Fibers in Ore Extensions

Let R be a finitely generated commutative algebra over an algebraically closed field k and let A=R[t;,] be the Ore extension with respect to an automorphism and a -derivation . We view A as the coordinate ring of an affine noncommutative space X. The inclusion RA gives an affine map : XSpecR, and X is a noncommutative analogue of A ¹×SpecR. We define the fiber X _p of over a closed point pSpecR as a certain full subcategory ModX _p of ModA. The category ModX _p has the following structure. If p has infinite -orbit, then ModX _p is equivalent to the category of graded modules over the polynomial ring k[x] with degx=1. If p is not fixed by , but has finite -orbit, say of size n, then ModX _p is equivalent to the representations of the quiver à _n–1 with the arrows all going in the same direction. If p is fixed by , then ModX _p is equivalent to either Modk or Modk[x]. It is also shown that X is the disjoint union of the fibers X _p in a certain sense.     

Noetherian Equations for Matrices

Let L|K be a finite Galois extension. Using central simple algebras we deal with the crossed representations of G = Gal(L|K) over L which are defined as mappings X of G into GL_n(L) satisfying X = X X. The last equation is the Noetherian equation in case n=1. Furtheron, more general crossed projective representations are considered which obey an equation X X = Xf_, where f_, L.     

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.     

Mouvement moyen et système dynamique gaussien

Summary In the situation of the classical mean motion, we haven planets moving in the plane, planetk+1 being a satellite of planetk. A classcal result then states that planetn has a mean motion,i.e. its mean angular speed between time 0 and timet has a limit whent. We show in this article that any real gaussian dynamical system can be interpreted as the limit of this situation, whenn. From a given nonatomic probability measure on [0,], we construct a transformationT of the complex brownian path (B _u)_0u1 which preserves Wiener measure.T is defined as the limit of a sequenceT _n, whereT _n acts as the motion of 2ⁿ planets. In this way we get a real gaussian dynamical system, whose spectral measure is the symetric probability on [-,] obtained from . The transformationT can be inserted in a flow (T ^t) _t, and the orbitstZ _t=B ₁T ^t still have almost surely a mean motion, which is the mean of .     

On independent statistical decision problems and products of diffusions

Summary LetZ _t be a null recurrent diffusion on ^p with generatorG=(1/r)·(r ) for smooth positiver. This note constructs an independent recurrent diffusionZ _ton ¹ such that (Z _t, Z_t)is transient in ^p+1. This resolves negatively an old question in simultaneous estimation: Is there an admissible but not Bayes estimator(X) of the mean of a multivariate normal distribution for quadratic loss with the property: for every admissible (X), whereX is normal and independent ofX, (, ) remains admissible in the combined problem obtained by summing the component losses?Work supported by NSF at Mathematical Sciences Research Institute, Berkeley     

Gaussian sample functions and the Hausdorff dimension of level crossings

Summary Let X _t be a real Gaussian process with stationary increments, mean 0, _t ² =E[(X _s+t–X _s)²] If _t ² behaves like t as t 0, 0<<1, the graph of a.e. sample function will have Hausdorff dimension 2 -. This leads one to feel that the set of zeros of X _t should have Hausdorff dimension 1 -. This is shown to be true provided the process is stationary and satisfies additional assumptions.     

On the cauchy problem for some non-Kowalewskian equations inD {σ} L2 (*)

A pseudo-differential operator is considered, which generalizes some peculiar non-Kowalewskian operators of 2-evolution type. A result is proved about the well-posedness of the Cauchy problem inD _{} ^L2 , where 1 is Gevrey index.     

A characterization of plane Lorentz transformations

Denote (x_i,y_i=ct_i), i=1,2, by X_i and (x₂–x₁)²–(y₂–y₁)² by F(X₁,X₂). Then our result is the following: Given a fixed real number 0 and given a bijection of M=IR² such that F(X₁,X₂) = iff F(X _in1 ^su , _in2 ^su ) =p for all X₁, X₂ M. Then must be a Lorentz transformation (time reversal and inhomogeneity included).     

