Adjoining batch Markov arrival processes of a Markov chain

A batch Markov arrival process (BMAP) X* = (N, J) is a 2-dimensional Markov process with two components, one is the counting process N and the other one is the phase process J. It is proved that the phase process is a time-homogeneous Markov chain with a finite state-space, or for short, Markov chain. In this paper, a new and inverse problem is proposed firstly: given a Markov chain J, can we deploy a process N such that the 2-dimensional process X* = (N, J) is a BMAP? The process X* = (N, J) is said to be an adjoining BMAP for the Markov chain J. For a given Markov chain the adjoining processes exist and they are not unique. Two kinds of adjoining BMAPs have been constructed. One is the BMAPs with fixed constant batches, the other one is the BMAPs with independent and identically distributed (i.i.d) random batches. The method we used in this paper is not the usual matrix-analytic method of studying BMAP, it is a path-analytic method. We constructed directly sample paths of adjoining BMAPs. The expressions of characteristic (D _k , k = 0, 1, 2 · · ·) and transition probabilities of the adjoining BMAP are obtained by the density matrix Q of the given Markov chain J. Moreover, we obtained two frontal Theorems. We present these expressions in the first time.     

Right Markov Processes and Systems of Semilinear Equations with Measure Data

In the paper we prove the existence of probabilistic solutions to systems of the form ?Au = F(x, u) + μ, where F satisfies a generalized sign condition and μ is a smooth measure. As for A we assume that it is a generator of a Markov semigroup determined by a right Markov process whose resolvent is order compact on L¹. This class includes local and nonlocal operators corresponding to Dirichlet forms as well as some operators which are not in the variational form. To study the problem we introduce new concept of compactness property relating the underlying Markov process to almost everywhere convergence. We prove some useful properties of the compactness property and provide its characterization in terms of Meyer’s property (L) of Markov processes and in terms of order compactness of the associated resolvent.     

On the Conservativeness of Some Markov Processes

We give a unified method to obtain the conservativeness of a class of Markov processes associated with lower bounded semi-Dirichlet forms on L ²(X;m), including symmetric diffusion processes, some non-symmetric diffusion processes and jump type Markov processes on X, where X is a locally compact separable metric space and m is a positive Radon measure on X with full topological support. Using the method, we give an example in each section, providing the conservativeness of the processes, that are given by the “increasingness of the volume of some sets(balls)” and “that of the coefficients on the sets” of the Markov processes.     

Estimation of the depth of reversible circuits consisting of NOT,CNOT and 2-CNOT gates

The paper discusses the asymptotic depth of a reversible circuits consisting of NOT, CNOT and 2-CNOT gates. The reversible circuit depth function D(n, q) is introduced for a circuit implementing a mapping f: Z₂ⁿ → Z₂ⁿ as a function of n and the number q of additional inputs. It is proved that for the case of implementation of a permutation from A(Z₂ⁿ) with a reversible circuit having no additional inputs the depth is bounded as D(n, 0) ? 2ⁿ/(3log₂n). It is also proved that for the case of transformation f: Z₂ⁿ → Z₂ⁿ with a reversible circuit having q₀ ~ 2ⁿ additional inputs the depth is bounded as D(n,q₀) ? 3n.     

Heat Kernels for Isotropic-Like Markov Generators on Ultrametric Spaces: a Survey

Let (X, d) be a locally compact separable ultrametric space. Let D be the set of all locally constant functions having compact support. Given a measure m and a symmetric function J(x, y) we consider the linear operator L^Jf(x) = ∫(f(x) ? f(y)) J(x, y)dm(y) defined on the set D. When J(x, y) is isotropic and satisfies certain conditions, the operator (?L^J, D) acts in L²(X,m), is essentially self-adjoint and extends as a self-adjoint Markov generator, its Markov semigroup admits a continuous heat kernel p^J (t, x, y). When J(x, y) is not isotropic but uniformly in x, y is comparable to isotropic function J(x, y) as above the operator (?L^J, D) extends in L²(X,m) as a self-adjointMarkov generator, its Markov semigroup admits a continuous heat kernel p^J(t, x, y), and the function p^J(t, x, y) is uniformly comparable in t, x, y to the function p^J(t, x, y), the heat kernel related to the operator (?L^J,D).     

