Compound Poisson approximation for unbounded functions on a group,with application to large deviations

Summary A second order error bound is obtained for approximating h d by h d , where is a convolution of measures andQ a compound Poisson measure on a measurable abelian group, and the functionh is not necessarily bounded. This error bound is more refined than the usual total variation bound in the sense that it contains the functionh. The method used is inspired by Stein's method and hinges on bounding Radon-Nikodym derivatives related to . The approximation theorem is then applied to obtain a large deviation result on groups, which in turn is applied to multivariate Poisson approximation.Research of the second author was supported by Schweizerischer Nationalfonds     

Operator inequalities and construction of Krein spaces

Let be a Hilbert space. A continuous positive operatorT on uniquely determines a Hilbert space which is continuously imbedded in and for which with the canonical imbedding . A Kreîn space version of this result, however, is not valid in general. This paper provides a necessary and sufficient condition for that a continuous selfadjoint operatorT uniquely determines a Kreîn space ( ) which is continuously imbedded in and for which with the canonical imbedding .     

Common invariant subspaces for collections of operators

Let be a collection of bounded operators on a Banach spaceX of dimension at least two. We say that is finitely quasinilpotent at a vectorx ₀X whenever for any finite subset of the joint spectral radius of atx ₀ is equal 0. If such collection contains a non-zero compact operator, then and its commutant have a common non-trivial invariant, subspace. If in addition, is a collection of positive operators on a Banach lattice, then has a common non-trivial closed ideal. This result and a recent remarkable theorem of Turovskii imply the following extension of the famous result of de Pagter to semigroups. Let be a multiplicative semigroup of quasinilpotent compact positive operators on a Banach lattice of dimension at least two. Then has a common non-trivial invariant closed ideal.This work was supported by the Research Ministry of Slovenia.     

Brownian processes in infinite dimension

LetE be a locally convex space endowed with a centered gaussian measure . We construct a continuousE-valued brownian motionW _t with covariance . The main goal is to solve the SDE of Langevin type dX _t= dW _t–AX _t wherea andA are unbounded operators of the Cameron-Martin space of (E, ). It appears as the unique linear measurable extension of the solution of the classical Cauchy problemv(t)= u–Av(t).     

Bounds for the stieltjes transform of spectral functions of singular eigenvalues

The main problem consists in obtaining G-estimates for singular eigenvalues of real matrices A=(a_ij),i = ,i = if the only things known are X_i, i = , independent observations over the matrix A+, where is a stochastic matrix. Under certain conditions on , A, n, m, and s results are obtained for the Stieltjes transform of spectral functions of the singular eigenvalues of the matrix A.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 4, pp. 464–469, April, 1990.     

Smoothness of Brownian local times and related functionals

In this paper we show that the local time of the Brownian motion belongs to the Sobolev space for any p2 and 0<<1/p. In order to prove this result we first discuss the smoothness and integrability properties of the composition of the Dirac function with a Wiener integral W(h), and we show that this composition belongs to , for any >0 and p>1 such that +1/p>1.     

Extrapolation of transformations of random processes perturbed by white noise

We consider the problem of linear mean square optimal estimation of transformation of a stationary random process (t) in observations of process (t) + n(t) for t < – 0, where (t) is white noise uncorrelated with (t). We find least favorable spectral densities f₀() D and minimax (robust) spectral characteristics of an optimal estimator of transformation A for various classesD of densities.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 2, pp. 216–223, February, 1991.     

Comparison of location models for stochastic processes

Summary Let (Q) be the statistical experiment based on the observation of an unknown function in the presence of an additive noise process with distributionQ. The (possible) loss of information whenQ is replaced by some other noise distributionP is measured by the deficiency of (P) relative to (Q). This deficiency and its relation to the variational distance ofP andQ are studied mainly for Gaussian noise processes. Gaussian diffusion processes and special set-indexed processes are treated in detail.Research supported by a Heisenberg grant of the Deutsche Forschungsgemeinschaft     

Prime ideal decomposition inF({}^m\sqrt \mu )

LetF be an algebraic number field and F such thatx ^m– is irreducible, wherem is an integer. Let be a prime ideal inF with . The prime decomposition of in is explicitly obtained in the following cases. Case 1: , (a,m) = 1 (where means , 0 ). Case 2:m lt, wherel is a prime andl 0 . Case 3:m 0 and every prime that dividesm also dividespf–1. It is not assumed that thev ^th roots of unity are inF for anyv 2.     

Irrationalité de Valeurs Associées a l'Exponentielle de Carlitz

Lete and be the Carlitz-module analogues of their usual counterparts. We have proved in [4]-that these elements of are algebraically independent over whenq3. We study here the remaining caseq=2 and prove among other things that 1,e, are linearly independent over .

     

Homogeneous algebraic varieties defined by Jordan pairs

Every Jordan pair defines an algebraic varietyX containing as a dense open subset.X is projective (affine) if and only if is separable (radical). The Picard group ofX is generated by the irreducible factors of the generic norm of . If is separable then the automorphism group ofX is the projective group of .     

