An estimate on the supremum of a nice class of stochastic integrals and U-statistics

Let a sequence of iid. random variables ξ ₁, . . . ,ξ _n be given on a space with distribution μ together with a nice class of functions f(x ₁, . . . ,x _k ) of k variables on the product space For all f ∈ we consider the random integral J _n,k (f) of the function f with respect to the k-fold product of the normalized signed measure where μ _n denotes the empirical measure defined by the random variables ξ ₁, . . . ,ξ _n and investigate the probabilities for all x>0. We show that for nice classes of functions, for instance if is a Vapnik–Červonenkis class, an almost as good bound can be given for these probabilities as in the case when only the random integral of one function is considered. A similar result holds for degenerate U-statistics, too. Supported by the OTKA foundation Nr. 037886     

Exceptional times and invariance for dynamical random walks

Consider a sequence of i.i.d. random variables. Associate to each X _i (0) an independent mean-one Poisson clock. Every time a clock rings replace that X-variable by an independent copy and restart the clock. In this way, we obtain i.i.d. stationary processes {X _i (t)} _{t ≥0} (i=1,2,···) whose invariant distribution is the law ν of X ₁(0). Benjamini et al. (2003) introduced the dynamical walk S _n (t)=X ₁(t)+···+X _n (t), and proved among other things that the LIL holds for n↦S _n (t) for all t. In other words, the LIL is dynamically stable. Subsequently (2004b), we showed that in the case that the X _i (0)'s are standard normal, the classical integral test is not dynamically stable. Presently, we study the set of times t when n↦S _n (t) exceeds a given envelope infinitely often. Our analysis is made possible thanks to a connection to the Kolmogorov ɛ-entropy. When used in conjunction with the invariance principle of this paper, this connection has other interesting by-products some of which we relate. We prove also that the infinite-dimensional process converges weakly in to the Ornstein–Uhlenbeck process in For this we assume only that the increments have mean zero and variance one. In addition, we extend a result of Benjamini et al. (2003) by proving that if the X _i (0)'s are lattice, mean-zero variance-one, and possess (2+ɛ) finite absolute moments for some ɛ>0, then the recurrence of the origin is dynamically stable. To prove this we derive a gambler's ruin estimate that is valid for all lattice random walks that have mean zero and finite variance. We believe the latter may be of independent interest. The research of D. Kh. is partially supported by a grant from the NSF.     

On the disconnection of a discrete cylinder by a random walk

We investigate the large N behavior of the time the simple random walk on the discrete cylinder needs to disconnect the discrete cylinder. We show that when d≥2, this time is roughly of order N ^{2 d} and comparable to the cover time of the slice , but substantially larger than the cover timer of the base by the projection of the walk. Further we show that by the time disconnection occurs, a massive ``clogging' typically takes place in the truncated cylinders of height . These mechanisms are in contrast with what happens when d=1.     

Asymptotic laws for regenerative compositions: gamma subordinators and the like

For a random closed set obtained by exponential transformation of the closed range of a subordinator, a regenerative composition of generic positive integer n is defined by recording the sizes of clusters of n uniform random points as they are separated by the points of . We focus on the number of parts K_n of the composition when is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for K_n and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the Lévy measure is regularly varying at 0+. Research supported in part by N.S.F. Grant DMS-0071448     

Continuity of eigenvalues of subordinate processes in domains

Let X={X_t,t≥0} be a symmetric Markov process in a state space E and D an open set of E. Let S⁽ⁿ⁾={S⁽ⁿ⁾_t, t ≥ 0} be a subordinator with Laplace exponent ϕ_n and S={S_t,t≥0} a subordinator with Laplace exponent ϕ. Suppose that X is independent of S and S⁽ⁿ⁾. In this paper we consider the subordinate processes and and their subprocesses and X^ϕ,D killed upon leaving D. Suppose that the spectra of the semigroups of and X^ϕ,D are all discrete, with being the eigenvalues of the generator of and being the eigenvalues of the generator of X^ϕ,D. We show that, if lim_n→∞ϕ_n(λ)=ϕ(λ) for every λ>0, then The research of this author is supported in part by NSF Grant DMS-0303310. The research of this author is supported in part by a joint US-Croatia grant INT 0302167.     