A Markov copula model with regime switching and its application

Regime switching, which is described by a Markov chain, is introduced in a Markov copula model. We prove that the marginals (X,H ⁱ ), i = 1, 2, 3 of the Markov copula model (X,H) are still Markov processes and have martingale property. In this proposed model, a pricing formula of credit default swap (CDS) with bilateral counterparty risk is derived.     

Negative entropy,zero temperature and Markov chains on the interval

We consider ergodic optimization for the shift map on the modified Bernoulli space σ: [0, 1]^? → [0, 1]^?, where [0, 1] is the unit closed interval, and the potential A: [0, 1]^? → ? considered depends on the two first coordinates of [0, 1]^?. We are interested in finding stationary Markov probabilities µ_∞ on [0, 1]^? that maximize the value ∫ Adµ, among all stationary (i.e. σ-invariant) probabilities µ on [0, 1]^?. This problem correspond in Statistical Mechanics to the zero temperature case for the interaction described by the potential A. The main purpose of this paper is to show, under the hypothesis of uniqueness of the maximizing probability, a Large Deviation Principle for a family of absolutely continuous Markov probabilities µ _β which weakly converges to µ_∞. The probabilities µ _β are obtained via an information we get from a Perron operator and they satisfy a variational principle similar to the pressure in Thermodynamic Formalism. As the potential A depends only on the first two coordinates, instead of the probability µ on [0, 1]^?, we can consider its projection ν on [0, 1]². We look at the problem in both ways. If µ_∞ is the maximizing probability on [0, 1]^?, we also have that its projection ν _∞ is maximizing for A. The hypothesis about stationarity on the maximization problem can also be seen as a transhipment problem. Under the hypothesis of A being C ² and the twist condition, that is,

$\frac{{\partial ^2 A}}{{\partial x\partial y}}(x,y) \ne 0, for all (x,y) \in [0,1]^2 ,$

we show the graph property of the maximizing probability ν on [0, 1]². Moreover, the graph is monotonous. An important result we get is: the maximizing probability is unique generically in Mañé’s sense. Finally, we exhibit a separating sub-action for A.

     

Hirzebruch Functional Equation: Classification of Solutions

The Hirzebruch functional equation is \(\sum\nolimits_{i = 1}^n {\prod\nolimits_{j \ne i} {(1/f({z_j} - {z_i})) = c} } \) with constant c and initial conditions f(0) = 0 and f'(0) = 1. In this paper we find all solutions of the Hirzebruch functional equation for n ≤ 6 in the class of meromorphic functions and in the class of series. Previously, such results have been known only for n ≤ 4. The Todd function is the function determining the two-parameter Todd genus (i.e., the χ_a,b-genus). It gives a solution to the Hirzebruch functional equation for any n. The elliptic function of level N is the function determining the elliptic genus of level N. It gives a solution to the Hirzebruch functional equation for n divisible by N. A series corresponding to a meromorphic function f with parameters in U ? ?^k is a series with parameters in the Zariski closure of U in ?^k, such that for the parameters in U it coincides with the series expansion at zero of f. The main results are as follows: (1) Any series solution of the Hirzebruch functional equation for n = 5 corresponds either to the Todd function or to the elliptic function of level 5. (2) Any series solution of the Hirzebruch functional equation for n = 6 corresponds either to the Todd function or to the elliptic function of level 2, 3, or 6. This gives a complete classification of complex genera that are fiber multiplicative with respect to ?P^n?1 for n ≤ 6. A topological application of this study is an effective calculation of the coefficients of elliptic genera of level N for N = 2,..., 6 in terms of solutions of a differential equation with parameters in an irreducible algebraic variety in ?⁴.     

Hereditary normality of a space of the form ℱ(<Emphasis Type="Italic">X</Emphasis>)

Assuming the continuum hypothesis we construct an example of a nonmetrizable compact set X with the following properties(1) X ⁿ is hereditarily separable for all n ∈ ?(2) X ⁿ \ Δ _n is perfectly normal for every n ∈ ?, where Δ _n is the generalized diagonal of X ⁿ , i.e., the set of points with at least two equal coordinates(3) for every seminormal functor ? that preserves weights and the points of bijectivity the space ? _k (X) is hereditarily normal, where k is the second smallest element of the power spectrum of the functor ?; in particular, X ² and λ ₃ X are hereditarily normal.Our example of a space of this type strengthens the well-known example by Gruenhage of a nonmetrizable compact set whose square is hereditarily normal and hereditarily separable.     

