Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript>

Given γ ∈ (−1,1), we present a dyadic growth condition on the finite dimensional distributions of operator semigroups on C₀(E which - for γ>0 and Feller semigroups - assures that the corresponding Feller process has paths in local Hölder spaces and in weighted Besov spaces of order γ. We show that, for operator semigroups satisfying Gaussian kernel estimates of order m>1, condition holds for all and even for all in the case of Feller semigroups. Such Gaussian kernel estimates are typical for Feller semigroups on fractals of walk dimension m and for semigroups generated by elliptic operators on ℝ^D of order m≥D.     

On Cross-intersecting Families of Sets

A family of -element subsets and a family of k-element subsets of an n-element set are cross-intersecting if every set from has a nonempty intersection with every set from . We compare two previously established inequalities each related to the maximization of the product , and give a new and short proof for one of them. We also determine the maximum of for arbitrary positive weights ,_k.     

Infinitely many solutions of a semilinear problem for the Heisenberg Laplacian on the Heisenberg group

We study the semilinear equationwhere is the Heisenberg Laplacian and is the Heisenberg group. The function f C²(×, ) is supposed to satisfy some (subcritical) growth conditions and to be left invariant under the action of the subgroup of consisting of points with integer coordinates.. We show the existence of infinitely many solutions in the space S₁²(), which is the Heisenberg analogue of the Sobolev space W^1,2(^N).Mathematics Subject Classification (2000): 22E30, 22E27     

Asymptotic laws for regenerative compositions: gamma subordinators and the like

For a random closed set obtained by exponential transformation of the closed range of a subordinator, a regenerative composition of generic positive integer n is defined by recording the sizes of clusters of n uniform random points as they are separated by the points of . We focus on the number of parts K_n of the composition when is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for K_n and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the Lévy measure is regularly varying at 0+. Research supported in part by N.S.F. Grant DMS-0071448     

New dependence coefficients. Examples and applications to statistics

To measure the dependence between a real-valued random variable X and a -algebra , we consider four distances between the conditional distribution function of X given and the distribution function of X. The coefficients obtained are weaker than the corresponding mixing coefficients and may be computed in many situations. In particular, we show that they are well adapted to functions of mixing sequences, iterated random functions and dynamical systems. Starting from a new covariance inequality, we study the mean integrated square error for estimating the unknown marginal density of a stationary sequence. We obtain optimal rates for kernel estimators as well as projection estimators on a well localized basis, under a minimal condition on the coefficients. Using recent results, we show that our coefficients may be also used to obtain various exponential inequalities, a concentration inequality for Lipschitz functions, and a Berry-Esseen type inequality.Mathematics Subject Classification (2000): 62G07, 60J10, 60E15, 37C30     

Selector processes on classes of sets

Consider the random subset X of ℕ obtained by selecting independently each integer with a probability δ. Consider a finite class of finite sets. We describe a combinatorial quantity that is of the same order as We then give a related result allowing to compute the supremum of the empirical process on a class of sets. Work partially supported by an NSF grant.     

Limit theorems for sums of random exponentials

We study limiting distributions of exponential sums as t→∞, N→∞, where (X_i) are i.i.d. random variables. Two cases are considered: (A) ess sup X_i = 0 and (B) ess sup X_i = ∞. We assume that the function h(x)= -log P{X_i>x} (case B) or h(x) = -log P {X_i>-1/x} (case A) is regularly varying at ∞ with index 1 < ϱ <∞ (case B) or 0 < ϱ < ∞ (case A). The appropriate growth scale of N relative to t is of the form , where the rate function H₀(t) is a certain asymptotic version of the function (case B) or (case A). We have found two critical points, λ₁<λ₂, below which the Law of Large Numbers and the Central Limit Theorem, respectively, break down. For 0 < λ < λ₂, under the slightly stronger condition of normalized regular variation of h we prove that the limit laws are stable, with characteristic exponent α = α (ϱ, λ) ∈ (0,2) and skewness parameter β ≡ 1.Research supported in part by the DFG grants 436 RUS 113/534 and 436 RUS 113/722.Mathematics Subject Classification (2000): 60G50, 60F05, 60E07     

