The Pointwise Densities of the Cantor Measure

Let be the classical middle-third Cantor set and let μ be the Cantor measure. Set s = log 2/log 3. We will determine by an explicit formula for every point x the upper and lower s-densities Θ*^s(μ , x), Θ*^s(μ , x) of the Cantor measure at the point x, in terms of the 3-adic expansion of x. We show that there exists a countable set F such that 9(Θ*^s(μ , x))^{− 1/s} + (Θ*^s(μ , x))^{− 1/s} = 16 holds for x \F. Furthermore, for μ_C almost all x, Θ*^s(μ , X) − 2 · 4^{− s} and Θ*^s(μ , x) = 4^{− s}. As an application, we will show that the s-dimensional packing measure of the middle-third Cantor set is 4^s.     

Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances

In this paper a form of the Lindeberg condition appropriate for martingale differences is used to obtain asymptotic normality of statistics for regression and autoregression. The regression model is y_t = Bz_t + v_t. The unobserved error sequence {v_t} is a sequence of martingale differences with conditional covariance matrices {Σ_t} and satisfying sup_{t=1,…, n} {v′_tv_tI(v′_tv_t>a) |z_t, v_t−1, z_t−1, …} 0 as a → ∞. The sample covariance of the independent variables z₁, …, z_n, is assumed to have a probability limit M, constant and nonsingular; max_t=1,…,nz′_tz_t/n 0. If (1/n)Σ_t=1ⁿΣ_t Σ, constant, then √nvec( _n−B) N(0,M⁻¹Σ) and _n Σ. The autoregression model is x_t = Bx_{t − 1} + v_t with the maximum absolute value of the characteristic roots of B less than one, the above conditions on {v_t}, and (1/n)Σ_t=max(r,s)+1(Σ_tv_t−1−rv′_t−1−s) δ_rs(ΣΣ), where δ_rs is the Kronecker delta. Then √nvec( _n−B) N(0,Γ⁻¹Σ), where Γ = Σ_{s = 0}^∞B^sΣ(B′)^s.     

Free subgroups in maximal subgroups of GLn(D)

Let D be a noncommutative finite dimensional F-central division algebra and M a noncommutative maximal subgroup of GL_n(D). It is shown that either M contains a noncyclic free subgroup or M is absolutely irreducible and there exists a unique maximal subfield K of M_n(D) such that K*M, K∕F is Galois with Gal(K∕F)?M∕K* and Gal(K∕F) is a finite simple group.     

Asymptotic expansions in the conditional central limit theorem

Let X_n, n , be i.i.d. with mean 0, variance 1, and E(¦X_n¦^r) < ∞ for some r 3. Assume that Cramér's condition is fulfilled. We prove that the conditional probabilities P(1/√n Σ_{i = 1}ⁿ X_i t¦B) can be approximated by a modified Edgeworth expansion up to order o(1/n^{(r − 2)/2)}), if the distances of the set B from the σ-fields σ(X₁, …, X_n) are of order O(1/n^{(r − 2)/2)}(lg n)^β), where β < −(r − 2)/2 for r and β < −r/2 for r . An example shows that if we replace β < −(r − 2)/2 by β = −(r − 2)/2 for r (β < −r/2 by β = −r/2 for r ) we can only obtain the approximation order O(1/n^{(r − 2)/2)}) for r (O(lg lgn/n^{(r − 2)/2)}) for r ).     

On the Behavior of a Nonstationary Poiseuille Solution as <Emphasis Type="Italic">t</Emphasis> → ∞

A nonstationary Poiseuille solution describing the flow of a viscous incompressible fluid in an infinite cylinder is defined as a solution to an inverse problem for the heat equation. The behavior as t → ∞ of the nonstationary Poiseuille solution corresponding to the prescribed flux F(t) ofthe velocity field is studied. In particular, it is proved that if the flux F(t) tends exponentially to a constant flux F _* then the nonstationary Poiseuille solution tends exponentially as t → ∞ to the stationary Poiseuille solution having the flux F _*.Original Russian Text Copyright © 2005 Pileckas K.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 890–900, July–August, 2005.     

