Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Let {X _k , 1 k n} be n independent and real-valued random variables with common subexponential distribution function, and let {k, 1 k n} be other n random variables independent of {X _k , 1 k n} and satisfying a _k b for some 0 < a b < for all 1 k n. This paper proves that the asymptotic relations P (max_{1 m n k=1} ^m _k X _k > x) P (sum _k=1 ⁿ _k X _k > x) sum _k=1 ⁿ P ( _k X _k > x) hold as x . In doing so, no any assumption is made on the dependence structure of the sequence { _k , 1 k n}. An application to ruin theory is proposed.     

Montgomery's weighted sieve for dimension two

The most well-known application of Montgomery's weighted sieve is to the so-called Brun-Titchmarsh inequality, which was proved byH. L. Montgomery andR. C. Vaughan in the form (x, k, l)2x((k)log(x/k))^–1 for 1k<x, (k, l)=1, (x, k, l) being the number of primespx andpl modk, (k) being Euler's function. In this paper an upper estimate is given for a certain class of two-dimensional sieve problems, among them bounds for the number of twin primes and the number of Goldbach representations.     

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.     

Function Spaces of Posets with Projections

This paper investigates function spaces of structures consisting of a partially ordered set together with some directed family of projections.More precisely, given a fixed directed index set (I,), we consider triples (D,,(p _i ) _iI ) with (D,) a poset and (p _i ) _iI a monotone net of projections of D. We call them (I,)-pop's (posets with projections). Our main purpose is to study structure preserving maps between (I,)-pop's. Such homomorphisms respect both order and projections.Any (I,)-pop is known to induce a uniformity and thus a topology. The set of all homomorphisms between two (I,)-pop's turns out to form an (I,)-pop itself. We show that its uniformity is the uniformity of uniform convergence. This enables us to prove that properties such as completeness and compactness transfer to function pop's.Concerning categorical properties of (I,)-pop's, we will see that we are in a lucky situation from a computer scientist's point of view: we obtain Cartesian closed categories. Moreover, by a D -construction we get (I,)-pop's that are isomorphic to their own exponent. This yields new models for the untyped -calculus.     

Counting finite posets and topologies

A refinement of an algorithm developed by Culberson and Rawlins yields the numbers of all partially ordered sets (posets) with n points and k antichains for n11 and all relevant integers k. Using these numbers in connection with certain formulae derived earlier by the first author, one can now compute the numbers of all quasiordered sets, posets, connected posets etc. with n points for n14. Using the well-known one-to-one correspondence between finite quasiordered sets and finite topological spaces, one obtains the numbers of finite topological spaces with n points and k open sets for n11 and all k, and then the numbers of all topologies on n14 points satisfying various degrees of separation and connectedness properties, respectively. The number of (connected) topologies on 14 points exceeds 10²³.     

Some functional inequalities and their Baire category properties

Summary In the paper we consider, from a topological point of view, the set of all continuous functionsf:I I for which the unique continuous solution:I – [0, ) of(f(x)) (x, (x)) and(x, (x)) (f(x)) (x, (x)), respectively, is the zero function. We obtain also some corollaries on the qualitative theory of the functional equation(f(x)) = g(x, (x)). No assumption on the iterative behaviour off is imposed.     

Efficient Regular Polygon Dissections

We study the minimum number g(m,n) (respectively, p(m,n)) of pieces needed to dissect a regular m-gon into a regular n-gon of the same area using glass-cuts (respectively, polygonal cuts). First we study regular polygon-square dissections and show that n/2 -2 g(4,n) (n/2) + o(n) and n/4 g(n,4) (n/2) + o(n) hold for sufficiently large n. We also consider polygonal cuts, i.e., the minimum number p(4,n) of pieces needed to dissect a square into a regular n-gon of the same area using polygonal cuts and show that n/4 p(4,n) (n/2) + o(n) holds for sufficiently large n. We also consider regular polygon-polygon dissections and obtain similar bounds for g(m,n) and p(m,n).     

Spectral properties of Neumann Laplacian of horns

We study the Neumann Laplacian of unbounded regions in ⁿ with cusps at infinity so that the corresponding Dirichlet Laplacian has compact resolvent. Typical of our results is that of the region {(x, y)²x, y|<1} the Neumann Laplacian has absolutely continuous spectrum [0, ) of uniform multiplicity four and an infinity of eigenvaluesE _o<E ₁... and that for the region {(x, y)²y|1}, it has absolutely continuous spectrum [1/4, ) of uniform multiplicity 2 and an infinity of eigenvaluesE ₀=0<E ₁.... We use the Enss theory with a suitable asymptotic dynamics.The second author's research is partially funded under NSF grand number DMS-8801918     

The structure of an infinite,complete, convex hypersurface inE 4 with bounded mean curvature

The following theorem is proved. THEOREM. If on an infinite, complete, convex hypersurface F in E⁴ the mean curvature is 1 – H 1, where 0 10^–11, then F is a cylindrical hypersurface.Translated from Ukrainskii Geometricheskii Sbornik, No. 34, pp. 8–9, 1991.     

On generalized gamma functions related to the Laurent coefficients of the Riemann zeta function

Summary We study a class of generalized gamma functions _k (z) which relate to the generalized Euler constants _k (basically the Laurent coefficients of(s)) as (z) does to the Euler constant. A new series expansion for _k is derived, and the constant term in the asymptotic expansion for log _k (z) is studied in detail. These and related constants are numerically computed for 1 k 15.     

Rational chebyshev approximations of elementary functions

Explicit formulæ which should be useful in practical computations, are given for the functions e^–x, log x, (1 + x), arctg x/x, sin x/x, cos x and (2/x) arcsin (x/2) in the interval 0x1 except for log x, where the interval is 1/2x1 instead.     

