Convergence of weighted sums of random functions in D[0, 1]

Conditions are investigated which imply the tightness of certain weighted sums Σ_{i = 1}^k_n a_niX_i of random functions (X_n) taking values in D([0, 1]; E), where E is a separable Banach space. Improved weak laws of large numbers result as corollaries. Examples are presented to clarify the relative strengths of the moment conditions and their relationship to tightness and the strong law of large numbers. A tightness condition is defined using a certain class of sets measurable in the Skorokhod J₁-topology, which yields J₁-tightness of sequences of weighted sums. As a consequence, tightness of a sequence (X_n) in the Skorokhod M₁-topology is used to obtain J₁-tightness of a sequence ( ) of averages and a strong law of large numbers in D(R₊).     

Convergence to Lévy stable processes under some weak dependence conditions

For a strictly stationary sequence of random vectors in R^d${\mathbb{R}}^d$ we study convergence of partial sum processes to a Lévy stable process in the Skorohod space with _J1$J_1$-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.     

Convergence of Weighted Sums and Laws of Large Numbers in D([0,1]; E)

Convergence properties of weighted sums of functions in D([0, 1]; E) (E a Banach space) are investigated. We show that convergence in the Skorokhod J₁-topology of a sequence (x_n) in D([0, 1]; E) does not imply convergence of a sequence ( _n) of averages. Convergence in the J₁-topology of a sequence ( _n) of averages is shown, under the growth condition x_n ∞ = o(n), to be equivalent to the convergence of ( _n) in the uniform topology. Convergence of a sequence (x_n,) is shown to imply convergence of the sequence ( _n) of averages in the M₁ and M₂ topologies. The strong law of large numbers in D[0, 1] is considered and an example is constructed to show that different definitions of the strong law of large numbers are nonequivalent.     

Semisimple quotient rings and morita context

Let (U, V; I, J) be a Morita context with the trace ideals I and J, τ a Gabriel topology containing I on R-Mod, and τ′ the corresponding Gabriel topology containing J on S-Mod if τ - d( _RU) < ∞ and R is semisimple, simple respectively, then s is semisimple, simple respectively, moreover they are Morita equivalent, where R S are the rings of quotients of R with respect to τ, resp., and of quotients of s with respect of τ′.     

Regular Action in Rings

Let R be a ring with identity, X(R) the set of all nonzero non-units of R and G(R) the group of all units of R. By considering left and right regular actions of G(R) on X(R), the following are investigated: (1) For a local ring R such that X(R) is a union of n distinct orbits under the left (or right) regular action of G(R) on X(R), if J ⁿ  ≠ 0 = J ⁿ⁺¹ where J is the Jacobson radical of R, then the set of all the distinct ideals of R is exactly {R, J, J ²,…, J ⁿ , 0}, and each orbit under the left regular action is equal to the one under the right regular action. (2) Such a ring R is left (and right) duo ring. (3) For the full matrix ring S of n × n matrices over a commutative ring R, the number of orbits under left regular action of G(S) on X(S) is equal to the number of orbits under right regular action of G(S) on X(S); the result also holds for the ring of n × n upper triangular matrices over R.     

STRONG LAWS FOR α-MIXING SEQUENCE PROCESSES INDEXED BY SETS

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Brauer groups and Amitsur cohomology for general commutative ring extensions

Exact couples are interconnected families of long exact sequences extending the short exact sequences usually derived from spectral sequences. This is exploited to give a long exact sequence connecting Amitsur cohomology groups $\text{H>}{}^{\mathrm{n}}\text{(}\text{S}\text{R}\text{, U)}$ (where U means the multiplicative group) and $\text{H}{}^{\mathrm{n}}\text{(}\text{S}\text{R}\text{, Pic)}$ and a third sequence of groups Hⁿ(J), for every faithfully flat commutative R-algebra S. This same sequence is derived in another way without assuming faithful flatness and Hⁿ(J) is identified explicitly as a certain subquotient of a group of isomorphism classes of pairs (P, α) with P a rank one, projective Sⁿ-module and α an isomorphism from the coboundary of P (inPicS^{n + 1}) toS^{n + 1}. (Here Sⁿ denotes repeated tensor product of S over R.) This last formulation allows us to construct a homomorphism of the relative Brauer group $\text{B(}\text{S}\text{R}\text{)}$ to H²(J) which is a monomorphism when S is faithfully flat over R, and an isomorphism when some S-module is faithfully projective over R. The first approach also identifies H²(J) with Ker[H²(R, U)→H²(S, U)], where H²(R, U) denotes the ordinary, Grothendieck cohomology (in the étale topology, for example).     

Convex duality and the Skorokhod Problem. I

The solution to the Skorokhod Problem defines a deterministic mapping, referred to as the Skorokhod Map, that takes unconstrained paths to paths that are confined to live within a given domain G⊂ℝ ⁿ . Given a set of allowed constraint directions for each point of ∂G and a path ψ, the solution to the Skorokhod Problem defines the constrained version φ of ψ, where the constraining force acts along one of the given boundary directions using the “least effort” required to keep φ in G. The Skorokhod Map is one of the main tools used in the analysis and construction of constrained deterministic and stochastic processes. When the Skorokhod Map is sufficiently regular, and in particular when it is Lipschitz continuous on path space, the study of many problems involving these constrained processes is greatly simplified. We focus on the case where the domain G is a convex polyhedron, with a constant and possibly oblique constraint direction specified on each face of G, and with a corresponding cone of constraint directions at the intersection of faces. The main results to date for problems of this type were obtained by Harrison and Reiman [22] using contraction mapping techniques. In this paper we discuss why such techniques are limited to a class of Skorokhod Problems that is a slight generalization of the class originally considered in [22]. We then consider an alternative approach to proving regularity of the Skorokhod Map developed in [13]. In this approach, Lipschitz continuity of the map is proved by showing the existence of a convex set that satisfies a set of conditions defined in terms of the data of the Skorokhod Problem. We first show how the geometric condition of [13] can be reformulated using convex duality. The reformulated condition is much easier to verify and, moreover, allows one to develop a general qualitative theory of the Skorokhod Map. An additional contribution of the paper is a new set of methods for the construction of solutions to the Skorokhod Problem. These methods are applied in the second part of this paper [17] to particular classes of Skorokhod Problems. Received: 17 April 1998 / Revised version: 8 January 1999     

Rank-dependent moderate deviations of U-empirical measures in strong topologies

 We prove a rank-dependent moderate deviation principle for U-empirical measures, where the underlying i.i.d. random variables take values in a measurable (not necessarily Polish) space (S,𝒮). The result can be formulated on a suitable subset of all signed measures on (S ^m ,𝒮^{⊗ m} ). We endow this space with a topology, which is stronger than the usual τ-topology. A moderate deviation principle for Banach-space valued U-statistics is obtained as a particular application. The advantage of our result is that we obtain in the degenerate case moderate deviations in non-Gaussian situations with non-convex rate functions. Received: 22 February 2000 / Revised version: 15 November 2002 / Published online: 28 March 2003 Research partially supported by the Swiss National Foundation, Contract No. 21-298333.90. Mathematics Subject Classification (2000): Primary 60F10; Secondary 62G20, 28A35 Key words or phrases: Rank-dependent moderate deviations – Empirical measures – Strong topology – U-statistics     

Graded automorphism group of TKK Lie algebra over semilattice

Every extended affine Lie algebra of type A ₁ and nullity ν with extended affine root system R(A ₁, S), where S is a semilattice in ℝ ^ν , can be constructed from a TKK Lie algebra T (J (S)) which is obtained from the Jordan algebra J (S) by the so-called Tits-Kantor-Koecher construction. In this article we consider the ℤ ⁿ -graded automorphism group of the TKK Lie algebra T (J (S)), where S is the “smallest” semilattice in Euclidean space ℝ ⁿ .     

Applications of Duality to the Pure-injective Envelope

Given an R-T-bimodule _R K _T and R-S-bimodule _R M _S , we study how properties of _R K _T affect the K-double dual M** = Hom _T [Hom _R (M, K), K] considered as a right S-module. If _R K is a cogenerator, then for every R-S-bimodule, the natural morphism Φ _M : M → M** is a pure-monomorphism of right S-modules. If _R K is the minimal (injective) cogenerator and K _T is quasi-injective, then M ^** is a pure-injective right S-module. If _R K is the minimal (injective) cogenerator, and T = End _R K it is shown that K _T is quasi-injective if and only if the K-topology on R is linearly compact. If the _R K-topology on R is of finite type, then the natural morphism Φ _R : R → R** is the pure-injective envelope of R _R as a right module over itself. The author is partially supported by NSF Grant DMS-02-00698.     

