The Product of Independent Random Variables with Regularly Varying Tails

A distribution is said to have regularly varying tail with index – (0) if lim _x(kx,)/(x,)=k ^– for each k>0. Let X and Y be independent positive random variables with distributions and , respecitvely. The distribution of product XY is called Mellin–Stieltjes convolution (MS convolution) of and . It is known that D() (the class of distributions on (0,) that have regularly varying tails with index –) is closed under MS convolution. This paper deals with decomposition problem of distributions in D() related to MS convolution. A representation of a regularly varying function F of the following form is investigated: F(x)= _k=0 ^n–1 b _k f(a ^k x), where f is a measurable function and a and b _k (k=1,...,n–1) are real constants. A criterion is given for these constants in order that f be regularly varying. This criterion is applicable to show that there exist two distributions and such that neither nor belongs to D() (>0) and their MS convolution belongs to D().     

Über die Häufigkeit großer Differenzen konsekutiver Primzahlen

The following theorem is going to be proved. Letp _m be them-th prime and putd _m :=p _m+1–p _m . LetN(,T), 1/21,T3. denote the number of zeros =+i of the Riemann zeta function which fulfill and ||T. Letc2 andh0 be constants such thatN(,T)T ^c(1–) (logT) ^h holds true uniformly in 1/21. Let >0 be given. Then there is some constantK>0 such that      

Large-Deviation Local Theorem for Additive Functionals of a Markov Gaussian Field. I

We prove a local limit theorem (LLT) on Cramer-type large deviations for sums S _V = _t V ( _t ), where _t , t Z , 1, is a Markov Gaussian random field, V Z , and is a bounded Borel function. We get an estimate from below for the variance of S _V and construct two classes of functions , for which the LLT of large deviations holds.     

Wave operators in a multistratified strip

One investigates the scattering theory for the positive self-adjoint operatorH=–· acting in with = × and a bounded open set in ^n–1,n2. The real-valued function belongs toL (), is bounded from below byc>0 and there exist real-valued functions ₁ and ₂ inL () such that – _j ,j=1,2 is a short range perturbation of _j when (–1) ^j x _n +. One assumes _j = ^(j) 1_R,j=1,2, with ^(j) L bounded from below byc>0. One proves the existence and completeness of the generalized wave operators _j ^± =s – _j e ^–itHj ,j=1,2, withH _j =–· _j and _j : equal to 1 if (–1) ^j x _n >0 and to 0 if (–1) ^j x _n <0. The ranges ofW _j ^± :=( _j ^± )^* are characterized so that W ₁ ^± =Ran and . The scattering operator can then be defined.     

Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Let {X _k , 1 k n} be n independent and real-valued random variables with common subexponential distribution function, and let {k, 1 k n} be other n random variables independent of {X _k , 1 k n} and satisfying a _k b for some 0 < a b < for all 1 k n. This paper proves that the asymptotic relations P (max_{1 m n k=1} ^m _k X _k > x) P (sum _k=1 ⁿ _k X _k > x) sum _k=1 ⁿ P ( _k X _k > x) hold as x . In doing so, no any assumption is made on the dependence structure of the sequence { _k , 1 k n}. An application to ruin theory is proposed.     

A Functional Interpretation of Cycloid Processes: Application to the Study of Asymptotic Behaviour

We show that the classic Chapman–Kolmogorov equations of certain Markovian transition semigroups on finite state spaces have a formal analogy, of a homologic nature, in terms of cycloids ₁, ..., _B, and positive numbers w₁, ..., w_B. The collection _k ,w _k completely determines a Markov process {_n}, called a cycloid process, admitting an invariant probability distribution, and decomposes its distribution Prob(_n = , _{n + 1} = ) into a linear expression. The latter is further used in the study of the asymptotic behaviour of the cycloid process.     

K-theory of reduced C*-algebras and rapidly decreasing functions on groups

We associate to any length function L on a group a space of rapidly decreasing functions on (in the l ² sense), denoted by H _L (). When H _L () is contained in the reduced C*-algebra C _r ^* () of (), then it is a dense *-subalgebra of C _r ^* () and we prove a theorem of A. Connes which asserts that under this hypothesis H _L () has the same K-theory as C _r ^* (). We introduce another space of rapidly decreasing functions on (in the l ¹ sense), denoted by H _L ^1, (), which is always a dense *-subalgebra of the Banach algebra l ¹(), and we show that H _L ^1, () has the same K-theory as l ¹().     

