On the discounted global CLT for some weakly dependent random variables

In this paper, we consider L ₁ upper bounds in the global central limit theorem for the sequence of r.v.’s (not necessarily stationary) satisfying the ψ-mixing condition. In a particular case, under the finiteness of the third absolute moments of summands A _i and that of the series ∑ _r⩾1 r ² φ(r), we obtain bounds of order O(n ^−1/2) for Δ _n1:= ∫ _−∞ ^∞ |ℙ{A ₁ + ⋯ + A _n < x} − Φ(x)|dx, where is the standard normal distribution function, and ψ is the function participating in the definition of the ψ-mixing condition. Moreover, we apply the obtained results to get the convergence rate in the so-called discounted global CLT for a sequence of r.v.’s, satisfying the ψ-mixing condition. The bounds obtained provide convergence rates in the discounted global CLT of the same order as in the case of i.i.d. summands with a finite third absolute moment, i.e., of order O((1 − υ)^1/2), where υ is a discount factor, 0 < υ < 1. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 4, pp. 584–597, October–December, 2006.     

Carleson type estimates for second order elliptic equations with unbounded drift

We derive a Carleson type estimate for positive solutions of non-divergence second order elliptic equations Lu = a _ij D _ij u + b _i D _i u = 0 in a bounded domain Ω ⊂ ℝ ⁿ . We assume that b _i ∈ L ⁿ (Ω) and Ω is a twisted H?lder domain of order α ∈ (1/2, 1] which satisfies a weak regularity condition. We also provide an example which shows that the main result fails in general if α ∈ (0, 1/2]. Bibliography: 18 titles.     

A blowing-up branch of solutions for a mean field equation

We consider the equation

Multidimensional analog of the Hardy condition for power series

In the middle of the 20th century Hardy obtained a condition which must be imposed on a formal power series f(x) with positive coefficients in order that the series f ⁻¹(x) = $ \sum\limits_{n = 0}^\infty {b_n x^n } $ \sum\limits_{n = 0}^\infty {b_n x^n } b _n x ⁿ be such that b ₀ > 0 and b _n ≤ 0, n ≥ 1. In this paper we find conditions which must be imposed on a multidimensional series f(x ₁, x ₂, …, x _m ) with positive coefficients in order that the series f ⁻¹(x ₁, x ₂, …, x _m ) = $ \sum i_1 ,i_2 , \ldots ,i_m \geqslant 0^b i_1 ,i_2 , \ldots ,i_m ^{x_1^{i_1 } x_2^{i_2 } \ldots x_m^{i_m } } $ \sum i_1 ,i_2 , \ldots ,i_m \geqslant 0^b i_1 ,i_2 , \ldots ,i_m ^{x_1^{i_1 } x_2^{i_2 } \ldots x_m^{i_m } } satisfies the property b _{0, …, 0} > 0, $ bi_1 ,i_2 , \ldots ,i_m $ bi_1 ,i_2 , \ldots ,i_m ≤ 0, i ₁² + i ₂² + … + i _m ² > 0, which is similar to the one-dimensional case.     

On L 1 Bounds for Asymptotic Normality of Some Weakly Dependent Random Variables

In the present paper, we consider L ₁ bounds for asymptotic normality for the sequence of r.v.’s X ₁,X ₂,… (not necessarily stationary) satisfying the ψ-mixing condition. The L ₁ bounds have been obtained in terms of Lyapunov fractions which, in a particular case, under finiteness of the third moments of summands and the finiteness of ∑ _r≥1 r ² ψ(r), are of order O(n ^−1/2), where the function ψ participates in the definition of the ψ-mixing condition.      

A finite difference scheme of improved accuracy on a priori adapted grids for a singularly perturbed parabolic convection-diffusion equation

