Complete stability of large order statistics

Fix an integerr1. For eachnr, letM _nr be the rth largest ofX ₁,...,X _n, where {X _n,n1} is a sequence of i.i.d. random variables. Necessary and sufficient conditions are given for the convergence of _n=r n P[|M _nr /a _n –1|<] for every >0, where {a _n} is a real sequence and –1. Moreover, it is shown that if this series converges for somer1 and some >–1, then it converges for everyr1 and every >–1.     

An n-Dimensional Hahn-Banach Extension Theorem and Minimal Projections

Let T~=_i=1 ⁿ _irv_i:V V=[v₁,. . . .,v_n] X, where _i V* and X is a Banach space. Let T= _i=1 ⁿu_iv_i: X V be an extension of T~ to all of X (i.e., u_i X*) such that T has minimal (operator) norm. (E.g., if T~=I, T is a minimal projection from X onto V.) Then it is necessary and sufficient that u:=u_1,. . . ,u_n is given by (v:=v₁,. . . ,v_n)ext_v(u) Vⁿ,where the notion of a v-extremal (ext_v) of u is properly defined.The condition above leads in many important cases to a simple geometric interpretation of minimal projections. Furthermore, by applying this formula to the case X=L^p, we obtain a linear n-dimensional analog of the Hölder equality condition (M is given by ext_v(u)=Mv)1/p u · Mv = 1/q u · Mv,wherever v is differentiable.We point out several applications, including the determination of the absolute projection constant of _n ^p      

Parameter-dependent renewal theorems with applications

Let ₁, ₂, ... be a sequence of i.i.d. random variables with positive mean and finite variance and letr(b), b0, be real numbers tending to 0 asb . Definings _n=₁+...+_n andS _n=S_n(b)=s_n+r(b)n, the stopping time =(b)=inf {n>/1:S_n >b} whereb=b(b) , will be considered with special regard to the excess over the boundaryR _b=s+r(b)–b. It turns out that the limiting distribution ofR _b is the same as in the caser(b)0 for allb. Proving this, Blackwell's renewal theorem and its integral version have to be established first in the above stated situation. Finally, an expansion ofE to vanishing terms asb will be provided and applied to some examples arising in economics.

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Zusammenfassung Seien ₁, ₂, ... unabhängige identisch verteilte Zufallsgrößen mit positivem Erwartungswert und endlicher Varianz sowier(b), b0, reelle Zahlen mitr(b)0 für b. Sei ferners ₁, s₂, ... der zugehörige Summenprozeß,S _n= S_n(b)=s_n+r(b)n fürn1 und =(b)=inf {n1: S_n>b, wobeib=b(b) fürb . Es wird gezeigt, daß die asymptotische Verteilung des ExzessesR _b=s +r(b) –b mit der im Fallr(·)0 übereinstimmt. Dazu werden sowohl das Blackwellsche Erneuerungstheorem als auch seine Integralversion in der vorher beschriebenen parameterabhängigen Situation geeignet formuliert und bewiesen. Als Folgerung ergibt sich dann eine asymptotische Entwicklung vonE(b) fürb bis zu Termen o(1). Anh- and einiger Beispiele aus dem ökonomischen Bereich wird schließlich noch aufgezeigt, wo Approximationen fürE(b) von Interesse sein können.

     

On the boundedness of Weyl sums

Leta be irrational and letf:[0,1] be Riemann-integrable with integral zero. Letf _n (x) denote the Weyl sumf _n (x):= _k=0 ^n–1 f({x k>}),x/[0,1[,n. We prove criteria for the boundedness of the sequence (f _n ) _n1 and discuss the relation of this question to irregularities of the distribution of sequences.     

On depth first search strees inm-out digraphs

We consider depth first search (DFS for short) trees in a class of random digraphs: am-out model. Let _i be thei ^th vertex encountered by DFS andL(i, m, n) be the height of _i in the corresponding DFS tree. We show that ifi/n asn, then there exists a constanta(,m), to be defined later, such thatL(i, m, n)/n converges in probability toa(,m) asn. We also obtain results concerning the number of vertices and the number of leaves in a DFS tree.     

