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.

     

Asymptotic behaviour of Gaussian random fields

Summary Let X={X(t), t ^N} be a centred Gaussian random field with covariance X(t)X(s)=r(t–s) continuous on ^N×^N and r(0)=1. Let (t,s)=((X(t)–X(s)) ²)^1/2; (t,s) is a pseudometric on ^N. Assume X is -separable. Let D ₁ be the unit cube in ^N and for 0<k, D _k= {x^N: k ^–1 xD₁}, Z(k)=sup{X(t),tD _k}. If X is sample continuous and ¦r(t)¦ =o(1/log¦t¦) as ¦t¦8 then Z(k)-(2Nlogk) ^1/20 as k a.s.     

On the Growth of the Maximum of the Modulus of an Entire Function on a Sequence

Let M _f(r) and _f(r) be, respectively, the maximum of the modulus and the maximum term of an entire function f and let be a continuously differentiable function convex on (–, +) and such that x = o((x)) as x +. We establish that, in order that the equality be true for any entire function f, it is necessary and sufficient that ln (x) = o((x)) as x +.     

Looking for Selectors of Star Bodies

Let be a family of star bodies in R ⁿ (compact bodies in R ⁿ with nonempty kernels). A function s: R ⁿ is a selector for provided that s(A) ker A for every A . To every star body A and every : [0,) [0,) we assign a function _A: ker A R defined in terms of the radial function of translates of A. We prove that if A is convex and is concave and strictly increasing, then _A has a unique maximizer, which is referred to as the radial center of A induced by (Theorem 3.1). We extend the radial center map over some family of star bodies (Theorem 4.2). Further, we define a suitable metric, _st , the star metric, on the family of all the compact star sets in R ⁿ . This new metric is topologically stronger than the Hausdorff metric (Theorem 5.7). We study the continuity of our selectors with respect to _st .     

The spectral bound of Schrödinger operators

Let V: R ^N [0, ] be a measurable function, and >0 be a parameter. We consider the behaviour of the spectral bound of the operator 1/2–V as a function of . In particular, we give a formula for the limiting value as , in terms of the integrals of V over subsets of R ^N on which the Laplacian with Dirichlet boundary conditions has prescribed values. We also consider the question whether this limiting value is attained for finite .     

On Series of Translates of Positive Functions

For , a discrete infinite set of nonnegative real numbers, and a nonnegative measurable function f: R R ⁺, consider . The sets naturally break into two types. Type 1 consists of such that either C = R almost everywhere or else C = Ø a.e., for every f. Type 2 consists of all the other . We introduce a notion of asymptotic density for and the complementary notion of asymptotic lacunarity. We demonstrate that is of type 2 if it is asymptotically lacunary or else is asymptotically dense and exhibits asymptotically large Q-independent sets. We also give some examples of sets of both types.     

Une variante à la Coxeter du groupe de Steinberg

LetG _n ()be the semi-direct product of the symmetric groupS _n by the Steinberg groupSt _n ()of a ringWe first prove thatG _n ()has a Coxeter-type presentation. The canonical morphism St _n () GL _n ()extends to a group homo G_n() GL _n ()We next determine the kernel of for n = We also give an expression for the generator of the algebraic K group K ₂(Z)of the integers in terms of permutation matrices.     

C 1 changes of variable: Beurling-Helson type theorem and Hörmander conjecture on Fourier multipliers

We prove that if aC ¹ smooth change of variable : generates a bounded composition operatorff° in the spaceA _p()=L ^p ,p2, then is linear (affine).We also prove that for a nonlinearC ¹ mapping , the norms of exponentialse ⁱ as Fourier multipliers inL ^p () tend to infinity (,||). In both results the condition C ¹ is sharp, it cannot be replaced by the Lipschitz condition.     

A property of nonlinear elliptic equations when the right-hand side is a measure

LetA(u)=–diva(x, u, Du) be a Leray-Lions operator defined onW ₀ ^1,p () and be a bounded Radon measure. For anyu SOLA (Solution Obtained as Limit of Approximations) ofA(u)= in ,u=0 on , we prove that the truncationsT _k(u) at heightk satisfyA(T _k(u)) A(u) in the weak * topology of measures whenk + .

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Résumé SoitA(u)=–diva(x, u, Du) un opérateur de Leray-Lions défini surW ₀ ^1,p () et une mesure de Radon bornée. Pour toutu SOLA (Solution Obtenue comme Limite d'Approximations) deA(u)= dans ,u=0 sur , nous démontrons que les troncaturesT _k(u) à la hauteurk vérifientA(T _k(u)) A(u) dans la topologie faible * des mesures quandk + .

