Integrability of certain solutions of differential equations

Let L=P_o(d/d_t)ⁿ+P₁(d/d_t)^n–1+...+P_n denote a formally self-adjoint differential expression on an open intervalI=(a, b) (–a. Here the P_k are complex valued with (n — k) continuous derivatives onI, and P₀(t) 0 onI. We discuss integrability of functions which are adjoint to certain fundamental solutions ofLy=y, and a related consequence.     

Flat points of two-dimensional Brownian motion

Summary SupposeZ(·) is a two-dimensional Brownian motion. It is shown that a.s. there existt ₀ and >0 such thatZ(t ₀) is an extremal point of the convex hull of {Z(t)|t ₀–tt₀} and also an extremal point of the convex hull of {Z(t)|t ₀tt₀+} and, moreover, the tangent lines to the convex hulls atZ(t ₀) form a non-zero angle.The result is related to the following unsolved problem of S.J. Taylor. Do there exist a.s.t ₀ and >0 such that the intersection of the convex hulls of {Z(t)|t ₀–tt₀} and {Z(t)|t ₀tt₀+} contains onlyZ(t ₀)?This research was partially supported by Grant-in-Aid for Scientific Research (No. 400101540202), Ministry of Education, Science and Culture     

An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture

LetX be the solution of the SDE:dX _t = (X _t)dB _t +b(X _t)dt, with andb C _b (R) such that >0 for some constant , andB a real Brownian motion. Let be the law ofX onE=C([0, 1],R) andk E* – {0}, whereE* is the topological dual space ofE. Consider the classical form: _k (u, v)=u / kv / kd, whereu andv are smooth functions onE. We prove that, if _k is closable for anyk in a dense subset ofE* and if the smooth functions are contained in the domain of the generator of the closure of _k , must be a constant function.     

Some propositions related to a dilation theorem of W. Benz

Summary This paper begins with another proof of a theorem of W. Benz [2] concerning dilations in normed linear spaces. Our proof motivates several questions which are addressed thereafter. For instance it is shown that, ifI is an open interval in ,: I ⁿ , is continuously differentiable and there exista ₁,...,a _n I such that {(a ₁,...,(a _n )} is linearly independent, then {(t): t I} contains a Hamel basis for ⁿ over .     

A Uniqueness Result for an Overdetermined Problem in Non-Linear Parabolic Potential Theory

In this paper we study the question of uniqueness for an inverse problem, arising in the (thermal) linear and/or non-linear potential theory. The overdetermined problem we shall study is represented by(div(|u| ^p–2u)–D _t u–+)u=0where supp()R ⁿ ×(0,), 1<p<, L and {t=} is bounded for >0.The problem has applications in shape-recognition in underground water/oil recovery, subject to shape-change during time intervals. The particular case u0, D _t u0, and p=2, is an example of the well-known Stefan.     

On the Ranked Excursion Heights of a Kiefer Process

Let (K(s,t), 0s1, t1) be a Kiefer process, i.e., a continuous two-parameter centered Gaussian process indexed by [0,1]×₊ whose covariance function is given by (K(s₁,t₁) K(s₂,t₂))=(s₁s₂-s₁s₂)t₁t₂, 0s₁, s₂1, t₁, t₂ 0. For each t>0, the process K(·,t) is a Brownian bridge on the scale of . Let M ₁ ^* (t) M ₂ ^* (t) M _j ^* (t) 0 be the ranked excursion heights of K(,t). In this paper, we study the path properties of the process tM _j ^* (t). Two laws of the iterated logarithm are established to describe the asymptotic behaviors of M _j ^* (t) as t goes to infinity.     

Feller Processes Generated by Pseudo-Differential Operators: On the Hausdorff Dimension of Their Sample Paths

Let {X _t} _t0 be a Feller process generated by a pseudo-differential operator whose symbol satisfiesÇⁿ|q(Ç,)|c(1=)()) for some fixed continuous negative definite function (). The Hausdorff dimension of the set {X _t:tE}, E [0, 1] is any analytic set, is a.s. bounded above by dim E. is the Blumenthal–Getoor upper index of the Levy Process associated with ().     