Lower bounds for faithful,preinjective modules

Let be the path algebra for some representation-infinite quiver over some field k. There exists a bound such that ^mI is faithful for all indecomposable injective -modules I and all , and such that there exists an indecomposable injective -module J satisfying that J is not faithful, denotes the Auslander-Reiten-translation. Let m() be the maximum of the taken over all possible orientations of the underlying graph . In this article we determine the bounds m() for representation-infinite quivers for which is a tree.     

The Martin boundary and completion of Markov chains

Summary In this paper we treat a time-symmetrical Martin boundary theory for continuous parameter Markov chains. This is done by reversing the time sense of a Markov chainX _t in such a way as to obtain a dual Markov chain , and considering the two chains together. Various relations between the Martin exit boundaries and of these processes are studied. The exit boundary of , is in a sense an entrance boundary forX _t and vice versa. After a natural identification of certain points in and one can topologizeI in such a way thatboth X _t and have standard modifications in this space which are right continuous, have left limits, and are strongly Markov.Research supported in part at Stanford University, Stanford, California under AFOSR 0049.     

Reflecting Brownian motions and a deletion result for Sobolev spaces of order (1, 2)

Let D be an open set in ^d and E be a relatively closed subset of D having zero Lebesgue measure. A necessary and sufficient integral condition is given for the Sobolev spaces W ^1,2 (D) and W ^1,2(D\E) to be the same. The latter is equivalent to (normally) reflecting Brownian motion (RBM) on being indistinguishable (in distribution) from RBM on . This integral condition is satisfied, for example, when E has zero (d–1)-dimensional Hausdorff measure. Therefore it is possible to delete from D a relatively closed subset E having positive capacity but nevertheless the RBM on is indistinguishable from the RBM on , or equivalently, W ^1,2(D\E)=W^1,2(D). An example of such kind is: D=² and E is the Cantor set. In the proof of above mentioned results, a detailed study of RBMs on general open sets is given. In particular, a semimartingale decomposition and approximation result previously proved in [3] for RBMs on bounded open sets is extended to the case of unbounded open sets.Research supported in part by NSF Grant DMS 86-57483.     

Spherical elastic-plastic waves

Zusammenfassung Es wird die Fortpflanzung elastisch-plastischer Spannungswellen in einem unendlichen Medium betrachtet, welches einer idealen Spannungs-Verformungs-Kurve folgt, Trescas Fliesskriterium unterworfen ist und einen sphärischen Hohlraum enthält, wobei an der Fläche des Hohlraumes ein Stoss angenommen wird. Ein rechnerisches Verfahren, basiert auf endliche Differenzen, wird entwickelt and ein Beispiel gegeben.

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Notation radial stress - tangential stress - K yield stress - _rr non-dimensional radial stress ( /K) - non-dimensional tangential stress ( /K) - , Lame's constants - K _b Bulk constant (=(3+2)/3) - v Poisson's constant - Material density - C Elastic wave velocity (=((+2)/)^1/2) - C _p Plastic wave velocity (=(K _b /)^1/2) - distance from center of cavity - r ₀ cavity radius - v non-dimensional radial co-ordinate (= /r ₀) - time - t non-dimensional time (=C /r ₀) - radial displacement - u non-dimensional radial displacement (=/r ₀) - particle velocity - v non-dimensional particle velocity (= /C) - pressure - P(t) non-dimensional pressure (= /K)     

Reducibility of lacunary polynomials,VII

Letk>1 and let be non-zero algebraic numbers contained in the field . It is shown that for almost all, in the sense of density integer vectorsn ₁,...,n _k the polynomial becomes irreducible over on dividing by the product of all factorsx–, where is a root of unity.Dedicated to Professor E. Hlawka on the occasion of his seventieth birthday     

A new limit theorem for Gaussian stochastic processes possessing the Baxter property

Let(t) be a Gaussian stochastic process with zero mean and correlation functionR(t, s), and let . We obtain conditions for the weak convergence of the sequence of stochastic processes ,t [0, 1] and we find the form of the limiting distribution. As a corollary, in the stationary case we find the limiting distribution asn for .Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 90–97, 1987.     

A note on threefolds with a hyperplane section of general type

This paper deals with polarized pairs , where is a nonsingular projective threefold and is a very ample line bundle on it, such that for one smooth member  | |, one has (Â)=2. A large class of pairs whose adjoint line bundle is nef and big was indirectedly studied by Beltrametti and co-workers. We add some more information, both in this general case and also when the adjoint line bundle fails to be nef and big.     

Topological and bornological characterisations of ideals in von Neumann algebras: I

Suppose is a von Neumann algebra on a Hilbert space and is any ideal in . We determine a topology on , for which the members of that are to norm continuous are exactly those in ; and a bornology on such that the elements of which map the unit ball to an element of , equivalently those members of that are norm to bounded, are exactly those in . This is achieved via analogues of the notions of injectivity and surjectivity in the theory of operator ideals on Banach spaces.     

Un théorème de Vitali-Hahn-Saks pour les semimartingales

Summary Let (, , P) be a complete probability space; let _t0 be an increasing right-continuous family of -complete sub--fields of ; let be a sequence of semimartingales. Assume that for all positive t and for all bounded predictable processes H, the r.v.'s converge in probability to a limit J(t, H) when n tends to infinity. Then there exists a semimartingale X such that, for all t and H, J(t, H)= .