In the case of the Dirichlet problem for a singularly perturbed parabolic convection-diffusion equation with a small parameter ɛ multiplying the higher order derivative, a finite difference scheme of improved order of accuracy that converges almost ɛ-uniformly (that is, the convergence rate of this scheme weakly depends on ɛ) is constructed. When ɛ is not very small, this scheme converges with an order of accuracy close to two. For the construction of the scheme, we use the classical monotone (of the first order of accuracy) approximations of the differential equation on a priori adapted locally uniform grids that are uniform in the domains where the solution is improved. The boundaries of such domains are determined using a majorant of the singular component of the grid solution. The accuracy of the scheme is improved using the Richardson technique based on two embedded grids. The resulting scheme converges at the rate of O((ɛ⁻¹ N ^−K ln² N)² + N ⁻²ln⁴ N + N ₀⁻²) as N, N ₀ → ∞, where N and N ₀ determine the number of points in the meshes in x and in t, respectively, and K is a prescribed number of iteration steps used to improve the grid solution. Outside the σ-neighborhood of the lateral boundary near which the boundary layer arises, the scheme converges with the second order in t and with the second order up to a logarithmic factor in x; here, σ = O(N ^{−(K − 1)}ln² N). The almost ɛ-uniformly convergent finite difference scheme converges with the defect of ɛ-uniform convergence ν, namely, under the condition N ⁻¹ ≪ ɛ^ν, where ν determining the required number of iteration steps K (K = K(ν)) can be chosen sufficiently small in the interval (0, 1]. When ɛ⁻¹ = O(N ^{K − 1}), the scheme converges at the rate of O(N ⁻²ln⁴ N + N ₀⁻²).     

Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence

We establish an estimate for the rate of convergence of a solution of an ordinary stochastic differential equation of order p ≥ 2 with a small parameter in the coefficient of the leading derivative to a solution of a stochastic equation of order p − 1 in the metric ρ(X, Y) = (sup_0≤t≤T M|X(t) − Y(t)|²)^1/2 __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 12, pp. 1587–1601, December, 2006.     

The game for the speed of convergence in repeated games of incomplete information

We consider an infinitely repeated two-person zero-sum game with incomplete information on one side, in which the maximizer is the (more) informed player. Such games have value v _∞ (p) for all 0≤p≤1. The informed player can guarantee that all along the game the average payoff per stage will be greater than or equal to v _∞ (p) (and will converge from above to v _∞ (p) if the minimizer plays optimally). Thus there is a conflict of interest between the two players as to the speed of convergence of the average payoffs-to the value v _∞ (p). In the context of such repeated games, we define a game for the speed of convergence, denoted SG _∞ (p), and a value for this game. We prove that the value exists for games with the highest error term, i.e., games in which v _n (p)− v _∞ (p) is of the order of magnitude of . In that case the value of SG _∞ (p) is of the order of magnitude of . We then show a class of games for which the value does not exist. Given any infinite martingale 𝔛^∞={X _k }^∞ _k=1, one defines for each n : V _n (𝔛^∞) ≔E∑ⁿ _k=1 |X _k+1 − X _k|. For our first result we prove that for a uniformly bounded, infinite martingale 𝔛^∞, V _n (𝔛^∞) can be of the order of magnitude of n ^1/2−ε, for arbitrarily small ε>0. Received January 1999/Final version April 2002     

An elliptic continuation result for harmonic functions in two dimensions

Let u be harmonic in a simply connected domainG ⊂ ℝ² and letK be a compact subset of G. In this note, it is proved there exists an “elliptic continuation” of u, namely there exist a smooth functionu ₁ and a second order uniformly elliptic operatorL with smooth coefficients in ℝ², satisfying:u ₁=u inK, Lu ₁=0 in ℝ². A similar continuation theorem, with u itself a solution to an elliptic second order equation inG, is also proved.     

A higher order richardson scheme for a singularly perturbed semilinear elliptic convection-diffusion equation

The Dirichlet problem on a vertical strip is examined for a singularly perturbed semilinear elliptic convection-diffusion equation. For this problem, the basic nonlinear difference scheme based on the classical approximations on piecewise uniform grids condensing in the vicinity of boundary layers converges ɛ-uniformly with an order at most almost one. The Richardson technique is used to construct a nonlinear scheme that converges ɛ-uniformly with an improved order, namely, at the rate O(N ₁⁻²ln² N ₁ + N ₂⁻²), where N ₁ + 1 and N ₂ + 1 are the number of grid nodes along the x ₁-axis and per unit interval of the x ₂-axis, respectively. This nonlinear basic scheme underlies the linearized iterative scheme, in which the nonlinear term is calculated using the values of the sought function found at the preceding iteration step. The latter scheme is used to construct a linearized iterative Richardson scheme converging ɛ-uniformly with an improved order. Both the basic and improved iterative schemes converge ɛ-uniformly at the rate of a geometric progression as the number of iteration steps grows. The upper and lower solutions to the iterative Richardson schemes are used as indicators, which makes it possible to determine the iteration step at which the same ɛ-uniform accuracy is attained as that of the non-iterative nonlinear Richardson scheme. It is shown that no Richardson schemes exist for the convection-diffusion boundary value problem converging ɛ-uniformly with an order greater than two. Principles are discussed on which the construction of schemes of order greater than two can be based.     

