Sur les équations de Lane–Emden avec opérateurs non linéaires

In this Note we consider nonnegative solutions for the nonlinear equation

$\text{M}{}^{\mathrm{+}}{}_{\mathrm{\lambda ,\Lambda }}\text{D}{}^2\text{u}\text{+|x|}{}^{\mathrm{\alpha }}\text{u}{}^{\mathrm{p}}\text{=0}$

in $\text{R}{}^{\mathrm{N}}$, where $\text{M}{}^{\mathrm{+}}{}_{\mathrm{\lambda ,\Lambda }}\text{(D}{}^2\text{u)}$ is the so called Pucci operator

$\text{M}{}^{\mathrm{+}}{}_{\mathrm{\lambda ,\Lambda }}\text{(M)=λ}\text{∑}\text{e}{}_{\mathrm{i}}\text{<0}\text{e}{}_{\mathrm{i}}\text{+Λ}\text{∑}\text{e}{}_{\mathrm{i}}\text{>0}\text{e}{}_{\mathrm{i}}\text{,}$

and the e_i are the eigenvalues of M et Λ?λ>0. We prove that if u satisfies the decreasing estimate

$\text{lim}\text{|x|→+∞}\text{|x|}{}^{\mathrm{\beta ?1}}\text{u(x)=0}$

for some β satisfying (β?1)(p?1)>2+α then u is radial. In a second time we prove that if $\text{p<}\text{N+2α+2}\text{N?2}$ and u is a nonnegative radial solution of (1), u(x)=g(r), such that g″ changes sign at most once, then u is zero. To cite this article: I. Birindelli, F. Demengel, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Two-parameter Turan inequalities for ultraspherical and Laguerre polynomials

It is known that the classical orthogonal polynomials satisfy inequalities of the form U_n²(x) ? U_{n + 1}(x) U_{n ? 1}(x) > 0 when x lies in the spectral interval. These are called Turan inequalities. In this paper we will prove a generalized Turan inequality for ultraspherical and Laguerre polynomials. Specifically if P_n^λ(x) and L_n^α(x) are the ultraspherical and Laguerre polynomials and $\text{F}{}_{\mathrm{n}}{}^{\mathrm{\lambda }}\text{(x) =}\text{P}{}_{\mathrm{n}}{}^{\mathrm{\lambda }}\text{(x)}\text{P}{}_{\mathrm{n}}{}^{\mathrm{\lambda }}\text{(1)}\text{, G}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(x) =}\text{L}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(x)}\text{L}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(0)}\text{,}\text{then}\text{F}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(x) F}{}_{\mathrm{n}}{}^{\mathrm{\beta }}\text{(x) ? F}{}_{\mathrm{n\; +\; 1}}{}^{\mathrm{\alpha }}\text{(x) F}{}_{\mathrm{n\; ?\; 1}}{}^{\mathrm{\beta }}\text{(x) > 0, ? 1 < x < 1, ?}\text{1}\text{2}\text{< α ? β ? α + 1}\text{and}\text{G}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(x) G}{}_{\mathrm{n}}{}^{\mathrm{\beta }}\text{(x) ? G}{}_{\mathrm{n\; +\; 1}}{}^{\mathrm{\alpha }}\text{(x) G}{}_{\mathrm{n\; ?\; 1}}{}^{\mathrm{\beta }}\text{(x) > 0, x > 0, 0 < α ? β ? α + 1}$. We also prove the inequality $\text{(n + 1) F}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(x) F}{}_{\mathrm{n}}{}^{\mathrm{\beta }}\text{(x) ? nF}{}_{\mathrm{n\; +\; 1}}{}^{\mathrm{\alpha }}\text{(x) F}{}_{\mathrm{n\; ?\; 1}}{}^{\mathrm{\beta }}\text{(x) > A}{}_{\mathrm{n}}\text{[F}{}_{\mathrm{n}}{}^{\mathrm{\alpha }}\text{(x)]}{}^2\text{, ?1 < x < 1, ?}\text{1}\text{2}\text{< α ? β < α + 1,}\text{where}\text{A}{}_{\mathrm{n}}$ is a positive constant depending on α and β.     