Regressions and monotone chains II: The poset of integer intervals

A regressive function (also called a regression or contractive mapping) on a partial order P is a function mapping P to itself such that (x)x. A monotone k-chain for is a k-chain on which is order-preserving; i.e., a chain x ₁<...ksuch that (x ₁)...(x_k). Let P _nbe the poset of integer intervals {i, i+1, ..., m} contained in {1, 2, ..., n}, ordered by inclusion. Let f(k) be the least value of n such that every regression on P _nhas a monotone k+1-chain, let t(x,j) be defined by t(x, 0)=1 and t(x,j)=x ^t(x,j–1). Then f(k) exists for all k (originally proved by D. White), and t(2,k) < f(K) <t( + _k, k) , where _k 0 as k. Alternatively, the largest k such that every regression on P _nis guaranteed to have a monotone k-chain lies between lg^*(n) and lg^*(n)–2, inclusive, where lg^*(n) is the number of appliations of logarithm base 2 required to reduce n to a negative number. Analogous results hold for choice functions, which are regressions in which every element is mapped to a minimal element.     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

The p-rank of Artin-Schreier curves

The groundfield k is algebraically closed and of characteristic p O. The p-rank of an abelian variety A/k is _A if there are _A copies of Z/pZ in the group of points of order p in A(k). The p-rank _X of a curve X/k is the p-rank of its Jacobian. In general the genus of X is _X. X is ordinary if equality holds.Proposition 3.2 proves that the Artin-Schreier curve X_p with equation (x^p–x)(y^p–y)=1 is ordinary. As its genus is (p–1)(p–1) and it has at least 2p. p. (p–1) automorphisms, it is an ordinary counter example of Hurwitz's theorem if p>37. Theorem 3.5 is the inductive step in extending this to smaller characteristics. Both are corollaries of Theorem 4.1 which is our principal result: if YX is a cyclic covering of degree p ramified at n distinct points, then (_Y–1+n)=(_X–1+n)×p. The particular case n=0, the unramiried case, is due to afarevi [7].The preparation of this paper was supported by the Memorial University of Newfoundland and NRC Grant A-8777.     

A minimum discrimination information estimator of preliminary conjectured normal variance

For the problem of estimating the normal variance ² based on random sampleX ₁,...,X _n when a preliminary conjectured interval [C ₀ ^–1 ₀ ² ,C _{0 0} ² ] is available, the minimum discrimination information (MDI) approach is presented. This provides a simple way of specifying the prior information, and also allows to consider a shrinkage type estimator. MDI estimator and its mean square error are derived. The estimator compares favorably with the previously proposed estimators in terms of mean square error efficiency.     

The behavior of solutions of stochastic differential inequalities

Summary LetX andZ be ^d -valued solutions of the stochastic differential inequalities dX _t a(t,X _t )dt+(t,X _t )dW _t andb(t, Z _t )dt+(t, Z _t )dW _t dZ _t , respectively, with a fixed ^m -valued Wiener processW. In this paper we give conditions ona, b and under which the relationX ₀Z ₀ of the initial values leads to the same relation between the solutions with probability one. Further we discuss whether in general our conditions can be weakened or not. Then we deal with notions like maximal/minimal solution of a stochastic differential inequality. Using the comparison result we derive a sufficient condition for the existence of such solutions as well as some Gronwall-type estimates.     

Isotropic Gauss-Markov currents

Summary A natural definition of the Markov property for multi-parameter random processes (random fields) is the following. Let {X _t,t ^N } be a multiparameter process. For any set D in ^N let _D denote the -field generated by {X _t , tD}. The field {X _t,tD} is said to be Markov (or Markov of degree 1 [6], or sharp Markov) if, for any bounded open set D with smooth boundary, _D and _D ^c are conditionally independent given _D . It has been known for some time that to find interesting examples of Markov processes under this definition; it is necessary to consider generalized random functions. In this paper we show that a natural framework for the Markov property of multiparameter processes is a class of generalized random differential forms (i.e., random currents). Our principal objective is to relate the Markovian nature of an isotropic gaussian current to its spectral properties.Work supported by the Army Research Office, Grant No. DAAG 29-85-K-0233Work done while at the University of California at Berkeley     

Large Deviations of a Storage Process with Fractional Brownian Motion as Input

We study probabilities of large extremes of the storage process Y(t) = sup _t (X() - X(t) - c( - t)), where X(t) is the fractional Brownian motion. We derive asymptotic behavior of the maximum tail distribution for the process on fixed or slowly increased intervals by a reduction the problem to a large extremes problem for a Gaussian field.     