An estimate on the supremum of a nice class of stochastic integrals and U-statistics

Let a sequence of iid. random variables ξ ₁, . . . ,ξ _n be given on a space with distribution μ together with a nice class of functions f(x ₁, . . . ,x _k ) of k variables on the product space For all f ∈ we consider the random integral J _n,k (f) of the function f with respect to the k-fold product of the normalized signed measure where μ _n denotes the empirical measure defined by the random variables ξ ₁, . . . ,ξ _n and investigate the probabilities for all x>0. We show that for nice classes of functions, for instance if is a Vapnik–Červonenkis class, an almost as good bound can be given for these probabilities as in the case when only the random integral of one function is considered. A similar result holds for degenerate U-statistics, too. Supported by the OTKA foundation Nr. 037886     

Distributions diophantiennes et théorème limite local sur

We study the speed of convergence of n^d/2fd^*n in the local limit theorem on under very general conditions upon the function f and the distribution . We show that this speed is at least of order and we give a simple characterization (in diophantine terms) of those measures for which this speed (and the full local Edgeworth expansion) holds for smooth enough f. We then derive a uniform local limit theorem for moderate deviations under a mild moment assumption. This in turn yields other limit theorems when f is no longer assumed integrable but only bounded and Lipschitz or Hölder. We finally give an application to equidistribution of random walks.     

On the logarithmic plurigenera of complements of plane curves

Let B be a (not necessarily irreducible) plane curve in ². In the present article, we prove that if and only if Moreover, we determine the curve B when and Mathematics Subject Classification (2000): 14R05, 14H50, 14J26     

On the central limit theorem for geometrically ergodic Markov chains

Let X₀,X₁,... be a geometrically ergodic Markov chain with state space and stationary distribution . It is known that if h: R satisfies (|h|²⁺)< for some >0, then the normalized sums of the X_is obey a central limit theorem. Here we show, by means of a counterexample, that the condition (|h|²⁺)< cannot be weakened to only assuming a finite second moment, i.e., (h²)<.Reasearch supported by the Swedish Research Council.     

Bipartite Subgraphs and Quasi-Randomness

We say that a family of graphs is p-quasi-random, 0<p<1, if it shares typical properties of the random graph G(n,p); for a definition, see below. We denote by the class of all graphs H for which and the number of not necessarily induced labeled copies of H in G_n is at most (1+o(1))p^e(H)n^v(H) imply that is p-quasi-random. In this note, we show that all complete bipartite graphs K_a,b, a,b2, belong to for all 0<p<1.Acknowledgments We would like to thank Andrew Thomason for fruitful discussions and Yoshi Kohayakawa for organizing Extended Workshop on Combinatorics in eq5 Paulo, Ubatuba, and Rio de Janeiro, where a part of this work was done. We also thank the referees for their careful work.The first author was partially supported by NSF grant INT-0072064The second author was partially supported by NSF grants DMS-9970622, DMS-0301228 and INT-0072064Final version received: October 24, 2003     

The divergence of fluctuations for shape in first passage percolation

We consider the first passage percolation model on Z ^d for d ≥ 2. In this model, we assign independently to each edge the value zero with probability p and the value one with probability 1−p. We denote by T(0, ν) the passage time from the origin to ν for ν ∈ R ^d and It is well known that if p < p _c , there exists a compact shape B _d ⊂ R ^d such that for all > 0, t B _d (1 − ) ⊂ B(t) ⊂ tB _d (1 + ) and G(t)(1 − ) ⊂ B(t) ⊂ G(t)(1 + ) eventually w.p.1. We denote the fluctuations of B(t) from tB _d and G(t) by In this paper, we show that for all d ≥ 2 with a high probability, the fluctuations F(B(t), G(t)) and F(B(t), tB _d ) diverge with a rate of at least C log t for some constant C. The proof of this argument depends on the linearity between the number of pivotal edges of all minimizing paths and the paths themselves. This linearity is also independently interesting. Research supported by NSF grant DMS-0405150     

