Multiple Wick Product Chaos Processes

Let u(x) xR ^q be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=. Let p _x, (·) be the density of an R ^q valued canonical normal random variable with mean x and variance and let {G _x, ; (x, )R ^q ×[0,1 ]} be the mean zero Gaussian process with covariance

Epsilon-inflation with contractive interval functions

For contractive interval functions [g] we show that results from the iterative process after finitely many iterations if one uses the epsilon-inflated vector as input for [g] instead of the original output vector [x] ^k . Applying Brouwer's fixed point theorem, zeros of various mathematical problems can be verified in this way.     

On the Normal Order of ϕk+1(n)/ϕk(n), where ϕk is the k-Fold Iterate of Euler's Function

Let be the j-fold iterated function of . Let and > 0 be fixed, Q be a prime, and let N _k(Q|x) denote the number of those nx for which Q . We give the asymptotics of N _k(Q|x) in the range .     

Limit theorems for transient diffusions on the line

Summary LetX be a diffusion in natural scale on (0,1], with 1 reflecting, and letc(x)(H _x ) andv(x)var (H _x ), whereH _x =inf{t: X _t =x}. Let _x =sup{t:X _t =x}. The main results of this paper are firstly that (i)c is slowly varying; (ii) are all equivalent: and secondly that (v) are all equivalent, and are implied by the condition . Other partial results for more general limit theorems are proved, and new results on regular variation are established.     

Einige Bemerkungen zum Goldbach'schen Problem

By combinatorial means the authors show the existence of thin sub-sets of primes, useful for Goldbach decompositions. For example, there is a set of primes with , such that all butO(x(ln x)^–A) even integersnx can be written as .

     

On a conditional Gołab-Schinzel equation

Let We show that for every function satisfying the conditional equation

Continuity Conditions for a Class of Gaussian Chaos Processes Related to Continuous Additive Functionals of Lévy Processes

Let be sequences of real numbers which are symmetric in k. Let be independent sequences of independent normal random variables with mean zero and variance one. For each fixed choice of we consider

An Ω-theorem for an error term related to the sum-of-divisors function

Let denote the sum-of-divisors function, and set . Gronwall and Wigert proved (independently) in 1913 and 1914, respectively, thatE ₁ (x)= (x log logx). In this paper we obtain the more preciseE ₁ (x)=_–(x log logx). The method consists in averaging over suitable arithmetic progressions, and was suggested by the work ofP. Erdös andH. N. Shapiro [Canad. J. Math. 3–4, 375–385 (1951)] on the error term corresponding to Euler's functions, .     

Rates in Approximations to Ruin Probabilities for Heavy-Tailed Distributions

A well known result by Embrechts and Veraverbeke [3] says that, for subexponential distribution functions F(x), the tail of the compound sum distribution function is approximated by as x . We show that the rate of convergence in this result can be arbitrarily slow. On the other hand, if F satisfies some smoothness condition (for example if F is an integrated tail distribution function) then the rate cannot be worse than O(x^-1).     

Book Notices

Given the minimization problem of a real-valued function let A be any algorithm of type with that converges to a local minimum . In this note, new assumptions on f(x) under which A converges linearly to x* are established. These include the ones introduced in the literature which involve the uniform convexity of f(x).     

The product of finitely based varieties of lattice-ordered groups

The question as to whether a product of two finitely based varieties of lattice-ordered groups is finitely based is considered. It is proved that varieties and are finitely based; here is a variety of lattice-ordered groups defined by identities [x ⁿ,y ⁿ] =e and [[x,y] z, [x ₁,y ₁] z ₁] =e; is a variety of lattice-ordered nilpotent groups of class s, defined by an identity [x ₁,x ₂,...,x _(s+1)] =e; V is an arbitrary finitely based variety of lattice-ordered groups. Translated fromAlgebra i Logika, Vol. 33, No. 3, pp. 255–263, May–June, 1994.Supported by the Russian Foundation for Fundamental Research, grant No. 93-011-1524.     

Adaptive Procedures for Numerical Methods

A generalized interpolation polynomial with a base function and node coefficients , is a polynomial of the form

Fourier inversion for multidimensional characteristic functions

A density functionf(x),xR ⁿ is said to bepiecewise smooth if for eachxR ⁿ , the mean value function is piecewiseC with compact support. (d is normalized surface measure on the unit sphere). The Fourier transform is with spherical partial sum . Theorem. For suchf, lim _r f _R (x)=M ₀+f(x) if and only ifrM _r f(x) hask=[(n–3)/2] continuous derivatives. ([]=integer part). Otherwise we have lim where 0 is uniquely determined.     

Hamilton-Jacobi equations having only action functions as solutions

Let L(x, v) be a Lagrangian which is convex and superlinear in the velocity variable v, and let H(x, p) be the associated Hamiltonian. Conditions are obtained under which every viscosity solution of the Hamilton-Jacobi equation

M-estimators of structural parameters in pseudolinear models

Real valued M-estimators in a statistical model 1 with observations are replaced by -valued M-estimators in a new model with observations where are regressors, is a structural parameter and a structural function of the new model. Sufficient conditions for the consistency of are derived, motivated by the sufficiency conditions for the simpler parent estimator The result is a general method of consistent estimation in a class of nonlinear (pseudolinear) statistical problems. If F has a natural exponential density e^{x–b( x )} then our pseudolinear model with u = (g o )^–1 reduces to the well known generalized linear model, provided () = db()/d and g is the so-called link function of the generalized linear model. General results are illustrated for special pairs and leading to some classical M-estimators of mathematical statistics, as well as to a new class of generalized -quantile estimators.     

An Extension of a Class of Iterative Procedures for Nonlinear Quasivariational Inequalities

Consider the convergence of the projection methods based on an extension of a special class of algorithms for the approximation--solvability of the following class of nonlinear quasivariational inequality (NQVI) problems: find an element such that and

Multivariate interpolation in odd-dimensional euclidean spaces using multiquadrics

Let or . Givenf: ⁿ , we establish convergence orders of interpolation where the cardinal functionx withx(j)=_0j is a linear combination of integer shifts, of a fast decaying function

Primes dividing both 2 n –3 and 3 n –2 are rare

Let S(x) denote the number of primes p < x which divide both 2ⁿ–3 and 3ⁿ–2 for some We prove that

Inertial Gradient-Like Dynamical System Controlled by a Stabilizing Term

Let H be a real Hilbert space and let be a function that we wish to minimize. For any potential and any control function which tends to zero as t+, we study the asymptotic behavior of the trajectories of the following dissipative system:

On the metric theory of the nearest integer continued fraction expansion

Supposek _n denotes either (n) or (p _n) (n=1,2,...) where the polynomial maps the natural numbers to themselves andp _k denotes thek ^th rationals prime. Also let denote the sequence of convergents to a real numberx and letc _n(x)) _n=1 be the corresponding sequence of partial quotients for the nearest integer continued fraction expansion. Define the sequence of approximation constants _n(x)) _n=1 by