On the stationary measures of critical branching processes

Let Z _n (n=0, l, ...) be an aperiodic critical Galton-Watson process and let ² be the (possibly infinite) variance of Z ₁. Let _k (k=1, 2, ...) denote the stationary measure of the process. Kesten, Ney and Spritzer proved in 1966 that _k 2/ ² as k (*) under the additional assumption that EZ ₁ ² log Z ₁< (**) In the present paper, (*) is proved without the assumption (**). The proof uses complex function theory.     

Composantes de dimension maximale d'un analogue du lieu de Noether-Lefschetz (Components of Maximal Dimension of an Analogue of the Noether-Lefschetz Locus)

Let X ⁴ be a smooth hypersurface of degree d 5, and let S X be a smooth hyperplane section. Assume that there exists a non trivial cycle Z Pic(X) of degree 0, whose image in CH₁(X) is in the kernel of the Abel–Jacobi map. The family of couples (X, S) containing such Z is a countable union of analytic varieties. We show that it has a unique component of maximal dimension, which is exaclty the locus of couples (X, S) satisfying the following condition: There exists a line S and a plane P ⁴ such that P X = , and Z = – dh, where h is the class of the hyperplane section in CH₁(S). The image of Z in CH₁(X) is thus 0. This construction provides evidence for a conjecture by Nori which predicts that the Abel–Jacobi map for 1–cycles on X is injective.     

Arithmetic and other properties of certain Delphic semigroups. II

Summary This paper continues [2]. We show that the sets of infinitely divisible elements of the Delphic semigroups ⁺ (of positive renewal sequences) and P (of standard p-functions) are additively convex, and do a Choquet analysis in each case. We draw up the (M, m) diagram for members of , and deduce from it that the product topology on is metrizable. Finally we look at the arithmetic of , showing that the simples are residual in it, and partially identifying I ₀, the set of infinitely divisible elements without simple factors. Many examples are given.I am indebted to Professor D. G. Kendall for his constant help and encouragement in the course of the research leading to this paper and [2].     

Estimation of the Intensity of the Flow of Nonmonotone Refusals in the Queuing System (≤ λ)/G/m

We consider a queuing system ()/G/m, where the symbol () means that, independently of prehistory, the probability of arrival of a call during the time interval dtdoes not exceed dt. The case where the queue length first attains the level r m+ 1 during a busy period is called the refusal of the system. We determine a bound for the intensity ₁(t) of the flow of homogeneous events associated with the monotone refusals of the system, namely, ₁(t) = O( ^{r+ 1}₁ ^{m– 1} _{r– m+ 1}), where _k is the kth moment of the service-time distribution.     

On the distribution of square-full and cube-full integers

LetN _r (x) be the number ofr-full integers x and let _r (x) be the error term in the asymptotic formula forN _r (x). Under Riemann's hypothesis, we prove the estimates ₂(x)x^1/7+, ₃(x)x^97/804+(>0), which improve those of Cao and Nowak. We also investigate the distribution ofr-full andl-free numbers in short intervals (r=2,3). Our results sharpen Krätzel's estimates.     

The Ramsey property for collections of sequences not containing all arithmetic progressions

A family of sequences has the Ramsey property if for every positive integerk, there exists a least positive integerf (k) such that for every 2-coloring of {1,2, ...,f (k)} there is a monochromatick-term member of . For fixed integersm > 1 and 0 q < m, let _q(m) be the collection of those increasing sequences of positive integers {x ₁,..., x_k} such thatx _i+1 – x_i q(modm) for 1 i k – 1. Fort a fixed positive integer, denote byA _t the collection of those arithmetic progressions having constant differencet. Landman and Long showed that for allm 2 and 1 q < m, _q(m) does not have the Ramsey property, while _q(m) A _m does. We extend these results to various finite unions of _q(m) 's andA _t 's. We show that for allm 2, _q=1 ^m–1 _q(m) does not have the Ramsey property. We give necessary and sufficient conditions for collections of the form _q(m) ( _{t T} A _t) to have the Ramsey property. We determine when collections of the form _a(m₁) _b(m₂) have the Ramsey property. We extend this to the study of arbitrary finite unions of _q(m)'s. In all cases considered for which has the Ramsey property, upper bounds are given forf .     

