The supremum of Brownian local times on Hölder curves

For , we consider L^f_t, the local time of space-time Brownian motion on the curve f. Let be the class of all functions whose Hölder norm of order α is less than or equal to 1. We show that the supremum of L^f₁ over f in is finite if α>1/2 and infinite if α<1/2.     

Une inégalité de Bennett pour les maxima de processus empiriquesA Bennet type inequality for maxima of empirical processes

We give new constants in Talagrand's concentration inequality for maxima of empirical processes. Our approach is based on the Herbst method. The improvement we get concerns the constant in the variance factor, which is the one conjectured by Massart.     

Asymptotics of weighted empirical processes of linear fields with long-range dependence

We discuss the asymptotic behavior of weighted empirical processes of stationary linear random fields in with long-range dependence. It is shown that an appropriately standardized empirical process converges weakly in the uniform-topology to a degenerated process of the form fZ, where Z is a standard normal random variable and f is the marginal probability density of the underlying random field.     

Remarks on t-transformations of measures and convolutions

A family of transformations of probability measures is constructed, and used to define transformations of convolutions. The relations between moments and cumulants of a measure and its transformation are presented. For transformed classical and free convolutions the central limit measures and the Poisson type limit measures are computed. Families of non-commutative random variables are constructed, which are associated to these central limit measures. They provide examples of “position operators” which act on the Interacting Fock Spaces.     

Nehari's problem and competing species systems

We consider an optimal partition problem in N-dimensional domains related to a method introduced by Nehari [22]. We prove existence of the minimal partition and some extremality conditions. Moreover we show some connections between the variational problem, the behaviour of competing species systems with large interaction and changing sign solutions to elliptic superlinear equations.     

On the linearization of some singular, nonlinear elliptic problems and applications

This paper deals with the spectrum of a linear, weighted eigenvalue problem associated with a singular, second order, elliptic operator in a bounded domain, with Dirichlet boundary data. In particular, we analyze the existence and uniqueness of principal eigenvalues. As an application, we extend the usual concepts of linearization and Frechet derivability, and the method of sub and supersolutions to some semilinear, singular elliptic problems.     

Brownian processes in infinite dimension

LetE be a locally convex space endowed with a centered gaussian measure . We construct a continuousE-valued brownian motionW _t with covariance . The main goal is to solve the SDE of Langevin type dX _t= dW _t–AX _t wherea andA are unbounded operators of the Cameron-Martin space of (E, ). It appears as the unique linear measurable extension of the solution of the classical Cauchy problemv(t)= u–Av(t).     

Maximal inequalities via bracketing with adaptive truncation

The paper provides a recursive interpretation for the technique known as bracketing with adaptive truncation. By way of illustration, a simple bound is derived for the expected value of the supremum of an empirical process, thereby leading to a simpler derivation of a functional central limit theorem due to Ossiander. The recursive method is also abstracted into a framework that consists of only a small number of assumptions about processes and functionals indexed by sets of functions. In particular, the details of the underlying probability model are condensed into a single inequality involving finite sets of functions. A functional central limit theorem of Doukhan, Massart and Rio, for empirical processes defined by absolutely regular sequences, motivates the generalization.     

On the minor-minimal 3-connected matroids having a fixed minor

Let N be a minor of a 3-connected matroid M such that no proper 3-connected minor of M has N as a minor. This paper proves a bound on |E(M)−E(N)| that is sharp when N is connected.     

On the continuation of solutions for elliptic equations in two variables

We consider nonlinear elliptic differential equations of second order in two variables

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. Supposing analyticity of F, we prove analyticity of the real solution z=z(x,y) in the open set Ω. Furthermore, we show that z may be continued as a real analytic solution for F=0 across the real analytic boundary arc Γ∂Ω, if z satisfies one of the boundary conditions z= or z_n=ψ(x,y,z,z_t) on Γ with real analytic functions and ψ, respectively (z_n denotes the derivative of z w.r.t. the outer normal n on Γ and z_t its derivative w.r.t. the tangent). The proof is based on ideas of H. Lewy combined with a uniformization method. Studying quasilinear equations, we get somewhat better results concerning the initial regularity of the given solution and a little more insight.     

