Regularity property of Donsker's delta function

LetL be the space of rapidly decreasing smooth functions on ? andL ^* its dual space. Let (L ²)⁺ and (L ²)^? be the spaces of test Brownian functionals and generalized Brownian functionals, respectively, on the white noise spaceL ^* with standard Gaussian measure. The Donsker delta functionδ(B(t)?x) is in (L ²)^? and admits the series representation $$\delta (B(t) - x) = (2\pi t)^{ - 1/2} \exp ( - x^2 /2t)\sum\limits_{n = 0}^\infty {(n!2^n )^{ - 1} H_n (x/\sqrt {2t} )} \times H_n (B(t)/\sqrt {2t} )$$ , whereH _n is the Hermite polynomial of degreen. It is shown that forφ in (L ²)⁺,g _t,φ(x)≡〈δ(B(t)?x), φ〉 is inL and the linear map takingφ intog _t,φ is continuous from (L ²)⁺ intoL. This implies that forf inL ^* is a generalized Brownian functional and admits the series representation $$f(B(t)) = (2\pi t)^{ - 1/2} \sum\limits_{n = 0}^\infty {(n!2^n )^{ - 1} \langle f,\xi _{n, t} \rangle } H_n (B(t)/\sqrt {2t} )$$ , whereξ _n,t is the Hermite function of degreen with parametert. This series representation is used to prove the Ito lemma forf inL ^*, $$f(B(t)) = f(B(u)) + \int_u^t {\partial _s^ * } f'(B(s)) ds + (1/2)\int_u^t {f''} (B(s)) ds$$ , where? _s ^* is the adjoint of \(\dot B(s)\) -differentiation operator? _s .     

A splitting theorem for certain cohomology theories associated to BP* (−)

Let P(n)^*(–) be Brown-Peterson cohomology modulo I_n and put B(n)^*(–)=P(n)^*(–)[1/v_n]. In this note we construct a canonical multiplicative and idempotent operation _n in a suitable completion (n)^*(–) of B(n)^*(–) which has the property that its image is canonically isomorphic to the n-th Morava K-theory K(n)^*(–). In particular, the ring theory K(n)^*(–) is contained as a direct summand in the theory (n)^*(–). A similar result is not true before completing. pleting. Because the completion map B (n)^*(–) (n)^*(–) is injective, the above splitting theorem contains also information about B(n)^*(–). The proof of the theorem depends on a result about the behaviour of formal groups of finite height over complete graded F_p.     

A family of Bernstein quasi-interpolants on [0,1]

Suppose that we want to approximate f∈C[0,1] by polynomials inP, using only its values on X_n={i/n, 0≤i≤n}. This can be done by the Lagrange interpolant L_n f or the classical Bernstein polynomial B_n f. But, when n tends to infinity, L_n f does not converge to f in general and the convergence of B_n f to f is very slow. We define a family of operators B _n ^(k) , n≥k, which are intermediate ones between B _n ⁽⁰⁾ =B _n ⁽¹⁾ =B_n and B _n ⁽ⁿ⁾ =L_n, and we study some of their properties. In particular, we prove a Voronovskaja-type theorem which asserts that B _n ^(k) f−f=O(n^−[(k+2)/2]) for f sufficiently regular. Moreover, B _n ^(k) f uses only values of B_n f and its derivaties and can be computed by De Casteljau or subdivision algorithms.     

Subharmonic Functions in the Unit Ball

For functions u subharmonic in the unit ball B_N of , this paper compares the growth of the repartition function of their Riesz measure μ with the growth of u near the boundary of B_N. Cases under study are: and , with A, B, γ positive constants and if N=2 or if N≥ 3. This paper contains several integral results, as for instance: when ∫_BN u⁺(x)[-ω^′(|x|²)]dx < +∞ for some positive decreasing C¹ function ω, it is proved that .     

Upper bound for the product of nonhomogeneous linear forms

It is proved that for any unimodular lattice Λ with homogeneous minimum L>0 and any set of real numbers α₁, α₂,..., α_n there exists a point (y₁, y₂,..., y_n) of Λ such that $$\Pi _{1 \leqslant i \leqslant n} |y_i + \alpha _i | \leqslant 2^{ - n/2_\gamma n} (1 + 3L^{8/(3n)/(\gamma ^{2/3} - 2L^{8/(3n)} )} )^{ - n/2} ,$$ where γⁿ= n^n/(n?1).     