Asymptotic behavior of general M-estimates for regression and scale with random carriers

Summary Let (xini, y _i be a sequence of independent identically distributed random variables, where x _i R ^p and y _i R, and let R ^p be an unknown vector such that y _i =x _i +u _i (^*), where u _i is independent of x _i and has distribution function F(u/), where >0 is an unknown parameter. This paper deals with a general class of M-estimates of regression and scale, ( ^*,^*), defined as solutions of the system: , where r= (y _i –x _i ^1*/)^*, with R ^p ×RR and RR. This class contains estimators of (, ) proposed by Huber, Mallows and Krasker and Welsch. The consistency and asymptotic normality of the general M-estimators are proved assuming general regularity conditions on and and assuming the joint distribution of (x _i , y _i ) to fulfill the model (^*) only approximately.     

Diffusion Equations and Geometric Inequalities

Let =(₀, ₁) be a fixed vector in R ² with strictly positive components and suppose ₀, ₁ > 0. Set = _{0 0} + _{1 1} and, if x ₀, x ₁ R ⁿ , set x = ₀ x ₀ + ₁ x ₁. Moreover, for any j {0, 1, }, let c _j : R ⁿ R be a continuous, bounded function and denote by p _j , c _j (t, x, y) the fundamental solution of the diffusion equation

Skew Hopf fibrations

We introduce class F_R(S²⁺¹) of analytic fibrations of sphere S²ⁿ⁺¹,n1, by great circles for which there exists a tensor R, with the algebraic properties of a curvature tensor, such that 1) for almost everyx (R ²ⁿ +2 there exists a unique plane )x, Ofith the condition R (x, u, x)=x ² u, (u x, u (); 2) for planes spanned by fibers condition R(x, u x)=x ² u, (u x, u, x () is fulfiled. We show that F_R(S²ⁿ⁺¹) consists of skew Hopf fibrations (for n=1 see Rzh. Mat. 1987, 11A822). This implies a negative answer to the conjecture expressed in Rzh. Mat. 1972, 11A559 that this class consists of Hopf fibrations. The proof is based on the following result: skew Hopf fibrations are characterized, in the class of all analytic fibrations of a sphere by great circles, by the property that for any pair of orthogonal fibers the great three-dimensional sphere containing them inherits a skew Hopf fibration.Translated from Ukrainskii Geometricheskii Sbornik, No. 33, pp. 101–104, 1990.     

A characterization of brownian motion in a lipschitz domain by its killing distributions

Let (Y _t, Q^x) be a strong Markov process in a bounded Lipschitz domainD with continuous paths up to its lifetime , and let (X _t, P^x) be a Brownian motion inD. IfY _– exists in D andQ ^x(Y_– C)=P^x(X_– C) for all Borel subsetsC of D and allx, thenY is a time change ofX.     

Asymptotic behaviour of Gaussian random fields

Summary Let X={X(t), t ^N} be a centred Gaussian random field with covariance X(t)X(s)=r(t–s) continuous on ^N×^N and r(0)=1. Let (t,s)=((X(t)–X(s)) ²)^1/2; (t,s) is a pseudometric on ^N. Assume X is -separable. Let D ₁ be the unit cube in ^N and for 0<k, D _k= {x^N: k ^–1 xD₁}, Z(k)=sup{X(t),tD _k}. If X is sample continuous and ¦r(t)¦ =o(1/log¦t¦) as ¦t¦8 then Z(k)-(2Nlogk) ^1/20 as k a.s.