Sufficient conditions for asymptotic optimal control

For a selected family of Lagrange-type control problems involving a nonnegative integral costJ _T (y,u) over the interval [0,T], 0<T<, with system conditions consisting of differential inequalities and/or equalities, the following material is treated: (i) a resumé of relevant necessary conditions and sufficient conditions for a pair (y _T ,u _T ) to minimizeJ _T (y,u); (ii) conditions sufficient for the convergence asT of minimizing pairs (y _T ,u _T ) over [0,T] to a limit pair (y ,u ) over the infinite-time interval [0, ); (iii) conditions sufficient for (y ,u ) to minimize the costJ (y,u) over [0, ); and (iv) conditions sufficient for the optimal cost per unit timeJ _T (y _T ,u _T )/T to have a limit asT.     

Asymptotics for Sums of Random Variables with Local Subexponential Behaviour

We study distributions F on [0,) such that for some T , F ^*2(x, x+T] 2F(x, x+T]. The case T = corresponds to F being subexponential, and our analysis shows that the properties for T < are, in fact, very similar to this classical case. A parallel theory is developed in the presence of densities. Applications are given to random walks, the key renewal theorem, compound Poisson process and Bellman–Harris branching processes.     

Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

On Infinite Groups with Given Properties of the Norm of Infinite Subgroups

We investigate the relationship between the norm N _G() of infinite subgroups of an infinite group G and the structure of this group. We prove that N _G() is Abelian in the nonperiodic case, and a locally finite group is a finite extension of a quasicyclic subgroup if N _G() is a non-Dedekind group. In both cases, we describe the structure of the group G under the condition that the subgroup N _G() has finite index in G.     

Some Problems for Cubic Nonlinear Equations on a Half-Line

The paper deals with a problem of developing an inverse-scattering based formalism for solving problems for the cubic nonlinear (or the modified Korteweg–de Vries (KdV)) equations: q _t +q _xxx +6q ² q _x =0, 0x<, –<t<,q _t +q _xxx –6q ² q _x =0, with the given initial and boundary conditions: q(x,0)=q(x),q(0,t)=p(t), p(t)L ₁(–,). The relation between the solution of the initial-boundary value problem (1), (3), (4) and that of the KdV equation on the half-line is shown. The Cauchy problem for the cubic nonlinear equation: q _t +q _xxx –6|q|² q _x =0, 0x<, –<t<, with the given initial condition (3) is considered also. Here we solve the above problems on the half-line 0x< but with –<t<.     

On stationary queue length distributions for G/M/s/r queues

Consider aG/M/s/r queue, where the sequence{A _n } _n=– of nonnegative interarrival times is stationary and ergodic, and the service timesS _n are i.i.d. exponentially distributed. (SinceA _n =0 is possible for somen, batch arrivals are included.) In caser < , a uniquely determined stationary process of the number of customers in the system is constructed. This extends corresponding results by Loynes [12] and Brandt [4] forr= (with=ES₀/EA₀<s) and Franken et al. [9], Borovkov [2] forr=0 ors=. Furthermore, we give a proof of the relation min(i, s)¯p(i)=p(i–1), 1ir + s, between the time- and arrival-stationary probabilities¯p(i) andp(i), respectively. This extends earlier results of Franken [7], Franken et al. [9].     

A relation between spline approximation and the problem of the approximation of one class by another

An investigation of the approximation in L_q(–, ) of differentiable functions whose k-th derivatives belong to L_p(–, ), by splines S_m (x) with nonfixed nodes, under the extra assumption that the norms in L_s(–, ) of theirl-th derivatives have a common bound. A relation is established with the problem of approximating functions of one class by functions of another class.Translated from Matematicheskie Zametki, Vol. 9, No. 5, pp. 501–510, May, 1971.     