     

Isolated points in duals of certain locally compact groups

Summary LetG be a separable locally compact group with dual space. consists of all equivalence classes of irreducible unitary representations ofG, and is endowed with the Fell-topology. We study the topological properties in of the square-integrable representations ofG. [ is square-integrable provided there is a coordinate functiong((g)v, v),gG, for which is inL ²(G) w.r.t. left Haar measure onG.]SupposeG contains an open normal subgroupN of the formeKN ⁿ e whereK is compact. (All groups with a compact invariant neighborhood of the identity, [IN] groups, satisfy this condition.) In this case we show that if is square-integrable then {} is an open point of.Finally, our techniques are used to prove this result for arbitrary (non connected) nilpotent Lie groups.     

On the Solvability and Asymptotics of Solutions of One Functional Differential Equation with Singularity

We prove the existence of continuously differentiable solutions with required asymptotic properties as t +0 and determine the number of solutions of the following Cauchy problem for a functional differential equation:

Generation of alternating groups by pairs of conjugates

Considering the conjugacy classes of the alternating group of degreen, those classes that contain a pair of generators are in the majority. In fact, the proportion of such classes is 1 –(n), and(n) 0 asn .     

A Characterization of n s as a Multiplicative Function

All those complex valued multiplicative functions f and g are characterized for which g(n + k) – f(n) 0 (n ) is satisfied (k is an arbitrary nonzero integer).     

On a problem of A. Pleijel

In 1955, Arne Pleijel proposed the following problem which remains unsolved to this day: Given a closed plane convex curve C and a point x() at a fixed distance above the plane, as the point x() varies, characterize the point for which the conical surface with vertex x() and base C attains its minimum, and determine the limits as 0 and of this minimum point. The purpose of this paper is to solve the cases where approach its extremities and in the course of the solution, we obtain an interesting characterization of the limit points, which we shall call the Pleijel points of C. A consequence is that the inner Pleijel point provides an upper bound for the isoperimetric defect of C. We also generalize the problem to higher dimensional spaces, and obtain the corresponding characterizations of the limiting points for convex surfaces.     

Random k-Sat: A Tight Threshold For Moderately Growing k

We consider a random instance I of k-SAT with n variables and m clauses, where k=k(n) satisfies k—log₂ n. Let m ₀=2 ^k nln2 and let =(n)>0 be such that n. We prove that

Über eine Verallgemeinerung der Nicoletti-Aufgabe für Funktional-Differentialgleichungen mit voreilendem Argument

We consider a functional differential equation (1) (t)=F(t,) fort[0,+) together with a generalized Nicoletti condition (2)H()=. The functionF: [0,+)×C ⁰[0,+)B is given (whereB denotes the Banach space) and the value ofF (t, ) may depend on the values of (t) fort[0,+);H: C ⁰[0,+)B is a given linear operator and B. Under suitable assumptions we show that when the solution :[0,+)B satisfies a certain growth condition, then there exists exactly one solution of the problem (1), (2).     

Mehrdimensionale Romberg-Integration

Anders [1] showed, that the remainder term ofn-dimensional Romberg integrationT _m,k is of orderO(4^–km ) fork . Here, by induction overn and the results [2] forn = 1, an explicit formula is derived, giving the precise constants. It follows, that forf continuous andm +k theT _m,k are converging to the value of the integral.     

A Selection Theorem for Strongly Regular Multivalued Mappings

We prove the following generalization of a theorem of Ferry concerning selections of strongly regular multivalued maps onto the class of paracompact spaces: Let : X (Z, ) be a map of a paracompact space X into a metric space (Z, ) whose values (x) are complete subspaces of Z and absolute extensors (AE), for every x X. Suppose that can be represented as = , where : X Y is a continuous singlevalued map of X onto some finite-dimensional paracompact space Y and : Y (Z, ) is a strongly regular map. Then for every closed subset A X and every selection r : A Z of the map |A : A Z, there exists an extension : X Z of r such that is a selection of the map . We also prove a local version of this theorem.     

Π r P1-bundle from which a surjective morphism to Π m P1 exists

Let : X Y be a morphism of smooth projective varieties over an algebraically closed field k of characteristic not equal to 2 whose closed fibres are all isomorphic to ^r P¹ and let ': X ^r P¹ be a surjective morphism. This article gives a sufficient condition concerning ' and Y under which X is isomorphic to Y× ^r P¹.