First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

On neighborhood condition for graphs to have [a,b]-factors

Let G be a graph of order n, and let a and b be integers such that 1a<b. Let δ(G) be the minimum degree of G. Then we prove that if δ(G)(k−1)a, n(a+b)(k(a+b)−2)/b, and |N_G(x₁)N_G(x₂)N_G(x_k)|an/(a+b) for any independent subset {x₁,x₂,…,x_k} of V(G), where k2, then G has an [a,b]-factor. This result is best possible in some sense.     

Inverse geophysical problems for some noncompactly supported inhomogeneities

Let[²+k²n(x₁,x₃)]u(x₁,x₂,x₃)=−δ(x₁,y₁δ(x₂,y₂)δ(x₃,y₃) in R³₊. Assume that u(x₁,x₂,x₃=0,y₁,y₂=0,y₃=0,k) is measured at the plane P {x:x₃=0} for all positions of the source on the line y = (y₁,y₂ = 0,y₃ = 0), -∞ < y₁ < ∞, and receiver on the plane(x₁,x₂,x₃ − <x₁,x₂ < ∞, and for low-frequencies 0 < k <k₀, k₀ > 0 is an arbitrary small wave number. Assume thatn(x₁,x₃) is an arbitrary bounded piecewise-continuous function. The basic result is: the above low-frequency surface data determinen(x₁,x₃)uniquely.     

Subsets of an interval whose product is a power

We form squares from the product of integers in a short interval [n, n + t_n], where we include n in the product. If p is prime, p|n, and (₂^p) > n, we prove that p is the minimum t_n. If no such prime exists, we prove t_n √5n when n> 32. If n = p(2p − 1) and both p and 2p − 1 are primes, then t_n = 3p> 3 √n/2. For n(n + u) a square > n², we conjecture that a and b exist where n < a < b < n + u and nab is a square (except n = 8 and N = 392). Let g₂(n) be minimal such that a square can be formed as the product of distinct integers from [n, g₂(n)] so that no pair of consecutive integers is omitted. We prove that g₂(n) 3n − 3, and list or conjecture the values of g₂(n) for all n. We describe the generalization to kth powers and conjecture the values for large n.     

The space localization of unbounded boundary perturbations in nonlinear heat conduction with transfer

We consider the nonlinear parabolic equation u_t = (k(u)u_x)_x + b(u)_x, where u = u(x, t, x ε R¹, t > 0; k(u) ≥ 0, b(u) ≥ 0 are continuous functions as u ≥ 0, b (0) = 0; k, b > 0 as u > 0. At t = 0 nonnegative, continuous and bounded initial value is prescribed. The boundary condition u(0, t) = Ψ(t) is supposed to be unbounded as t → +∞. In this paper, sufficient conditions for space localization of unbounded boundary perturbations are found. For instance, we show that nonlinear equation u_t = (uⁿu_x)_x + (u^β)_x, n ≥ 0, β >; n + 1, exhibits the phenomenon of “inner boundedness,” for arbitrary unbounded boundary perturbations.     

Solution to an extremal problem on bigraphic pairs with a <Emphasis Type="Italic">Z</Emphasis><Subscript>3</Subscript>-connected realization

Let S=(a₁,...,a_m; b₁,...,b_n), where a₁,...,a_m and b₁,...,b_n are two nonincreasing sequences of nonnegative integers. The pair S=(a₁,...,a_m; b₁,...,b_n) is said to be a bigraphic pair if there is a simple bipartite graph G=(X ∪ Y, E) such that a₁,...,a_m and b₁,...,b_n are the degrees of the vertices in X and Y, respectively. Let Z₃ be the cyclic group of order 3. Define σ(Z₃, m, n) to be the minimum integer k such that every bigraphic pair S=(a₁,...,a_m; b₁,...,b_n) with a_m, b_n ≥ 2 and σ(S)=a₁ +... + a_m ≥ k has a Z₃-connected realization. For n=m, Yin[Discrete Math., 339, 2018-2026 (2016)] recently determined the values of σ(Z₃, m, m) for m ≥ 4. In this paper, we completely determine the values of σ(Z₃, m, n) for m ≥ n ≥ 4.     