A Tauberian Theorem for Ergodic Averages,Spectral Decomposability,and the Dominated Ergodic Estimate for Positive Invertible Operators

Suppose that (,) is a -finite measure space, and 1 < p < . Let T:L^p( L ^p() be a bounded invertible linear operator such that T and T ^–1 are positive. Denote by _n(T) the nth two-sided ergodic average of T, taken in the form of the nth (C,1) mean of the sequence {T^j+T^–j}_{j =1} . Martín-Reyes and de la Torre have shown that the existence of a maximal ergodic estimate for T is characterized by either of the following two conditions: (a) the strong convergence of E_n(T)_n=1 ; (b) a uniform A _p p estimate in terms of discrete weights generated by the pointwise action on of certain measurable functions canonically associated with T. We show that strong convergence of the (C,2) means of {T^j+T^–j}_j=1 already implies (b). For this purpose the (C,2) means are used to set up an `averaged' variant of the requisite uniform A _p weight estimates in (b). This result, which can be viewed as a Tauberian-Type replacement of (C,1) means by (C,2) means in (a), leads to a spectral-theoretic characterization of the maximal ergodic estimate by application of a recent result of the authors establishing the strong convergence of the (C,2)-weighted ergodic means for all trigonometrically well-bounded operators. This application also serves to equate uniform boundedness of the rotated Hilbert averages of T with the uniform boundedness of the ergodic averages E_n(T)_{n = 1} .     

Small into isomorphisms onL ∞ spaces

IfT is an isomorphism ofL (A, ) intoL (B, ) which satisfies the condition T T ^–11+, where (A, ) is a -finite measure space, thenT/T is close to an isometry with an error less than 4.     

A relation between Chung's and Strassen's laws of the iterated logarithm

Summary Let W(t) be a standard Wiener process and let f(x) be a function from the compact class in Strassen's law of the iterated logarithm. We investigate the lim inf behavior of the variable sup ¦W(xT)(2T loglog T)^–1/2–f(x)¦, 0x1 suitably normalized as T.This extends Chung's result valid for f(x)0, stating that lim inf.[ sup ¦(2T loglogT)^–1/2 W(xT)¦(loglog T)^–1]=/4 a.s. T 0x1     

An Extension of an Inequality of Duffin and Schaeffer

Using some simple geometric observation, in 1941 Duffin and Schaeffer derived the following property of the Tchebycheff polynomial T_n(x) : |T_n(x + iy)| |T_n(1 + iy)| (-1 x 1, - < y < ). They combined this property of T_n with classical arguments from complex analysis such as the Gauss–Lucas theorem and Rouches theorem to obtain their famous refinement of the inequality of the brothers Markov. The aim of this work is to extend the above property of T_n to the class of ultraspherical polynomials P_n⁽⁾, 0. We then apply this result to obtain a generalization of the inequality of Duffin and Schaeffer.     

Limiting behavior of weighted central paths in linear programming

We study the limiting behavior of the weighted central paths{(x(), s())} > 0 in linear programming at both = 0 and = . We establish the existence of a partition (B ,N ) of the index set { 1, ,n } such thatx _i() ands _j () as fori B , andj N , andx _N (),s _B () converge to weighted analytic centers of certain polytopes. For allk 1, we show that thekth order derivativesx ^(k) () ands ^(k) () converge when 0 and . Consequently, the derivatives of each order are bounded in the interval (0, ). We calculate the limiting derivatives explicitly, and establish the surprising result that all higher order derivatives (k 2) converge to zero when .     

A ratio ergodic theorem for increasing additive functionals

Summary Let B be a 1-dimensional Brownian motion. In this paper ratios of the form A ⁺ (t)/A ^- (t), where A ⁺ is the (0, )-occupation time functional of B and A ^-is a local time integral of an infinite (but locally finite) measure m with support in (-, 0), are studied. Conditions on m are given which ensure that such a ratio will be unbounded a.s. (or go to zero a.s.) as t».The work was supported in part by a grant from the National Science Foundation.     