Embeddings of Banach Spaces Into Banach Lattices and the Gordon–Lewis Property

In this paper we first show that if X is a Banach space and is a left invariant crossnorm on lX, then there is a Banach lattice L and an isometric embedding J of X into L, so that I J becomes an isometry of lX onto l_m J(X). Here I denotes the identity operator on l and l_m J(X) the canonical lattice tensor product. This result is originally due to G. Pisier (unpublished), but our proof is different. We then use this to prove the main results which characterize the Gordon–Lewis property GL and related structures in terms of embeddings into Banach lattices.     

An explicit calculation of the mean of the perimeter of the convex hull of a plane random walk

If (X _n ) _n ⁼¹ is a sequence of i.i.d. random variables in the Euclidean plane such that we compute the mean of the perimeter of theconvex hull ofX ₁++X _k; 0kn}.     

Small potential corrections for the discrete eigenvalues of the Sturm-Liouville problem

Summary The inverse Sturm-Liouville problem is the problem of finding a good approximation of a potential functionq such that the eigenvalue problem (^*)–y +qy=y holds on (0, ) fory(0)=y()=0 and a set of given eigenvalues . Since this problem has to be solved numerically by discretization and since the higher discrete eigenvalues strongly deviate from the corresponding Sturm-Liouville eigenvalues , asymptotic corrections for the 's serve to get better estimates forq. Let _k (1kn) be the first eigenvalues of (^*), let _k be the corresponding discrete eigenvalues obtained by the finite element method for (^*) and let _{k k} for the special caseq=0. Then, starting from an asymptotic correction technique proposed by Paine, de Hoog and Anderssen, new estimates for the errors of the corrected discrete eigenvalues are obtained and confirm and improve the knownO(kh ²)(h:=/(n+1)) behaviour. The estimates are based on new Sobolev inequalities and on Fourier analysis and it is shown that for 4+c ₂ k(n+1)/2, wherec ₁ andc ₂ are constants depending onq which tend to 0 for vanishingq.     

Zur Lösung parameterabhängiger nichtlinearer Gleichungen mit singulären Jacobi-Matrizen

Summary For solving the nonlinear systemG(x, t)=0,G| ⁿ × ^{1 n} , which is assumed to have a smooth curve of solutions a continuation method with self-choosing stepsize is proposed. It is based on a PC-principle using an Euler-Cauchy-predictor and Newton's iteration as corrector. Under the assumption thatG is sufficiently smooth and the total derivative (₁ G(x, t)₂ G(x, t)) has full rankn along the method is proven to terminate with a solution (x ^N , 1) of the system fort=1. It works succesfully, too, if the Jacobians ₁ G(x, t) become singular at some points of , e.g., if has turning points. The method is especially able to give a point-wise approximation of the curve implicitly defined as solution of the system mentioned above.

     

Quasianapole Interaction of Charged Fermions

We obtain the analytic expression for the total cross section of the reaction e ^– e ⁺l ^– l ⁺ (l=,) taking possible quasianapole interaction effects into account. We find numerical restrictions on the interaction parameter value from data for the reaction e ^– e ^+–+ in the energy domain below the Z ⁰ peak.     

Spectral functions of zeros in the Besselq-functions

Zeta functions _v(z; q)= _n=1 [j_vn(q)]^–z and partition functions Z_v(t; q)=_n exp[–tj _vn ² (q)] related to the zeros j_vn(q) of the Bessel q-functions J_v(x; q) and J _v ⁽²⁾ (x; q) are studied and explicit formulas for _v(2n; q) at n=±1, ±2, ... are obtained. The poles of _v(z; q) in the complex plane and the corresponding residues are found. Asymptotics of the partition functions Z_v(t; q) at t 0 are investigated.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 107, No. 3, pp. 397–414, June, 1996.