Stationary Riccati equation for ordinary least-squares matrix regularizer

The ordinary least-squares estimator =(XX)^{– 1}Xy of the solution c of the system of equations y=Xc+ sometimes suffers from certain shortcomings. In these cases, it is advisable to use the regularized estimator =(A+XX)^–1Xy. A stationary Riccati equation is derived for the positive definite matrix A.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 64, pp. 135–137, 1988.     

On local uniqueness of the solution of boundary-value problems

In this paper we present conditions under which differentiability of the mappings F: ACⁿ(I) Lⁿ(I) and :ACⁿ(I) Rⁿ at x₀ ACⁿ(I) and the uniqueness of the solution of the boundaryvalue problem u = F(x₀)(u), (x₀)(u) = 0 imply local uniqueness of the solution x₀ of the boundary-value problem x = F(x), (x) = 0.Translated from Matematicheskie Zametki, Vol. 15, No. 6, pp. 891–895, June, 1974.The author thanks A. Ya. Lepin for the help he has given him in the preparation of this paper.     

A characterization of semimartingales on nuclear spaces

Summary This work is devoted to prove the following fact: Suppose that is a nuclear space whose dual is nuclear under the strong topology. IfX is a weakly adapted mapping with values in such that for any,X'() has a modification which is a semimartingale then there exists a unique projective system of Hubert space-valued semimartingales indexed by the Hilbert-Schmidt neighbourhood base of the dual space whose projective limit isX.In the last part we study in detail a semimartingale defined as the convolution of a distribution by a random Dirac measure whose support is determined by the trajectories of a real-valued semimartingale.     

Generalized ornstein-uhlenbeck process having a characteristic operator with polynomial coefficients

Summary Let be a weighted Schwartz's space of rapidly decreasing functions, the dual space and (t) a perturbed diffusion operator with polynomial coefficients from into itself. It is proven that (t) generates the Kolmogorov evolution operator from into itself via stochastic method. As applications, we construct a unique solution of a Langevin's equation on : whereW(t) is a Brownian motion and ^*(t) is the adjoint of (t) and show a central limit theorem for interacting multiplicative diffusions.     

Groups of automorphisms of finite p-groups

Thompson [1] showed that if p is an odd prime number, A is a p-group of operators of the finite group P in which the Frattini subgroup (P) is elementary and central, and P/(P) is a free Z_pA-module, then Cp(A) covers C_P/(P)(A). Then he proposed the question of whether it is possible in this theorem to weaken the hypothesis that (P) be elementary and central. In the work it is shown that this hypothesis may be replaced by a much weaker one; it is sufficient that P be met-Abelian and have nilpotence class 相似文献   

Predictable projections for point process filtrations

Summary We consider a point process with the Polish phase space (X,X) and a system of -fields (x),xX, generated by on certain sets (x)X. We define predictability for random processes indexed byX and for random measures onX and prove the existence and uniqueness of predictable and dual predictable projections under a regularity condition on . ForX= ₂ ⁺ and under monotonicity assumptions on the sets x we will identify the predictable projections of some simple processes as regular versions of certain martingales.     

Generalized Variation of Mappings with Applications to Composition Operators and Multifunctions

We study (set-valued) mappings of bounded -variation defined on the compact interval I and taking values in metric or normed linear spaces X. We prove a new structural theorem for these mappings and extend Medvedev's criterion from real valued functions onto mappings with values in a reflexive Banach space, which permits us to establish an explicit integral formula for the -variation of a metric space valued mapping. We show that the linear span GV (I;X) of the set of all mappings of bounded -variation is automatically a Banach algebra provided X is a Banach algebra. If h:I× X Y is a given mapping and the composition operator is defined by (f)(t)=h(t,f(t)), where tI and f:I X, we show that :GV (I;X) GV (I;Y) is Lipschitzian if and only if h(t,x)=h₀(t)+h₁(t)x, tI, xX. This result is further extended to multivalued composition operators with values compact convex sets. We prove that any (not necessarily convex valued) multifunction of bounded -variation with respect to the Hausdorff metric, whose graph is compact, admits regular selections of bounded -variation.     

Support functions of convex compacta

The properties of the space (X_x) of all sublinear functionals, defined on a space X' (topologically adjoint to a Hausdorff locally convex barrelled space X) and continuous in the Arens topology × (X, X), equipped with topology of uniform convergence on bounded subsets of X are studied. It is shown that completeness and separability of a space X are hereditary for (X_x). Criteria for the compactness of subsets of (X_x) and conditions for the metrizability of compacta in (X_x) are given. The topological isomorphism between (X_x) and the space of all nonempty convex compacta in X with the Vietoris topology is established. The results obtained here are applied for the study of the properties of multiple-valued integrals.Translated from Matematicheskie Zametki, Vol. 22, No. 2, pp. 203–213, August, 1977.The author thanks S. S. Kutateladze for useful discussions regarding this article.     

Decomposing symmetric exchanges in matroid bases

LetB,B be bases of a matroid, withX B, X B. SetsX,X are asymmetric exchange if(B – X) X and(B – X) X are bases. SetsX,X are astrong serial B-exchange if there is a bijectionf: X X, where for any ordering of the elements ofX, sayx _i ,i = 1, , m, bases are formed by the sets B₀ = B, B_i = (B_i–1 – x_i) f(x _i), fori = 1, , m. Any symmetric exchangeX,X can be decomposed by partitioning X = _i=1 ^m Y_i, X = _i=1 ^m Y_i, X, where (1) bases are formed by the setsB ₀ =B, B _i = (B _i–1 –Y _i ) Y _i ; (2) setsY _i ,Y _i are a strong serialB _i–1 -exchange; (3) properties analogous to (1) and (2) hold for baseB and setsY _i ,Y _i .     