On the fourth power moment of Fourier coefficients of cusp form

Let a(n)be the Fourier coefficients of a holomorphic cusp form of weightκ=2n≥12 for the full modular group and A(x)=∑_(n≤x)a(n).In this paper,we establish an asymptotic formula of the fourth power moment of A(x)and prove that ∫T1A~4(x)dx=3/(64κπ~4)s_4;2()T~(2κ)+O(T~(2κ-δ_4+ε))with δ_4=1/8,which improves the previous result.     

Strong approximation for cross-covariances of linear variables with long-range dependence

Suppose {_k, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {c_j}^∞_j=0, {d_j}^∞_j=0 are sequences of real numbers such that Σ_jc²_j < ∞, Σ_jd²_j < ∞. Then, under appropriate moment conditions on {_k, −∞ < k < ∞}, y_k Σ^∞_j=0c_jk-j, z_k Σ^∞_j=0d_jk-j exist almost surely and in ⁴ and the question of Gaussian approximation to S_[t]Σ^[t]_k=1 (y_k z_k − E{y_k z_k}) becomes of interest. Prior to this work several related central limit theorems and a weak invariance principle were proven under stationary assumptions. In this note, we demonstrate that an almost sure invariance principle for S_[t], with error bound sharp enough to imply a weak invariance principle, a functional law of the iterated logarithm, and even upper and lower class results, also exists. Moreover, we remove virtually all constraints on _k for “time” k ≤ 0, weaken the stationarity assumptions on {_k, −∞ < k < ∞}, and improve the summability conditions on {c_j}^∞_j=0, {d_j}^∞_j=0 as compared to the existing weak invariance principle. Applications relevant to this work include normal approximation and almost sure fluctuation results in sample covariances (let d_j = c_j-m for j ≥ m and otherwise 0), quadratic forms, Whittle's and Hosoya's estimates, adaptive filtering and stochastic approximation.     

An extension theorem for t-designs

In 1994, van Trung (Discrete Math. 128 (1994) 337–348) [9] proved that if, for some positive integers d and h, there exists an S_λ(t,k,v) such that

then there exists an S_λ(v−t+1)(t,k,v+1) having v+1 pairwise disjoint subdesigns S_λ(t,k,v). Moreover, if B_i and B_j are any two blocks belonging to two distinct such subdesigns, then d|B_i∩B_j|<k−h. In 1999, Baudelet and Sebille (J. Combin. Des. 7 (1999) 107–112) proved that if, for some positive integers, there exists an S_λ(t,k,v) such that

where m=min{s,v−k} and n=min{i,t}, then there exists an

having pairwise disjoint subdesigns S_λ(t,k,v). The purpose of this paper is to generalize these two constructions in order to produce a new recursive construction of t-designs and a new extension theorem of t-designs.     

Convex 4-valent polytopes

Let {p_k}_k≥3 be a sequence of nonnegative integers which satisfies 8 + Σ_k≥3 (k-4) p_k = 0 and p₄ ≥ p₃. Then there is a convex 4-valent polytope P in E³ such that P has exactly p_k k-gons as faces. The inequality p₄ ≥ p₃ is the best possible in the sense that for c < 1 there exist sequences that are not 4-realizable that satisfy both 8 + Σ_{k ≥3} (k - 4) p_k = 0 and p₄ > cp₃. When Σ_{k ≥ 5} p_k ≠ 1, one can make the stronger statement that the sequence {p_k} is 4-reliazable if it satisfies 8 + Σ_{k ≥ 3} (k - 4) p_k = 0 and p₄ ≥ 2Σ_{k ≥ 5} p_k + max{k ¦ p_k ≠ 0}.     