A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables

Let {X _i, 1in} be a negatively associated sequence, and let {X* _i , 1in} be a sequence of independent random variables such that X* _i and X _i have the same distribution for each i=1, 2,..., n. It is shown in this paper that Ef( ⁿ _i=1 X _i)Ef( ⁿ _i=1 X* _i ) for any convex function f on R ¹ and that Ef(max_1kn ⁿ _i=k X _i)Ef(max_1kn ^k _i=1 X* _i ) for any increasing convex function. Hence, most of the well-known inequalities, such as the Rosenthal maximal inequality and the Kolmogorov exponential inequality, remain true for negatively associated random variables. In particular, the comparison theorem on moment inequalities between negatively associated and independent random variables extends the Hoeffding inequality on the probability bounds for the sum of a random sample without replacement from a finite population.     

Vector Valued Differentiation Theorems for Multiparameter Additive Processes in Lp Spaces

Let X be a Banach space and (,,µ) be a -finite measure space. We consider a strongly continuous d-dimensional semigroup T={T(u):u=(u₁,..., u_d, u_i >0, 1 i d} of linear contractions on L_p((,,µ); X), with 1 p<. In this paper differentiation theorems are proved for d-dimensional bounded processes in L_p((,,µ); X) which are additive with respect to T. In the theorems below we assume that each T(u) possesses a contraction majorant P(u) defined on L_p((,,µ); R), that is, P(u) is a positive linear contraction on L_p((,,µ); R) such that T(u)f(w) P(u)f(·)() almost everywhere on for all f L_p((,,µ); X).     

Leaves in Representation Diagrams of Bipartite Distance-Regular Graphs

Let denote a bipartite distance-regular graph with diameter D 3 and valency k 3. Let ₀ > ₁ ··· > _D denote the eigenvalues of and let q ^h _ij (0 h, i, j D) denote the Krein parameters of . Pick an integer h (1 h D – 1). The representation diagram = _h is an undirected graph with vertices 0,1,...,D. For 0 i, j D, vertices i, j are adjacent in whenever i j and q ^h _ij 0. It turns out that in , the vertex 0 is adjacent to h and no other vertices. Similarly, the vertex D is adjacent to D – h and no other vertices. We call 0, D the trivial vertices of . Let l denote a vertex of . It turns out that l is adjacent to at least one vertex of . We say l is a leaf whenever l is adjacent to exactly one vertex of . We show has a nontrivial leaf if and only if is the disjoint union of two paths.     

A sandwich theorem and Hyers—Ulam stability of affine functions

It is shown that two real functionsf andg, defined on a real intervalI, satisfy the inequalitiesf(x + (1 – )y) g(x) + (1 – )g(y) andg(x + (1 – )y) f(x) + (1 – )f(y) for allx, y I and [0, 1], iff there exists an affine functionh: I such thatf h g. As a consequence we obtain a stability result of Hyers—Ulam type for affine functions.     

Krasnosel'skii numbers for bounded finitely starlike sets inR d

For eachk andd, 1kd, definef(d, d)=d+1 andf(d, k)=2d if 1kd–1. The following results are established:Let be a uniformly bounded collection of compact, convex sets inR ^d . For a fixedk, 1kd, dim {MM in }k if and only if for some > 0, everyf(d, k) members of contain a commonk-dimensional set of measure (volume) at least.LetS be a bounded subset ofR ^d . Assume that for some fixedk, 1kd, there exists a countable family of (k–l)-flats {H _i :i1} inR ^d such that clS S {H_i i 1 } and for eachi1, (clS S) H _i has (k–1) dimensional measure zero. Every finite subset ofS sees viaS a set of positivek-dimensional measure if and only if for some>0, everyf(d,k) points ofS see viaS a set ofk-dimensional measure at least .The numbers off(d,d) andf(d, 1) above are best possible.Supported in part by NSF grant DMS-8705336.     

Approximation of the Distribution of the Supremum of a Centered Random Walk. Application to the Local Score

Let (X _n ) _{n 0} be a real random walk starting at 0, with centered increments bounded by a constant K. The main result of this study is: |P(S _n n x)–P( sup_{0 u 1} B _u x)| C(n,K) n/n, where x 0, ² is the variance of the increments, S _n is the supremum at time n of the random walk, (B _u ,u 0) is a standard linear Brownian motion and C(n,K) is an explicit constant. We also prove that in the previous inequality S _n can be replaced by the local score and sup₀ u 1 B _u by sup₀ u 1|B _u |.     

Spanning trees with bounded degrees

Lets andk be positive integers. We prove that ifG is ak-connected graph containing no independent set withks+2 vertices thenG has a spanning tree with maximum degree at mosts+1. Moreover ifs3 and the independence number (G) is such that (G)1+k(s–1)+c for some0ck thenG has a spanning tree with no more thanc vertices of degrees+1.     

The number of integer points under a parabola

The remainder term for the number of integer points under the parabola in the region 0 < x b a, 0 < y x²/a admits a boundo(a^1/x+c/Inina) with the unimprovable exponent 1/2.Translated from Matematicheskie Zametki, Vol. 18, No. 5, pp. 699–704, November, 1975.The author is grateful to A. I. Vinogradov and O. M. Fomenko for their discussions.     

A solution to one of Kano's conjectures concerningk-th maximal spanning trees

Let (G) be the collection of all spanning trees of a connected and weighted graphG, andF ₁,F ₂, ...,F _m the partition of (G) such thatF _n the set ofi-th maximal spanning trees ofG. Kano^[1] conjectured that for anyA F ₁ and every integerk, 1km, there existsT F _k such that |T/A|k–1. This paper gives the conjecture a very simple proof, and related results.