The variation of a stable path is stable

Summary Let X(t) be a separable symmetric stable process of index . Let P be a finite partition of [0,1], and a collection of partitions. The variation of a path X(t) is defined in three ways in terms of the sum collection . Under certain conditions on and on the parameters and , the distribution of the variation is shown to be a stable law. Under other conditions the distribution of the variational sum converges to a stable distribution.The author wishes to thank Prof. J. Chover for several helpful suggestions.     

Time-space polynomial martingales cenerated by a discrete-time martingale

We investigate, for a given martingaleM={M _n: n0}, the conditions for the existence of polynomialsP(·,·) of two variables, time and space, and of arbitrary degree in the latter, such that{P(n, M _n)} is a martingale for the natural filtration ofM. Denoting by the vector space of all such polynomials, we ask, in particular, when such a sequence can be chosen so as to span . A complete necessary and sufficient condition is obtained in the case whenM has independent increments. For generalM, we obtain a necessary condition which entails, under mild additional hypotheses, thatM is necessarily Markovian. Considering a slightly more general class of polynomials than we obtain necessary and sufficient conditions in the case of general martingales also. It is moreover observed that in most of the cases, the set determines the law of the martingale in a certain sense.The research of this author was supported by the National Board of Higher Mathematics, Bombay, India.     

Reconstruction of a wiener field from its realizations on a curve

Let w(x, y), x 0 and y 0 be a Wiener field on the plane; be a curve given parametrically x=x() and y=y(), [0, 1], where x() is a positive, continuous, nondecreasing function; y() is a positive, continuous, nonincreasing function. A best estimate in the mean-square sense is constructed for w(u, v)(u, v) , based on the values w(x, y), (x, y) and its error is found.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 87–93, 1988.     

The Product of Independent Random Variables with Regularly Varying Tails

A distribution is said to have regularly varying tail with index – (0) if lim _x(kx,)/(x,)=k ^– for each k>0. Let X and Y be independent positive random variables with distributions and , respecitvely. The distribution of product XY is called Mellin–Stieltjes convolution (MS convolution) of and . It is known that D() (the class of distributions on (0,) that have regularly varying tails with index –) is closed under MS convolution. This paper deals with decomposition problem of distributions in D() related to MS convolution. A representation of a regularly varying function F of the following form is investigated: F(x)= _k=0 ^n–1 b _k f(a ^k x), where f is a measurable function and a and b _k (k=1,...,n–1) are real constants. A criterion is given for these constants in order that f be regularly varying. This criterion is applicable to show that there exist two distributions and such that neither nor belongs to D() (>0) and their MS convolution belongs to D().     

A note on Dilworth's theorem in the infinite case

If is a poset and every antichain is finite, and if the length of the well-founded poset of antichains is less than ² ₁, then is the union of countably many chains. We also compute the length of the poset of antichains in the product of two ordinals, x.     

Simplicial Cohomology with Coefficients in Symmetric Categorical Groups

In this paper we introduce and study a cohomology theory {H ⁿ (–,A)} for simplicial sets with coefficients in symmetric categorical groups A. We associate to a symmetric categorical group A a sequence of simplicial sets {K(A,n)} _n0, which allows us to give a representation theorem for our cohomology. Moreover, we prove that for any n3, the functor K(–,n) is right adjoint to the functor _n , where _n (X ) is defined as the fundamental groupoid of the n-loop complex ⁿ (X ). Using this adjunction, we give another proof of how symmetric categorical groups model all homotopy types of spaces Y with _i (Y)=0 for all in,n+1 and n3; and also we obtain a classification theorem for those spaces: [–,Y]H ⁿ (–, _n (Y)).     

On Sets of Planes in Projective Spaces Intersecting Mutually in One Point

Let be a projective space. In this paper we consider sets of planes of such that any two planes of intersect in exactly one point. Our investigation will lead to a classification of these sets in most cases. There are the following two main results:- If is a set of planes of a projective space intersecting mutually in one point, then the set of intersection points spans a subspace of dimension 6. There are up to isomorphism only three sets where this dimension is 6. These sets are related to the Fano plane.- If is a set of planes of PG(d,q) intersecting mutually in one point, and if q3, 3(q²+q+1), then is either contained in a Klein quadric in PG(5,q), or is a dual partial spread in PG(4,q), or all elements of pass through a common point.     

Асимптоический Анализ Распределения Статистики Диксона

. u 60-u u     

On the exactness of a theorem of G.A. Fomin

, . . [1] - . .     

