A Change-of-Variable Formula with Local Time on Curves

Let be a continuous semimartingale and let be a continuous function of bounded variation. Setting and suppose that a continuous function is given such that F is C^1,2 on and F is on . Then the following change-of-variable formula holds: where is the local time of X at the curve b given by and refers to the integration with respect to . A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping.     

Affine congruence by dissection of discs - appropriate groups and optimal dissections

Let be a group of affine transformations of the Euclidean plane . Two topological discs D, are called congruent by dissection with respect to if D can be dissected into a finite number of subdiscs that can be rearranged by maps from to a dissection of E. Our main result says in particular that admits congruence by dissection of any circular disc C with any square S if and only if contains a contractive map and all orbits , , are dense in . In this case any two discs D and E are congruent by dissection with respect to and every disc D is congruent by dissection with n copies of D for every n ≥ 2. Moreover, we give estimates on minimal numbers of pieces that are needed to realize congruences by dissection. Dedicated to Irmtraud Stephani on the occasion of her 70th birthday     

Convex independent sets and 7-holes in restricted planar point sets

For a finite setA of points in the plane, letq(A) denote the ratio of the maximum distance of any pair of points ofA to the minimum distance of any pair of points ofA. Fork>0 letc (k) denote the largest integerc such that any setA ofk points in general position in the plane, satisfying for fixed , contains at leastc convex independent points. We determine the exact asymptotic behavior ofc (k), proving that there are two positive constants=(), such thatk ^1/3c (k)k ^1/3. To establish the upper bound ofc (k) we construct a set, which also solves (affirmatively) the problem of Alonet al. [1] about the existence of a setA ofk points in general position without a 7-hole (i.e., vertices of a convex 7-gon containing no other points fromA), satisfying . The construction uses Horton sets, which generalize sets without 7-holes constructed by Horton and which have some interesting properties.     

A practical finite element approximation of a semi-definite Neumann problem on a curved domain

Summary This paper considers the finite element approximation of the semi-definite Neumann problem: –·(u)=f in a curved domain ⁿ (n=2 or 3), on and , a given constant, for dataf andg satisfying the compatibility condition . Due to perturbation of domain errors ( ^h ) the standard Galerkin approximation to the above problem may not have a solution. A remedy is to perturb the right hand side so that a discrete form of the compatibility condition holds. Using this approach we show that for a finite element space defined overD ^h , a union of elements, with approximation powerh ^k in theL ² norm and with dist (, ^h )Ch ^k , one obtains optimal rates of convergence in theH ¹ andL ² norms whether ^h is fitted ( ^h D ^h ) or unfitted ( ^h D ^h ) provided the numerical integration scheme has sufficient accuracy.Partially supported by the National Science Foundation, Grant #DMS-8501397, the Air Force Office of Scientific Research and the Office of Naval Research     

A set of orthogonal polynomials induced by a given orthogonal polynomial

Summary Given an integern 1, and the orthogonal polynomials _n (·; d) of degreen relative to some positive measured, the polynomial system induced by _n is the system of orthogonal polynomials corresponding to the modified measure . Our interest here is in the problem of determining the coefficients in the three-term recurrence relation for the polynomials from the recursion coefficients of the orthogonal polynomials belonging to the measured. A stable computational algorithm is proposed, which uses a sequence ofQR steps with shifts. For all four Chebyshev measuresd, the desired coefficients can be obtained analytically in closed form. For Chebyshev measures of the first two kinds this was shown by Al-Salam, Allaway and Askey, who used sieved orthogonal polynomials, and by Van Assche and Magnus via polynomial transformations. Here, analogous results are obtained by elementary methods for Chebyshev measures of the third and fourth kinds. (The same methods are also applicable to the other two Chebyshev measures.) Interlacing properties involving the zeros of _n and those of are studied for Gegenbauer measures, as well as the orthogonality—or lack thereof—of the polynomial sequence .Work supported in part by the National Science Foundation under grant DMS-9023403.Dedicated to the memory of Alexander M. Ostrowski on the occasion of the 100th anniversary of his birth.     

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.     

Hypersurfaces of restricted type in Minkowski space

A submanifold M _n ^r of Minkowski space is said to be of restricted type if its shape operator with respect to the mean curvature vector is the restriction of a fixed linear transformation of to the tangent space of M _n ^r at every point of M _n ^r . In this paper we completely classify hypersurfaces of restricted type in . More precisely, we prove that a hypersurface of is of restricted type if and only if it is either a minimal hypersurface, or an open part of one of the following hypersurfaces: S ^k × , S _k ¹ × , H ^k × , S _n ¹ , H ⁿ , with 1kn–1, or an open part of a cylinder on a plane curve of restricted type.This work was done when the first and fourth authors were visiting Michigan State University.Aangesteld Navorser N.F.W.O., Belgium.     

Skew-symmetric derivations of a complex Lie algebra

Let be a complex Lie algebra, its underlying real Lie algebra, a real form of and ·, · the euclidean product induced by the real part of an hermitian inner product on . Let aut be the Lie algebra of skew-symmetric derivations of . We give necessary and sufficient conditions to ensure that aut is composed of skew-hermitian derivations. As an application, we study holomorphy in large subgroups of isometries of Lie groups.     

On improved regularity of weak solutions of some degenerate,Anisotropic elliptic systems

Summary We consider a (possibly) vector-valued function u: R^N, Rⁿ, minimizing the integral , 2-2/(n*1)<p<2, whereD _i u=u/x _i or some more general functional retaining the same behaviour, we prove higher integrability for Du: D₁ u,..., D_n–1 u L^p/(p-1) and D_nu L²; this result allows us to get existence of second weak derivatives: D(D₁ u),...,D(D_n–1u)L² and D(D_n u) L _p.This work has been supported by MURST and GNAFA-CNR.     