Partial regularity for stationary harmonic maps at a free boundary

Let and be smooth Riemannian manifolds, of the dimension n≥2 with nonempty boundary, and compact without boundary. We consider stationary harmonic maps u ∈ H¹(, ) with a free boundary condition of the type u(∂) ⊂ Γ, given a submanifold Γ⊂. We prove partial boundary regularity, namely (sing(u))=0, a result that was until now only known in the interior of the domain (see [B]). The key of the proof is a new lemma that allows an extension of u by a reflection construction. Once the partial regularity theorem is known, it is possible to reduce the dimension of the singular set further under additional assumptions on the target manifold and the submanifold Γ.     

The Rees algebra of a positive normal affine semigroup ring

Let R be a positive normal affine semigroup ring of dimension d and let be the maximal homogeneous ideal of R. We show that the integral closure of is equal to for all n ∈ℕ with n ≥ d − 2. From this we derive that the Rees algebra R[t] is normal in case that d ≤ 3. If emb dim(R) = d + 1, we can give a necessary and sufficient condition for R[t] to be normal.     

Commutativity of Almost <Emphasis Type="Italic">F</Emphasis>-algebras

Let A be an Archimedean vector lattice, let be its Dedekind completion and let B be a Dedekind complete vector lattice. If Ψ ₀:A × A→ B is a positive orthosymmetric bimorphism, then there exists a positive bimorphism extension Ψ of Ψ ₀ to × in B which is orthosymmetric. This leads to a new and short proof of the commutativity of the almost f-algebras multiplications.     

Bootstrap percolation on the hypercube

In the bootstrap percolation on the n-dimensional hypercube, in the initial position each of the 2ⁿ sites is occupied with probability p and empty with probability 1−p, independently of the state of the other sites. Every occupied site remains occupied for ever, while an empty site becomes occupied if at least two of its neighbours are occupied. If at the end of the process every site is occupied, we say that the (initial) position spans the hypercube. We shall show that there are constants c₁,c₂>0 such that for the probability of spanning tends to 1 as n→∞, while for the probability tends to 0. Furthermore, we shall show that for each n the transition has a sharp threshold function. J. Balogh: work was done while at The University of Memphis, USA Research supported in part by NSF grant DMS0302804 Research supported in part by NSF grant ITR 0225610 and DARPA grant F33615-01-C-1900     

Classification and decomposition of Quantum Markov Semigroups

We show that a QMS on a σ-finite von Neumann algebra can be decomposed as the sum of several ``sub'-semigroups corresponding to transient and recurrent projections. We discuss two applications to physical models.     

On the rank of abelian varieties over function fields

Let be a smooth projective curve defined over a number field k, A/k() an abelian variety and (τ, B) the k()/k-trace of A. We estimate how the rank of A(k())/τB(k) varies when we take a finite geometrically abelian cover defined over k. This work was partially supported by CNPq research grant 304424/2003-0, Pronex 41.96.0830.00 and CNPq Edital Universal 470099/2003-8. I would like to thank Douglas Ulmer for comments on how to treat the case of arbitrary ramification, but the conductor prime to the ramification locus, in the case of elliptic fibrations. I would also like to thank Marc Hindry for comments on the inequality comparing the conductors of A and A'. Finally, I also thank the referee for his comments and criticisms.     

Prediction for discrete time series

Let {X_n} be a stationary and ergodic time series taking values from a finite or countably infinite set Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times _n along which we will be able to estimate the conditional probability P(=x|X₀,...,) from data segment (X₀,...,) in a pointwise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet time series which includes among others all stationary and ergodic finitarily Markovian processes. If the stationary and ergodic process turns out to be finitarily Markovian (among others, all stationary and ergodic Markov chains are included in this class) then almost surely. If the stationary and ergodic process turns out to possess finite entropy rate then _n is upperbounded by a polynomial, eventually almost surely.Mathematics Subject Classification (2000): 62G05, 60G25, 60G10     

Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript>

Given γ ∈ (−1,1), we present a dyadic growth condition on the finite dimensional distributions of operator semigroups on C₀(E which - for γ>0 and Feller semigroups - assures that the corresponding Feller process has paths in local Hölder spaces and in weighted Besov spaces of order γ. We show that, for operator semigroups satisfying Gaussian kernel estimates of order m>1, condition holds for all and even for all in the case of Feller semigroups. Such Gaussian kernel estimates are typical for Feller semigroups on fractals of walk dimension m and for semigroups generated by elliptic operators on ℝ^D of order m≥D.     