Deterministic version of Wigner's semicircle law for the distribution of matrix eigenvalues

It is proved that Wigner's semicircle law for the distribution of eigenvalues of random matrices, which is important in the statistical theory of energy levels of heavy nuclei, possesses the following completely deterministic version. Let A_n=(a_ij), 1?i, ?n, be the nth section of an infinite Hermitian matrix, {λ⁽ⁿ⁾}_1?k?n its eigenvalues, and {u_k⁽ⁿ⁾}_1?k?n the corresponding (orthonormalized column) eigenvectors. Let $\text{v}{}^1{}_{\mathrm{n}}\text{=(a}{}_{\mathrm{n1}}\text{,a}{}_{\mathrm{n2}}\text{,?,a}{}_{\mathrm{n,n?1}}\text{)}$, put

$\text{X}{}_{\mathrm{n}}\text{(t)=[n(n-1)]}{}^{\mathrm{<mtext>-1</mtext><mtext>2</mtext>}}\text{∑}\text{k=1}\text{[(n-1)t]}\text{|v}{}_{\mathrm{n}}{}^1\text{u}{}_{\mathrm{f}}{}^{\mathrm{(n-1)}}\text{|}{}^2\text{,}\text{0?t?1}$

(bookeeping function for the length of the projections of the new row v¹_n of A_n onto the eigenvectors of the preceding matrix A_n?1), and let finally

$\text{F}{}_{\mathrm{n}}\text{(x)=n}{}^{-1}\text{(}\text{number of}\text{λ}{}_{\mathrm{k}}{}^{\mathrm{(n)}}\text{?x}\text{n}\text{,1?k?n)}$

(empirical distribution function of the eigenvalues of $\text{A}{}_{\mathrm{n}}\text{n}$. Suppose (i) $\text{lim}{}_{\mathrm{n}}\text{a}{}_{\mathrm{nn}}\text{n}\text{=0}$, (ii) lim_nX_n(t)=Ct(0<C<∞,0?t?1). Then

$\text{F}{}_{\mathrm{n}}\text{?W(·,C)}\text{(n→∞)}$

,where W is absolutely continuous with (semicircle) density

$\text{w(x,C)=}\text{(2Cπ)}{}^{-1}\text{(4C-x}{}^2{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{for}\text{|x|?2}\text{C}\text{0}\text{for}\text{|x|?2}\text{C}$

     

On the van der Waerden conjecture and zeros of polynomials

Let

$\text{F(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{A}{}_{\mathrm{n}}\text{≠ 0,}$

and

$\text{G(x) =}\text{∑}\text{k=o}\text{n}\text{n}\text{k}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}$

$\text{B}{}_{\mathrm{n}}\text{≠ 0,}$

be polynomials with real zeros satisfying A_n?1 = B_n?1 = 0, and let

$\text{H(x) =}\text{∑}\text{k=o}\text{n-2}\text{n}\text{k}\text{A}{}_{\mathrm{k}}\text{B}{}_{\mathrm{k}}\text{x}{}^{\mathrm{k}}\text{.}$

Using the recently proved validity of the van der Waerden conjecture on permanents, some results on the real zeros of H(x) are obtained. These results are related to classical results on composite polynomials.     

Kolmogorov-Landau inequalities for monotone functions

Presented in this report are two further applications of very elementary formulae of approximate differentiation. The first is a new derivation in a somewhat sharper form of the following theorem of V. M. Olovyani?nikov: LetN_n (n ? 2) be the class of functionsg(x) such thatg(x), g′(x),…, g⁽ⁿ⁾(x) are ? 0, bounded, and nondecreasing on the half-line ?∞ < x ? 0. A special element ofN_nis

$\text{g}{}_1\text{(x) = 0}\text{if}\text{?∞ < x < ?1, g}{}_1\text{(x) = (1 + x)}{}^{\mathrm{n}}\text{if}\text{?1 ? x ? 0}$

. Ifg(x) ∈ N_nis such that

$\text{g(0) ? g}{}_1\text{(0) = 1, g}{}^{\mathrm{(n)}}\text{(0) ? g}{}_1{}^{\mathrm{(n)}}\text{(0) = n!}$

, then

$\text{g}{}^{\mathrm{(v)}}\text{(0) ? g}{}_1{}^{\mathrm{(v)}}\text{(0)}$

for

1$\text{v = 1,…, n ? 1}$

. Moreover, if we have equality in (1) for some value of v, then we have there equality for all v, and this happens only if $\text{g(x) = g}{}_1\text{(x)}$ in (?∞, 0].The second application gives sufficient conditions for the differentiability of asymptotic expansions (Theorem 4).     