On characterizations of distributions via moments of record values

Summary Let {X _n } _n ⁼¹ be a sequence of i.i.d. random variables having continuous distribution F(x) with E|X| ^l+< for some positive integer l and for some >0. It is shown that for any fixed integer N0 the sequence of moments of record values {E(X _L(n) ) ^l } _n=N characterizes F. Furthermore, this result is applied to the weak convergence of continuous distributions.     

Surjectivity of quotient maps for algebraic (ℂ,+)-actions and polynomial maps with contractible fibers

In this paper we establish two results concerning algebraic (,+)-actions on ⁿ . First, let be an algebraic (,+)-action on ³. By a result of Miyanishi, its ring of invariants is isomorphic to [t ₁,t ₂]. Iff ₁,f ₂ generate this ring, the quotient map of is the mapF:³²,x(f ₁(x), f₂(x)). By using some topological arguments we prove thatF is always surjective. Secon, we are interested in dominant polynomial mapsF: ^{n n-1} whose connected components of their generic fibers are contractible. For such maps, we prove the existence of an algebraic (,+)-action on ⁿ for whichF is invariant. Moreover we give some conditions so thatF*([t ₁,...,t _n-1 ]) is the ring of invariants of .Dedicated to all my friends and my family     

A Note on a Boundary Value Problem

In this note, we prove that, for Robins boundary value problem, a unique solution exists if f_x(t, x, x), f_x(t, x, x), (t), and (t) are continuous, and f_x -(t), f_x -(t), 4(t) ² + ²(t) ++ 2(t), and 4(t) ² + ²(t) + 2(t).AMS Subject Classification (2000) 34B15     

Holomorphe Funktionen auf Gebieten über Banach-Räumen zu vorgegebenen Konvergenzradien

Given a function: ₊ on a domain spread over an infinite dimensional complex Banach space E with a Schauder basis such that -log is plurisubharmonic and d (d denotes the boundary distance on ) one can find a holomorphic function f: with _f, where _f is the radius of convergence of f. If, in addition, is locally Lipschitz continuous with constant 1, f can be chosen so that (3M)^–1 _f, where M is the basis constant of E. In the particular case of E= ₁ there are holomorphic functions f on with= _f.     

The limit of the spectral radius of block Toeplitz matrices with nonnegative entries

A bi-infinite sequence ...,t _–2,t _–1,t ₀,t ₁,t ₂,... of nonnegativep×p matrices defines a sequence of block Toeplitz matricesT _n =(t _ik ),n=1,2,...,, wheret _ik =t _k–i ,i,k=1,...,n. Under certain irreducibility assumptions, we show that the limit of the spectral radius ofT _n , asn tends to infinity, is given by inf{()[0,]}, where () is the spectral radius of _jz t _j ^j .Supported by SFB 343 Diskrete Strukturen in der Mathematik, Universität Bielefeld     

Asymptotic behavior of the dwell time distribution for a random walk on a positive semi-axis

Let ₁, ₂, ... be a sequence of independent identically distributed random variables with zero means. We consider the functional _n = _k=o ⁿ (S _k ) where S₁=0, S_k= _i=1 ^k _i (k1) and(x)=1 for x0,(x) = 0 for x<0. It is readily seen that _n is the time spent by the random walk S_n, n0, on the positive semi-axis after n steps. For the simplest walk the asymptotics of the distribution P (_n = k) for n and k, as well as for k = O(n) and k/n<1, was studied in [1]. In this paper we obtain the asymptotic expansions in powers of n^–1 of the probabilities P(h_n = nx) and P(nx_{1 n} nx₂) for 0<₁, x = k/n ₂<1, 0<₁x₁2₂<1.Translated from Matematicheskie Zametki, Vol. 15, No. 4, pp. 613–620, April, 1974.The author wishes to thank B. A. Rogozin for valuable discussions in the course of his work.     