On the Monotone Error Rule for Parameter Choice in Iterative and Continuous Regularization Methods

We consider in Hilbert spaces linear ill-posed problems Ax = y with noisy data y satisfying y –y. Regularized approximations x _r to the minimum-norm solution x of Ax = y are constructed by continuous regularization methods or by iterative methods. For the choice of the regularization parameter r (the stopping index n in iterative methods) the following monotone error rule (ME rule) is used: we choose r = r _ME (n = n _ME) as the largest r-value with the guaranteed monotonical decrease of the error x _r – x for r [0, r _ME] (x _n – x <#60; x _n–1 – x for n = 1, 2, ..., n _ME). Main attention is paid to iterative methods of gradient type and to nonstationary implicit iteration methods. As shown, the ME rule leads for many methods to order optimal error bounds. Comparisons with other rules for the choice of the stopping index are made and numerical examples are given.This revised version was published online in October 2005 with corrections to the Cover Date.     

On the existence of wave operators for the Klein-Gordon equation

The problem of existence of wave operators for the Klein-Gordon equation ( _t ² –+²+iV_1t+V₂)u(x,t)=0 (x R ⁿ,t R, n3, >0) is studied where V₁ and V₂ are symmetric operators in L₂(R ⁿ) and it is shown that conditions similar to those of Veseli-Weidmann (Journal Functional Analysis 17, 61–77 (1974)) for a different class of operators are also sufficient for the Klein-Gordon equation.     

On the lower Markov spectrum

C. Hightower found two infinite sequences of gaps in the Markov spectrum, ( _n , _n ) and ( _n , _n ) with _n and _n both Markov elements, converging to . This paper exhibits Markov elements _n ^* and _n ^* such that, for alln 1, ( _n ^* , _n ) and ( _{n n} ^* ) are gaps in the Markov spectrum. Other results include showing that, for alln 1, _n is completely isolated, while the other endpoints of the gaps are limit points in the Markov spectrum.     

On the convergence of orthogonal series to +∞

For any sequence of numbers _n0, _n=1 a _n ² =, a uniformly bounded orthonormal system of continuous functions _n(x) which is complete in L₂ (0, 1), and a sequence of numbers b_n(0< b_na_n) are constructed such that _n=1 ^Emphasis> b_nn(x)= everywhere on (0, 1).Translated from Matematicheskie Zametki, Vol. 11, No. 5, pp. 499–508, May, 1972.     

Verschärfung einer Ungleichung von Ky Fan

Summary In this paper we prove the following:IfA _n ,G _n andH _n (resp.A _n ,G _n andH _n ) denote the arithmetic, geometric and harmonic means ofa ₁,, a _n (resp. 1 –a ₁,, 1 –a _n ) and ifa _i (0, 1/2],i = 1,,n, then(G _n /G _n ) ⁿ (A _n /A _n ) ^n-1 H _n /H _n , (^*) with equality holding forn = 1,2. Forn 3 equality holds if and only ifa ₁ = =a _n . The inequality (^*) sharpens the well-known inequality of Ky Fan:G _n /G _n A _n /A _n .

     

On meromorphic solutions of algebraic differential equations in angular domains

We obtain asymptotic estimates of meromorphic solutions to the differential equationP _n (z, , )=P _n–1 (z, , ,..., ^(m) ) in the angular domain P={z: arg z · }. Here P_n(z, w, w) is a polynomial in all variables, and of degree n with respect to w and w; P_n–1(z, w, w, ..., w^(m)) is a polynomial in all variables, and of degree n –1 with respect to w, w, ..., w^(m) In the particular case, when the solutions are entire functions, these estimates are more precise than the known estimates that are obtained by using the method of Wiman-Valiron, which cannot be applied to meromorphic solutions in the domain P.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 4, pp. 514–523, April, 1992.     

Wiener-Ditkin sets for certain beurling algebras

It is proved that closed subgroups of ⁿ are Wiener-Ditkin sets for the Beurling algebrasL ¹ ( ⁿ ), <1.     