Large centralizers in finite solvable groups

In 1955 R. Brauer and K. A. Fowler showed that ifG is a group of even order >2, and the order |Z(G)| of the center ofG is odd, then there exists a strongly real) elementx∈G−Z whose centralizer satisfies|C _G(x)|>|G|^1/3. In Theorem 1 we show that every non-abeliansolvable groupG contains an elementx∈G−Z such that|C _G(x)|>[G:G′∩Z]^1/2 (and thus|C _G(x)|>|G|^1/3). We also note that if non-abelianG is either metabelian, nilpotent or (more generally) supersolvable, or anA-group, or any Frobenius group, then|C _G(x)|>|G|^1/2 for somex∈G−Z. In Theorem 2 we prove that every non-abelian groupG of orderp ^mqⁿ (p, q primes) contains a proper centralizer of order >|G|^1/2. Finally, in Theorem 3 we show that theaverage |C(x)|, x∈G, is ≧c|G| ^1/3 for metabelian groups, wherec is constant and the exponent 1/3 is best possible.     

Piecewise-linear,discontinuous Galerkin method for a fractional diffusion equation

We use a piecewise-linear, discontinuous Galerkin method for the time discretization of a fractional diffusion equation involving a parameter in the range − 1 < α < 0. Our analysis shows that, for a time interval (0,T) and a spatial domain Ω, the error in L_￥((0,T);L₂(W))L_\infty\bigr((0,T);L_2(\Omega)\bigr) is of order k ^2 + α , where k denotes the maximum time step. Since derivatives of the solution may be singular at t = 0, our result requires the use of non-uniform time steps. In the limiting case α = 0 we recover the known O(k ²) convergence for the classical diffusion (heat) equation. We also consider a fully-discrete scheme that employs standard (continuous) piecewise-linear finite elements in space, and show that the additional error is of order h ²log(1/k). Numerical experiments indicate that our O(k ^2 + α ) error bound is pessimistic. In practice, we observe O(k ²) convergence even for α close to − 1.     

OnL 1-vorticity for 2-D incompressible flow

We prove the existence of a classical weak solution for the 2-D incompressible Euler equations with initial vorticity ω₀=ω ₀ ^′ + ω ₀ ^″ , where ω ₀ ^′ is inL ¹(R ²)⌢H ⁻¹(R ²), compactly supported, and ω ₀ ^″ is a compactly supported positive Radon measure inH ⁻¹(R ²).     

Torsion in Boundary Coinvariants and K -Theory for Affine Buildings

Let (G, I, N, S) be an affine topological Tits system, and let Γ be a torsion-free cocompact lattice in G. This article studies the coinvariants H ₀(Γ; C(Ω,Z)), where Ω is the Furstenberg boundary of G. It is shown that the class [1] of the identity function in H ₀(Γ; C(Ω, Z)) has finite order, with explicit bounds for the order. A similar statement applies to the K ₀ group of the boundary crossed product C ^*-algebra C(Ω)Γ. If the Tits system has type ? ₂, exact computations are given, both for the crossed product algebra and for the reduced group C ^*-algebra.     

HOMOCLINIC ORBITS FOR SECOND ORDER HAMILTONIAN SYSTEM WITH QUADRATIC GROWTH

ＨＯＭＯＣＬＩＮＩＣＯＲＢＩＴＳＦＯＲＳＥＣＯＮＤＯＲＤＥＲＨＡＭＩＬＴＯＮＩＡＮＳＹＳＴＥＭＷＩＴＨＱＵＡＤＲＡＴＩＣＧＲＯＷＴＨＷＵＳＨＡＯＰＩＮＧＡＮＤＬＩＵＪＩＡＱＵＡＮＡｂｓｔｒａｃｔ：Ｓｏｍｅｅｘｉｓｔｅｎｃｅａｎｄｍｕｌｔｉｐｌｉｃｉｔ...     