A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

Elementary Abelian Covers of Graphs

Let _G (X) be the set of all (equivalence classes of) regular covering projections of a given connected graph X along which a given group G Aut X of automorphisms lifts. There is a natural lattice structure on _G (X), where _{1 2} whenever ₂ factors through ₁. The sublattice _G () of coverings which are below a given covering : X^~ X naturally corresponds to a lattice _G () of certain subgroups of the group of covering transformations. In order to study this correspondence, some general theorems regarding morphisms and decomposition of regular covering projections are proved. All theorems are stated and proved combinatorially in terms of voltage assignments, in order to facilitate computation in concrete applications.For a given prime p, let _G ^p (X) _G (X) denote the sublattice of all regular covering projections with an elementary abelian p-group of covering transformations. There is an algorithm which explicitly constructs _G ^p (X) in the sense that, for each member of _G ^p (X), a concrete voltage assignment on X which determines this covering up to equivalence, is generated. The algorithm uses the well known algebraic tools for finding invariant subspaces of a given linear representation of a group. To illustrate the method two nontrival examples are included.     

On extremal subspaces and approximation of periodic functions by splines of minimal defect

. . , 320 625 . 72      

Large-Deviation Local Theorem for Additive Functionals of a Markov Gaussian Field. I

We prove a local limit theorem (LLT) on Cramer-type large deviations for sums S _V = _t V ( _t ), where _t , t Z , 1, is a Markov Gaussian random field, V Z , and is a bounded Borel function. We get an estimate from below for the variance of S _V and construct two classes of functions , for which the LLT of large deviations holds.     

On the admissibility of function spaces of typeB p,q s andF p,q s,and boundary value problems for non-linear partial differential equations

u=f(x)+S(u), S — , u-G(u), G — . B _p,q ^s () -F _p,q ^s (). R _n — . — . _p,q ^s F _p,q ^s .     

On the rate of convergence of an unstable solution of a stochastic differential equation

We study the rate of convergence of the process(tT)/T to the processw(t)/ asT , where(t) is a solution of the stochastic differential equationd(t)=a((t))dt+((t))dw(t) Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 10, pp. 1424–1427, October, 1994.     

О числе Делителей “Сдвинутых” Простых чисел-Близнецов

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Sur certaines algèbres associées à une mesure de Guelfand

Let be a Guelfand measure (cf. [A, B]) on a locally compact groupG DenoteL ₁ (G)=*L ₁(G)* the commutative Banach algebra associated to . We show thatL ₁ (G) is semi-simple and give a characterization of the closed ideals ofL ₁ (G). Using the -spherical Fourier transform, we characterize all linear bounded operators inL ₁ (G) which are invariants by -translations (i.e. such that ¹(( _x f) )=( _x ((f)) for eachxG andfL ₁ (G); where _x f(y)=f(xy); x,y G). WhenG is compact, we study the algebraL ₁ (G) and obtain results analogous to ones obtained for the commutative case: we show thatL ₁ (G) is regular, all closed sets of its Guelfand spectrum are sets of synthesis and establish theorems of harmonic synthesis for functions inL _p (G) (p=1,2 or +).

     

Sûto's method applied to a problem of Färe and Mitchell

Summary A real solution of the functional equation(x + (y – x)) = f(x) + g(y) + h(x)k(y) on a set ² is a 6-tuple (f, g, h, k, , ) of real valued functions such that the equation is identically fulfilled on. Except for cases known before—e.g. when is linear—we present all real solutions in an arbitrary region where the functions have derivatives of second order.     

Dual-lattice theorems in the geometric approach

A one-to-one correspondence is shown to exist between the lattice of all self-bounded (A, )-controlled invariants contained in and the lattice of all self-hidden (A, )-conditioned invariants containing . This correspondence, stated herein as the main dual-lattice theorem, allows a straightforward derivation of the universal bounds of the lattices, particularly when additional constraints are imposed, such as to contain a given subspace for the elements of the former lattice and to be contained in a given subspace for the elements of the latter. Then, two further minor dual-lattice theorems, dual to each other, are presented, and some connections and applications of the new theory to standard control and observation problems are briefly discussed.     

Some functional inequalities and their Baire category properties

Summary In the paper we consider, from a topological point of view, the set of all continuous functionsf:I I for which the unique continuous solution:I – [0, ) of(f(x)) (x, (x)) and(x, (x)) (f(x)) (x, (x)), respectively, is the zero function. We obtain also some corollaries on the qualitative theory of the functional equation(f(x)) = g(x, (x)). No assumption on the iterative behaviour off is imposed.