On the Erd s-Ginzburg-Ziv theorem and the Ramsey numbers for stars and matchings

A link between Ramsey numbers for stars and matchings and the Erd s-Ginzburg-Ziv theorem is established. Known results are generalized. Among other results we prove the following two theorems. Theorem 5. Let m be an even integer. If c : e (K_2m−1)→{0, 1,…, m−1} is a mapping of the edges of the complete graph on 2m−1 vertices into {0, 1,…, m−1}, then there exists a star K_1,m in K_2m−1 with edges e₁, e₂,…, e_m such that c(e₁)+c(e₂)++c(e_m)≡0 (mod m). Theorem 8. Let m be an integer. If c : e(K^r_(r+1)m−1)→{0, 1,…, m−1} is a mapping of all the r-subsets of an (r+1)m−1 element set S into {0, 1,…, m−1}, then there are m pairwise disjoint r-subsets Z₁, Z₂,…, Z_m of S such that c(Z₁)+c(Z₂)++c(Z_m)≡0 (mod m).     

On the approximate behavior of the posterior distribution for an extreme multivariate observation

The behavior of the posterior for a large observation is considered. Two basic situations are discussed; location vectors and natural parameters.Let X = (X₁, X₂, …, X_n) be an observation from a multivariate exponential distribution with that natural parameter Θ = (Θ₁, Θ₂, …, Θ_n). Let θ_x^* be the posterior mode. Sufficient conditions are presented for the distribution of Θ − θ_x^* given X = x to converge to a multivariate normal with mean vector 0 as |x| tends to infinity. These same conditions imply that E(Θ | X = x) − θ_x^* converges to the zero vector as |x| tends to infinity.The posterior for an observation X = (X₁, X₂, …, X_n is considered for a location vector Θ = (Θ₁, Θ₂, …, Θ_n) as x gets large along a path, γ, in Rⁿ. Sufficient conditions are given for the distribution of γ(t) − Θ given X = γ(t) to converge in law as t → ∞. Slightly stronger conditions ensure that γ(t) − E(Θ | X = γ(t)) converges to the mean of the limiting distribution.These basic results about the posterior mean are extended to cover other estimators. Loss functions which are convex functions of absolute error are considered. Let δ be a Bayes estimator for a loss function of this type. Generally, if the distribution of Θ − E(Θ | X = γ(t)) given X = γ(t) converges in law to a symmetric distribution as t → ∞, it is shown that δ(γ(t)) − E(Θ | X = γ(t)) → 0 as t → ∞.     

Blumenthal''s Theorem for Laurent Orthogonal Polynomials

We investigate polynomials satisfying a three-term recurrence relation of the form B_n(x)=(x−β_n)B_n−1(x)−α_nxB_n−2(x), with positive recurrence coefficients α_n+1,β_n (n=1,2,…). We show that the zeros are eigenvalues of a structured Hessenberg matrix and give the left and right eigenvectors of this matrix, from which we deduce Laurent orthogonality and the Gaussian quadrature formula. We analyse in more detail the case where α_n→α and β_n→β and show that the zeros of B_n are dense on an interval and that the support of the Laurent orthogonality measure is equal to this interval and a set which is at most denumerable with accumulation points (if any) at the endpoints of the interval. This result is the Laurent version of Blumenthal's theorem for orthogonal polynomials.     

Kolmogorov Width of Classes of Smooth Functions on the Sphere

Let ^d−1{(x₁,…,x_d) ^d:x²₁+···+x²_d=1} be the unit sphere of the d-dimensional Euclidean space ^d. For r>0, we denote by B^r_p (1p∞) the class of functions f on ^d−1 representable in the formwhere dσ(y) denotes the usual Lebesgue measure on ^d−1, and P^λ_k(t) is the ultraspherical polynomial.For 1p,q∞, the Kolmogorov N-width of B^r_p in L^q( ^d−1) is given bythe left-most infimum being taken over all N-dimensional subspaces X_N of L^q( ^d−1).The main result in this paper is that for r2(d−1)²,where A_NB_N means that there exists a positive constant C, independent of N, such that C⁻¹A_NB_NCA_N.This extends the well-known Kashin theorem on the asymptotic order of the Kolmogorov widths of the Sobolev class of the periodic functions.     

Generating orthogonal matrix polynomials satisfying second order differential equations from a trio of triangular matrices

The method developed in [A.J. Durán, F.A. Grünbaum, Orthogonal matrix polynomials satisfying second order differential equations, Int. Math. Res. Not. 10 (2004) 461–484] led us to consider matrix polynomials that are orthogonal with respect to weight matrices W(t) of the form , , and (1−t)^α(1+t)^βT(t)T^*(t), with T satisfying T^′=(2Bt+A)T, T(0)=I, T^′=(A+B/t)T, T(1)=I, and T^′(t)=(−A/(1−t)+B/(1+t))T, T(0)=I, respectively. Here A and B are in general two non-commuting matrices. We are interested in sequences of orthogonal polynomials (P_n)_n which also satisfy a second order differential equation with differential coefficients that are matrix polynomials F₂, F₁ and F₀ (independent of n) of degrees not bigger than 2, 1 and 0 respectively. To proceed further and find situations where these second order differential equations hold, we only dealt with the case when one of the matrices A or B vanishes.The purpose of this paper is to show a method which allows us to deal with the case when A, B and F₀ are simultaneously triangularizable (but without making any commutativity assumption).     

On the spectral function of the Poisson–Voronoi cells

Denote by (t)=∑_n1e^−λ_nt, t>0, the spectral function related to the Dirichlet Laplacian for the typical cell of a standard Poisson–Voronoi tessellation in . We show that the expectation E(t), t>0, is a functional of the convex hull of a standard d-dimensional Brownian bridge. This enables us to study the asymptotic behaviour of E(t), when t→0⁺,+∞. In particular, we prove that the law of the first eigenvalue λ₁ of satisfies the asymptotic relation lnP{λ₁t}−2^dω_dj_(d−2)/2^d·t^−d/2 when t→0⁺, where ω_d and j_(d−2)/2 are respectively the Lebesgue measure of the unit ball in and the first zero of the Bessel function J_(d−2)/2.     

Stability and other limit laws for exit times of random walks from a strip or a halfplane

We show that the passage time, T^*(r), of a random walk S_n above a horizontal boundary at r (r≥0) is stable (in probability) in the sense that as r→∞ for a deterministic function C(r)>0, if and only if the random walk is relatively stable in the sense that as n→∞ for a deterministic sequence B_n>0. The stability of a passage time is an important ingredient in some proofs in sequential analysis, where it arises during applications of Anscombe's Theorem. We also prove a counterpart for the almost sure stability of T^*(r), which we show is equivalent to E|X|<∞, EX>0. Similarly, counterparts for the exit of the random walk from the strip {|y|≤r} are proved. The conditions arefurther related to the relative stability of the maximal sum and the maximum modulus of the sums. Another result shows that the exit position of the random walk outside the boundaries at ±r drifts to ∞ as r→∞ if and only if the random walk drifts to ∞.     

Partitioned matrices and Seidel convergence

Summary Without using spectral resolution, an elementary proof of convergence of Seidel iteration. The proof is based on the lemma (generalizing a lemma of P. Stein): If (A+A ^*)–B ^*(A+A ^*)B>0, whereB=–(P+L) ^–1 R,A=P+L (Lower)+R (upper), then Seidel iteration ofAX=Y ₀ converges if and only ifA+A ^*>0. This lemma has as corollaries not only the well-known results of E. Reich and Stein, but also applications to a matrix that can be far from symmetric, e.g.M=[A _ij ] ₁ ² , whereA ₂₁=–A ₁₂ ^* ,A ₁₁,A ₂₂ are invertible;A ₁₁ +A ₁₁ ^* =A₂₂+A ₂₂ ^* ; and the proper values ofA ₁₂ ^–1 A ₁₁,A ₁₂ ^*–1 A ₂₂ are in the interior of the unit disk.Supported under NSF GP 32527.Supported under NSF GP 8758.     

Asymptotic Behaviour of Best lp-Approximations from Affi ne Subspaces

In this paper we consider the problem of best approximation in ℓ_pⁿ, 1<p∞. If h_p, 1<p<∞, denotes the best ℓ_p-approximation of the element h ⁿ from a proper affine subspace K of ⁿ, hK, then lim_p→∞h_p=h_∞^*, where h_∞^* is a best uniform approximation of h from K, the so-called strict uniform approximation. Our aim is to prove that for all r there are α_j ⁿ, 1jr, such that

Full-size image

, with γ_p^{(r) n} and γ_p^(r)= (p^−r−1).     