On the relation of Voevodsky’s algebraic cobordism to Quillen’s <Emphasis Type="Italic">K</Emphasis>-theory

Quillen’s algebraic K-theory is reconstructed via Voevodsky’s algebraic cobordism. More precisely, for a ground field k the algebraic cobordism P¹-spectrum MGL of Voevodsky is considered as a commutative P¹-ring spectrum. Setting we regard the bigraded theory MGL ^p,q as just a graded theory. There is a unique ring morphism which sends the class [X]_MGL of a smooth projective k-variety X to the Euler characteristic of the structure sheaf . Our main result states that there is a canonical grade preserving isomorphism of ring cohomology theories

Hyperbolic Function Theory in the Clifford Algebra {\mathcal {C}}\ell_{n+1, 0}

The aim of this paper is to give the basic principles of hyperbolic function theory on the Clifford algebra . The structure of the theory is quite similar to the case of Clifford algebras with negative generators, but the proofs are not obvious. The (real) Clifford algebra is generated by unit vectors with positive squares e²_i = + 1. The hyperbolic Dirac operator is of the form where Q₀f is represented by the composition . If is a solution of H_kf = 0, then f is called k-hypergenic in Ω, where is an open set. We introduce some basic results of hyperbolic function theory and give some representation theorems on . Received: October, 2007. Accepted: February, 2008.     

The Boundary Equivalence for Rings and Matrix Rings over Them

We study into the question of whether some rings and their associated matrix rings have equal decidability boundaries in the scheme and scheme-alternative hierarchies. Let be a decidability boundary for an algebraic system A; w.r.t. the hierarchy H. For a ring R, denote by an algebra with universe . On this algebra, define the operations + and in such a way as to extend, if necessary, the initial matrices by suitably many zero rows and columns added to the underside and to the right of each matrix, followed by ordinary addition and multiplication of the matrices obtained. The main results are collected in Theorems 1-3. Theorem 1 holds that if R is a division or an integral ring, and R has zero or odd characteristic, then the equalities hold for any n1. And if R is an arbitrary associative ring with identity then for any n 1 and i,j { 1,..., n}, where e _ij is a matrix identity. Theorem 2 maintains that if R is an associative ring with identity then . Theorem 3 proves that for any n 1.     

Chow rings of toric varieties defined by atomic lattices

We study a graded algebra over defined by a finite lattice and a subset in , a so-called building set. This algebra is a generalization of the cohomology algebras of hyperplane arrangement compactifications found in work of De Concini and Procesi [2]. Our main result is a representation of D, for an arbitrary atomic lattice , as the Chow ring of a smooth toric variety that we construct from and . We describe this variety both by its fan and geometrically by a series of blowups and orbit removal. Also we find a Gröbner basis of the relation ideal of D and a monomial basis of D.     

On $$ \mathcal{C} $$*-sets and decompositions of continuous and ηζ-continuous functions

The main purpose of this paper is to introduce the concepts of *-sets, *-continuous functions and to obtain new decompositions of continuous and ηζ-continuous functions. Moreover, properties of *-sets and some properties of -sets are discussed.      

A Necessary and Sufficient Condition for the Existence of Some Ternary [n, k, d] Codes Meeting the Greismer Bound

Let k and d be any integers such that k 4 and . Then there exist two integers and in {0,1,2} such that . The purpose of this paper is to prove that (1) in the case k 5 and (,) = (0,1), there exists a ternary code meeting the Griesmer bound if and only if and (2) in the case k 4 and (,) = (0,2) or (1,1), there is no ternary code meeting the Griesmer bound for any integers k and d and (3) in the case k 5 and , there is no projective ternary code for any integers k and such that 1k-3, where and for any integer i 0. In the special case k=6, it follows from (1) that there is no ternary linear code with parameters [233,6,154] , [234,6,155] or [237,6,157] which are new results.     

Summation of series and Gaussian quadratures,II

Continuing previous work, we discuss applications of our summation/integration procedure to some classes of complex slowly convergent series. Especially, we consider the series of the form , where 0<v1 andR(s) is a rational function. Such cases were recently studied by Gautschi, using the Laplace transform method. Also, we give an appropriate method for calculating values of the Riemann zeta function , which can be transformed to a weighted integral on (0,+)of the functiont exp (–z/2)log(1- _m ² t ²))cos(z arctan( _m t, _m >=2/((2m+1)),m₀, involving the hyperbolic weightw(t)=1/cosh² t. Numerical results are included to illustrate the method.Dedicated to Luigi Gatteschi on the occasion of his 70th birthday     

The closed ideal of (c o ,p,q)-summing operators

For 1/p+1/q1, we study the closed ideal formed by the (c _o ,p,q)-summing operators. It turns out thatT:XY does not belong to if and only if it factors the mapId:l _p ^*l _q . By localization, we get the ideal that consists of those operatorsT for which all ultrapowersT ^u are contained in . Operators in the complement of are characterized by the property that they factor the mapsId:l _p ^*n l _q ⁿ uniformly. Our main tools are ideal norms.Supported by DFG grant PI 322/1-2     

Admissibility of linear estimators of regression coefficients under quadratic loss

For the general fixed effects linear model:Y=X+, N(0,V),V0, we obtain the necessary and sufficient conditions forLY+a to be admissible for a linear estimable functionS in the class of all estimators under the loss function (d -S)D(d -S), whereD0 is known. For the general random effects linear model: =XV ₁₁ X+XV ₁₂+V ₂₁ X+V ₂₂0, we also get the necessary and sufficient conditions forLY+a to be admissible for a linear estimable functionS+Q in the class of all estimators under the loss function (d -S -Q)D(d -S -Q), whereD0 is known.     

Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .