Distribution of the supremum of sums of independent variables with negative drift

Let {_n} be a sequence of identically distributed independent random variables,M₁=<0,M ₁ ² <;S ₀=0,S _n =₁+₂,+...+ _{n, n}1;¯ S=sup {S _n n=0.} The asymptotic behavior ofP(¯ St) as t is studied. If _t ^P (₁x dx=0((t)), thenP(¯ St)– 1/¦¦ _t P (₁x dx=0((t)) (t) is a positive function, having regular behavior at infinity.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 763–770, November, 1977.The author thanks B. A. Rogozin for the formulation of the problem and valuable remarks.     

Joint convergence of conditional expectations

Let P_n, nIN{0}, be probability measures on a-fieldA; f_n, nIN{0}, be a family of uniformly boundedA-measurable functions andA _n, nIN, be a sequence of sub--fields ofA, increasing or decreasing to the-fieldA _o. It is shown in this paper that the conditional expectations converge in P_o-measure to with k, n, m , if P_n|A, nIN, converges uniformly to P_n|A and f_n, nIN, converges in P_o-measure to f_o.     

Inner functions and related spaces of pseudocontinuable functions

Let be an inner function, let C, ¦¦=1. Then the harmonic function [(+)]/(–)] is the Poisson integral of a singular measure D. N. Clark's known theorem enables us to identify in a natural manner the space H² H² with the space L² ( ).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 7–33, 1989.     

Best approximations of continuous functions by spline functions

An investigation of the approximation on [0, 1] of functionsf (x) by spline functions s(f,; x) of degree 2r-1 and of deficiency r (r>1) depending on the vector function = ₁ (x),..., _r-1(x) and interpolatingf (x) at fixed points. For the optimal choice of the vector ₀, exact estimates are obtained of the norms f(x)-s (f, ₀; x)_C[0,1] and f (x)-s (f, ₀; x)_{L[0, 1]} on the function classes H Translated from Matematicheskie Zametki, Vol. 8, No. 1, pp. 41–46, July, 1970.In conclusion we would like to thank N. P. Korneichuk for suggesting this problem and for his valuable advice.     

Convergence of series of translations

For a mean zero norm one sequence (f _n )L ₂[0, 1], the sequence (f _n {nx+y}) is an orthonormal sequence inL ₂([0, 1]²); so if , then converges for a.e. (x, y)[0, 1]² and has a maximal function inL ₂([0, 1]²). But for a mean zerofL ₂[0, 1], it is harder to give necessary and sufficient conditions for theL ₂-norm convergence or a.e. convergence of . Ifc _n 0 and , then this series will not converge inL ₂-norm on a denseG subset of the mean zero functions inL ₂[0, 1]. Also, there are mean zerofL[0, 1] such that never converges and there is a mean zero continuous functionf with a.e. However, iff is mean zero and of bounded variation or in some Lip() with 1/2<1, and if |c _n | = 0(n ^–) for >1/2, then converges a.e. and unconditionally inL ₂[0, 1]. In addition, for any mean zerof of bounded variation, the series has its maximal function in allL _p[0, 1] with 1p<. Finally, if (f _n )L [0, 1] is a uniformly bounded mean zero sequence, then is a necessary and sufficient condition for to converge for a.e.y and a.e. (x _n )[0, 1]. Moreover, iffL [0, 1] is mean zero and , then for a.e. (x _n )[0, 1], converges for a.e.y and in allL _p [0, 1] with 1p<. Some of these theorems can be generalized simply to other compact groups besides [0, 1] under addition modulo one.     

Some inequalities about the covering radius of Reed-Muller codes

Let R(r, m) be the rth order Reed-Muller code of length 2 ^m , and let (r, m) be its covering radius. We prove that if 2 k m - r - 1, then (r + k, m + k) (r, m + 2(k - 1). We also prove that if m - r 4, 2 k m - r - 1, and R(r, m) has a coset with minimal weight (r, m) which does not contain any vector of weight (r, m) + 2, then (r + k, m + k) (r, m) + 2k(. These inequalities improve repeated use of the known result (r + 1, m + 1) (r, m).This work was supported by a grant from the Research Council of Wright State University.     