Functional limit theorems for cumulative processes and stopping times

Summary Consider a cumulative regenerative process with increments between regeneration points being i.i.d. r.v.'s. Let the d.f. of those increments belong to the domain of attraction of a stable distribution with exponent less than two. A functional limit theorem in the Skorohod M ₁-topology is proved for this process. The M ₁-topology is more useful than the J ₁-topology in this case, because it allows the cumulative process to be continuous.The second part of the paper concerns a stopping time process, (t)--inf(s>0:w(s)>tg(s)), where w(t) is a process with positive drift for which a functional limit theorem holds and g(t)=t ^p L(t) with 0p<1 and L(t) varying slowly at infinity. Weak convergence for the process (t) is proved under certain conditions in the J ₁- and M ₁-topologies.     

Weierstraßscher Approximationssatz und Gleichverteilung

Using uniformly distributed sequences modulo 1 polynomials are formed which approximate continuous functions ofJ, whereJ is at first a compact interval inR ^s . The error of the approximation is estimated using the discrepancy of the sequences. Some cases of unbounded intervals are also studied. Furthermore trigonometric polynomials are considered which approximate periodic continuous functions inR ^s .

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Meinem Freund Prof. L. Schmetterer zum 60. Geburtstag gewidmet     

The Patch Topology and the Ultrafilter Topology on the Prime Spectrum of a Commutative Ring

Let R be a commutative ring and let Spec(R) denote the collection of prime ideals of R. We define a topology on Spec(R) by using ultrafilters and demonstrate that this topology is identical to the well-known patch or constructible topology. The proof is accomplished by use of a von Neumann regular ring canonically associated with R.     

Graded automorphism group of TKK algebra

The classification of extended affine Lie algebras of type A_1 depends on the Tits-Kantor- Koecher (TKK) algebras constructed from semilattices of Euclidean spaces.One can define a unitary Jordan algebra J(S) from a semilattice S of R~v (v≥1),and then construct an extended affine Lie algebra of type A_1 from the TKK algebra T(J(S)) which is obtained from the Jordan algebra J(S) by the so-called Tits-Kantor-Koecher construction.In R~2 there are only two non-similar semilattices S and S′,where S is a lattice and S′is a non-lattice semilattice.In this paper we study the Z~2-graded automorphisms of the TKK algebra T(J(S)).     

Note on multidimensional empirical processes for φ-mixing random vectors

In 1974, Sen proved weak convergence of the empirical processes (in the J₁-topology on D^p[0, 1]) for a stationary φ-mixing sequence of stochastic p( 1)-vectors. In this note, we show that Sen's theorem on weak convergence of the multidimensional empirical process for a stationary φ-mixing sequence of stochastic vectors remains true under a less restrictive condition on the mixing constants {φ_n}, i.e., φ_n = O(n^−1−δ) for some δ > 0.     

Further Restrictions on the Topology of Stationary Black Holes in Five Dimensions

We place further restriction on the possible topology of stationary asymptotically flat vacuum black holes in five spacetime dimensions. We prove that the horizon manifold can be either a connected sum of Lens spaces and “handles” S ¹ × S ², or the quotient of S ³ by certain finite groups of isometries (with no “handles”). The resulting horizon topologies include Prism manifolds and quotients of the Poincare homology sphere. We also show that the topology of the domain of outer communication is a cartesian product of the time direction with a finite connected sum of \mathbb R⁴,S² ×S²{\mathbb R^4,S^2 \times S^2} ’s and CP ²’s, minus the black hole itself. We do not assume the existence of any Killing vector beside the asymptotically time like one required by definition for stationarity.     

On the convergence of LePage series in Skorokhod space

We consider the problem of the convergence of the so-called LePage series in the Skorokhod space D^d=D([0,1],R^d) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on D^d with given spectral measure.     

A Proof of the Jacobian Conjecture on Global Asymptotic Stability

Let ƒ∈C ¹ (R ¹, R ²), ƒ(0) = 0. The Jacobian Conjecture states that if for any x∈R ², the eigenvalues of the Jacobian matrix Dƒ(x) have negative real parts, then the zero solution of the differential equation x = ƒ(x) is globally asymptotically stable. In this paper we prove that the conjecture is true. This work is supported by the National Natural Science Foundation of China