 1. An explicit formula for $\text{T}{}_{\mathrm{k}}{}^{\mathrm{r}}\text{(n)}$ is derived and it is shown that $\text{lim}{}_{\mathrm{n\to \infty }}\text{T}{}_{\mathrm{k}}{}^{\mathrm{r}}\text{(n)}\text{n}{}^{\mathrm{k}}\text{=}\text{1}\text{ζ(rk)}$.If S = {p₁, p₂, …, p_a} is a finite set of primes, then 〈S〉 = {p₁^a₁p₂^a₂…p_s^a_s; p_i ∈ S and a_i ≥ 0 for all i} and $\text{T}{}_{\mathrm{k}}{}^{\mathrm{r}}\text{(S, n)}$ denotes the number of k-tuples (x₁, x₃, …, x_k) with 1 ≤ x_i ≤ n and (x₁, x₂, …, x_k)_r ∈ 〈S〉. Asymptotic formulas for $\text{T}{}_{\mathrm{k}}{}^{\mathrm{r}}\text{(S, n)}$ are derived and it is shown that $\text{lim}{}_{\mathrm{n\to \infty }}\text{T}{}_{\mathrm{k}}{}^{\mathrm{r}}\text{(S, n)}\text{n}{}^{\mathrm{k}}\text{=}\text{(p}{}_1\text{… p}{}_{\mathrm{a}}\text{)}{}^{\mathrm{rk}}\text{ζ(rk)(p}{}_1{}^{\mathrm{rk}}\text{? 1) … (p}{}_{\mathrm{s}}{}^{\mathrm{rk}}\text{? 1)}$.     

Decomposability of symmetric multilinear functions

Let V denote a finite dimensional vector space over a field K of characteristic 0, let T_n(V) denote the vector space whose elements are the K-valued n-linear functions on V, and let S_n(V) denote the subspace of T_n(V) whose members are the fully symmetric members of T_n(V). If $\text{L}$_n denotes the symmetric group on {1,2,…,n} then we define the projection $\text{P}{}_{\mathrm{<mtext>L</mtext>}}\text{: T}{}_{\mathrm{n}}\text{(V) → S}{}_{\mathrm{n}}\text{(V)}$ by the formula , where P_σ : T_n(V) → T_n(V) is defined so that P_σ(A)(y₁,y₂,…,y_n = A(y_σ(1),y_σ(2),…,y_σ(n)) for each A?T_n(V) and y_i?V, 1 ? i ? n. If $\text{x}{}_{\mathrm{i}}\text{? V}{}^1\text{, 1 ? i ? n}$, then x₁?x₂? … ?x_n denotes the member of T_n(V) such that $\text{(x}{}_1\text{?x}{}_2\text{· ? ? ?x}{}_{\mathrm{n}}\text{)(y}{}_1\text{,y}{}_2\text{,…,y}{}_{\mathrm{n}}\text{) = П}{}^{\mathrm{n}}{}_{\mathrm{i=1}}\text{x}{}_{\mathrm{i}}\text{(y}{}_{\mathrm{i}}\text{)}$ for each y₁ ,₂,…,y_n in V, and x₁·x₂… x_n denotes $\text{P}{}_{\mathrm{<mtext>L</mtext>}}\text{(x}{}_1\text{?x}{}_2\text{? … ?x}{}_{\mathrm{n}}\text{)}$. If B? S_n(V) and there exists $\text{x}{}_{\mathrm{i}}\text{? V}{}^1\text{, 1 ? i ? n}$, such that B = x₁·x₂…x_n, then B is said to be decomposable. We present two sets of necessary and sufficient conditions for a member B of S_n(V) to be decomposable. One of these sets is valid for an arbitrary field of characteristic zero, while the other requires that K = R or C.     

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.     

The Dirichlet problem for the Kohn Laplacian on the Heisenberg group,II

Let L = ∑_{j = 1}^mX_j² be sum of squares of vector fields in $\text{R}$ⁿ satisfying a Hörmander condition of order 2: span{X_j, [X_i, X_j]} is the full tangent space at each point. A point x??D of a smooth domain D is characteristic if X₁,…, X_m are all tangent to ?D at x. We prove sharp estimates in non-isotropic Lipschitz classes for the Dirichlet problem near (generic) isolated characteristic points in two special cases: (a) The Grushin operator $\text{?}{}^2\text{?x}{}^2\text{+ x}{}^2\text{?}{}^2\text{?t}{}^2$ in $\text{R}$². (b) The real part of the Kohn Laplacian on the Heisenberg group $\text{∑}{}_{\mathrm{j\; ?\; 1}}{}^{\mathrm{n}}\text{(}\text{?}\text{?x}{}_{\mathrm{j}}\text{+ 2y}{}_{\mathrm{j}}\text{?}\text{?t}\text{)}{}^2\text{+ (}\text{?}\text{?y}{}_{\mathrm{j}}\text{? 2x}{}_{\mathrm{j}}\text{?}\text{?t}\text{)}{}^2$ in $\text{R}$^{2n + 1}. In contrast to non-characteristic points, C^∞ regularity may fail at a characteristic point. The precise order of regularity depends on the shape of ?D at x.     