Thick points of super-Brownian motion

We determine for a super-Brownian motion {X_t:t0} in ^d, d3, the precise gauge function such that, almost surely on survival up to time t, improving a result of Barlow, Evans and Perkins about the most visited sites of super-Brownian motion. We also determine upper and lower bounds for the Hausdorff dimension spectrum of thick points refining the multifractal analysis of super-Brownian motion by Taylor and Perkins. The upper bound, conjectured to be sharp, involves a constant which can be characterized in terms of the upper tails of the associated equilibrium Palm distribution.Acknowledgements. This work is part of the DFG project Dimensionsspektren für die Super-Brownsche Bewegung at Universität Kaiserslautern, and we would like to thank the Deutsche Forschungsgemeinschaft DFG for the support. We also thank the London Mathematical Society for a travel grant, which facilitated our collaboration. We owe thanks to an anonymous referee who pointed out substantial errors in a previous version of the paper. Last but not least we would like to thank David Hobson, Alison Etheridge and Heinrich von Weizsäcker for helpful discussions.     

Shock fluctuations in the asymmetric simple exclusion process

Summary We consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isv _, , a product measure with densities and to the left and right of the origin respectively, <, then there exists a (microscopic) shock for the system. A shock is a random positionX _t such that the system as seen from this position at timet has asymptotic product distributions with densities and to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=lim _t t ^–1(E(X _t )²–(EX _t )²) and findD=(p–q)(–)^–1((1–)+(1–)) as conjectured by Spohn (1991). We show that in the scale the position ofX _t is determined by the initial distribution of particles in a region of length proportional tot. We prove that the distribution of the process at the average position of the shock converges to a fair mixture of the product measures with densities and . This is the so called dynamical phase transition. Under shock initial conditions we show how the density fluctuation fields depend on the initial configuration.     

Nonparametric Inference for a Class of Stochastic Partial Differential Equations II

Consider the stochastic partial differential equationdu (t,x) = (t)u (t, x)dt + dW _Q(t,x), 0 t T where = ₂/x ₂, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0.     

Über einen Satz von Shl. Sternberg in der Theorie der analytischen Iterationen

Let X=X ₁,...,X _n be the ring of formal power series inn indeterminates over . LetF:XAX+B(X)=(F ⁽¹⁾(X),...,F ⁽ⁿ⁾(X))(X) ⁿ denote an automorphism of X and let ₁,..., _n be the eigenvalues of the linear partA ofF. We will say thatF has an analytic iteration (a. i.) if there exists a family (F _t (itX)) _t of automorphisms such thatF _t(X) has coefficients analytic int and such thatF ₀=X,F ₁=F,F _t+t=F_tF_t for allt,t. Let now a set=(ln₁,...,ln _n ) of determinations of the logarithms be given. We ask if there exists an a. i. ofF such that the eigenvalues of the linear partA(t) ofF _t(X) are . We will give necessary and sufficient conditions forF to have such an a. i., namely thatF is conjugate to a semicanonical formN=T ^–1FT such that inN ^(k)(X) there appear at most monomialsX ₁ ¹ ...X _n ⁿ . This generalizes a result of Shl.Sternberg.

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Herrn Prof. Dr. E. Hlawka zum 60. Geburtstag gewidmet     

Parametrices for operators of tricomi type

Sunto Si costruisce una parametrice per il problema di Dirichlet relativo ad operatori P del tipo (1/i(/t))² + t_x, nella regione t0. Tenuto conto che per tali operatori è nota la parametrice del problema di Cauchy nella regione t 0, ciò consente di costruire una soluzione (modO ) dell'equazione Pu=f , t (–T, T), T>0.     

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.