The local time of iterated Brownian motion

We define and study the local time process {L ^*(x,t);x¹,t0} of the iterated Brownian motion (IBM) {H(t):=W ₁(|W ₂ (t)|); t0}, whereW ₁(·) andW ₂(·) are independent Wiener processes.Research supported by Hungarian National Foundation for Scientific Research, Grant No. T 016384.Research supported by an NSERC Canada Grant at Carleton University, Ottawa.Research supported by a PSC CUNY Grant, No. 6-66364.     

On the relations among best approximation and Fourier coefficients

We discuss the relations among the best approximation E _n (f) and the Fourier coefficients of a function, under the conditions that and , where MVBVS^* is the class of the so-called Strong Mean Value Bounded Variation Sequences. This work was supported by NSERC RCD grant and AARMS of Canada (Yu D S), by NSERC of Canada (Zhou P), and by the National Natural Science Foundation of China (Grant No. 10471130) and the Open Fund (Grant No. PLN0613) of State Key Laboratory of Oil and Gas Reservoir Geology and Exploitation (Southwest Petroleum University) (Zhou S P)     

Bounded analytic structure of the banach space of formal power series

Let be a sequence of positive numbers and 1≤p<∞. We consider the spaceH ^p(β) of all power series such that Σ| (n)|^{p β}(n ^p<∞. We investigate regions on which our formal power series represent bounded analytic functions. Research partially supported by the Shiraz University Research Council Grant No. 79-SC-1311-675.     

Equations in finite fields with restricted solution sets. II (Algebraic equations)

Generalizing earlier results, it is shown that if are “large” subsets of a finite field F _q , then the equations a + b = cd, resp. ab + 1 = cd can be solved with . Other algebraic equations with solutions restricted to “large” subsets of F _q are also studied. The proofs are based on character sum estimates proved in Part I of the paper. Research partially supported by the Hungarian National Foundation for Scientific Research, Grants No. T 043623, T 043631 and T 049693.     

On the fourier transforms of an interesting class of measures

Let {X _k ,k=1,2,…} be a sequence of independent binomial variables, with the Fourier transform of the distribution ofY. Finally denote lim [P _k − 1/2] byδ. We haveTheorem. Research supported by N.S.F. Grant GP-25736. Research supported by N.S.F. Grant GP-12365.     

L_{\infty _\omega }free algebras

In this paper the study of which varieties, in a countable similarity type, have non-free (or equivalently ₁-free) algebras is completed. It was previously known that if a variety satisfies a property known as the construction principle then there are such algebras. If a variety does not satisfy the construction principle then either every -free algebra is free or for every infinite cardinalk, there is a k⁺-free algebra of cardinality k⁺ which is not free. Under the set theoretic assumption V=L, for any varietyV in a countable similarity type, either the class of free algebras is definable in or it is not definable in any .In Memory of Evelyn NelsonPresented by Ralph McKenzie.Research partially supported by NSERC of Canada Grant #A8948.Research partially supported by NSERC of Canada. The research for this paper was begun while the second author was visiting Simon Fraser University.     

Strong Cesàro summability of double Fourier integrals

We prove the following theorem. Assume f ∈ L ^∞(R ²) with bounded support. If f is continuous at some point (x ₁,x ₂) ∈ R ², then the double Fourier integral of f is strongly q-Cesàro summable at (x ₁,x ₂) to the function value f(x ₁,x ₂) for every 0 < q < ∞. Furthermore, if f is continuous on some open subset of R ², then the strong q-Cesàro summability of the double Fourier integral of f is locally uniform on . Research partially supported by the Australian Research Council and the Hungarian National Foundation for Scientific Research under Grant T 046 192.     