Factorization of fredholm operators on analytic functions

Let Ω be a simply connected domain in the complex plane, and $\text{A(Ω}{}^{\mathrm{n}}\text{)}$, the space of functions which are defined and analytic on $\text{Ω}{}^{\mathrm{n}}$, if K is the operator on elements $\text{u(t, a}{}_1\text{, …, a}{}_{\mathrm{n}}\text{)}\text{of}\text{A(Ω}{}^{\mathrm{n\; +\; 1}}\text{)}$ defined in terms of the kernels k_i(t, s, a₁, …, a_n) in $\text{A(Ω}{}^{\mathrm{n\; +\; 2}}\text{)}$ by is the identity operator on $\text{A(Ω}{}^{\mathrm{n\; +\; 1}}\text{)}$, then the operator I ? K may be factored in the form (I ? K)(M ? W) = (I ? ΠK)(M ? ΠW). Here, W is an operator on $\text{A(Ω}{}^{\mathrm{n\; +\; 1}}\text{)}$ defined in terms of a kernel w(t, s, a₁, …, a_n) in $\text{A(Ω}{}^{\mathrm{n\; +\; 2}}\text{)}$ by Wu = ∝_an^tw(t, s, a₁, …, a_n) u(s, a₁, …, a_n) ds. ΠW is the operator; ΠWu = ∝_{an ? 1}w(t, s, a₁, …, a_n) u(s, a₁, …, a_n) ds. ΠK is the operator; ΠKu = ∑_{i = 1}^{n ? 1} ∝_ai^tk_i(t, s, a₁, …, a_n) ds + ∝_{an ? 1}^tk_n(t, s, a₁, …, a_n) u(s, a₁, …, a_n) ds. The operator M is of the form m(t, a₁, …, a_n)I, where $\text{m ? A(Ω}{}^{\mathrm{n\; +\; 1}}\text{)}$ and maps elements of $\text{A(Ω}{}^{\mathrm{n\; +\; 1}}\text{)}$ into itself by multiplication. The function m is uniquely derived from K in the following manner. The operator K defines an operator $\text{K}{}^1$ on functions u in $\text{A(Ω}{}^{\mathrm{n\; +\; 2}}\text{)}$, by . A determinant $\text{δ(I ? K}{}^1\text{)}$ of the operator $\text{I ? K}{}^1$ is defined as an element $\text{m}{}^1\text{(t, a}{}_1\text{, …, a}{}_{\mathrm{n\; +\; 1}}\text{)}$ of $\text{A(Ω}{}^{\mathrm{n\; +\; 2}}\text{)}$. This is mapped into $\text{A(Ω}{}^{\mathrm{n\; +\; 1}}\text{)}$ by setting a_{n + 1} = t to give m(t, a₁, …, a_n). The operator I ? ΠK may be factored in similar fashion, giving rise to a chain factorization of I ? K. In some cases all the matrix kernels k_i defining K are separable in the sense that k_i(t, s, a₁, …, a_n) = P_i(t, a₁, …, a_n) Q_i(s, a₁, …, a_n), where P_i is a 1 × p_i matrix and Q_i is a p_i × 1 matrix, each with elements in $\text{A(Ω}{}_{\mathrm{n\; +\; 1}}\text{)}$, explicit formulas are given for the kernels of the factors W. The various results are stated in a form allowing immediate extension to the vector-matrix case.     

Pairs of additive equations II. Large odd degree

Let k be an odd positive integer. Davenport and Lewis have shown that the equations

$\text{a}{}_1\text{x}{}_1{}^{\mathrm{k}}\text{+…+a}{}_{\mathrm{n}}\text{x}{}_{\mathrm{n}}{}^{\mathrm{k}}\text{=0}$

with integer coefficients, have a nontrivial solution in integers x₁,…, x_N provided that

$\text{N?[36klog6k]}$

Here it is shown that for any ? > 0 and k > k₀(?) the equations have a nontrivial solution provided that

$\text{N?}\text{8}\text{log 2}\text{+?}\text{k log k.}$

     

Ballots and rooks

The level code representation of the simplest ballot problem (weak lead lattice paths from (0, 0) to (n, n) is the set of sequences (b₁,…, b_n) defined by b₁ = 1, b_{i ?1} ≤ b_i ≤ i, 2 ≤ i ≤n. Each sequence is monotone non-decreasing, has a specification (c₁, c₂,…, c_n) with c_i the number of sequence elements equal to i (hence c₁ + c₂…+ c_n = n), and may be permuted in $\text{n!}\text{c}{}_1\text{!…c}{}_{\mathrm{n}}\text{!}$ ways. The set of permuted sequences, as noted in [4], is the set of parking functions, introduced by Konheim and Weiss in [1]. To count parking functions by number of fixed points, associate the rook polynomial for matching a deck of cards of specification (c₁,…,c_n), c_i cards marked i, with a deck of n distinct cards. The hit polynomial H_n(x) corresponding to the sum of such rook polynomials over all sequences (I am using the terminology of [2]) is the required enumerator and turns out to be simply

$\text{(n+1)}{}^2\text{H}{}_{\mathrm{n}}\text{(x)=(x+n)}{}^{\mathrm{n+1}}\text{?(x?1)}{}^{\mathrm{n+1}}$

.     

