A Comparison of Methods for Estimating the Extremal Index

The extremal index, (01), is the key parameter when extending discussions of the limiting behavior of the extreme values from independent and identically distributed sequences to stationary sequences. As measures the limiting dependence of exceedances over a threshold u, as u tends to the upper endpoint of the distribution, it may not always be informative about the extremal dependence at levels of practical interest. Therefore we also consider a threshold-based extremal index, (u). We compare the performance of a range of different estimators for and (u) covering processes with < 1 and = 1. We find that the established methods for estimating actually estimate (u), so perform well only when (u) . For Markov processes, we introduce an estimator which is as good as the established methods when (u) but provides an improvement when (u) < = 1. We illustrate our methods using simulated data and daily rainfall measurements.     

Numbers of Success-Runs of Specified Length Until Certain Stopping Time Rules and Generalized Binomial Distributions of Order k

A new distribution called a generalized binomial distribution of order k is defined and some properties are investigated. A class of enumeration schemes for success-runs of a specified length including non-overlapping and overlapping enumeration schemes is rigorously studied. For each nonnegative integer less than the specified length of the runs, an enumeration scheme called -overlapping way of counting is defined. Let k and be positive integers satisfying < k. Based on independent Bernoulli trials, it is shown that the number of (– 1)-overlapping occurrences of success-run of length k until the n-th overlapping occurrence of success-run of length follows the generalized binomial distribution of order (k–). In particular, the number of non-overlapping occurrences of success-run of length k until the n-th success follows the generalized binomial distribution of order (k– 1). The distribution remains unchanged essentially even if the underlying sequence is changed from the sequence of independent Bernoulli trials to a dependent sequence such as higher order Markov dependent trials. A practical example of the generalized binomial distribution of order k is also given.     

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.     

On some problems of interpolation by ℒ-splines

_n (D) — ,s — _n (D), _v (v=1, 2, ...,s/2) — . _m={0x ₀<x ₁<...<x _2m–1<2,x _2m =x ₀+2} , x _j +1–x _j <(4s max _v )^–1,j=0, 1, ..., 2m –1, ( ) 2- - _n,m 2m , _m . , L _q - (1q) W ( _n )={f ₂ :f ^(n–1)AC ₂ , _n (D)f 1} 2- - (s _n f), _m . , - - _n,m .

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The author expresses his gratitude to Yu. N. Subbotin for a useful discussion on the results of this paper.     

Аппроксимация субга рмонических функций

The following statement is proved. Letu be a subharmonic function in the region and _u the associated measure. Then there exists a functionf holomorphic in and such that if _f is the associated measure of the function in ¦f¦, then ¦u(z)–ln¦f(z)¦ A¦ln s¦+B¦ln diam¦+ s(¦lns¦+1)+C. hold at every point z for which the setsD(z, t)={w: ¦w–z¦},t(0,s) lie in and satisfy(D(z, t))t both for= _u and for= _f . In the case where is an unbounded region, In diam should be replaced by ln ¦z¦. The constants, , do not depend on andu.

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Perfect splines of least uniform deviation

(v _k) ₁ ⁿ , 1v _kr, v₁+...+v_n r, p(;r) — =(x ₁,v ₁),...,(x _n,v _n), v _1+...+v _n-r ^(r(;·)=1. , (^*;t) [, ] (;t) _{x 1}<... n v ₁ ...,v _n. (^*;t) .     

Spectral parameter asymptotics of the Weyl solutions of Sturm-Liouville equations

In the paper one investigates the dependence of Weyl's solution ,)=c(,)+n()s(,) of the Sturm-Liouville equation y+q()y=²y on the spectral parameter . Under the condition that the potential q is bounded from below and q()exp(c₀+c[in1 ¦¦), it is proved for {ie217-01} for any positive values and A. If q()>1 and {ie217-02} for all >0, then in the semiplane >0 the Weyl solution (, ) is obtained from the Weyl solution (,x) is obtained from the Weyl solution e^ix with zero potential, with the aid of a generalization of B. Ya Levin's transformation operators.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 184–206, 1989.I express my sincere gratitude to L. A. Pastur and I. V. Ostrovskii for valuable advice and discussions.     

Sharp Nikolskii inequalities with exponential weights

w _a(x)=exp(–x^a), xR, a0. , N _n (a,p,q) — (2), _n P _nw_ap, CN_n(a,p, q)P_nw_aq. , — , {P _n}, .

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This material is based upon research supported by the National Science Foundation under Grant No. DMS-84-19525, by the United States Information Agency under Senior Research Fulbright Grant No. 85-41612, and by the Hungarian Ministry of Education (first author). The work was started while the second author visited The Ohio State University between 1983 and 1985, and it was completed during the first author's visit to Hungary in 1985.     

