On bounded solutions of abstract differential equations

Summary We construct nontrivial bounded solutions of an abstract evolution equationu'(t)=Au(t) (—∞<t<∞) whereA generates a (C ₀) semigroup of operators {T _t;t≥0} such thatT _t converges strongly to zero ast→∞.

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Riassunto Si costruiscono soluzioni limitate non triviali di una equazioneu'(t)=Au(t) (—∞<t<∞) doveA è il generatore di un semigruppo di operatori {T _t;t≥0} tale cheT _t converge fortemente verso 0 pert→∞.

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Supported by National Science Foundation grant GP-12722.     

The most visited sites of symmetric stable processes

Let X be a symmetric stable process of index α∈ (1,2] and let L ^x _t denote the local time at time t and position x. Let V(t) be such that L _t ^V(t) = sup _{x∈ ℝ} L _t ^x . We call V(t) the most visited site of X up to time t. We prove the transience of V, that is, lim _{t →∞} |V(t)| = ∞ almost surely. An estimate is given concerning the rate of escape of V. The result extends a well-known theorem of Bass and Griffin for Brownian motion. Our approach is based upon an extension of the Ray–Knight theorem for symmetric Markov processes, and relates stable local times to fractional Brownian motion and further to the winding problem for planar Brownian motion. Received: 14 October 1998 / Revised version: 8 June 1999 / Published online: 7 February 2000     

On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

Almost sure asymptotics for the continuous parabolic Anderson model

We consider the parabolic Anderson problem ∂ _t u = κΔu + ξ(x)u on ℝ₊×ℝ ^d with initial condition u(0,x) = 1. Here κ > 0 is a diffusion constant and ξ is a random homogeneous potential. We concentrate on the two important cases of a Gaussian potential and a shot noise Poisson potential. Under some mild regularity assumptions, we derive the second-order term of the almost sure asymptotics of u(t, 0) as t→∞. Received: 26 July 1999 / Revised version: 6 April 2000 / Published online: 22 November 2000     

On the law of the iterated logarithm for subsequences for a stable subordinator

Let {X(t): 0≤t<∞) be a stable subordinator with α∈(0,1). For increasing sequences t_k we give normalizing constants a_k such thatliminf _k→∞ a _k ⁻¹ X(t_k) is a.s constant. We also derive a.s. upper bounds. Proceedings of the XVI Seminar on Stability Problems for Stochastic Models Part I, Eger, Hungary, 1994.     

Uniform in bandwidth consistency of kernel estimators of the tail index

We consider a class of kernel estimators [^(t)]_n,h\hat{\tau}_{n,h} of the tail index of a Pareto-type distribution, which generalizes and includes the classical Hill estimator [^(a)]_n,k\hat{a}_{n,k}. It is well-known that [^(a)]_n,k\hat{a}_{n,k} is a consistent estimator of the tail index if and only if k→ ∞ and k/n→0. Under suitable assumptions on the kernel, [^(t)] _n,h\hat{\tau} _{n,h} is consistent whenever the bandwidth is taken to be a sequence of non-random numbers satisfying h _n →0 and nh _n → ∞. We extend this result and prove the consistency uniformly over a certain range of bandwidths. This permits the treatment of estimators of the tail index based upon data-dependent bandwidths, which are often used in practice. In the process, we establish a uniform in bandwidth result for kernel-type regression estimators with a fixed design, which will likely be of separate interest.     

Diagnostic tests for local coalescences of variables in Boolean functions

The article studies diagnostic tests for local k -fold coalescences of variables in Boolean functions f( [(x)\tilde]ⁿ )( 1 ￡ k ￡ n,  1 ￡ t ￡ 2^2k ) f\left( {{{\tilde{x}}^n}} \right)\left( {1 \leq k \leq n,\;1 \leq t \leq {2^{{2^k}}}} \right) . Upper and lower bounds are proved for the Shannon function of the length of the diagnostic test for local k -fold coalescences generated by the system of functions F_t^k \Phi_t^k . The Shannon function of the length of a complete diagnostic test for local k -fold coalescences behaves asymptotically as 2 ^k (n − k + 1) for n → ∞, k → ∞.     

