On some characterization of probability distributions in Hilbert spaces

Summary The aim of this paper is to prove the following theorem about characterization of probability distributions in Hilbert spaces:Theorem. — Let x₁, x₂, …, x_n be n (n≥3) independent random variables in the Hilbert spaceH, having their characteristic functionals f_k(t) = E[e^i(t,x _k)], (k=1, 2, …, n): let y₁=x₁ + x_n, y₂=x₂ + x_n, …, y_n−1=x_n−1 + x_n. If the characteristic functional f(t₁, t₂, …, t_n−1) of the random variables (y₁, y₂, …, y_n−1) does not vanish, then the joint distribution of (y₁, y₂, …, y_n−1) determines all the distributions of x₁, x₂, …, x_n up to change of location.     

Divisibility properties of certain recurrent sequences

Let g and m be two positive integers, and let F be a polynomial with integer coefficients. We show that the recurrent sequence x₀ = g, x_n = x _n−1 ⁿ + F(n), n = 1, 2, 3,…, is periodic modulo m. Then a special case, with F(z) = 1 and with m = p > 2 being a prime number, is considered. We show, for instance, that the sequence x₀ = 2, x_n = x _n−1 ⁿ + 1, n = 1, 2, 3, …, has infinitely many elements divisible by every prime number p which is less than or equal to 211 except for three prime numbers p = 23, 47, 167 that do not divide x_n. These recurrent sequences are related to the construction of transcendental numbers ζ for which the sequences [ζ^n!], n = 1, 2, 3, …, have some nice divisibility properties. Bibliography: 18 titles. Published in Zapiski Nauchnykh Seminarov POMI, Vol. 322, 2005, pp. 76–82.     

Extensions of the measurable choice theorem by means of forcing

Using the method of forcing of set theory, we prove the following two theorems on the existence of measurable choice functions: LetT be the closed unit interval [0,1] and letm be the usual Lebesgue measure defined on the Borel subsets ofT. Theorem1. LetS⊂T×T be a Borel set such that for alltεT,S _t ^def={x|(t,x)εS} is countable and non-empty. Then there exists a countable series of Lebesgue-measurable functionsf _n: T→T such thatS _t={f_n(t)|nεω} for alltε[0,1],W _x={y|(x,y)εW} is uncountable. Then there exists a functionh:[0,1]×[0,1]→W with the following properties: (a) for each xε[0,1], the functionh(x,·) is one-one and ontoW _x and is Borel measurable; (b) for eachy, h(·, y) is Lebesgue measurable; (c) the functionh is Lebesgue measurable.     

Penultimate limiting forms in extreme value theory

Summary Let {X _n}_n≧1 be a sequence of independent, identically distributed random variables. If the distribution function (d.f.) ofM _n=max (X ₁,…,X _n), suitably normalized with attraction coefficients {α_n}_n≧1(α_n>0) and {b _n}_n≧1, converges to a non-degenerate d.f.G(x), asn→∞, it is of interest to study the rate of convergence to that limit law and if the convergence is slow, to find other d.f.'s which better approximate the d.f. of(M _n−b_n)/a_n thanG(x), for moderaten. We thus consider differences of the formF ⁿ(a_nx+b_n)−G(x), whereG(x) is a type I d.f. of largest values, i.e.,G(x)≡Λ(x)=exp (-exp(−x)), and show that for a broad class of d.f.'sF in the domain of attraction of Λ, there is a penultimate form of approximation which is a type II [Ф _α(x)=exp (−x^−α), x>0] or a type III [Ψ _α(x)= exp (−(−x)^α), x<0] d.f. of largest values, much closer toF ⁿ(a_nx+b_n) than the ultimate itself.     

On simultaneous approximation to a differentiable function and its derivative by inverse Pal-Type interpolation polynomials

Let ξ_{n −1} < ξ_{n −2} < ξ_{n − 2} < ... < ξ₁ be the zeros of the the (n−1)-th Legendre polynomial P_n−1(x) and −1=x_n<x_n−1<...<x₁=1, the zeros of the polynomial . By the theory of the inverse Pal-Type interpolation, for a function f(x)∈C _[−1,1] ¹ , there exists a unique polynomial R_n(x) of degree 2n−2 (if n is even) satisfying conditions R_n(f, ξ_k) = f (ε_k) (1 ⩽ k ⩽ n −1); R¹ _n(f,x_k)=f¹(x_k)(1≤k≤n). This paper discusses the simultaneous approximation to a differentiable function f by inverse Pal-Type interpolation polynomial {R_n(f, x)} (n is even) and the main result of this paper is that if f∈C _[1,1] ^r , r≥2, n≥r+2, and n is even then |R¹ _n(f,x)−f¹(x)|=0(1)|W_n(x)|h(x)·n^3−r·E_2n−r−3(f^(r)) holds uniformly for all x∈[−1,1], where .     

An Extremal Problem on Degree Sequences of Graphs

 Let G=(I _n ,E) be the graph of the n-dimensional cube. Namely, I _n ={0,1} ⁿ and [x,y]∈E whenever ||x−y||₁=1. For A⊆I _n and x∈A define h _A (x) =#{y∈I _n A|[x,y]∈E}, i.e., the number of vertices adjacent to x outside of A. Talagrand, following Margulis, proves that for every set A⊆I _n of size 2 ⁿ⁻¹ we have for a universal constant K independent of n. We prove a related lower bound for graphs: Let G=(V,E) be a graph with . Then , where d(x) is the degree of x. Equality occurs for the clique on k vertices. Received: January 7, 2000 RID="*" ID="*" Supported in part by BSF and by the Israeli academy of sciences     

Commutators in model spaces

Let θ be an inner function, let K _θ = H ² ⊖ θH ², and let S_θ : K_θ → S_θ be defined by the formula S_θf = P_θzf, where f ∈ K_θ is the orthogonal projection of H² onto K_θ. Consider the set A of all trace class operators L : K_θ → K_θ, L = ∑(·,u_n)v_n, ∑∥u_n∥∥v_n∥ < ∞ (u_n, v_n ∈ K_θ), such that ∑ū_n v_n ∈ H ₀ ¹ . It is shown that trace class commutators of the form XS_θ − S_θX (where X is a bounded linear operator on K_θ) are dense in A in the trace class norm. Bibliography: 2 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 333, 2006, pp. 54–61.     

On the error terms for representation numbers of quadratic forms

Let f be a primitive positive integral binary quadratic form of discriminant −D, and r _f (n) the number of representations of n by f up to automorphisms of f. We first improve the error term E(x) of $ \sum\limits_{n \leqq x} {r_f (n)^\beta } $ \sum\limits_{n \leqq x} {r_f (n)^\beta } for any positive integer β. Next, we give an estimate of ∫₁ ^T |E(x)|² x ^−3/2 dx when β = 1.     

Small fractional parts of additive forms

Letf(x)=θ₁ x ₁ ^k +...+θ _s x _s ^k be an additive form with real coefficients, and ∥α∥ = min {|α-u|:uεℤ} denote the distance fromα to the nearest integer. We show that ifθ ₁,…,θ _s , are algebraic ands = 4k then there are integersx ₁,…,x _s , satisfying l ≤x ₁,≤ N and ∥f(x)∥ ≤ N ^E , withE = − 1 + 2/e. Whens = λk, 1 ≤λ ≤ 2k, the exponentE may be replaced byλE/4, and if we drop the condition thatθ ₁,…,θ _s , be algebraic then the result holds for almost all values of θεℝ ^s . Whenk ≥ 6 is small a better exponent is obtained using Heath-Brown’s version of Weyl’s estimate.     

On classification of immersions ofn-manifolds in (2n−1)-manifolds

Under the assumption of (f, M ⁿ ,N ²ⁿ⁻¹) being trivial, the classification of immersions homotopic tof: M ⁿ →N ²ⁿ⁻¹ is obtained in many cases. The triviality of (f, M ⁿ ,P ²ⁿ⁻¹) is proved for anyM ⁿ andf. LetM, N be differentiable manifolds of dimensionn and2n−1 respectively. For a mapf: M → N, denote byI[M, N] _f the set of regular homotopy classes of immersions homotopic tof. It has been proved in [1] that, whenn>1,I[M, N] _f is nonempty for anyf. In this paper we will determine the setI[M, N] _f in some cases. For example, ifN=P ²ⁿ⁻¹ or more generally, the lens spacesS _m ²ⁿ⁻¹ =Z _m /S ²ⁿ⁻¹,M is any orientablen-manifold or nonorientable butn≡0, 1, 3 mod 4, then, for anyf, theI[M, N] _f is determined completely. WhenN=R ²ⁿ⁻¹, the setI[M, N] of regular homotopy classes of all immersions has been enumerated by James and Thomas in [2] and McClendon in [3] forn>3. Applying our results toN=R ²ⁿ⁻¹ we obtain their results again, except for the casen≡2 mod 4 andM nonorientable. Whenn=3, McClendon's results cannot be used. Our results include the casesn=3,M orientable or not (for orientableM, I[M, R⁵] is known by Wu [4]).     

On calculation of moments of ladder heights

Let X,X ₁,X ₂, … be independent identically distributed random variables, F(x) = P{X < x}, S ₀ = 0, and S _n =Σ _i=1 ⁿ X _i . We consider the random variables, ladder heights Z ₊ and Z ₋ that are respectively the first positive sum and the first negative sum in the random walk {S _n }, n = 0, 1, 2, …. We calculate the first three (four in the case EX = 0) moments of random variables Z ₊ and Z ₋ in the qualitatively different cases EX > 0, EX < 0, and EX = 0. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 46, No. 2, pp. 159–179, April–June, 2006.     

A generalization of a result of R. Lyons about measures on [0, 1)

Letμ be a probability measure on [0, 1), invariant underS:x ↦px mod 1, and for which almost every ergodic component has positive entropy. Ifq is a real number greater than 1 for which logq/ logp is irrational, andT _n sendsx toq ⁿx mod 1, then for any ε>0 the measureμT _n ⁻¹ will — for a set ofn of positive lower density — be within ε of Lebesgue measure.     

On convergence of a generalized Pál interpolation process

Let f∈C _[−1,1] ^″ (r≥1) and R_n(f,α,β,x) be the generalized Pál interpolation polynomials satisfying the conditions R_n(f,α,β,x_k)=f(x_k),R_n ^′(f,α,β,x_k)=f′(x_k)(k=1,2,…,n), where {x_k} are the roots of n-th Jacobi polynomial P_n(α,β,x),α,β>−1 and {x _k ^″ } are the roots of (1−x²)P_n″(α,β,x). In this paper, we prove that holds uniformly on [0,1]. In Memory of Professor M. T. Cheng Supported by the Science Foundation of CSBTB and the Natural Science Foundatioin of Zhejiang.     

Estimation of the variance for strongly mixing sequences

Abstract. Let {Xn,n≥1} be a stationary strongly mixing random sequence satisfying EX1=u,     

About the Fourier transforms of non-smooth measures on hyperspheres

If d_μ is the Fourier transform of a smooth measure d_μ on the hypersphere Sⁿ⁻¹ (n≥2) then there exists a constant C dependent only on n such that ⋎d_μ(y)⋎≤C(1+⋎y⋎)^−(n−1)/2 for all y∈Rⁿ. In this paper, we show that the above statement is false for non-smooth measures. And we present the corresponding estimations for the Fourier transforms of certain non-smooth measures on Sⁿ⁻¹. This research is supported by a grant of NSF of P. R. China.     

New series of odd non-congruent numbers

We determine all square-free odd positive integers n such that the 2-Selmer groups S _n and Ŝ _n of the elliptic curve E _n : y ² = x(x − n)(x − 2n) and its dual curve ê _n : y ² = x ³ + 6nx ² + n ² x have the smallest size: S _n = {1}, Ŝ _n = {1, 2, n, 2n}. It is well known that for such integer n, the rank of group E _n (ℚ) of the rational points on E _n is zero so that n is a non-congruent number. In this way we obtain many new series of elliptic curves E _n with rank zero and such series of integers n are non-congruent numbers. Dedicated to Professor Sheng GONG on the occasion of his 75th birthday     

The perfectB-splines and a time-optimal control problem

Letx _v =cos (πν/n) (v=0, 1, …,n). It is shown that theB-splineM(x)=M(x; x ₀ ,x ₁ ,…, x _n ) is such thatM _n ⁽ⁿ⁾ (x) has a constant absolute value (=2 ⁿ⁻² (n−1)!) in [−1, 1]. Its integralf ₀(x)=∫ ₋₁ ^x M(t)dt is shown to have an optimal property that allows to solveexplicitly a certain time-optimal control problem.     

On the Matlis duals of local cohomology modules and modules of generalized fractions

Let (R, m) be a commutative Noetherian local ring with non-zero identity, a a proper ideal of R and M a finitely generated R-module with aM ≠ M. Let D(−) ≔ Hom _R (−, E) be the Matlis dual functor, where E ≔ E(R/m) is the injective hull of the residue field R/m. In this paper, by using a complex which involves modules of generalized fractions, we show that, if x ₁, …, x _n is a regular sequence on M contained in α, then H _{(x1, …,xnR} ⁿ D(H _a ⁿ (M))) is a homomorphic image of D(M), where H _b ⁱ (−) is the i-th local cohomology functor with respect to an ideal b of R. By applying this result, we study some conditions on a certain module of generalized fractions under which D(H _{(x1, …,xn)R} ⁿ (D(H _a ⁿ (M)))) ⋟ D(D(M)).     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

Ergodic averages on spheres

LetU ₁,U ₂, …,U _n denoten commuting ergodic invertible measure preserving flows on a probability space (X,Σ,m). LetS _r denote the sphere of radiusr inR ⁿ , and α_r the rotationally invariant unit measure onS _r. WriteU ^tx to denote x wheret=(t ₁ …,t_n). Define the ergodic averaging operator . This paper shows that these averages converge for eachf ∈L ^p(X), p>n/(n−1), n≥3. This is closely related to the work on differentiation by E. M. Stein, S. Wainger, and others. Because of their work, the necessary maximal inequality transfers quite easily. The difficulty is to show that we have convergence on a dense subspace. This is done with the aid of a maximal variational inequality. Partially supported by NSF grant DMS-8910947.