The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process

In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф（r） = r^N-d/α （log log l/r）d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general （N, d, α） strictly stable processes.     

Dimensional Properties of Fractional Brownian Motion

Let B^α = {B^α（t）,t E R^N} be an （N,d）-fractional Brownian motion with Hurst index α∈ （0, 1）. By applying the strong local nondeterminism of B^α, we prove certain forms of uniform Hausdorff dimension results for the images of B^α when N 〉 αd. Our results extend those of Kaufman for one-dimensional Brownian motion.     

On stochastic processes associated with relativistic stable distributions

Lévy processes with marginal relativistic α-stable distributions are described. Strictly stationary Ornstein-Uhlenbeck type processes with one-dimentional relativistic α-stable distributions are constructed. The exponential family as Esscher transforms of distributions on D _[0,∞)(R ^d ) of relativistic α-stable Lévy processes is obtained and the corresponding mixed exponential processes are characterized.     

Global Heat Kernel Estimates for Relativistic Stable Processes in Half-space-like Open Sets

In this paper, by using probabilistic methods, we establish sharp two-sided large time estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] (i.e., for the Dirichlet heat kernels of m − (m ^2/α  − Δ) ^α/2 with m ∈ (0, 1]) in half-space-like C ^{1, 1} open sets. The estimates are uniform in m in the sense that the constants are independent of m ∈ (0, 1]. Combining with the sharp two-sided small time estimates, established in Chen et al. (Ann Probab, 2011), valid for all C ^{1, 1} open sets, we have now sharp two-sided estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C ^{1, 1} open sets for all times. Integrating the heat kernel estimates with respect to the time variable, one can recover the sharp two-sided Green function estimates for relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C ^{1, 1} open sets established recently in Chen et al. (Stoch Process their Appl, 2011).     

Potential spaces and traces of Lévy processes on <Emphasis Type="Italic">h</Emphasis>-sets

Potential spaces and Dirichlet forms associated with Lévy processes subordinate to Brownian motion in ℝ ⁿ with generator f(−Δ) are investigated. Estimates for the related Rieszand Bessel-type kernels of order s are derived which include the classical case f(r) = r ^α/2 with 0 < α < 2 corresponding to α-stable Lévy processes. For general (tame) Bernstein functions f potential representations of the trace spaces, the trace Dirichlet forms, and the trace processes on fractal h-sets are derived. Here we suppose the trace condition ∫₀¹ r ⁻⁽ⁿ⁺¹⁾ f(r ⁻²)⁻¹ h(r) dr < ∞ on f and the gauge function h. Dedicated to the 80th birthday of Klaus Krickeberg     

Pathwise uniqueness for reflecting Brownian motion in Euclidean domains

For a bounded C ^1,α domain in ℝ ^d we show that there exists a strong solution to the multidimensional Skorokhod equation and that weak uniqueness holds for this equation. These results imply that pathwise uniqueness and strong uniqueness hold for the Skorokhod equation. Received: 3 February 1999 / Revised version: 2 September 1999 /?Published online: 11 April 2000     

The theory of stationary point processes

An axiomatic formulation is presented for point processes which may be interpreted as ordered sequences of points randomly located on the real line. Such concepts as forward recurrence times and number of points in intervals are defined and related in set-theoretic Note that for α∈A,G ^α may not coverG _α as a convex subgroup and so we cannot use Theorem 1.1 to prove this result. Moreover, all that we know about theG ^α/G_α is that each is an extension of a trivially ordered subgroup by a subgroup ofR. ItB is a plenary subset ofA, then there exists av-isomorphism μ ofG intoV(B, G ^β/G_β), but whether or not μ is ano-isomorphism is not known. Presently at Massachusetts Institute of Technology, Lexington, Mass., U.S.A. This work was supported by the National Aeronautics and Space Administration under research grant NsG-2-59     

Maximal sets in α-recursion theory

Let α be an admissible ordinal, and leta ^* be the Σ₁-projectum ofa. Call an α-r.e. setM maximal if α→M is unbounded and for every α→r.e. setA, eitherA∩(α-M) or (α-A)∩(α-M) is bounded. Call and α-r.e. setM amaximal subset of α^* if α^*−M is undounded and for any α-r.e. setA, eitherA∩(α^*-M) or (⇌^*-A)∩(α^*-M) is unbounded in α^*. Sufficient conditions are given both for the existence of maximal sets, and for the existence of maximal subset of α^*. Necessary conditions for the existence of maximal sets are also given. In particular, if α ≧ ℵ ^L then it is shown that maximal sets do not exist. Research partially supported by NSF Grant GP-34088 X. Some of the results in this paper have been taken from the second author’s Ph. D. Thesis, written under the supervision of Gerald Sacks.     