A queueing network with a single cyclically roving server

A queueingnetwork that is served by asingle server in a cyclic order is analyzed in this paper. Customers arrive at the queues from outside the network according to independent Poisson processes. Upon completion of his service, a customer mayleave the network, berouted to another queue in the network orrejoin the same queue for another portion of service. The single server moves through the different queues of the network in a cyclic manner. Whenever the server arrives at a queue (polls the queue), he serves the waiting customers in that queue according to some service discipline. Both the gated and the exhaustive disciplines are considered. When moving from one queue to the next queue, the server incurs a switch-over period. This queueing network model has many applications in communication, computer, robotics and manufacturing systems. Examples include token rings, single-processor multi-task systems and others. For this model, we derive the generating function and the expected number of customers present in the network queues at arbitrary epochs, and compute the expected values of the delays observed by the customers. In addition, we derive the expected delay of customers that follow a specific route in the network, and we introduce pseudo-conservation laws for this network of queues.Summary of notation B_i, B _i ^* (s) service time of a customer at queue i and its LST - b_i, b_i ⁽²⁾ mean and second moment of B_i - R_i, R _i ^* (s) duration of switch-over period from queue i and its LST - r_i, r_i mean and second moment of R_i - r, r⁽²⁾ mean and second moment of _i ^N =₁R_i - _i external arrival rate of type-i customers - _i total arrival rate into queue i - _i utilization of queue i; _i=_i - system utilization _i ^N =_1i - c=E[C] the expected cycle length - X _i ^j number of customers in queue j when queue i is polled - X_i=X _i ⁱ number of customers residing in queue i when it is polled - f_i(j) - X _i ^* number of customers residing in queue i at an arbitrary moment - Y_i the duration of a service period of queue i - W_i,T_i the waiting time and sojourn time of an arbitary customer at queue i - F^*(z₁, z₂,..., z_N) GF of number of customers present at the queues at arbitrary moments - F_i(z₁, z₂,..., z_N) GF of number of customers present at the queues at polling instants of queue i - ¯F_i(z₁, z₂,...,z_N) GF of number of customers present at the queues at switching instants of queue i - V_i(z₁, z₂,..., z_N) GF of number of customers present at the queues at service initiation instants at queue i - ¯V_i(z₁,z₂,...,z_N) GF of number of customers present at the queues at service completion instants at queue i The work of this author was supported by the Bernstein Fund for the Promotion of Research and by the Fund for the Promotion of Research at the Technion.Part of this work was done while H. Levy was with AT&T Bell Laboratories.     

Smoothness in Bayesian Non-parametric Regression with Wavelets

Consider the classical nonparametric regression problem y_i = f(t_i) + _ii = 1,...,n where t_i = i/n, and _i are i.i.d. zero mean normal with variance ². The aim is to estimate the true function f which is assumed to belong to the smoothness class described by the Besov space B _pq ^q . These are functions belonging to L_p with derivatives up to order s, in L_p sense. The parameter q controls a further finer degree of smoothness. In a Bayesian setting, a prior on B _pq ^q is chosen following Abramovich, Sapatinas and Silverman (1998). We show that the optimal Bayesian estimator of f is then also a.s. in B _pq ^q if the loss function is chosen to be the Besov norm of B _pq ^q . Because it is impossible to compute this optimal Bayesian estimator analytically, we propose a stochastic algorithm based on an approximation of the Bayesian risk and simulated annealing. Some simulations are presented to show that the algorithm performs well and that the new estimator is competitive when compared to the more standard posterior mean.     

Orders of the torsion of points of curves of genus 1

Let K be an algebraic number field of degree n; let be the number of divisor classes of the field K; y: v²=u⁴+au²+B is the Jacobian curve over where C is an integral divisor, q₁, ..., q_N are distinct prime divisors. One proves that there exists an effectively computable constant c=c(n, h(K), N), such that the order m of the torsion of any primitive K-point on is bounded by it: mC.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova, AN SSSR, Vol. 82, pp. 5–28, 1979.     

Subexponential loss rates in a GI/GI/1 queue with applications

Consider a single server queue with i.i.d. arrival and service processes, $\{ A,A_n ,n \geqslant 0\} $ and $\{ C,\;C_n ,n\;\; \geqslant \;\;0\} $ , respectively, and a finite buffer B. The queue content process $\{ Q_n^B ,n \geqslant 0\} $ is recursively defined as $Q_{n + 1}^B = \min ((Q_n^B + A_{n + 1} - C_{n + 1} )^ + ,B),\;\;q^ + = \max (0,q)$ . When $\mathbb{E}(A - C) < 0$ , and A has a subexponential distribution, we show that the stationary expected loss rate for this queue $E(Q_n^B + A_{n + 1} - C_{n + 1} - B)^ + $ has the following explicit asymptotic characterization: $${\mathbb{E}}\left( {Q_n^B + A_{n + 1} - C_{n + 1} - B} \right)^ + ~{\mathbb{E}}\left( {A - B} \right)^ + {as} B \to \infty ,$$ independently of the server process C _n . For a fluid queue with capacity c, M/G/∞ arrival process A _t , characterized by intermediately regularly varying on periods σ^on, which arrive with Poisson rate Λ, the average loss rate $\lambda _{{loss}}^B $ satisfies λ _loss ^B ～ Λ E(τ^onη — B)⁺ as B → ∞, where $\eta = r + \rho - c,\;\rho \; = \mathbb{E}A_t < \;\;c;r\;\;(c \leqslant r)$ is the rate at which the fluid is arriving during an on period. Accuracy of the above asymptotic relations is verified with extensive numerical and simulation experiments. These explicit formulas have potential application in designing communication networks that will carry traffic with long-tailed characteristics, e.g., Internet data services.     