Erasure Decoding for Gabidulin Codes

We present a new approach of the decoding algorithm for Gabidulin Codes. In the same way as efficient erasure decoding for Generalized Reed Solomon codes by using the structure of the inverse of the VanderMonde matrices, we show that, the erasure(t erasures mean that t components of a code vector are erased) decoding Gabidulin code can be seen as a computation of three matrice and an affine permutation, instead of computing an inverse from the generator or parity check matrix. This significantly reduces the decoding complexity compared to others algorithms. For t erasures with t ≤ r, where r = n − k, the erasure algorithm decoding for Gab _{n, k} (g) Gabidulin code compute the t symbols by simple multiplication of three matrices. That requires rt + r(k − 1) Galois field multiplications, t(r − 1) + (t + r)k field additions, r ² + r(k + 1) field negations and t(k + 1) field inversions.     

Stable Subconstructs: A Correction and New Results

In Lowen and Wuyts (Appl Categ Struct 8:235–245, 2000) the authors studied the simultaneously concretely reflective and concretely coreflective subconstructs of the category Ap of approach spaces. For the sake of shortness we call such subconstructs stable. Using a technique introduced in Herrlich and Lowen (1999) it was possible to explicitly describe such stable subconstructs by a condition on the objects which used certain subsets of [0, ∞ ]. Thus each stable subconstruct Ap _m described in [9] corresponds to the subset {0} ∪ [m, ∞ ] ⊂ [0, ∞ ] for m ∈ [0, ∞ ]. Although this characterization is correct, Theorem 4.7 in [9] stating that the subconstructs Ap _m were the only stable subconstructs of Ap is not. The main results, which together prove that the only stable subconstructs are those where a restriction is put on the range of the distances of the objects, are upheld, but it turns out that not only the sets {0} ∪ [m, ∞ ], but actually each closed subsemigroup of [0, ∞ ] determines a stable subconstruct (albeit again in exactly the same way as characterized in [9]). In the first part of our paper, Sections 1 and 2, we develop the general technique, which is totally different to the one from [3], and in Theorem 2.13 we prove the main result for the case of approach spaces. The technique which we develop is also applicable to other cases. Thus, in Section 3, more precisely in Theorems 3.9 and 3.11, we give the complete solution to the corresponding characterization problem for the constructs pq Met ^∞ of pseudo-quasi-metric spaces and p Met ^∞ of pseudometric spaces and in Section 4 we briefly sketch how the technique can be adapted and used to also completely solve the problem in the case of more general types of approach spaces and metric spaces. At the same time, in all cases, we are able to give necessary and sufficient conditions under which two stable subconstructs of one of these topological constructs are concretely isomorphic. It turns out that in all cases there are 2^à₀2^{\aleph_0} non-concretely isomorphic stable subconstructs.     

A question of Gol’dberg concerning entire functions with prescribed zeros

Let (z_j) be a sequence of complex numbers satisfying |z_j|→ ∞ asj → ∞ and denote by n(r) the number of z_j satisfying |z_j|≤ r. Suppose that lim inf_{r → ⇈} log n(r)/ logr > 0. Let ϕ be a positive, non-decreasing function satisfying ∫^∞ (ϕ(t)t logt)⁻¹ dt < ∞. It is proved that there exists an entire functionf whose zeros are the z_j such that log log M(r,f) = o((log n(r))²ϕ(log n(r))) asr → ∞ outside some exceptional set of finite logarithmic measure, and that the integral condition on ϕ is best possible here. These results answer a question by A. A. Gol’dberg.     

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

On the Potential Theory of One-dimensional Subordinate Brownian Motions with Continuous Components

Suppose that S is a subordinator with a nonzero drift and W is an independent 1-dimensional Brownian motion. We study the subordinate Brownian motion X defined by X _t  = W(S _t ). We give sharp bounds for the Green function of the process X killed upon exiting a bounded open interval and prove a boundary Harnack principle. In the case when S is a stable subordinator with a positive drift, we prove sharp bounds for the Green function of X in (0, ∞ ), and sharp bounds for the Poisson kernel of X in a bounded open interval.     