Markov Chain Approximations for Symmetric Jump Processes

Markov chain approximations of reversible jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a reversible jump process with state space ℝ ^d , the approximating Markov chains are constructed explicitly. As a byproduct we obtain a definition of the Sobolev space H ^α/2(ℝ ^d ), α∈(0,2), that is equivalent to the standard one.      

Quantitative Estimates on the Binding Energy for Hydrogen in Non-Relativistic QED

In this paper, we determine the exact expression for the hydrogen binding energy in the Pauli–Fierz model up to the order α ⁵ log α ⁻¹, where α denotes the fine structure constant, and prove rigorous bounds on the remainder term of the order o(α ⁵ log α ⁻¹). As a consequence, we prove that the binding energy is not a real analytic function of α, and verify the existence of logarithmic corrections to the expansion of the ground state energy in powers of α, as conjectured in the recent literature.     

Convergence and local equilibrium for the one-dimensional nonzero mean exclusion process

We consider finite-range, nonzero mean, one-dimensional exclusion processes on ℤ. We show that, if the initial configuration has ``density' α, then the process converges in distribution to the product Bernoulli measure with mean density α. From this we deduce the strong form of local equilibrium in the hydrodynamic limit for non-product initial measures.     

Boundary Behavior of Harmonic Functions for Truncated Stable Processes

For any α∈(0,2), a truncated symmetric α-stable process in ℝ ^d is a symmetric Lévy process in ℝ ^d with no diffusion part and with a Lévy density given by c|x|^−d−α 1_{|x|<1} for some constant c. In (Kim and Song in Math. Z. 256(1): 139–173, [2007]) we have studied the potential theory of truncated symmetric stable processes. Among other things, we proved that the boundary Harnack principle is valid for the positive harmonic functions of this process in any bounded convex domain and showed that the Martin boundary of any bounded convex domain with respect to this process is the same as the Euclidean boundary. However, for truncated symmetric stable processes, the boundary Harnack principle is not valid in non-convex domains. In this paper, we show that, for a large class of not necessarily convex bounded open sets in ℝ ^d called bounded roughly connected κ-fat open sets (including bounded non-convex κ-fat domains), the Martin boundary with respect to any truncated symmetric stable process is still the same as the Euclidean boundary. We also show that, for truncated symmetric stable processes a relative Fatou type theorem is true in bounded roughly connected κ-fat open sets. The research of P. Kim is supported by the Korea Research Foundation Grant funded by the Korean Government (MOEHRD, Basic Research Promotion Fund) (KRF-2007-331-C00037). The research of R. Song is supported in part by a joint US-Croatia grant INT 0302167.     

On a generalization of a theorem of B. tyler

LetB be an arbitrary normal matrix, satisfying some conditions. AbsoluteB-summability factors in a sequence for Cesàro methodC ^α if α≧1 or α=0 and absolute convergence factors in a sequence forC ^α if 0<α<1 are obtained.     

Self-similar extremal processes

Given an extremal process X: [0,∞)→[0,∞)^d with lower curve C and associated point process N={(t_k, X_k):k≥0}, t_k distinct and X_k independent, given a sequence ζ _n =(τ _n , ξ _n ), n≥1, of time-space changes (max-automorphisms of [0,∞)^d+1), we study the limit behavior of the sequence of extremal processes Y_n(t)=ξ _n ^-1 ○ X ○ τ_n(t)=C_n(t) V max {ξ _n ^-1 ○ X_k: t_k ≤ τ_n(t){ ⇒ Y under a regularity condition on the norming sequence ζ_n and asymptotic negligibility of the max-increments of Y_n. The limit class consists of self-similar (with respect to a group η_α=(σ_α, L_α), α>0, of time-space changes) extremal processes. By self-similarity here we mean the property L_α ○ Y(t) ₌ ^d Y ○ α_α(t) for all α>0. The univariate marginals of Y are max-self-decomposable. If additionally the initial extremal process X is assumed to have homogeneous max-increments, then the limit process is max-stable with homogeneous max-increments. Supported by the Bulgarian Ministry of Education and Sciences (grant No. MM 234/1996). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