Construction of a recurrence relation for modified moments

In this paper we are constructing a recurrence relation of the form

$\text{∑}\text{i=0}\text{r}\text{ω}{}_{\mathrm{i}}\text{(k)m}{}_{\mathrm{k+i}}{}^{\mathrm{\{\lambda \}}}\text{[f] = ω(k)}$

for integrals (called modified moments)

$\text{m}{}_{\mathrm{k}}{}^{\mathrm{\{\lambda \}}}\text{[f]df=}\text{∫}\text{?1}\text{1}\text{f(x)C}{}_{\mathrm{k}}{}^{\mathrm{(\lambda )}}\text{(x)dx (k = 0,1,…)}$

in which C_k^(λ) is the k-th Gegenbauer polynomial of order $\text{λ(λ > ?}\text{1}\text{2}\text{)}$, and f is a function satisfying the differential equation

$\text{∑}\text{i=0}\text{n}\text{P}{}_{\mathrm{i}}\text{(x)f}{}^{\mathrm{(i)}}\text{(x) = p(x) (?1?x?1)}$

of order n, where p₀, p₁, …, p_n ? 0 are polynomials, and m_k^〈λ〉[p] is known for every k. We give three methods of construction of such a recurrence relation. The first of them (called Method I) is optimum in a certain sense.     

Spectral representation for Schrödinger operators with long-range potentials

A spectral representation for the self-adjoint Schrödinger operator H = ?Δ + V(x), x? R³, is obtained, where V(x) is a long-range potential: $\text{V(x) = O(¦ x ¦}{}^{\mathrm{<mtext>?</mtext><mtext>(1</mtext><mtext>2)</mtext><mtext>?\delta </mtext>}}\text{)}$, grad $\text{V(x) = O(¦ x ¦}{}^{\mathrm{<mtext>?</mtext><mtext>(3</mtext><mtext>2)</mtext><mtext>?\delta </mtext>}}\text{)}$, $\text{ΛV(x) = O(¦ x}\text{s}\text{?}{}^{\mathrm{?\delta }}\text{) (δ > 0), Λ}$ being the Laplace-Beltrami operator on the unit sphere Ω. Namely, we shall construct a unitary operator $\text{F}$ from PL₂(R³) onto $\text{L}{}_2\text{((0, ∞); L}{}_2\text{(Ω)), P}$ being the orthogonal projection onto the absolutely continuous subspace for H, such that for any Borel function α(λ),

$\text{(α(H)(Pf,g)=}\text{∫}\text{0}\text{∞}\text{(α(λ)(Ff)(λ),(Fg)(λ))L}{}_2\text{(ω) dλ}$

.     

Orthogonal polynomials on the negative multinomial distribution

Orthogonal polynomials on the multivariate negative binomial distribution,

$\text{(1 + Θ)}{}^{\mathrm{?\alpha ?x}}\text{(}\text{π}\text{j=0}\text{p}\text{Θ}{}_{\mathrm{j}}{}^{\mathrm{x}}\text{j}\text{x}{}_{\mathrm{j}}\text{!}\text{)}\text{Γ(α + x)}\text{Γ(α)}$

where α > 0, Θ₁ > 0, x = ΣΘ_i, x₀, x₁, …, x_p = 0,1, … are constructed and their properties studied.     

“Integer-making” theorems

Let X = {x₁, x₂,…} be a finite set and associate to every x_i a real number α_i. Let f(n) [g (n)] be the least value such that given any family $\text{F}$ of subsets of X having maximum degree n [cardinality n], one can find integers α_i, i=1,2,… so that α_i ? α_i|<1 and

$\text{∑}\text{x}{}_{\mathrm{i\; ?\; E}}\text{a}{}_{\mathrm{i}}\text{?}\text{∑}\text{x}{}_{\mathrm{i\; ?\; E}}\text{α}{}_{\mathrm{i}}\text{≤?(n)}\text{∑}\text{x}{}_{\mathrm{i\; ?\; E}}\text{a}{}_{\mathrm{i}}\text{?}\text{∑}\text{x}{}_{\mathrm{i\; ?\; E}}\text{α}{}_{\mathrm{i}}\text{≤}\text{g(n)}$

for all $\text{E ?}\text{F}$. We prove

$\text{f(n)≤n ? 1 and g(n)≤c(n}\text{log}\text{n)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$

.     