Fortsetzungssätze und Moduln über Semifields

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Herrn Professor Dr. Frank Terpe zum 60. Geburtstag gewidmet     

ε-Expansions in Dyson's Hierarchical Model

We consider Dyson's hierarchical model on a d-dimensional hierarchical lattice and define a renormalization group (RG) transformation for complex values of d as a map in the space of sequences of coupling constants determining the model Hamiltonian. We show that d=4 is a bifurcation value of this transformation for the RG transformation parameter equal to 1+2/d, and we construct a non-Gaussian RG-invariant Hamiltonian in terms of the (4–d)-expansion. We establish that the (–3/2)- and (4–d)-expansion coefficients for a non-Gaussian fixed point in the dimension d=3 have the same asymptotic representation as the size of the elementary cell tends to infinity, thus confirming that both the expansions describe the same nontrivial fixed point in the dimension three.     

On unconditionally convergent basis expansions in the space of continuous functions

[0,1], - H .

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This paper was written during the author's scholarship at the State University of Odessa in the USSR.     

Differentiation of fractional order onp-groups,approximation properties

G- p- . [5] - (G) L _r(G) (1r<), . . , - . , , , . . , X. , . (. [1], [2] [4]).     

Periodic solutions of singularly perturbed delay equations

We consider a general class of singularly perturbed delay differential systems depending on a singular parameter and another parameter . For =0, the equation defines a mapT which undergoes a generic period doubling at =0. If the bifurcation is supercritical (subcritical), these period two points define a stable period two square wave (unstable period two pulse wave). We give conditions on the vector field such that there is a sectorS in the , plane such that there is a unique periodic orbit if the parameters are inS, the orbit is stable (unstable) if the period doubling bifurcation is supercritical (subcritical) and approaches the square (pulse) wave as 0.Partially supported by NSF and DARPA.     

Weakly compact operators on function spaces

S — E, F — . C(S, E) S E. : C(S, E) F C(S) . , C(S, E) C(S).     

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.     

Discrete Spectrum of Differential Operators in Spectral Gaps under Nonnegative Perturbations of High Order

Let A be a self-adjoint elliptic second-order differential operator, let (, ) be an inner gap in the spectrum of A, and let B(t) = A + tW ^* W, where W is a differential operator of higher order. Conditions are obtained under which the spectrum of the operator B(t) in the gap (, ) is either discrete, or does not accumulate to the right-hand boundary of the spectral gap, or is finite. The quantity N(, A, W, ), (, ), > 0 (the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to ) is considered. Estimates of N(, A, W, ) are obtained. For the perturbation W ^* W of a special form, the asymptotics of N(, A, W, ) as + is given. Bibliography: 5 titles.     

Convergence of series with respect to generalized Haar systems

. . . . , L _p[0, l], 1 >p <, .     

On the convergence of Fourier series in the metric ofL 1

L ¹ .      

D λ -cycles in 3-cyclable graphs

Letk and be positive integers, andG a 2-connected graph of ordern with minimum degree and independence number. A cycleC ofG is called aD -cycle if every component ofG – V(C) has order smaller than. The graphG isk-cyclable if anyk vertices ofG lie on a common cycle. A previous result of the author is that if k 2, G isk-connected and every connected subgraphH ofG of order has at leastn +k ² + 1/k + 1 – vertices outsideH adjacent to at least one vertex ofH, thenG contains aD -cycle. Here it is conjectured that k-connected can be replaced by k-cyclable, and this is proved fork = 3. As a consequence it is shown that ifn 4 – 6, or ifG is triangle-free andn 8 – 10, thenG contains aD ₃-cycle orG , where denotes a well-known class of nonhamiltonian graphs of connectivity 2. As an analogue of a result of Nash-Williams it follows that ifn 4 – 6 and – 1, thenG is hamiltonian orG . The results are all best possible and compare favorably with recent results on hamiltonicity of graphs which are close to claw-free.     

A characterization of semimartingales on nuclear spaces

Summary This work is devoted to prove the following fact: Suppose that is a nuclear space whose dual is nuclear under the strong topology. IfX is a weakly adapted mapping with values in such that for any,X'() has a modification which is a semimartingale then there exists a unique projective system of Hubert space-valued semimartingales indexed by the Hilbert-Schmidt neighbourhood base of the dual space whose projective limit isX.In the last part we study in detail a semimartingale defined as the convolution of a distribution by a random Dirac measure whose support is determined by the trajectories of a real-valued semimartingale.