Lattice-universal Orlicz spaces on probability spaces

Lattice-universal Orlicz function spacesL ^F _α,β[0, 1] with prefixed Boyd indices are constructed. Namely, given 0<α<β<∞ arbitrary there exists Orlicz function spacesL ^F _α,β[0, 1] with indices α and β such that every Orlicz function spaceL ^G [0, 1] with indices between α and β is lattice-isomorphic to a sublattice ofL ^F _α,β[0, 1]. The existence of classes of universal Orlicz spacesl ^Fα,β(I) with uncountable symmetric basis and prefixed indices α and β is also proved in the uncountable discrete case. Partially supported by BFM2001-1284.     

Stability of Solutions of Parabolic PDEs with Random Drift and Viscosity Limit

Let u _α be the solution of the It? stochastic parabolic Cauchy problem , where ξ is a space—time noise. We prove that u _α depends continuously on α , when the coefficients in L _α converge to those in L ₀ . This result is used to study the diffusion limit for the Cauchy problem in the Stratonovich sense: when the coefficients of L _α tend to 0 the corresponding solutions u _α converge to the solution u ₀ of the degenerate Cauchy problem . These results are based on a criterion for the existence of strong limits in the space of Hida distributions (S) ^* . As a by-product it is proved that weak solutions of the above Cauchy problem are in fact strong solutions. Accepted 22 May 1998     

On the embedding problem with non-Abelian kernel of orderp 4. IV

In the present paper, the embedding problem is considered for number fields with p-groups whose kernel is either of two groups with two generators α and β and with the following relations: (1) α^ρ=1, α^ρ=1, [α,β,β]=1, [α,β,α,α]=1, or (2) α^ρ=[α, β α], β^ρ=1, [α,β,β]=1. It is shown that for the solvability of the original embedding problem it is necessary and sufficient to have the solvability of the associated Abelian and local problems for all completions of the base fields. Bibliography: 7 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 211, 1994, pp. 120–126. Translated by V. V. Ishkhanov.     

Decomposition of self-similar stable mixed moving averages

 Let α? (1,2) and X _α be a symmetric α-stable (S α S) process with stationary increments given by the mixed moving average

Carathéodory balls and norm balls in a class of convex bounded Reinhardt domains

A family of the spherical fractional integrals on the unit sphere Σ _n in ℝ ⁿ⁺¹ is investigated. This family includes the spherical Radon transform (α = 0) and the Blaschke-Levy representation (α>1). Explicit inversion formulas and a characterization ofT ^αƒ are obtained for ƒ belonging to the spacesC ^∞,C, L^p and for the case when ƒ is replaced by a finite Borel measure. All admissiblen ≥ 2,α ε ℂ, andp are considered. As a tool we use spherical wavelet transforms associated withT ^α. Wavelet type representations are obtained forT ^α ƒ, ƒ εL ^p, in the case Reα ≤ 0, provided thatT ^α is a linear bounded operator inL ^p. Partially supported by the Edmund Landau Center for Research in Mathematical Analysis, sponsored by the Minerva Foundation (Germany).     

Maximality of analytic operator algebras

LetM be a σ-finite von Neumann algebra andα be an action ofR onM. LetH ^∞(α) be the associated analytic subalgebra; i.e.H ^∞(α)={X ∈M: sp_∞(X) [0, ∞]}. We prove that every σ-weakly closed subalgebra ofM that containsH ^∞(α) isH ^∞(γ) for some actionγ ofR onM. Also we show that (assumingZ(M)∩M ^α = Ci)H ^∞(α) is a maximal σ-weakly closed subalgebra ofM if and only if eitherH ^∞(α)={A ∈M: (I−F)xF=0} for some projectionF ∈M, or sp(α)=Γ(α).