A Degeneracy Criterion for A∞-Structures

In the paper conditions are found under which the A-structure on the homology of a differential algebra degenerates. Examples of such algebras are given. In particular, it is shown that the A-algebra structure on the Milnor coalgebra degenerates, and that if the cohomology of a topological space is a polynomial algebra, then the A-algebra structure on it degenerates.     

Subdivision algorithms with nonnegative masks generally converge

In this paper, a subdivision scheme consists of an operator froml () tol () determined by a doubly infinite sequence, called the mask. This operator convolutes, in a certain sense, sequences l () with the mask, thus producing a new sequence inl (). Moreover, this new sequence is placed on a finer grid. If we iterate this process with a positive mask infinitely many times, it is known that this process will produce a continuous function, which we callf . In this paper, we consider the extent to which non-negative masks yield similar results. An important application of subdivision schemes in computer graphics is the generation of curves and surfaces from an initial sequence.     

Trivialization of fans in planar ternary rings with rational prime field

Summary Making use of the intimate relations between real places and orderings, we continue studying the spaces of orderings of planar ternary rings (PTRs) with rational prime field. As in the classical case, given a preorderingS of such a PTRT, then the productA ^S of all natural place ringsA _p associated to the orderingsP X/S is itself a place ring ofT. In particular, ifS is a nontrivial fan ofT thenA ^s T. Thus L. Bröcker's celebrated theorem on the trivialization of fans also applies to our setting: For any fan Sof a PTRT with rational prime field there exists a place µ: T T {} such that the push down S:= (S)\{0,} of S is a trivial fan of T. Further, Bröcker's global stability formula and, by means of an approximation theorem, some classical, valuation theoretic characterizations of SAP-preorderings and fans also extend to PTRs with rational prime field.     

Distribution of the supremum of sums of independent variables with negative drift

Let {_n} be a sequence of identically distributed independent random variables,M₁=<0,M ₁ ² <;S ₀=0,S _n =₁+₂,+...+ _{n, n}1;¯ S=sup {S _n n=0.} The asymptotic behavior ofP(¯ St) as t is studied. If _t ^P (₁x dx=0((t)), thenP(¯ St)– 1/¦¦ _t P (₁x dx=0((t)) (t) is a positive function, having regular behavior at infinity.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 763–770, November, 1977.The author thanks B. A. Rogozin for the formulation of the problem and valuable remarks.     

Matrix orthogonal Laurent polynomials and two-point Padé approximants

This paper is concerned with double sequencesC={C _n} _n ^=–/ of Hermitian matrices with complex entriesC _n M _s×s ) and formal Laurent seriesL ₀(z)=– _k=1 C _–k z ^k andL (z)= _k=0 C _k z ^–k . Making use of a Favard-type theorem for certain sequences of matrix Laurent polynomials which was obtained previously in [1] we can establish the relation between the matrix counterpart of the so-calledT-fractions and matrix orthogonal Laurent polynomials. The connection with two-point Padé approximants to the pair (L ₀,L ) is also exhibited proving that such approximants are Hermitian too. Finally, error formulas are also given.     

Criteria for the Boundedness and Compactness of Operators with Power-Logarithmic Kernels

In the present work, necessary and sufficient conditions are given in terms of a nonnegative Borel measure which ensure the boundedness and compactness of operators with power-logarithmic kernels from L ^p (0, a) to L ^p (0, a) (or to L ^q (0, a)), where 0 < a < , 1 < p, q < , > 1/p and 0.     

Potential Operators,Maximal Functions,and Generalizations of A ∞

We derive weighted norm estimates which relate integral operators of potential type (fractional integrals) to corresponding maximal operators (fractional maximal operators). We also derive norm estimates for the maximal operators. The conditions that we impose on the weights involve A conditions of content type which are weaker than the usual A condition. The analysis is carried out in the context of spaces of homogeneous type.