Un probleme de partition de l'ensemble des parties a trois elements d'un ensemble fini

Let X be a set of n elements. Let $\text{T}$₃(X) be the set of all triples of X. We define a clique as a set of triples which intersect pairwise in two elements. In this paper we prove that if n?6, the minimum cardinality of a partition of $\text{T}$₃(X) into cliques is $\text{[}\text{1}\text{4}\text{(n?1)}{}^2\text{]}$.     

Spectral theory of commuting self-adjoint partial differential operators

Let Ω denote a connected and open subset of $\text{R}$ⁿ. The existence of n commuting self-adjoint operators H₁,…, H_n on $\text{L}{}^2\text{(Ω)}$ such that each H_j is an extension of $\text{−}\text{i∂}\text{∂x}{}_{\mathrm{j}}$ (acting on $\text{C}{}_{\mathrm{c}}{}^{\mathrm{\infty }}\text{(Ω))}$ is shown to be equivalent to the existence of a measure μ on $\text{R}$ⁿ such that f → $\text{}\text{̂}$tf (the Fourier transform of f) is unitary from $\text{L}{}^2\text{(Ω)}$ onto Ω. It is shown that the support of μ can be chosen as a subgroup of $\text{R}$ⁿ iff H₁,…, H_n can be chosen such that the unitary groups generated by H₁,…, H_n act multiplicatively on $\text{L}{}^2\text{(Ω)}$. This happens iff Ω (after correction by a null set) forms a system of representatives for the quotient of $\text{R}$ⁿ by some subgroup, i.e., iff Ω is essentially a fundamental domain.     

Invariant subspaces of certain subnormal operators

Let T be a subnormal, nonnormal operator on a Hilbert space and suppose that the point spectrum of $\text{T}{}^1$ is empty. Then there exist vectors x ≠ 0 for which $\text{(T}{}^1\text{? zI)}{}^{\mathrm{?1}}\text{x}$ exists and is weakly continuous for all z. It is shown that under certain conditions, the Cauchy integral of this vector function taken around an appropriate contour, not necessarily lying in the resolvent set of $\text{T}{}^1$, leads to a proper (nontrivial) invariant subspace of $\text{T}{}^1$.     

Vertex degrees of planar graphs

Let G be a planar graph having n vertices with vertex degrees d₁, d₂,…,d_n. It is shown that $\text{Σ}{}_{\mathrm{i=1}}{}^{\mathrm{n}}\text{d}{}_{\mathrm{i}}{}^2\text{≤ 2n}{}^2\text{+ O(n)}$. The main term in this upper bound is best possible.     

On the fair coin tossing process

Let Ω = {1, 0} and for each integer n ≥ 1 let $\text{Ω}{}_{\mathrm{n}}\text{= Ω × Ω × … × Ω}$ (n-tuple) and $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}\text{= {(a}{}_1\text{, a}{}_2\text{, …, a}{}_{\mathrm{n}}\text{)|(a}{}_1\text{, a}{}_2\text{, … , a}{}_{\mathrm{n}}\text{) ? Ω}{}_{\mathrm{n}}\text{and}\text{Σ}{}_{\mathrm{i=1}}{}^{\mathrm{n}}\text{a}{}_{\mathrm{i}}\text{= k}}$ for all k = 0,1,…,n. Let {Y_m}_m≥1 be a sequence of i.i.d. random variables such that $\text{P(Y}{}_1\text{= 0) = P(Y}{}_1\text{= 1) =}\text{1}\text{2}$. For each A in $\text{Ω}{}_{\mathrm{n}}$, let T_A be the first occurrence time of A with respect to the stochastic process {Y_m}_m≥1. R. Chen and A.Zame (1979, J. Multivariate Anal. 9, 150–157) prove that if n ≥ 3, then for each element A in $\text{Ω}{}_{\mathrm{n}}$, there is an element B in $\text{Ω}{}_{\mathrm{n}}$ such that the probability that T_B is less than T_A is greater than $\text{1}\text{2}$. This result is sharpened as follows: (I) for n ≥ 4 and 1 ≤ k ≤ n ? 1, each element A in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$, there is an element B also in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$ such that the probability that T_B is less than T_A is greater than $\text{1}\text{2}$; (II) for n ≥ 4 and 1 ≤ k ≤ n ? 1, each element A = (a₁, a₂,…,a_n) in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$, there is an element C also in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$ such that the probability that T_A is less than T_C is greater than $\text{1}\text{2}$ if n ≠ 2m or n = 2m but a_i = a_{i + 1} for some 1 ≤ i ≤ n?1. These new results provide us with a better and deeper understanding of the fair coin tossing process.