Existence of singular solutions of a degenerate equation in R 2

Let a₁,a₂, . . . ,a_m ∈ ℝ², 2≤f ∈ C([0,∞)), g_i ∈ C([0,∞)) be such that 0≤g_i(t)≤2 on [0,∞) ∀i=1, . . . ,m. For any p>1, we prove the existence and uniqueness of solutions of the equation u_t=Δ(logu), u>0, in satisfying and logu(x,t)/log|x|→−f(t) as |x|→∞, logu(x,t)/log|x−a_i|→−g_i(t) as |x−a_i|→0, uniformly on every compact subset of (0,T) for any i=1, . . . ,m under a mild assumption on u₀ where We also obtain similar existence and uniqueness of solutions of the above equation in bounded smooth convex domains of ℝ² with prescribed singularities at a finite number of points in the domain.     

Inversion de l'espace et du temps des processus de Lévy stables

We proove a new duality relation between stable Lévy processes with index and those with index . This duality appears to be the trajectorial version of the duality of Zolotarev which concerns one dimensional stable laws. We give an application of this result to the behaviour of the paths at small and large times of the process ``conditioned to stay positive'. Mots-clefs: Lévy process Stable process Fluctuation identities Ladder process     

On the commutativity of <Emphasis Type="Italic">C</Emphasis>* -algebras

Let be a C* -algebra. Let f be a non-constant complex-valued continuous function defined on a closed interval I. We shall show that f densely spans As an application, is commutative if f(x)f(y)=f(y)f(x) for all self-adjoint elements x and y in with spectrums contained in I.Mathematics Subject Classification (1991):Primary 46L05     

Hausdorff measures, capacities and compact composition operators

It is shown that there exist analytic self-maps ϕ of the unit disc inducing compact composition operators on the Hardy space , 1 ≤ p < ∞ such that the Hausdorff dimension of the set is one; sharpening a classical result due to Schwartz. Moreover, the same holds in the weighted Dirichlet spaces with 0 < α < 1. As a consequence, we deduce that there exist symbols ϕ inducing compact composition operators on such that the α-capacity of E_ϕ is positive, which is no longer true for those just inducing Hilbert-Schmidt composition operators on . First author is partially supported by Plan Nacional I+D grant no. BFM2003-00034, and Gobierno de Aragón research group Análisis Matemático y Aplicaciones, ref. DGA E-64 . Second author is partially supported by Plan Nacional I+D grant no. BFM2002-00571 and Junta de Andalucía RNM-314.     

Exponential trichotomy and p-admissibility for evolution families on the real line

The aim of this paper is to obtain necessary and sufficient conditions for uniform exponential trichotomy of evolution families on the real line. We prove that if p ∈ (1,∞) and the pair (C_b(R,X),C_c(R,X)) is uniformly p-admissible for an evolution family ={U(t,s)}_t≥_s then is uniformly exponentially trichotomic. After that we analyze when the uniform p-admissibility of the pair (C_b(R, X), C_c(R, X)) becomes a necessary condition for uniform exponential trichotomy. As applications of these results we study the uniform exponential dichotomy of evolution families. We obtain that in certain conditions, the admissibility of the pair (C_b(R,X),L^p(R,X)) for an evolution family ={U(t,s)}_t≥_s is equivalent with its uniform exponential dichotomy.     

A series expansion of fractional Brownian motion

Let B be a fractional Brownian motion with Hurst index H(0,1). Denote by the positive, real zeros of the Bessel function J_–H of the first kind of order –H, and let be the positive zeros of J_1–H. In this paper we prove the series representation where X₁,X₂,... and Y₁,Y₂,... are independent, Gaussian random variables with mean zero and and the constant c_H² is defined by c_H²=^–1(1+2H) sin H. We show that with probability 1, both random series converge absolutely and uniformly in t[0,1], and we investigate the rate of convergence.Mathematics Subject Classification (2000): 60G15, 60G18, 33C10     

Global Solutions to the Two Dimensional Quasi-Geostrophic Equation with Critical or Super-Critical Dissipation

The two dimensional quasi-geostrophic (2D QG) equation with critical and super-critical dissipation is studied in Sobolev space H^s(ℝ²). For critical case (α=), existence of global (large) solutions in H^s is proved for s≥ when is small. This generalizes and improves the results of Constantin, D. Cordoba and Wu [4] for s = 1, 2 and the result of A. Cordoba and D. Cordoba [8] for s=. For s≥1, these solutions are also unique. The improvement for pushing s down from 1 to is somewhat surprising and unexpected. For super-critical case (α ∈ (0,)), existence and uniqueness of global (large) solution in H^s is proved when the product is small for suitable s≥2−2α, p ∈ [1,∞] and β ∈ (0,1].