Perturbation of the poles of the scattering matrix under variation of the boundary condition

The behavior of the poles z_n(), n=1,2,... of the scattering matrix of the operatorl u=–u(x), x , (u/n)+(x)u|=0 as 0 is considered. It is proved that |z_n()–z_n|=0(^(1/2)qn), where q_n is the order of the pole of the scattering matrix for the operator ₀u=–u, u/=0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 117, pp. 183–191, 1981.     

Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes

We consider the Markov chainX _n+1=T(X _n )+ _n , where { _n ;n1} is a ^d -valued random sequence of independent identically distributed random variables, and the functionT: ^{d d} is measurable and satisfies a suitable growth condition. Under certain conditions involvingT and the probability distribution of _n , we show that this Markov chain is ergodic. Moreover, we obtain sharp upper bounds for the tail of the corresponding stationary probability density function. In our proofs, we make use of the Leray-Schauder fixed-point theorem.     

A technique for constructing divisible difference sets

An (m, n, k, ₁,₂) divisible difference set in a groupG of ordermn relative to a subgroupN of ordern is ak-subsetD ofG such that the list {xy^–1:x, y D} contains exactly ₁ copies of each nonidentity element ofN and exactly ₂ copies of each element ofG N. It is called semi-regular ifk > ₁ and k²=mn₂. We develop a method for constructing a divisible difference set as a product of a difference set and a relative difference set or a difference set and a subset ofG which we call a relative divisible difference set. The method results in several parametrically new families of semi-regular divisible difference sets.     

Algebraic polynomial bases of space LP

Let (_n) be a system, close to the orthonormal complete system (x _n). An estimate is obtained for the deviation of the system {f_n}, obtained from {_n} by Schmidt's method, from the system {x_n}. This estimate is used to show that, in any L_P(–1,1), withp (1,4/3] [4,), and for any >e¦4 = i,13..., there exists an orthogonal algebraic system (P _n (x)) _n=0 , forming a basis in L_P and such that _n = degP _n (x) n for n>n_o(p,).Translated from Matematicheskie Zametki, Vol. 23, No. 2, pp. 223–230, February, 1978.     

Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .     

The Laplacian with Robin Boundary Conditions on Arbitrary Domains

Using a capacity approach, we prove in this article that it is always possible to define a realization of the Laplacian on L ²() with generalized Robin boundary conditions where is an arbitrary open subset of R ⁿ and is a Borel measure on the boundary of . This operator generates a sub-Markovian C ₀-semigroup on L ²(). If d=d where is a strictly positive bounded Borel measurable function defined on the boundary and the (n–1)-dimensional Hausdorff measure on , we show that the semigroup generated by the Laplacian with Robin boundary conditions has always Gaussian estimates with modified exponents. We also obtain that the spectrum of the Laplacian with Robin boundary conditions in L ^p () is independent of p[1,). Our approach constitutes an alternative way to Daners who considers the (n–1)-dimensional Hausdorff measure on the boundary. In particular, it allows us to construct a conterexample disproving Daners' closability conjecture.     

Theorem on a convergence condition in the spaces

For a given -function (u), a condition on a -function (u) is found such that it is necessary and sufficient for the following to hold: if f_n(x) f(x) and f _n (x)M (n=1, 2, ...) where M>0 is an absolute constant, then f _n (x)–f(x)0(n). An analogous condition for convergence in Orlicz spaces is obtained as a corollary.Translated from Matematicheskie Zametki, Vol. 21, No. 5, pp. 615–626, May, 1977.The author thanks V. A. Skvortsov for his constant attention and guidance on this paper.     

Differentiability properties of the minimal average action

Given aZ ⁿ⁺¹-periodic variational principle onR ⁿ⁺¹ we look for solutionsu:R ⁿ R minimizing the variational integral with respect to compactly supported variations. To every vector R ⁿ we consider a subset of solutions which have an average slope when averaging overR ⁿ. The minimal average action A() is defined by the average value of the variational integral given by a solution with average slope . Our main result is:A is differentiable at if and only if the set is totally ordered (in the natural sense). In case that is not totally ordered,A is differentiable at in some direction R ⁿ{0} if and only if is orthogonal to the subspace defined by the rational dependency of . Assuming that the i^th component of is rational with denominator sⁱ N in lowest terms, we show: The difference of right- and left-sided derivative in the i^th standard unit direction is bounded by const · .