Parameter estimation for a misspecified arma model with infinite variance innovations

We consider a general linear model , where the innovations Z_t belong to the domain of attraction of an α-stable law for α<2, so that neither Z_t nor X_t have a finite variance. We do not assume that (X_t) is a standardARMA process of the form φ(B)X_t=ϕ(B)Z_t, but we fit anARMA process of a given order to the data X₁,...,X_n by estimating the coefficients of φ and ϕ. Given that (X_t) is anARMA process, it has been proved that the Whittle estimator is a consistent estimator of the true coefficients of ϕ and φ. Moreover, it then has a heavytailed limit distribution and the rate of convergence is (n/logn)^1/α, which compares favorably with the L² situation with rate . In this note we study the limit properties of the Whittle estimator when the underlying model is not necessarily anARMA process. Under general conditions we show that the Whittle estimate converges in probability. It converges weakly to a distribution which does not have a finite moment of order a and the rate of convergence is again (n/logn)^1/α. We also give an analytic expression for the limit distribution. Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part II, Eger, Hungary, 1994.     

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     

On the convergence of the LJ search method

The convergence of the Luus-Jaakola search method for unconstrained optimization problems is established.Notation E _n Euclideann-space - f Gradient off(x) - ² f Hessian matrix - (·) ^T Transpose of (·) - I Index set {1, 2, ...,n} - [x _i1 ^*(j) ] Point around which search is made in the (j + 1)th iteration, i.e., [x _1l ^*(j) ,x _2l ^*(j) ,...,x _n1 ^*(j) ] - r _i ⁽ⁱ⁾ Range ofx _il ^*(i) in the (j + 1)th iteration - l ₁ min_i {r _i ⁽⁰⁾ } - l ₂ min_i {r _i ⁽⁰⁾ } - A _j Region of search in thejth iteration, i.e., {x E _n:x _il ^*(j-1) –0.5r _i ^(j-1) x _ix _il ^*(j-1) +0.5r _i ^(j-1) ,i I} - S _j Closed sphere with center origin and radius _j - Reduction factor in each iteration - 1– - (·) Gamma function Many discussions with Dr. S. N. Iyer, Professor of Electrical Engineering, College of Engineering, Trivandrum, India, are gratefully acknowledged. The author has great pleasure to thank Dr. K. Surendran, Professor, Department of Electrical Engineering, P.S.G. College of Technology, Coimbatore, India, for suggesting this work.     

Dual partially harmonic tensors and Brauer-Schur-Weyl duality

Let V be a 2m-dimensional symplectic vector space over an algebraically closed field K. Let $ \mathfrak{B}_n^{(f)} Let V be a 2m-dimensional symplectic vector space over an algebraically closed field K. Let \mathfrakB_n^(f) \mathfrak{B}_n^{(f)} be the two-sided ideal of the Brauer algebra \mathfrakB_n( - 2m ) {\mathfrak{B}_n}\left( { - 2m} \right) over K generated by e ₁ e _3⋯ e _2f-1 where 0 ≤ f ≤ [n/2]. Let HT_f ^?n \mathcal{H}\mathcal{T}_f^{ \otimes n} be the subspace of partial-harmonic tensors of valence f in V ^⊗n . In this paper we prove that dimHT_f ^?n \mathcal{H}\mathcal{T}_f^{ \otimes n} and dim \textEn\textd_K\textSp(V)( V ^?n \mathord

On simultaneous approximation to a differentiable function and its derivative by inverse Pal-Type interpolation polynomials

Let ξ_{n −1} < ξ_{n −2} < ξ_{n − 2} < ... < ξ₁ be the zeros of the the (n−1)-th Legendre polynomial P_n−1(x) and −1=x_n<x_n−1<...<x₁=1, the zeros of the polynomial . By the theory of the inverse Pal-Type interpolation, for a function f(x)∈C _[−1,1] ¹ , there exists a unique polynomial R_n(x) of degree 2n−2 (if n is even) satisfying conditions R_n(f, ξ_k) = f (ε_k) (1 ⩽ k ⩽ n −1); R¹ _n(f,x_k)=f¹(x_k)(1≤k≤n). This paper discusses the simultaneous approximation to a differentiable function f by inverse Pal-Type interpolation polynomial {R_n(f, x)} (n is even) and the main result of this paper is that if f∈C _[1,1] ^r , r≥2, n≥r+2, and n is even then |R¹ _n(f,x)−f¹(x)|=0(1)|W_n(x)|h(x)·n^3−r·E_2n−r−3(f^(r)) holds uniformly for all x∈[−1,1], where .     