On the uniform (C, 1)-summability of Fourier series and integrability of series with respect to multiplicative orthonormal systems

H (G), f(g)H (G) , (, 1)- OHMC G. , OHMC, A. H. . , . , OHMC, lim supp _n=, , ,n .. . , 117 234 . . -      

A note on quasi-periodic solutions of some elliptic systems

We extend a recent method of proof of a theorem by Kolmogorov on the conservation of quasi-periodic motion in Hamiltonian systems so as to prove existence of (uncountably many) real-analytic quasi-periodic solutions for elliptic systems u=f _x (u, y), whereu y ^M u(y) ^N ,f=f(x, y) is a real-analytic periodic function and is a small parameter. Kolmogorov's theorem is obtained (in a special case) whenM=1 while the caseN=1 is (a special case of) a theorem by J. Moser on minimal foliations of codimension 1 on a torusT ^M +1. In the autonomous case,f=f(x), the above result holds for any .     

The absolute convergence of orthogonal series

We obtain sufficient conditions for the absolute convergence of Fourier series for functions of L _d ² depending on the properties of the function being expanded and the rate of growth of the sums of the system of functions {_k(t)} orthonormalized in [a, b] with respect to d(t). We show that if at some point x [a, b] the function (t) has a discontinuity, at that point the Fourier series of any functionf(t) L _d ² , converges absolutely.Translated from Matematicheskie Zametki, Vol. 12, No. 5, pp. 511–516, November, 1972.     

Moser-type inequalities in Lorentz spaces

Moser-type estimates for functions whose gradient is in the Lorentz space L(n, q), 1q, are given. Similar results are obtained for solutions uH _inf0 ^sup1 of Au=(f _i ) _{x i} , where A is a linear elliptic second order differential operator and |f|L(n, q), 2q.Work partially supported by MURST (40%).     

Existenzaussagen für gewisse Zweipunkt-Randwertaufgaben

Zusammenfassung Für Randwertaufgaben der Form–u–l ₀ ...u–l ₀ ...u=f(x, u) mitl ₀R,lR,f definiert und stetig auf {a<-x<-b, |u|<} wird eine Existenzaussage gewonnen, fallsf inu linear durch die aufeinanderfolgenden Eigenwerte der zugehörigen linearen Aufgabe beschränkt ist. Zum Beweis betrachtet man die äquivalente Hammersteinsche Integralgleichung mit nichtsymmetrischem Kern. Mit Hilfe des Schauderschen Fixpunktsatzes erhält man für diese Integralgleichung Existenzaussagen, welche Ergebnisse von Dolph verallgemeinern.

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Summary This note contains an existence theorem for a two-point boundary value problem of the form–u–l ₀ u–l ₀ u=f(x, u) wherel ₀R,l ₀R,f defined and continuous on {a<-xb, |u|<} iff is linear bounded inu by the successive eigenvalues of the corresponding linear problem. To prove this result we consider the equivalent Hammerstein integral equation with non-symmetric kernel. Schauders fixpoint principle supplies existence theorems for integral equations of this type which generalize results of Dolph in some sense.

     

Approximation under an arc length constraint

Let f C[a, b]. LetP be a subset ofC[a, b], L b – a be a given real number. We say thatp P is a best approximation tof fromP, with arc length constraintL, ifA[p] _b ^a [1 + (p(x)) ²]dx L andp – f q – f for allq P withA[q] L. represents an arbitrary norm onC[a, b]. The constraintA[p] L might be interpreted physically as a materials constraint.In this paper we consider the questions of existence, uniqueness and characterization of constrained best approximations. In addition a bound, independent of degree, is found for the arc length of a best unconstrained Chebyshev polynomial approximation.The work of L. L. Keener is supported by the National Research Council of Canada Grant A8755.     

On the equation of similar profiles

Summary Considerf+ ff+ (1–f²)+ f=0 together with the boundary conditionsf(0)=f(0)=0,f ()=1. If=–1,>0, arbitrary there is at least one solution which satisfies 0<f<1 on (0, ). By the additional conditionf>0 on (0, ) or, alternately 0<1, the uniqueness of the solution is demonstrated.If=1,<0, arbitrary the existence of solutions for which –1<f<0 in some initial interval (0,t) and satisfying generallyf>1 is established. In both problems, bounds forf (0) and qualitative behavior of the solutions are shown.