CR deformations for rational homogeneous surface singularities

In this paper, we will present a CR-construction of the versal deformations of the singularitiesV _n ? ?²/? _n ,n ∈ {2,3,4,?} defined by the immersions of ?² into ? ⁿ⁺¹ X ⁿ : (z, w) → (z ⁿ ,z ^n?1 w, ?,zw ^n?1 ,w ⁿ )     

The Index of a 1-Form on a Real Quotient Singularity

Let G be a finite Abelian group acting (linearly) on space ?ⁿ and, therefore, on its complexification ?ⁿ, and let W be the real part of the quotient ?ⁿ/G (in the general case, W ≠ ?ⁿ/G). The index of an analytic 1-form on the space W is expressed in terms of the signature of the residue bilinear form on the G-invariant part of the quotient of the space of germs of n-forms on (?ⁿ, 0) by the subspace of forms divisible by the 1-form under consideration.     

Removable Singularities of Solutions of the Minimal Surface Equation

Suppose that G is a bounded domain in ? ⁿ (n ? 2), E ≠ G is a relatively closed set in G, and 0 < α < 1. We prove that E is removable for solutions of the minimal surface equation in the class C ^1,α(G)_loc if and only if the (n ? 1 + α)-dimensional Hausdorff measure of E is zero.     

Vertex-fault-tolerant cycles embedding on enhanced hypercube networks

In this paper, we focus on the vertex-fault-tolerant cycles embedding on enhanced hypercube, which is an attractive variant of hypercube and is obtained by adding some complementary edges from hypercube. Let F _v be the set of faulty vertices in the n-dimensional enhanced hypercube Q _n,k (1 ≤ k ≤ n?1). When |F _v | = 2, we showed that Q _n,k ? F _v contains a fault-free cycle of every even length from 4 to 2 ⁿ ?4 where n (n ≥ 3) and k have the same parity; and contains a fault-free cycle of every even length from 4 to 2 ⁿ ? 4, simultaneously, contains a cycle of every odd length from n ? k + 2 to 2 ⁿ ? 3 where n(≥ 3) and k have the different parity. Furthermore, when |F ^v | = f ^v ≤ n ? 2, we proof that there exists the longest fault-free cycle, which is of even length 2 ⁿ ? 2f ^v whether n(n ≥ 3) and k have the same parity or not; and there exists the longest fault-free cycle, which is of odd length 2 ⁿ ? 2f ^v ? 1 in Q ^n,k ? F ^v where n(≥ 3) and k have the different parity.     

Erdős measures on the Euclidean space and on the group of <Emphasis Type="Italic">A</Emphasis>-adic integers

Let A ∈ M _n (?) be a matrix with eigenvalues greater than 1 in absolute value. The ? ⁿ -valued random variables ξ _t , t ∈ ?, are i.i.d., and P(ξ _t = j) = p _j , j ∈ ? ⁿ , 0 < p ₀ < 1, ∑ _j p _j = 1. We study the properties of the distributions of the ? ⁿ -valued random variable ζ ₁ = ∑ _t=1 ^∞ A ^?t ξ _t and of the random variable ζ = ∑ _t=0 ^∞ A ^t ξ _?t taking integer A-adic values. We obtain a necessary and sufficient condition for the absolute continuity of these distributions. We define an invariant Erd?s measure on the compact abelian group of A-adic integers. We also define an A-invariant Erd?s measure on the n-dimensional torus. We show the connection between these invariant measures and functions of countable stationary Markov chains. In the case when |{j: p _j ≠ 0}| < ∞, we establish the relation between these invariant measures and finite stationary Markov chains.     