Duality between some linear preserver problems. II. Isometries with respect to c-special norms and matrices with fixed singular values

Let $\text{F}{}_{\mathrm{m\times n}}$ (m?n) denote the linear space of all m × n complex or real matrices according as $\text{F}$=$\text{C}$ or $\text{R}$. Let c=(c₁,…,c_m)≠0 be such that c₁???c_m?0. The c-spectral norm of a matrix A?$\text{F}$_m×n is the quantity

$\text{6A6}{}_{\mathrm{c}}\text{∑}\text{i=I}\text{m}\text{c}{}_{\mathrm{i}}\text{σ}{}_{\mathrm{i}}\text{(A)}$

. where σ₁(A)???σ_m(A) are the singular values of A. Let d=(d₁,…,d_m)≠0, where d₁???d_m?0. We consider the linear isometries between the normed spaces $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{<mtext>c</mtext>}}\text{)}$ and $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{d}}\text{)}$, and prove that they are dual transformations of the linear operators which map $\text{L}$(d) onto $\text{L}$(c), where

$\text{L}\text{(c)= {X?}\text{F}{}_{\mathrm{m\times n}}\text{:X}\text{has singular values}\text{c}{}_1\text{,…,c}{}_{\mathrm{m}}\text{}}$

.     

Product formulas for semigroups with elliptic generators

Real constant coefficient nth order elliptic operators, Q, which generate strongly continuous semigroups on L²($\text{R}$^k) are analyzed in terms of the elementary generator,

$\text{A = (?n)}{}^{\mathrm{<mtext>(</mtext><mtext>n</mtext><mtext>2</mtext><mtext>\; ?\; 1</mtext>}}\text{)(n!)}{}^{\mathrm{?1}}\text{∑}\text{k}\text{j = 1}\text{?}{}^{\mathrm{n}}\text{?x}{}_{\mathrm{j}}{}^{\mathrm{n}}$

, for n even. Integral operators are defined using the fundamental solutions p_n(x, t) to u_t = Au and using real polynomials q_l,…, q_k on $\text{R}$^m by the formula, for q = (q_l,…, q_k),

$\text{(F(t)?)(x) = ∫}$

_$\text{R}$m

$\text{?(x + q(z)) P}{}_{\mathrm{n}}\text{(z, t)dz}$

. It is determined when, strongly on L²($\text{R}$^k),

$\text{e}{}^{\mathrm{tQ}}\text{=}\text{lim}\text{j → ∞}\text{F}\text{t}\text{j}{}^{\mathrm{j}}$

. If n = 2 or k = 1, this can always be done. Otherwise the symbol of Q must have a special form.     

On the number of zeros of diagonal cubic forms

Let M_s, be the number of solutions of the equation

$\text{X}{}_1{}^3\text{+ X}{}_2{}^3\text{+ … + X}{}_{\mathrm{s}}{}^3\text{=0}$

in the finite field GF(p). For a prime p ≡ 1(mod 3),

$\text{∑}\text{s=1}\text{∞}\text{M}{}_{\mathrm{s}}\text{X}{}^{\mathrm{s}}\text{=}\text{x}\text{1 ? px}\text{+}\text{x}{}^2\text{(p ? 1)(2 + dx)}\text{1 ? 3px}{}^2\text{? pdx}{}^3$

,

$\text{M}{}_3\text{= p}{}^2\text{+ d(p ? 1)}$

, and

$\text{M}{}_4\text{= p}{}^2\text{+ 6(p}{}^2\text{? p)}$

. Here d is uniquely determined by

$\text{4}{}_{\mathrm{p}}\text{= d}{}^2\text{+ 27b}{}^2\text{and}\text{d ≡ 1(}\text{mod}\text{3)}$

.     