NA随机场对数律的收敛速度

设d是一个正整数, N ^d是d -维正整数格点.设{X_n , n∈N ^d} 是一同分布的负相伴随机场, 记S_n =∑_{k≤ n} X_k, S_n^(k)=S_n-X_k, 如果r >2, EX₁ = 0 和σ²= Var(X₁}, 则存在一个正数M:=100√(r-2)(1+σ²)使得下列条件等价 (I)E |X₁|^r (log|X₁|)^d-1-r/2 <∞; (II)∑_{n∈ N^d} |n|^r/2-2P(max_{1≤ k≤ n} |S_n^(k)|≥ (2^d+1 )ε√|n| log |n |) <∞,∨ε > M; (III)∑_{n∈N ^d} |n|^r/2-2P(max_{1≤ k≤n} |S_k |≥ε√| n} log| n |) <∞,∨ε > M. (III)\ \ $\sum\limits_{{{\bf n}}\in {{\cal N}}^{d}} |n|^{r/2-2} P(\max\limits_{{\bf 1}\leq{\bf k}\leq{\bf n}}|S_{{\bf k}}|\geq \varepsilon \sqrt{|{\bf n}|\log |{\bf n}|})<\infty$, $\forall\varepsilon>M$.     

A homology transfer for a class of simplicial maps

We construct a homology transfer _*H_*(B) H_*(E) for a certain class of proper simplicial maps pE B. Roughly, the important hypothesis is that there is a compact space F, so that all fibres F_x>=p^–1(x), xB, are quotient spaces of F, in a certain locally controlled manner. The composition p_** H_*(B)H_*(E)H_*(B) is multiplication by the Euler characteristic of F.     

Rotationally symmetric harmonic maps from a ball into a warped product manifold

This paper deals with the existence problem for rotationally symmetric harmonic maps from an Euclidean unit ball B ⁿ or ⁿ into a warped product manifold N_f=[0, r₀)x_fS^n–1.     

[FIA] B − Gruppen und Hypergruppen

The spaceG _B of -orbits of an [FIA] _B ^– groupG is a commutative hypergroup (=commutative convo in Jewett's terminology). Its space of hypergroup characters is a hypergroup itself (see [3]) which can be identified withE (G, B) (the extreme points ofB-invariant positive definite continuous functionsp:G withp (e)=1), endowed with the topology of compact convergence. We determine the structure space ofL ¹ (E(G, B), _PL ) where _PL is the Plancherel measure (which is the Haar measure ofE(G, B)) and characterize the convolution algebrasM (E(G, B)) andL ¹ (E(G, B)) via the inverse Fourier-Stieltjes transformation.     

非齐型空间中一类满足Hörmander条件的Marcinkiewicz交换子估计

记μ为上的非负Radon测度,且仅满足对固定的C₀>0和n∈(0,d],及所有的和r>0, μ(B(x,r))≤C₀ rⁿ.作者建立了一类核函数满足Hörmander条件的Marcinkiewicz积分与Lip_β(μ)(0<β)函数生成的交换子由L^p(μ)到L^q(μ),由L^p(μ) 到Lip_β-n/p(μ)及L^n/β(μ)到RBMO(μ)有界.部分结论对经典 Marcinkiewicz积分也是新的.       

特征2的有限域中一些特殊元素的存在性(II)

设q=2s.s,n为正整数,Fqn为qn元素的有限域.在本文中,我们考虑Fqn中一些特殊元素的存在性.主要结果是:当下面的条件之一成立时,在Fqn中存在ξ使得ξ和ξ+ξ-1都是本原元并且ξ+ξ-1还是一个正规元:1.当n|(q-1)时,n37,s>6,或者2.当n|■(q-1)时,n≥34,s>6.进一步,如果n是奇数,则当下列条件之一成立时,存在ξ∈Fqn使得ξ和ξ+ξ-1都是Fqn的本原正规元:1.当n|(q-1)时,n≥257,s>9,或者2.当n■(q-1)时,n≥43,s≥9.