Anomalous behaviour for the random corrections to the cumulants of random walks in fluctuating random media

The Central Limit Theorem for a model of discrete-time random walks on the lattice ℤ^ν in a fluctuating random environment was proved for almost-all realizations of the space-time nvironment, for all ν > 1 in [BMP1] and for all ν≥ 1 in [BBMP]. In [BMP1] it was proved that the random correction to the average of the random walk for ν≥ 3 is finite. In the present paper we consider the cases ν = 1,2 and prove the Central Limit Theorem as T→∞ for the random correction to the first two cumulants. The rescaling factor for theaverage is for ν = 1 and (ln T), for ν=2; for the covariance it is , ν = 1,2. Received: 25 November 1999 / Revised version: 7 June 2000 / Published online: 15 February 2001     

Fusion Relation in Products of Association Schemes

 Fusion relations between the association schemes obtained by direct product and wreath product are established via a study of their matrix representations. The character table of the scheme obtained by the wreath product is described and some algebraic properties of the products are derived. Received: May 7, 1999 Final version received: September 24, 1999 RID="*" ID="*" 1991 Mathematics Subject Classification. Primary 05E30; Secondary 05B99 RID="*" ID="*" Supported in part by Com ²MaC-KOSEF, POSTECH, Korea Acknowledgments. The author is indebted to an anonymous referee who provided the complete proof of Theorem 4.2.     

A Linear PDE Approach to the Bellman Equation of Ergodic Control with Periodic Structure

Abstract. In this paper we give a new proof of the existence result of Bensoussan [1, Theorem II-6.1] for the Bellman equation of ergodic control with periodic structure. This Bellman equation is a nonlinear PDE, and he constructed its solution by using the solution of a nonlinear PDE. On the contrary, our key idea is to solve two linear PDEs. Hence, we propose a linear PDE approach to this Bellman equation.     

A Linear PDE Approach to the Bellman Equation of Ergodic Control with Periodic Structure

   Abstract. In this paper we give a new proof of the existence result of Bensoussan [1, Theorem II-6.1] for the Bellman equation of ergodic control with periodic structure. This Bellman equation is a nonlinear PDE, and he constructed its solution by using the solution of a nonlinear PDE. On the contrary, our key idea is to solve two linear PDEs. Hence, we propose a linear PDE approach to this Bellman equation.     

Whaley's Theorem for Finite Lattices

Whaley's Theorem on the existence of large proper sublattices of infinite lattices is extended to ordered sets and finite lattices. As a corollary it is shown that every finite lattice L with |L|≥3 contains a proper sublattice S with |S|≥|L|^1/3. It is also shown that that every finite modular lattice L with |L|≥3 contains a proper sublattice S with |S|≥|L|^1/2, and every finite distributive lattice L with |L|≥4 contains a proper sublattice S with |S|≥3/4|L|. This revised version was published online in June 2006 with corrections to the Cover Date.     

A short proof of the preservation of the ωω‐bounding property

There are two versions of the Proper Iteration Lemma. The stronger (but less well‐known) version can be used to give simpler proofs of iteration theorems (e.g., [7, Lemma 24] versus [9, Theorem IX.4.7]). In this paper we give another demonstration of the fecundity of the stronger version by giving a short proof of Shelah's theorem on the preservation of the ω^ω‐bounding property. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On spectrality criterion for operators on a direct sum of Hilbert spaces

In [1, Theorem 2.7] N. Dunford gave a necessary and sufficient condition for an operator in U ^p to be spectral. The purpose of this note is to furnish a direct proof for his criterion avoiding the use of his Lemma 2.5 and Theorem 2.6 of [1].     

矩阵值Caratheodory函数广义块Pick矩阵的秩不变性

Lasarow^[1]推导出矩阵值Carath\'{e}odory函数的第一、第二型广义块Pick矩阵及其变型的秩不变性. 这些矩阵由同一个Carath\'{e}odory函数的值与它的直到某阶的导数值确定. 利用文献[2]中提出的块Toeplitz向量方法, 该文断言,这些块矩阵的秩分别相关并重合于具有秩不变性的块Toeplitz矩阵的秩, 从而改进了这两类广义块Pick矩阵的秩不变性结论的证明.     

Punktprozesse mit Wechselwirkung

We consider classical, continuous systems of particles in r dimensions described by infinite system equilibrium states which have been defined by Dobrushin [5] and Lanford/Ruelle [24]. For a large class of potentials we prove the theorem of Lee/Yang [43] together with a variational characterizafor these equilibrium states. The main idea stems from Föllmer [9] who showed that in the case of lattice systems, the theorem of Lee/Yang is intimately related to Birkhoff's ergodic theorem and McMillan's theorem (ergodic theorem of information theory). Following this idea we obtain as main results an r-dimensional ergodic theorem for random measures in ^r , limit theorems concerning energy and entropy and an r-dimensional version of Breiman's theorem showing that there is almost sure convergence behind McMillan's theorem.