Krylov subspace methods for eigenvalues with special properties and their analysis for normal matrices

In this paper we propose a general approach by which eigenvalues with a special property of a given matrix A can be obtained. In this approach we first determine a scalar function ψ: C → C whose modulus is maximized by the eigenvalues that have the special property. Next, we compute the generalized power iterations uinj + 1 = ψ(A)u_j, j = 0, 1,…, where u₀ is an arbitrary initial vector. Finally, we apply known Krylov subspace methods, such as the Arnoldi and Lanczos methods, to the vector u_n for some sufficiently large n. We can also apply the simultaneous iteration method to the subspace span{x⁽ⁿ⁾₁,…,x⁽ⁿ⁾_k} with some sufficiently large n, where x^(j+1)_m = ψ(A)x^(j)_m, j = 0, 1,…, m = 1,…, k. In all cases the resulting Ritz pairs are approximations to the eigenpairs of A with the special property. We provide a rather thorough convergence analysis of the approach involving all three methods as n → ∞ for the case in which A is a normal matrix. We also discuss the connections and similarities of our approach with the existing methods and approaches in the literature.     

Weak convergence to the multiple Stratonovich integral

We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processes

in the space , where fL²([0,T]ⁿ) is a given function, and {η(t)}_>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t₁,…,t_n)=1_{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t₁,…,t_n)=f₁(t₁)f_n(t_n)1_{t1<t2<<tn}, with f_iL²([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f.     

The smallest degree sum that yields potentially kCℓ-graphic sequences

Gould et al. (Combinatorics, Graph Theory and Algorithms, Vol. 1, 1999, pp. 387–400) considered a variation of the classical Turán-type extremal problems as follows: For a given graph H, determine the smallest even integer σ(H,n) such that every n-term graphic sequence π=(d₁,d₂,…,d_n) with term sum σ(π)=d₁+d₂++d_nσ(H,n) has a realization G containing H as a subgraph. In this paper, for given integers k and ℓ, ℓ7 and 3kℓ, we completely determine the smallest even integer σ(_kC_ℓ,n) such that each n-term graphic sequence π=(d₁,d₂,…,d_n) with term sum σ(π)=d₁+d₂++d_nσ(_kC_ℓ,n) has a realization G containing a cycle of length r for each r, krℓ.     

The existence of Schröder designs with equal-sized holes

A holey Schröder design of type h₁^n₁h₂^n₂ … h_k^n_k (HSD(h₁^n₁h₂^n₂ … h_k^n_k)) is equivalent to a frame idempotent Schröder quasigroup (FISQ(h₁^n₁h₂^n₂ … h_k^n_k)) of order n with n_i missing subquasigroups (holes) of order h_i, (1 i k), which are disjoint and spanning, that is, Σ_{1 i k} n_ih_i = n. In this paper, it is shown that an HSD(hⁿ) exists if and only if h²n(n − 1) 0 (mod 4) with expceptions (h, n) ε {{(1,5),(1,9),(2,4)}} and the possible exception of (h, n) = (6,4).     

Balanced partitions of two sets of points in the plane

We prove the following theorem. Let m≥2 and q≥1 be integers and let S and T be two disjoint sets of points in the plane such that no three points of ST are on the same line, |S|=2q and |T|=mq. Then ST can be partitioned into q disjoint subsets P₁,P₂,…,P_q satisfying the following two conditions: (i) conv(P_i)∩conv(P_j)=φ for all 1≤i<j≤q, where conv(P_i) denotes the convex hull of P_i; and (ii) |P_i∩S|=2 and |P_i∩T|=m for all 1≤i≤q.     

On some properties of the series ∑k=0 kx and the Stirling numbers of the second kind

We partially characterize the rational numbers x and integers n 0 for which the sum ∑_k=0^∞ kⁿx^k assumes integers. We prove that if ∑_k=0^∞ kⁿx^k is an integer for x = 1 − a/b with a, b> 0 integers and gcd(a,b) = 1, then a = 1 or 2. Partial results and conjectures are given which indicate for which b and n it is an integer if a = 2. The proof is based on lower bounds on the multiplicities of factors of the Stirling number of the second kind, S(n,k). More specifically, we obtain for all integers k, 2 k n, and a 3, provided a is odd or divisible by 4, where v_a(m) denotes the exponent of the highest power of a which divides m, for m and a> 1 integers.