Non-isotropic weighted Lp estimates for the $$ \bar \partial $$-equation on piecewise smooth strictly pseudoconvex domains

In this paper we obtain non-isotropic weighted L ^p estimates with the boundary distance weight function for the -equation on piecewise smooth strictly pseudoconvex domains under a hypothesis of complex transversality in ℂⁿ using the explicit formula of solutions by Berndtsson-Andersson. This work was supported by the Korea Research Foundation Grant funded by Korea Government (MOEHRD, Basic Research Promotion Fund) (Grant No. KRF-2005-070-C00007)     

The information-based complexity of approximation problem by adaptive Monte Carlo methods

In this paper, we study the complexity of information of approximation problem on the multivariate Sobolev space with bounded mixed derivative MWpr,α(Td), 1 < p < ∞, in the norm of Lq(Td), 1 < q < ∞, by adaptive Monte Carlo methods. Applying the discretization technique and some properties of pseudo-s-scale, we determine the exact asymptotic orders of this problem.     

On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

In this paper,we explore some weakly consistent properties of quasi-maximum likelihood estimates(QMLE) concerning the quasi-likelihood equation in=1 Xi(yi-μ(Xiβ)) = 0 for univariate generalized linear model E(y |X) = μ(X'β).Given uncorrelated residuals {ei = Yi-μ(Xiβ0),1 i n} and other conditions,we prove that βn-β0 = Op(λn-1/2) holds,where βn is a root of the above equation,β0 is the true value of parameter β and λn denotes the smallest eigenvalue of the matrix Sn = ni=1 XiXi.We also show that the convergence rate above is sharp,provided independent non-asymptotically degenerate residual sequence and other conditions.Moreover,paralleling to the elegant result of Drygas(1976) for classical linear regression models,we point out that the necessary condition guaranteeing the weak consistency of QMLE is Sn-1→ 0,as the sample size n →∞.     

On a discrete norm of the self-inversive unimodular polynomials

The quotient of divided by , whereP is a self-inversive and unimodular polynomial of any degree, dominates an absolute constantK>1. A 1989 paper gaveK=1.0252 on which its authors conjetured that the best constant is . We supply counter examples to their claim and provide a partial result for whenever theL _q norm is replaced by some “discrete” type norm. Research supported by the Shiraz University Grant 72-SC-784-432.     

On coefficient estimates for a class of holomorphic mappings

Let X be a complex Banach space with norm ‖ · ‖, B be the unit ball in X, D ⁿ be the unit polydisc in ℂ ⁿ . In this paper, we introduce a class of holomorphic mappings on B or D ⁿ . Let f(x) be a normalized locally biholomorphic mapping on B such that (Df(x))⁻¹ f(x) ∈ and f(x) − x has a zero of order k + 1 at x = 0. We obtain coefficient estimates for f(x). These results unify and generalize many known results. This work was supported by National Natural Science Foundation of China (Grant No. 10571164), Specialized Research Fund for the Doctoral Program of Higher Education (Grant No. 20050358052), the Jiangxi Provincial Natural Science Foundation of China (Grant No. 2007GZS0177) and Specialized Research Fund for the Doctoral Program of Jiangxi Normal University.     

Critical behavior of Gaussian model on diamond-type hierarchical lattices

It is proposed that the Gaussian type distribution constantb _qi in the Gaussian model depends on the coordination numberq _i of sitei, and that the relation holds amongb _qi ’s. The Gaussian model is then studied on a family of the diamond-type hierarchical (or DH) lattices, by the decimation real-space renormalization group following spin-rescaling method. It is found that the magnetic property of the Gaussian model belongs to the same universal class, and that the critical pointK* and the critical exponentv are given by and , respectively. Project supported by the National Natural Science Foundation of China (Grant No. 19775008), the National Basic Research Project supported by the National Natural Science Foundation of China (Grant No. 19775008), the National Basic Research Project supported by the National Natural Science Foundation of China (Grant No. 19775008), the National Basic Research     

A note on the crossed product $$ \mathcal{R}(\mathcal{A},\alpha ) $$ associated with PSL2(ℝ)

Given the hyperbolic measure dxdy/y ² on the upper half plane ℍ, the rational actions of PSL₂(ℝ) on ℍ induces a continuous unitary representation α of this group on the Hilbert space L ²(ℍ, dxdy/y ²). Supposing that = {M _f : f ∈ L ^∞ (ℍ, dxdy/y ²)}, we show that the crossed product is of type I. In fact, the crossed product is *-isomorphic to the von Neumann algebra , where is the abelian group von Neumann algebra generated by the left regular representation of K. This work was supported by the Youth Foundation of Sichuan Education Department of China (Grant No. 2003B017)     