---

---

Danken möchten wir Klaus Krickeberg, der diese Arbeit durch eine Fülle wertvoller Hinweise und Anregungen gefördert hat.     

Fully generic sequences and a multiple-term return-times theorem

The return-times theorem of Bourgain, Furstenberg, Katznelson, and Ornstein states: Theorem [BFKO]. Given any measure-preserving transformation of a probability space and , there is a subset of full measure so that for any and second dynamical system and , there is a subset of full measure so that for any ,

Random weights, robust lattice rules and the geometry of the cbcrc algorithm

In this paper we study lattice rules which are cubature formulae to approximate integrands over the unit cube [0,1] ^s from a weighted reproducing kernel Hilbert space. We assume that the weights are independent random variables with a given mean and variance for two reasons stemming from practical applications: (i) It is usually not known in practice how to choose the weights. Thus by assuming that the weights are random variables, we obtain robust constructions (with respect to the weights) of lattice rules. This, to some extend, removes the necessity to carefully choose the weights. (ii) In practice it is convenient to use the same lattice rule for many different integrands. The best choice of weights for each integrand may vary to some degree, hence considering the weights random variables does justice to how lattice rules are used in applications. In this paper the worst-case error is therefore a random variable depending on random weights. We show how one can construct lattice rules which perform well for weights taken from a set with large measure. Such lattice rules are therefore robust with respect to certain changes in the weights. The construction algorithm uses the component-by-component (cbc) idea based on two criteria, one using the mean of the worst case error and the second criterion using a bound on the variance of the worst-case error. We call the new algorithm the cbc2c (component-by-component with 2 constraints) algorithm. We also study a generalized version which uses r constraints which we call the cbcrc (component-by-component with r constraints) algorithm. We show that lattice rules generated by the cbcrc algorithm simultaneously work well for all weights in a subspace spanned by the chosen weights ?? ⁽¹⁾, . . . , ?? ^(r). Thus, in applications, instead of finding one set of weights, it is enough to find a convex polytope in which the optimal weights lie. The price for this method is a factor r in the upper bound on the error and in the construction cost of the lattice rule. Thus the burden of determining one set of weights very precisely can be shifted to the construction of good lattice rules. Numerical results indicate the benefit of using the cbc2c algorithm for certain choices of weights.     

When is a ring of torus invariants a polynomial ring?

Let ρ:T→GL(V) be a finite dimensional rational representation of a torus over an algebraically closed fieldk. We give necessary and sufficient conditions on the arrangement of the weights ofV within the character lattice ofT for the ring of invariants,k[V] ^T , to have a homogeneous system of parameters consisting of monomials (Theorem 4.1). Using this we give two simple constructive criteria each of which gives necessary and sufficient conditions fork[V] ^T to be a polynomial ring (Theorem 5.8 and Theorem 5.10). Research supported in part by NSERC Grant OGP 137522     

Characterization of 3 D 4(q)

The author defined the concept order components in [2] and gave a new characterization of sporadic simple groups by their order components in [7]. Afterwards the following groups were characterized by the author: G₂(q), q = 0 (mod 3)^[8]; E₈(q)^[9]; Suzuki-Ree groups^[10]; PSL₂(q)^[11]. Here the author will continue such kind of characterization and prove that:Theorem 1. Let G be a finite group, M = ³D₄(q). If G and M has the same order components, then G M.And the following theorems follows from Theorem 1.Theorem 2. (Thompsons Conjecture) Let G be a finite group, Z(G) = 1,M = ³D₄(q). If N(G) = N(M), then G M. (ref. [6])Theorem 3. (Wujie Shi) Let G be a finite group, M = ³D₄(q). If|G| = |M|, _e(G) = _e(M), then G M. (ref. [15])All notations are the same as in [2]. According to the classification theorem of finite simple groups, [12] and [13], we can list the order components of finite simple groups with nonconnected prime graphs in Tables 1-4 (ref. [5]).American Mathematics Society Classification 20D05 20D60The author is indebted to Fred and Barbara Kort Sino-Israel Postdoctoral Programme for supporting my post-doctoral position (1999.10-2000.10) at Bar-Ilan University, also to Emmy Noether Mathematics Institute and NSFC for partially financial support.     