On the solvability of boundary value problems for nonlinear differential systems

We obtain in a sense optimal tests for the solvability of the nonlinear boundary value problem

$$\frac{{dx}}{{dt}} = f(t,x),x(a) = h(x,(b)),$$

where the function f: [a, b] × ? ⁿ → ? ⁿ belongs to the Carathéodory class and the function h: ? ⁿ → ? ⁿ is continuous.

     

Markov type constants,flat tori and Wasserstein spaces

Let \(M_p(X,T)\) denote the Markov type p constant at time T of a metric space X, where \(p \ge 1\). We show that \(M_p(Y,T) \le M_p(X,T)\) in each of the following cases: (a) X and Y are geodesic spaces and Y is covered by X via a finite-sheeted locally isometric covering, (b) Y is the quotient of X by a finite group of isometries, (c) Y is the \(L^p\)-Wasserstein space over X. As an application of (a) we show that all compact flat manifolds have Markov type 2 with constant 1. In particular the circle with its intrinsic metric has Markov type 2 with constant 1. This answers the question raised by S.-I. Ohta and M. Pichot. Parts (b) and (c) imply new upper bounds for Markov type constants of the \(L^p\)-Wasserstein space over \({\mathbb {R}}^d\). These bounds were conjectured by A. Andoni, A. Naor and O. Neiman. They imply certain restrictions on bi-Lipschitz embeddability of snowflakes into such Wasserstein spaces.     

Approximation of Gaussian Random Fields: General Results and Optimal Wavelet Representation of the Lévy Fractional Motion

We investigate the approximation rate for certain centered Gaussian fields by a general approach. Upper estimates are proved in the context of so–called Hölder operators and lower estimates follow from the eigenvalue behavior of some related self–adjoint integral operator in a suitable L ₂(μ)–space. In particular, we determine the approximation rate for the Lévy fractional Brownian motion X _H with Hurst parameter H∈(0,1), indexed by a self–similar set T?? ^N of Hausdorff dimension D. This rate turns out to be of order n ^?H/D (log?n)^1/2. In the case T=[0,1] ^N we present a concrete wavelet representation of X _H leading to an approximation of X _H with the optimal rate n ^?H/N (log?n)^1/2.     

On Singular Points of Solutions of the Minimal Surface Equation on Sets of Positive Measure

It is shown that, for any compact set K ? ? ⁿ (n ? 2) of positive Lebesgue measure and any bounded domain G ? K, there exists a function in the Hölder class C^1,1(G) that is a solution of the minimal surface equation in G \ K and cannot be extended from G \ K to G as a solution of this equation.     

Seifert manifolds and (1, 1)-knots

The aim of this paper is to investigate the relations between Seifert manifolds and (1, 1)-knots. In particular, we prove that each orientable Seifert manifold with invariants

$\{ Oo,0| - 1;\underbrace {(p,q),...,(p,q)}_{n times},(l,l - 1)\} $

has the fundamental group cyclically presented by G _n ((x ₁ ^q ...x _n ^{q l} x _n ^?p ) and, moreover, it is the n-fold strongly-cyclic covering of the lens space L(|nlq ? p|, q) which is branched over the (1, 1)-knot K(q, q(nl ? 2), p ? 2q, p ? q) if p ≥ 2q and over the (1, 1)-knot K(p? q, 2q ? p, q(nl ? 2), p ? q) if p< 2q.

     

New Applications of the <Emphasis Type="Italic">p</Emphasis>-Adic Nevanlinna Theory

Let IK be an algebraically closed field of characteristic 0 complete for an ultrametric absolute value. Following results obtained in complex analysis, here we examine problems of uniqueness for meromorphic functions having finitely many poles, sharing points or a pair of sets (C.M. or I.M.) defined either in the whole field IK or in an open disk, or in the complement of an open disk. Following previous works in C, we consider functions fⁿ(x)f^m(ax + b), gⁿ(x)g^m(ax + b) with |a| = 1 and n ≠ m, sharing a rational function and we show that f/g is a n + m-th root of 1 whenever n + m ≥ 5. Next, given a small function w, if n, m ∈ IN are such that |n ? m|_∞ ≥ 5, then fⁿ(x)f^m(ax + b) ? w has infinitely many zeros. Finally, we examine branched values for meromorphic functions fⁿ(x)f^m(ax + b).