Random evolutions with locally independent increments on increasing time intervals

Three main schemes of limit theorems for random evolutions are discussed: averaging, diffusion approximation, and the asymptotics of large deviations. Markov stochastic evolutions with locally independent increments on increasing time intervals T _ε  = t/ε → ∞, ε → 0, are considered. The asymptotic behavior of random evolutions is investigated with the use of solutions of the singular perturbation problems for reducibly invertible operators.     

Long and short paths in uniform random recursive dags

In a uniform random recursive k-directed acyclic graph, there is a root, 0, and each node in turn, from 1 to n, chooses k uniform random parents from among the nodes of smaller index. If S _n is the shortest path distance from node n to the root, then we determine the constant σ such that S _n /log n→σ in probability as n→∞. We also show that max _1≤i≤n S _i /log n→σ in probability.     

Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test

We consider a boundary crossing probability of a Brownian bridgeB ₀ and a piecewise linear boundary functionu(t)−γh(t). The main result of this paper is an asymptotic expansion for γ→∞ of the boundary crossing probability thatB ₀ (t) is larger than the piecewise linear boundary functionu(t)−γh(t) for somet. Such probabilities occur for instance in the context of change point problems when the Kolmogorov test is used. Examples are discussed showing that the approximation is rather accurate even for small positive γ values. Supported by the Swiss National Science Foundation Grant 20-55586.98.     

Extremes of independent Gaussian processes

For every n ∈ ℕ, let X _1n ,..., X _nn be independent copies of a zero-mean Gaussian process X _n  = {X _n (t), t ∈ T}. We describe all processes which can be obtained as limits, as n→ ∞, of the process a _n (M _n  − b _n ), where M _n (t) =  max _{i = 1,...,n} X _in (t), and a _n , b _n are normalizing constants. We also provide an analogous characterization for the limits of the process a _n L _n , where L _n (t) =  min _{i = 1,...,n} |X _in (t)|.     

Evolution in random environment and structural instability

We consider stability and evolution of complex biological systems, in particular, genetic networks. We focus our attention on the problem of homeostasis in these systems with respect to fluctuations of an external medium (the problem is posed by Gromov and Carbone). Using a certain measure of stochastic stability, we show that a generic system with fixed parameters is unstable, i.e., the probability to support homeostasis converges to zero as the time T goes to infinity. However, if we consider a population of unstable systems that are capable to evolve (change their parameters), then such a population can be stable as T → ∞. This means that the probability to survive may be nonzero as T → ∞. Evolution algorithms that provide stability of populations are not trivial. We show that the mathematical results on evolution algorithms are consistent with experimental data on genetic evolution. Bibliography: 45 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 325, 2005, pp. 28–60.     

Generalization of the fricke theorem on entire functions of finite index

We prove that, for every sequence (a _k) of complex numbers satisfying the conditions Σ(1/|a _k |) < ∞ and |a _k+1| − |a _k | ↗ ∞ (k → ∞), there exists a continuous functionl decreasing to 0 on [0, + ∞] and such thatf(z) = Π(1 −z/|a _k |) is an entire function of finitel-index.     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

Small Time One-Sided LIL Behavior for Lévy Processes at Zero

We specify a function b ₀(t) in terms of the Lévy triplet such that lim sup  _t→0 X _t /b ₀(t)∈[1,1.8] a.s. iff ò₀¹[` \varPi ]⁽⁺⁾(b₀(t)) dt < ￥\int_{0}^{1}\overline{ \varPi }^{(+)}(b_{0}(t))\,dt<\infty for any Lévy process X with unbounded variation and a Brownian component σ=0. We show with an example that there are cases where lim sup  _t→0 X _t /b(t)=1 a.s. but b(t) is not asymptotically equivalent to b ₀(t) as t tends to 0. We achieve this by introducing an integral criterion which checks whether lim sup  _t→0 X _t /b(t) is 0, infinity, or a finite positive value for b(t) satisfying very mild conditions and any Lévy process.