Canonical forms for linear systems

This paper considers canonical forms for the similarity action of Gl(n) on $\text{∑}{}_{\mathrm{n,m}}\text{={(A,B)∈}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{n}}\text{×}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{m}}\text{}}$:

$\text{Gl(n×∑}{}_{\mathrm{n,m}}\text{→∑}{}_{\mathrm{n,m}}$

,

$\text{(H,(A,B))?(HAH}{}^{-1}\text{,HB)}$

Those canonical forms are obtained as an application of a more general method to select canonical elements M_c in the orbits $\text{O}{}_{\mathrm{M}}$ of a matrix group G acting on a set of matrices $\text{M}\text{?}\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$. We define a total order (?) on $\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$, different from the lexicographic order ^l? [0^l?x ? x <0, but $\text{0?x≠0 for x∈}\text{R}\text{]}$ and consider normalized $\text{O}{}_{\mathrm{M}}$-elements with a minimal number of parameters:

$\text{min{}\text{M}\text{?}\text{∈}\text{O}{}_{\mathrm{M}}\text{:}\text{M}\text{?}\text{normalized}}$

It is shown that the row and column echelon forms, the Jordan canonical form, and “nice” control canonical forms for reachable (A,B)-pairs have a homogeneous interpretation as such (?)-minimal orbit elements. Moreover new canonical forms for the general action (?) are determined via this method.     

A transformation theorem for one-dimensional F-expansions

If f is a monotone function subject to certain restrictions, then one can associate with any real number x between zero and one a sequence {a_n(x)} of integers such that

$\text{x=f(a}{}_1\text{(x) + f(a}{}_2\text{(x) +f(a}{}_3\text{(x) +…)))}$

. In this paper properties of the function F defined by

$\text{Fx=g(a}{}_1\text{(x) + g(a}{}_2\text{(x) +g(a}{}_3\text{(x) +…)))}$

, where g is any function satisfying the same restrictions as f, are discussed. Principally, F is found to be useful in finding stationary measures on the sequences {a_n(x)}.     

How small are the increments of a Wiener process?

Let $\text{γ}{}_{\mathrm{т}}\text{=(8(}\text{logTa}{}^{-1}{}_{\mathrm{T}}\text{+log log T)}\text{π}{}^2\text{a}{}_{\mathrm{T}}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$, 0<a_T?T<∞, and {W(t);0?t<∞} be a standard Wiener process. This exposition studies the almost sure behaviour of

, under varying conditions on a_T and T/a_T. The following analogue of Lévy's modulus of continuity of a Wiener Process is also given:

$\text{lim}{}_{\mathrm{h\to 0}}\text{inf}{}_{\mathrm{0?t?1}}\text{sup}{}_{\mathrm{0?s?h}}\text{(}\text{8 log h}{}^{-1}\text{π}{}^2\text{h}\text{)}\text{1}\text{2}\text{|W(t+s)?W(t)| =}{}^{\mathrm{a.s.}}\text{1.}$

and this may be viewed as the exact “modulus of non-differentiability” of a Wiener Process.     

On the convergence of solutions of functional differential equations with infinite delay

Let $\text{C(β), S1(β),}\text{and}\text{K(β, λ)}$ be the classes of univalent functions defined in $\text{E = {z: ¦z¦< 1}}$, which are convex of order β, starlike of order β and close-to-convex of order β type λ. Let $\text{f(z) = (}\text{1}\text{α}\text{)z}{}^{\mathrm{<mtext>1?</mtext><mtext>1</mtext><mtext>\alpha </mtext>}}\text{∝}{}^{\mathrm{z}}{}_0\text{z}{}^{\mathrm{<mtext>1</mtext><mtext>x?2</mtext>}}\text{F(z)dz, 0 ? α < 1}$. We discuss the properties of the function f when this function F belongs to the class K(β, λ) and its various subclasses.     

Pairs of additive equations II. Large odd degree

Let k be an odd positive integer. Davenport and Lewis have shown that the equations

$\text{a}{}_1\text{x}{}_1{}^{\mathrm{k}}\text{+…+a}{}_{\mathrm{n}}\text{x}{}_{\mathrm{n}}{}^{\mathrm{k}}\text{=0}$

with integer coefficients, have a nontrivial solution in integers x₁,…, x_N provided that

$\text{N?[36klog6k]}$

Here it is shown that for any ? > 0 and k > k₀(?) the equations have a nontrivial solution provided that

$\text{N?}\text{8}\text{log 2}\text{+?}\text{k log k.}$

     

On the asymptotic number of tournament score sequences

An n-tournament is a complete labelled digraph on n vertices without loops or multiple arcs. A tournament's score sequence is the sequence of the out-degrees of its vertices arranged in nondecreasing order. The number S_n of distinct score sequences arising from all possible n-tournaments, as well as certain generalizations are investigated. A lower bound of the form