Multi-dimensional volumes and moduli of convexity in banach spaces

Summary Let E be a Banach space. Using the definition for the k-dimensional volume enclosed by k + 1 vectors due to Silverman [16], one can define the modulus of k-rotundity of E. In [22] it was shown that k-uniformly rotund Banach spaces are isomorphic to uniformly rotund spaces and, indeed, have some of the same isometric properties with respect to non-expansive and nearest-point maps. The present paper examines the modulus of k-rotundity more thoroughly. Included are a result on the asymptotic behavior of the moduli for l²; a generalization of Dixmier's Theorem on higher-duals of non-reflexive spaces; and an inequality relating the moduli of E^**/E and those of E. The modulus of2-rotundity is shown to be equivalent to one of the moduli defined by V. D. Milman [13] and a necessary and sufficient condition for an l^p-product of spaces to be 2-uniformly rotund is given.Some of the results of this paper are contained in the Ph. D. dissertation of the first author, written under the direction of the second author.     

Random approximations and random fixed point theorems for random 1-setn-contractive non-self-maps in abstract cones

In this paper, we will prove that the random version of Fan's Theorem [6, Theorem 2] is true for a random hemicompact 1-set-contractive map defined on a closed ball, a sphere and an annulus in cones. This class of random 1-set-contractive map includes random condensing maps, random continuous semicontractive maps, random LANE maps, random nonexpansive maps and others. As applications of our theorems, some random fixed point theorems of non-self-maps are proved under various well-known boundary conditions. Our results are generalizations, improvements or stochastic versions of the recent results obtained by many authors     

Corrigendum to “generalized martin’s axiom and souslin’s hypothesis for higher cardinals”

Correct proofs are given for Theorem 3 and the Propositions of §§5, 6 of [4]. For the latter, we must modify the principle (S)″ in a technical way. We prove a weaker version of Theorem 2, where □ is replaced by the stronger hypothesis PΓ_{N 1} ^b. Partially supported by NSF grant MCS 8301042.     

Proper maps which are Lipschitz α up to the boundary

In this paper we shall construct proper holomorphic mappings from strictly pseudoconvex domains in Cⁿ into the unit ball in C^N which satisfy some regularity conditions up to the boundary. If we only require continuity of the map, but not more, then there is a large class of such maps (see [2], [3], and [5]). On the other hand, if F is C^k on the closure, k > N ? n + 1, then there is a very small class of such maps. In fact such F must be holomorphic across the boundary (see [1] and [4]). We are interested in maps F that are less than C^N ? n + 1, but more than continuous on the closure. Namely, we want to find out if this is a very small or a large class. Our main result is as follows. Theorem, (a) Let ga < 1/6; then there exists an N = N(α, n) such that we can find a map F: Bⁿ → B^N that is proper, holomorphic, and Lipschitz α up to the boundary, but F is not holomorphic across the boundary. (b) If D is a general strictly pseudoconvex domain with C^∞ -boundary in Cⁿ, then we can find a map F: D → B^N, N = N(α, n), that is proper, holomorphic, and Lipschitz α up to the boundary of D. To do part (a) of the theorem we only need to show that we can find a proper holomorphic map F = (f₁, …, F_N): Bⁿ → B^N that is Lipschitz α and f_N(z) = c(1 - Z₁)^1/6 for some constant c > 0. With this we can in fact ensure that the map in (a) is at most Lipschitz 1/6 on the closure of Bⁿ.     

An off-diagonal Marcinkiewicz interpolation theorem on Lorentz spaces

Let (X, μ) be a measure space. In this paper, using some ideas from Grafakos and Kalton, the authors establish an off-diagonal Marcinkiewicz interpolation theorem for a quasilinear operator T in Lorentz spaces L ^p,q (X) with p, q ∈ (0,∞], which is a corrected version of Theorem 1.4.19 in [Grafakos, L.: Classical Fourier Analysis, Second Edition, Graduate Texts in Math., No. 249, Springer, New York, 2008] and which, in the case that T is linear or nonnegative sublinear, p ∈ [1,∞) and q ∈ [1,∞), was obtained by Stein and Weiss [Introduction to Fourier Analysis on Euclidean Spaces, Princeton University Press, Princeton, N.J., 1971].     

Rates of convergence in the CLT for linear random fields

In this paper, we study sums of linear random fields defined on the lattice Z ² with values in a Hilbert space. The rate of convergence of distributions of such sums to the Gaussian law is discussed, and mild sufficient conditions to obtain an approximation of order n ^−p are presented. This can be considered as a complement of a recent result of [A.N. Nazarova, Logarithmic velocity of convergence in CLT for stochastic linear processes and fields in a Hilbert space, Fundam. Prikl. Mat., 8:1091–1098, 2002 (in Russian)], where the logarithmic rate of convergence was stated, and as a generalization of the result of [D. Bosq, Erratum and complements to Berry–Esseen inequality for linear processes in Hilbert spaces, Stat. Probab. Lett., 70:171–174, 2004] for linear processes.