Stochastic comparisons of multivariate mixtures

In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently appeared in the literature. Some applications in reliability theory and risk management are described.     

A one-dimensional Poisson growth model with non-overlapping intervals

Suppose given a realization of a Poisson process on the line: call the points ‘germs’ because at a given instant ‘grains’ start growing around every germ, stopping for any particular grain when it touches another grain. When all growth stops a fraction e⁻¹ of the line remains uncovered. Let n germs be thrown uniformly and independently onto the circumference of a circle, and let grains grow under a similar protocol. Then the expected fraction of the circle remaining uncovered is the nth partial sum of the usual series for e⁻¹. These results, which sharpen inequalities obtained earlier, have one-sided analogues: the grains on the positive axis alone do not cover the origin with probability e^−1/2, and the conditional probability that the origin is uncovered by these positive grains, given that the germs n and n+1 coincide, is the nth partial sum of the series for e^−1/2. Despite the close similarity of these results to the rencontre, or matching, problem, we have no inclusion–exclusion derivation of them. We give explicitly the distributions for the length of a contiguous block of grains and the number of grains in such a block, and for the length of a grain. The points of the line not covered by any grain constitute a Kingman-type regenerative phenomenon for which the associated p-function p(t) gives the conditional probability that a point at distance t from an uncovered point is also uncovered. These functions enable us to identify a continuous-time Markov chain on the integers for which p(t) is a diagonal transition probability.     

Perturbed Brownian motions

Summary. We study `perturbed Brownian motions', that can be, loosely speaking, described as follows: they behave exactly as linear Brownian motion except when they hit their past maximum or/and maximum where they get an extra `push'. We define with no restrictions on the perturbation parameters a process which has this property and show that its law is unique within a certain `natural class' of processes. In the case where both perturbations (at the maximum and at the minimum) are self-repelling, we show that in fact, more is true: Such a process can almost surely be constructed from Brownian paths by a one-to-one measurable transformation. This generalizes some results of Carmona-Petit-Yor and Davis. We also derive some fine properties of perturbed Brownian motions (Hausdorff dimension of points of monotonicity for example). Received: 17 May 1996 / In revised form: 21 January 1997     

Maximum principle for elliptic operators and applications

Let f be a signed function defined on some bounded domain Ω. We give sufficient conditions ensuring the positivity of u, solution of the following equation: −Δu=f in Ω, u|_∂Ω=0.     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.     

Uniqueness and stability of regional blow-up in a porous-medium equation

We study the blow-up phenomenon for the porous-medium equation in R^N, N1, u_t=Δu^m+u^m, m>1, for nonnegative, compactly supported initial data. A solution u(x,t) to this problem blows-up at a finite time . Our main result asserts that there is a finite number of points x₁,…,x_kR^N, with |x_i−x_j|2R^* for i≠j, such that Here w_*(|x|) is the unique nontrivial, nonnegative compactly supported, radially symmetric solution of the equation in R^N and R^* is the radius of its support. Moreover u(x,t) remains uniformly bounded up to its blow-up time on compact subsets of . The question becomes reduced to that of proving that the ω-limit set in the problem consists of a single point when its initial condition is nonnegative and compactly supported.     

The uniqueness of tangent cones for Yang–Mills connections with isolated singularities

We proved a uniqueness theorem of tangent connections for a Yang–Mills connection with an isolated singularity with a quadratic growth of the curvature at the singularity. We also obtained control over the rate of the asymptotic convergence of the connection to the tangent connection if furthermore the connection is stationary or the tangent connection is integrable, with a stronger result in the latter case. There are parallel results for the cones at infinity of a Yang–Mills connection on an asymptotically flat manifold. We also gave an application of our methods to the Yang–Mills flow and proved that the Yang–Mills flow exists for all time and has asymptotic limit if the initial value is close to a smooth local minimizer of the Yang–Mills functional.