Compensated Compactness, Paracommutators, and Hardy Spaces

LetB₁: ⁿ× ^N₁→ ^m₁,B₂: ⁿ× ^N₂→ ^m₂andQ: ^m₂→ ^m₁be bilinear forms which are related as follows: ifμandνsatisfyB₁(ξ, μ)=0 andB₂(ξ, ν)=0 for someξ≠0, thenμ^τQν=0. Supposep⁻¹+q⁻¹=1. Coifman, Lions, Meyer and Semmes proved that, ifuL^p( ⁿ) andvL^q( ⁿ), and the first order systemsB₁(D, u)=0,B₂(D, v)=0 hold, thenu^τQvbelongs to the Hardy spaceH¹( ⁿ), provided that both (i)p=q=2, and (ii) the ranks of the linear mapsB_j(ξ, ·) : ^N_j→ ^m₁are constant. We apply the theory of paracommutators to show that this result remains valid when only one of the hypotheses (i), (ii) is postulated. The removal of the constant-rank condition whenp=q=2 involves the use of a deep result of Lojasiewicz from singularity theory.     

Trace cocharacters and the Kronecker products of Schur functions

It follows from the theory of trace identities developed by Procesi and Razmyslov that the trace cocharacters arising from the trace identities of the algebra M_r(F) of r×r matrices over a field F of characteristic zero are given by TC_r,n=∑_λΛr(n)χ^λχ^λ where χ^λχ^λ denotes the Kronecker product of the irreducible characters of the symmetric group associated with the partition λ with itself and Λ_r(n) denotes the set of partitions of n with r or fewer parts, i.e. the set of partitions λ=(λ₁λ_k) with kr. We study the behavior of the sequence of trace cocharacters TC_r,n. In particular, we study the behavior of the coefficient of χ^(ν,n−m) in TC_r,n as a function of n where ν=(ν₁ν_k) is some fixed partition of m and n−mν_k. Our main result shows that such coefficients always grow as a polynomial in n of degree r−1.     

Twice Q-polynomial distance-regular graphs are thin

Let Γ be a distance-regular graph of diameter d 3. For each vertex χ of Γ, let T(χ) denote the subconstituent algebra for Γ with respect to χ. An irreducible T(χ)-module W is said to be thin if dim E_i^*(χ) W 1 for 0 i d, where E_i^*(χ) is the projection onto the ith subconstituent for Γ with respect to χ. The graph Γ is said to be thin if, for each vertex χ of Γ, very irreducible T(χ)-module is thin. Our main result is the following Theorem: If Γ has two Q-polynomial structures, then Γ is thin.     

W(R)-splines

In [3] Golomb describes, for 1 < p < ∞, the H^r,p(R)-extremal extension F_* of a function ƒ:E → R (i.e., the H^r,p-spline with knots in E) and studies the cone H_*E^r,p of all such splines. We study the problem of determining when F_* is in W^r,p ≡ H^r,p ∩ L^p. If F_* ε W^r,p, then F_* is called a W^r,p-spline, and we denote by W_*E^r,p the cone of all such splines. If E is quasiuniform, then F_* ε W^r,p if and only if {ƒ(t_i)}_tiεE ε l^p. The cone W_*E^r,p with E quasiuniform is shown to be homeomorphic to l^p. Similarly, H_*E^r,p is homeomorphic to h^r,p. Approximation properties of the W^r,p-splines are studied and error bounds in terms of the mesh size ¦ E ¦ are calculated. Restricting ourselves to the case p = 2 and to quasiuniform partitions E, the second integral relation is proved and better error bounds in terms of ¦ E ¦ are derived.     

Abelian subalgebras of von Neumann algebras from flat tori in locally symmetric spaces

Consider a compact locally symmetric space M of rank r, with fundamental group Γ. The von Neumann algebra VN(Γ) is the convolution algebra of functions fℓ₂(Γ) which act by left convolution on ℓ₂(Γ). Let T^r be a totally geodesic flat torus of dimension r in M and let be the image of the fundamental group of T^r in Γ. Then VN(Γ₀) is a maximal abelian -subalgebra of VN(Γ) and its unitary normalizer is as small as possible. If M has constant negative curvature then the Pukánszky invariant of VN(Γ₀) is ∞.     

A limit in probability in a W-algebra is unique

Let be the space of self-adjoint Segal measurable operators affiliated to a W^*-algebra (for x=∫λe_x(dλ), x e_x((−∞, −n)(n, ∞)) is a finite projection in for n large enough). The limit in probability is unique in . x_n → x in probability e_nProj ;e_n→1 strongly and (x_n − x) e_n → 0. The following proposition proves to be important in the investigation of . If 1 − ƒ is a finite projection in and 1 − e_n → 0 strongly, e_nProj , then strongly.