Compact groups on compact projective planes

LetP=(P, L) be a compact projective plane with 0P< and let be a compact connected subgroup of Aut(P). If dim dimE – dimP, whereE is the elliptic motion group of the corresponding classical plane, then E or is isomorphic to a point stabilizerE ₀ inE, cf. [31]. Here we consider the case E ₀. It is shown that the action of on the point spaceP is equivalent to the classical action ofE ₀. For dimP {8, 16} the planeP is uniquely determined by a 2-dimensional subplane with SO₂ Aut().Für H. Reiner Salzmann zum 65. Geburtstag     

On the uniqueness of a local martingale with a given absolute value

Summary D. Gilat has shown that any non-negative submartingale (X, .) is equal in law to the absolute value of a martingale (M, .). This result may be strenthened so that the pairs (X,.) and (¦M¦,.) are synonomous. In this paper the question of uniqueness of M is considered. Conditions on a local martingale (M, .) are found that lead to an explicit formula for the finite-dimensional distributions of M in terms of the Doob-Meyer decomposition of the local martingale X. In many cases of interest the conditions on M are unnecessary. For example, if X is the pth power of an Itô integral it is shown that (M) is unique if p> 1 but not in general if p=1.     

Interpolation of linear operators in the Köthe dual spaces

Summary In this paper we investigate when the Köthe dual spaces Y and X are interpolation spaces with respect to couples of the Köthe dual spaces (Y₀, Y₁) and (X₀, X₁), respectively, where X and Y are interpolation spaces with respect to given couples (X₀,X₁) and (Y₀, Y₁ of Banach function spaces.     

Hasse-Witt matrices of Fermat curves

Let m be an integer with m3. Let K and K be perfect fields of characteristic p and p such that (p,m)=1 and (p,m)=1, respectively. Moreover let A and A be algebraic function fields over K and K defined by x^m+y^m=a(0, ak) and x^m+y^m=a(a0 ak), respectively. Put g=(m–1)(m–2)/2. Denote by M(K,p,a) and M(K,p,a) the Hasse-Witt matrices of A and A with respect to the canonical bases of holomorphic differentials. Then we show that if p+p0(mod.m) then rank M(K,p,a)+rank M(K,p,a)=g and if pp1 (mod.m) then rank M(K,p,a)=rank M(K,p,a).     

On the existence of a cyclic vector for some families of operators

Under certain restrictions, it is proved that a family of self-adjoint commuting operatorsA=(A ) _where is a nuclear space, possesses a cyclic vector iff there exists a Hubert spaceH of full operator-valued measureE, where is the space dual to andE is the joint resolution of the identity of the familyA.Published in Ukrainskii Matematicheskii Zhurnal, Vol.45, No. 10, pp. 1362–1370, October, 1993.     

On Vector Valued Measure Spaces of Bounded Φ-variation containing copies of ℓ∞

Given a Young function , we study the existence of copies of c ₀ and in cabv (,X) and in cabsv (,X), the countably additive, -continuous, and X-valued measure spaces of bounded -variation and bounded -semivariation, respectively.     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

Mukai flop and Ruan cohomology

Suppose that two compact symplectic manifolds X,X are connected by a sequence of simple Mukai flops. In this paper, we construct a ring isomorphism between cohomology rings of X and X. Using the localization technique, we prove that the quantum corrected products on X,X are the ordinary intersection products. Furthermore, X,X have isomorphic Ruan cohomology, i.e. we verify the cohomological minimal model conjecture proposed by Ruan for the pair (X,X).Mathematics Subject Classification (2001): 14N35, 53D45Supported in part by NSF of China (10171114 and 10231050).Revised version: 9 April 2004     

Über geschlossene Regelflächen im elliptischen Raum

On a ruled closed surface in the elliptic 3-space two integral invariants are considered: the aperture distance of a curve orthogonal to the generating lines of , and the aperture angle of an orthogonally circumscribed tangent surfaces. By means of these integral invariants and by considering certain ruled surfaces associated to one finds the geometric meaning of further integral invariants. If is generated by the binormals of a curve one obtains some properties of closed curves in the elliptic 3-space.     

On the congruence problem in infinite dimensional sesquilinear spaces

If two subspaces V and V of a sesquilinear space E are congruent (i.e., there is an isometry : E E with (V)=V) then their corresponding quadratic lattices V(V, E) and V(V, E) are isomorphic. It is shown that the converse holds for important types of sesquilinear spaces E, provided that dim(E) ₃. However, the converse generally fails if dim(E) ₃.     

Über Untergruppen Endlicher Algebraischer Gruppen

Let k be a commutative ring, GG finite affine algebraic k-groups, and HH the dual Hopfalgebras of the affine algebras of G resp. G. The main results of this paper are: (I) If k is semilocal (e.g. k a field) there is an H-linear, HH-colinear, unitary, augmented isomorphism HHH H, where HH is the coalgebra belonging to G/G. (II) If the k-submodule of the fixelements of (HH)^* is isomorphic to k (e.g. k principal or semilocal), then HH is a Frobeniusextension of the second kind.