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Sommario Si consideri il problema definito dall'equazionef+ f f+ (1–f²)+ f=0 e dalle condizioni al contornof(0)=f (0)=0,f()=1. Assumendo=–1,>0, arbitrario si dimostra che esiste almeno una soluzione che soddisfa 0<f<1 nell'intervallo (0, ). Se in aggiunta si ipotizzaf>0 in (0, ), oppure 0<=1, l'unicità délia soluzione è assicurata.Successivamente si considéra il problema di valori al contorno con=1,<0, arbitrario. In questo caso esiste un'intera classe di soluzioni che soddisfano –1<f<0 in un intorno dell'origine e tali chef>1, in generale.Di detti problemi viene studiato il comportamento délle soluzioni e vengono determinate dalle maggiorazioni e minorazioni del valoref(0).

     

Further results on the covering radii of the Reed-Muller codes

LetR(r, m) by therth order Reed-Muller code of length2 ^m , and let (r, m) be its covering radius. We obtain the following new results on the covering radius ofR(r, m): 1. (r+1,m+2) 2(r, m)+2 if 0rm–2. This improves the successive use of the known inequalities (r+1,m+2)2(r+1,m+1) and (r+1,m+1) (r, m).2.(2, 7)44. Previously best known upper bound for (2, 7) was 46. 3. The covering radius ofR(1,m) inR(m–1,m) is the same as the covering radius ofR(1,m) inR(m–2,m) form4.     

Blow-up of solutions of nonlinear wave equations in three space dimensions

Let u(x,t) be a solution, uA|u|^p for xIR₃, t0 where is the d'Alembertian, and A, p are constants with A>0, 10–|x–x⁰|, if the initial data u(x,0), u_t(x,0) have their support in the ball |x–x⁰|t₀. In particular global solutions of u=A|u|^p with initial data of compact support vanish identically. On the other hand for A>0, p>1+2 global solutions of u=A|u|^p exist, if the initial data are of compact support and u is sufficiently small in a suitable norm. For p=2 the time at which u becomes infinite is of order u^–2.Dedicated to Hans Lewy and Charles B. Morrey, Jr.The research for this paper was performed at the Courant Institute and supported by the Office of Naval Research under Contract No. N00014-76-C-0301. Reproduction in whole or part is permitted for any purpose of the United States Government.     

Equations de convolution et formes quadratiques

Résumé On étudie, sans hypothèse de convexité, les équations f=g, f=g et f=g.

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Summary We study, without any convexity hypothesis, equations f=g, f=g and f=g where and respectively denote infimal convolution and deconvolution. We give an explicit formulation of these results in the quadratic hilbertian frame, and we interpret them in terms of parallel addition and subtraction of non necessarily semi-definite positive operators.

     

On pathwise behavior of multiserver queues

In this paper, by exploiting recent results on the pathwise behavior of the workload process in single server, work conserving queues of theG/G/1/ type, we show that the workload of multiserver, work conserving queues ofG/G/m/ (m<) (andG/G/) queues satisfies an o(t) growth condition, provided that the time average of the work brought into the system is less thanm form < (and finite form=).     

Normality preserving multiplication operators

We show that a multiplication operator (T)=ATB is normality preserving if and only if it is hyponormality preserving, if and only if it is either of the formA=fg,B=h f, orA=D,B=D* for someC andD* D=I. Also we show that is (semi-) Fredholmness prserving if and only ifA andB are (semi-) Fredholm operators.Supported by the Science Foundation of Zhejiang Province and NSF.     

Estimates of Entire Functions of Exponential Type Less than π in Terms of Logarithmic Sums over Real Duffin and Schaeffer Sequences

We give uniform estimates of entire functions of exponential type less than having sufficiently small logarithmic sums over real sequences { _n } satisfying | _n –n|L and _n+1– _n for fixed positive constants L and . We thereby generalize results about logarithmic sums over the set of integers and so-called relatively h-dense sequences.     

Modified critical behavior in the ϕ4(O n ) model

In the standard ⁴(O _n ) model, a critical regime in which the coupling constantg of the ⁴ decreases as a certain given power as T-T _c0 is considered. From the point of view of physics, such a formulation of the problem corresponds to a certain class of trajectories of approach to the triple point in the two-dimensional plane of the physical parameters of the system. It is shown that in such a modified critical regime all the critical dimensions can be expressed in terms of the specified value of the exponent and the ordinary critical dimensions of the ⁴ model known in the form of 4- expansions.Leningrad State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 91, No. 1, pp. 168–172, April, 1992.