$\text{S}{}_{\mathrm{n}}\text{>}\text{C}{}_1\text{4}{}^{\mathrm{n}}\text{n}{}^{\mathrm{<mtext>5</mtext><mtext>2</mtext>}}$

(C₁ a constant) and an upper bound of the form $\text{S}{}_{\mathrm{n}}\text{<}\text{C}{}_2\text{4}{}^{\mathrm{n}}\text{n}{}^2$ are proved. A q-extension of the Catalan numbers

$\text{c}{}_1\text{(q)=1}\text{and}\text{c}{}_{\mathrm{n}}\text{(q)=}\text{∑}\text{i?1}\text{n?1}\text{c}{}_{\mathrm{i}}\text{(q)c}{}_{\mathrm{n?1}}\text{(q)q}{}^{\mathrm{i(n?i?1)}}$

is defined. It is conjectured that all coefficients in the polynomial C_n(q) are at most $\text{O(}\text{4}{}^{\mathrm{n}}\text{n}{}^3\text{)}$. It is shown that if this conjecture is true, then

$\text{S}{}_{\mathrm{n}}\text{<}\text{C}{}_3\text{4}{}^{\mathrm{n}}\text{n}{}^{\mathrm{<mtext>5</mtext><mtext>2</mtext>}}$

     

The asymptotic distribution of the order of elements in symmetric semigroups

P. Erdös and P. Turán [8] (Acta Math. Acad. Sci. Hungar., 18 (1967), 309–320) have shown that, if K(n, x) is the number of elements P in S_n, the symmetric group on n letters, whose order O(P) satisfies

$\text{log}\text{O(P) ?}\text{1}\text{2}\text{log}{}^2\text{n + (}\text{1}\text{3}\text{) x}\text{log}{}^{\mathrm{<mtext>3</mtext><mtext>2</mtext>}}\text{n}$

then

In this paper the analogous result for the symmetric semigroup is obtained. Let α?T_n, the symmetric semigroup on n letters (the set of all mappings of {1, 2,…, n} into {1, 2,…, n}) and let O(α) be the order of α. If L(n, x) is the number of α?T_n with

$\text{log}\text{O(α)?}\text{1}\text{8}\text{log}{}^2\text{n +(?}\text{1}\text{24}\text{) x}\text{log}{}^{\mathrm{<mtext>3</mtext><mtext>2</mtext>}}\text{n,}$

then

     

Strong approximation theorems for density dependent Markov chains

A variety of continuous parameter Markov chains arising in applied probability (e.g. epidemic and chemical reaction models) can be obtained as solutions of equations of the form

$\text{X}{}_{\mathrm{N}}\text{(t)=x}{}_0\text{+∑}\text{1}\text{N}\text{lY}{}_1\text{N ∫}{}^{\mathrm{t}}{}_0\text{f}{}_1\text{(X}{}_{\mathrm{N}}\text{(s))ds}$

where $\text{l∈}\text{Z}{}^{\mathrm{t}}$, the Y₁ are independent Poisson processes, and N is a parameter with a natural interpretation (e.g. total population size or volume of a reacting solution).The corresponding deterministic model, satisfies

$\text{X(t)=x}{}_0\text{+ ∫}{}^{\mathrm{t}}{}_0\text{∑ lf}{}_1\text{(X(s))ds}$

Under very general conditions lim_N→∞X_N(t)=X(t) a.s. The process X_N(t) is compared to the diffusion processes given by

$\text{Z}{}_{\mathrm{N}}\text{(t)=x}{}_0\text{+∑}\text{1}\text{N}\text{lB}{}_1\text{N∫}{}^{\mathrm{t}}{}_0\text{ft(Z}{}_{\mathrm{N}}\text{(s))ds}$

and

$\text{V(t)=∑ l∫}{}^{\mathrm{t}}{}_0\text{f}{}_1\text{(X(s))}\text{d}\text{W}\text{?}{}_1\text{+∫}{}^{\mathrm{t}}{}_0\text{?F(X(s))·V(s)}\text{ds.}$

Under conditions satisfied by most of the applied probability models, it is shown that X_N,Z_N and V can be constructed on the same sample space in such a way that

$\text{X}{}_{\mathrm{N}}\text{(t)=Z}{}_{\mathrm{N}}\text{(t)+O}\text{logN}\text{N}$

and

$\text{N}\text{(X}{}_{\mathrm{N}}\text{(t)?X(t))=V(t)+O}\text{log N}\text{N}$