The Dual Spaces of Sets of Difference Sequences of Order <Emphasis Type="Italic">m</Emphasis> and Matrix Transformations

Let p = （pk）k=0^∞ be a bounded sequence of positive reals, m C N and u be s sequence of nonzero terms. If x = （xk）k=0^∞ is any sequence of complex numbers we write Δ（m）x for the sequence of the m th order differences of x and Δu^（m）X = {x=（x）k=0^∞ uΔ（m）x ∈ X} for any set X of sequences. We determine the α-, β- and γ-duals of the sets Δμ^（m）X for X=co（p）,c（p）,l∞（p） and characterize some matrix transformations between these spaces Δ^（m）X.     

Strong approximation of additive functionals

LetX ₁,X ₂,...be a sequence of i.i.d. random variables and putS ₀=0,S _n =X ₁+...+X _n . A strong approximation type result is given forA _N = _i=1 ^N f(S _i ) whereF(x),xR is a real valued function. A similar result is given for ₀ ^t g(B(s))ds. Some weak convergence type implications are also discussed.1991 Mathematics Subject Classification: Primary: 60F15, Secondary: 60J15.Supported by the Hungarian National Foundation for Scientific Research, Grant No. 1905.Supported by an NSERC Canada Grant at Carleton University.Supported by a PSC CUNY Grant No.662349.     

Some Remarks on the Simultaneous Chromatic Number

We present several partial results, variants, and consistency results concerning the following (as yet unsolved) conjecture. If X is a graph on the ground set V with then X has an edge coloring F with colors such that if V is decomposed into parts then there is one in which F assumes all values.Due to some unfortunate misunderstandings, this paper appeared much later than we expected.* Research partially supported by NSF grants DMS-9704477 and DMS-0072560. Research partially supported by Hungarian National Research Grant T 032455.     

Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process

Consider the parameter space Θ which is an open subset of ℝ ^k ,k≧1, and for each θ∈Θ, let the r.v.′sY _n ,n=0, 1, ... be defined on the probability space (X,A,P _θ) and take values in a Borel setS of a Euclidean space. It is assumed that the process {Y _n },n≧0, is Markovian satisfying certain suitable regularity conditions. For eachn≧1, let υ _n be a stopping time defined on this process and have some desirable properties. For 0 < τ _n → ∞ asn→∞, set h _n →h ∈R ^k , and consider the log-likelihood function of the probability measure with respect to the probability measure . Here is the restriction ofP _θ to the σ-field induced by the r.v.′sY ₀,Y ₁, ..., . The main purpose of this paper is to obtain an asymptotic expansion of in the probability sense. The asymptotic distribution of , as well as that of another r.v. closely related to it, is obtained under both and . This research was supported by the National Science Foundation, Grant MCS77-09574. Research supported by the National Science Foundation, Grant MCS76-11620.     

Remainder estimates for the approximation numbers of weighted Hardy operators acting onL 2

We consider the weighted Hardy integral operatorT:L ²(a, b) →L ²(a, b), −∞≤a<b≤∞, defined by . In [EEH1] and [EEH2], under certain conditions onu andv, upper and lower estimates and asymptotic results were obtained for the approximation numbersa _n(T) ofT. In this paper, we show that under suitable conditions onu andv, where ∥w∥_p=(∫ _a ^b |w(t)|^p dt)^1/p. Research supported by NSERC, grant A4021. Research supported by grant No. 201/98/P017 of the Grant Agency of the Czech Republic.     

Linear relations and congruences for the coefficients of Drinfeld modular forms

We find congruences for the t-expansion coefficients of Drinfeld modular forms for . We give generalized analogies of Siegel’s classical observation on SL ₂(ℤ) by determining all the linear relations among the initial t-expansion coefficients of Drinfeld modular forms for . As a consequence spaces M _k ⁰ are identified, in which there are congruences for the s-expansion coefficients. This work was supported by KOSEF R01-2006-000-10320-0 and by the Korea Research Foundation Grant (KRF-2005-214-M01-2005-000-10100-0)