New identities are also derived for the Stirling numbers, e.g., we show that ∑_k=0²ⁿk! S(2n, k) , for all integers n 1.     

Embeddings of the base and bundle isomorphisms

Let π_i :E_i→M, i=1,2, be oriented, smooth vector bundles of rank k over a closed, oriented n-manifold with zero sections s_i :M→E_i. Suppose that U is an open neighborhood of s₁(M) in E₁ and F :U→E₂ a smooth embedding so that π₂Fs₁ :M→M is homotopic to a diffeomorphism f. We show that if k>[(n+1)/2]+1 then E₁ and the induced bundle f^*E₂ are isomorphic as oriented bundles provided that f have degree +1; the same conclusion holds if f has degree −1 except in the case where k is even and one of the bundles does not have a nowhere-zero cross-section. For n≡0(4) and [(n+1)/2]+1<kn we give examples of nonisomorphic oriented bundles E₁ and E₂ of rank k over a homotopy n-sphere with total spaces diffeomorphic with orientation preserved, but such that E₁ and f^*E₂ are not isomorphic oriented bundles. We obtain similar results and counterexamples in the more difficult limiting case where k=[(n+1)/2]+1 and M is a homotopy n-sphere.     

A theorem on independence

Suppose we are given a family of sets , where S(j) = ∩^k_i=1 H_i(j), and suppose each collection of sets H_i(j₁),…,H_i(j_k+1) has a lower bound under the partial ordering defined by inclusion, then the maximal size of an independent subcollection of is k. For example, for a fixed collection of half-spaces H₁,…,H_k in , we define to be the collection of all sets of the form

where χ_i, I=1,…, k are points in . Then the maximal size of an independent collection of such sets us k. This leads to a proof of the bound of 2d due to Rényi et al. (1951) for the maximum size of an independent family of rectangles in with sides parallel to the coordinate axes, and to a bound of d+1 for the maximum size of an independent family of simplices in with sides parallel to given hyperplanes H₁,…,H_d+1.     

Invariant record processes and applications to best choice modelling

Let X₁, X₂,…be identically distributed random variables from an unknown continuous distribution. Further let I_r(1), I_r(2),…be a sequence of indicator functions defined on X₁, X₂,…by I_r(k) = 0 if k < r, I_r(k) = 1 if X_k is a r-record AND = 0 otherwise. Suppose that we observe X₁, X₂,… at times T₁ < T₂ <… where the T_k's are realisations of some regular counting process (N(τ)) defined on the positive half-line. Having observed [0, τ], say, the problem is to predict the future behaviour of the counting processes (R_r(τ, s))_sτ = # r-records in [τ, s]. More specifically the objective of this paper is to show that these processes can be (inhomogeneous) Poisson processes even if (N(τ))_τ0 has dependent increments.

The strong link between optimal selection and optimal stopping of record sequences or record processes, perhaps not fully recognized so far, is pointed out in this paper. It is shown to lead to a unification of the treatment of problems which, at first sight, are rather different. Moreover the stopping of record processes in continuous time can lead to rigorous and elegant solutions in cases where dynamic programming is bound to fail. Several examples will be given to facilitate a comparison with other methods.     

A note on linearization of actions of finitely semisimple Hopf algebras on local algebras

Let H be a Hopf algebra over a field k and let H A → A, h a → h.a, be an action of H on a commutative local Noetherian kalgebra (A, m). We say that this action is linearizable if there exists a minimal system x₁, …, x_n of generators of the maximal ideal m such that h.x_i ε kx₁ + …+ kx_n for all h ε H and i = 1, …, n. In the paper we prove that the actions from a certain class are linearizable (see Theorem 4), and we indicate some consequences of this fact.