Riesz means for the sublaplacian on the Heisenberg group

The uniform boundedness of the Riesz means for the sublaplacian on the Heisenberg groupH ⁿ is considered. It is proved thatS _R ^α are uniformly bounded onL ^p(Hⁿ) for 1≤p≤2 provided α>α(p)=(2n+1)[(1/p)−(1/2)].     

Estimates for the Second Order Derivatives of Eigenvectors in Thin Anisotropic Plates with Variable Thickness

For the second order derivatives of eigenvectors in a thin anisotropic heterogeneous plate Ω_h, we derive estimates of their weighted L₂-norms with majorants whose dependence on the plate thickness h and on the eigenvalue number is expressed explicitly. These estimates maintain the asymptotic sharpness throughout the entire spectrum, whereas inside its low-frequency band the majorants remain bounded as h → +0. The latter is a rather unexpected fact, because for the first eigenfunction u¹ of a similar boundary-value problem for a scalar second order differential operator with variable coefficients, the norm ‖∇ _x ² u⁰; L₂(Ω_h)‖ is of order h⁻¹ and grows as h tends to zero. Bibliography: 35 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 308, 2004, pp. 161–180.     

A Richardson scheme of the decomposition method for solving singularly perturbed parabolic reaction-diffusion equation

For the one-dimensional singularly perturbed parabolic reaction-diffusion equation with a perturbation parameter ɛ, where ɛ ∈ (0, 1], the grid approximation of the Dirichlet problem on a rectangular domain in the (x, t)-plane is examined. For small ɛ, a parabolic boundary layer emerges in a neighborhood of the lateral part of the boundary of this domain. A new approach to the construction of ɛ-uniformly converging difference schemes of higher accuracy is developed for initial boundary value problems. The asymptotic construction technique is used to design the base decomposition scheme within which the regular and singular components of the grid solution are solutions to grid subproblems defined on uniform grids. The base scheme converges ɛ-uniformly in the maximum norm at the rate of O(N ⁻²ln² N + N ₀⁻¹), where N + 1 and N ₀ + 1 are the numbers of nodes in the space and time meshes, respectively. An application of the Richardson extrapolation technique to the base scheme yields a higher order scheme called the Richardson decomposition scheme. This higher order scheme convergesɛ-uniformly at the rate of O(N ⁻⁴ln⁴ N + N ₀⁻²). For fixed values of the parameter, the convergence rate is O(N ⁻⁴ + N ₀⁻²).     

Parameter estimation for a misspecified arma model with infinite variance innovations

We consider a general linear model , where the innovations Z_t belong to the domain of attraction of an α-stable law for α<2, so that neither Z_t nor X_t have a finite variance. We do not assume that (X_t) is a standardARMA process of the form φ(B)X_t=ϕ(B)Z_t, but we fit anARMA process of a given order to the data X₁,...,X_n by estimating the coefficients of φ and ϕ. Given that (X_t) is anARMA process, it has been proved that the Whittle estimator is a consistent estimator of the true coefficients of ϕ and φ. Moreover, it then has a heavytailed limit distribution and the rate of convergence is (n/logn)^1/α, which compares favorably with the L² situation with rate . In this note we study the limit properties of the Whittle estimator when the underlying model is not necessarily anARMA process. Under general conditions we show that the Whittle estimate converges in probability. It converges weakly to a distribution which does not have a finite moment of order a and the rate of convergence is again (n/logn)^1/α. We also give an analytic expression for the limit distribution. Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part II, Eger, Hungary, 1994.     

On weighted positivity and the Wiener regularity of a boundary point for the fractional Laplacian

A sufficient condition for the Wiener regularity of a boundary point with respect to the operator (− Δ)^μ inR ⁿ ,n≥1, is obtained, for μ∈(0,1/2n)/(1,1/2n−1). This extends some results for the polyharmonic operator obtained by Maz'ya and Maz'ya-Donchev. As in the polyharmonic case, the proof is based on a weighted positivity property of (− Δ)^μ, where the weight is a fundamental solution of this operator. It is shown that this property holds for μ as above while there is an interval [A _n , 1/2n−A _n ], whereA _n →1, asn→∞, with μ-values for which the property does not hold. This interval is non-empty forn≥8.