A series expansion of fractional Brownian motion

Let B be a fractional Brownian motion with Hurst index H(0,1). Denote by the positive, real zeros of the Bessel function J_–H of the first kind of order –H, and let be the positive zeros of J_1–H. In this paper we prove the series representation where X₁,X₂,... and Y₁,Y₂,... are independent, Gaussian random variables with mean zero and and the constant c_H² is defined by c_H²=^–1(1+2H) sin H. We show that with probability 1, both random series converge absolutely and uniformly in t[0,1], and we investigate the rate of convergence.Mathematics Subject Classification (2000): 60G15, 60G18, 33C10     

Universality of critical behaviour in a class of recurrent random walks

Let X₀=0, X₁, X₂,.. be an aperiodic random walk generated by a sequence ₁, ₂,... of i.i.d. integer-valued random variables with common distribution p(·) having zero mean and finite variance. For anN-step trajectory and a monotone convex functionV: withV(0)=0, define Further, let be the set of all non-negative paths compatible with the boundary conditionsX₀=a, X_N=b. We discuss asymptotic properties of under the probability distribution N and 0, Z^a,b_N,+, being the corresponding normalization. If V(·) grows not faster than polynomially at infinity, define H() to be the unique solution to the equation Our main result reads that as 0, the typical height of X_[, ^N] scales as H() and the correlations along decay exponentially on the scale H()². Using a suitable blocking argument, we show that the distribution tails of the rescaled height decay exponentially with critical exponent 3/2. In the particular case of linear potential V(·), the characteristic length H() is proportional to ^-1/3 as 0.Mathematics Subject Classification (2000):60G50, 60K35; 82B27, 82B41     

Topologically transitive extensions of bounded operators

Let X be any Banach space and T a bounded operator on X. An extension of the pair (X,T) consists of a Banach space in which X embeds isometrically through an isometry i and a bounded operator on such that When X is separable, it is additionally required that be separable. We say that is a topologically transitive extension of (X, T) when is topologically transitive on , i.e. for every pair of non-empty open subsets of there exists an integer n such that is non-empty. We show that any such pair (X,T) admits a topologically transitive extension , and that when H is a Hilbert space, (H,T) admits a topologically transitive extension where is also a Hilbert space. We show that these extensions are indeed chaotic.Mathematics Subject Classification (2000): 47 A 16     

Interior regularity criteria in weak spaces for the Navier-Stokes equations

We study the interior regularity of weak solutions of the incompressible Navier-Stokes equations in ×(0,T), where and 0<T<. The local boundedness of a weak solution u is proved under the assumption that is sufficiently small for some (r,s) with and 3r<. Our result extends the well-known criteria of Serrin (1962), Struwe (1988) and Takahashi (1990) to the weak space-time spaces.Mathematics Subject Classification (2000): 35Q30, 76N10     

Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases.

In [HT2] Haagerup and Thorbjo rnsen prove the following extension of Voiculescus random matrix model (cf. [V2, Theorem 2.2]): For each n , let X₁⁽ⁿ⁾,..., X_r⁽ⁿ⁾ be r independent complex self-adjoint random matrices from the class and let x₁,...,x_r be a semicircular system in a C*-probability space. Then for any polynomial p in r non-commuting variables the convergenceholds almost surely. We generalize this result to sets of independent Gaussian random matrices with real or symplectic entries (the GOE- and the GSE-ensembles) and random matrix ensembles related to these.This work was partially supported by MaPhySto – A Network in Mathematical Physics and Stochastics, funded by The Danish National Research Foundation.As a student of the PhD-school OP-ALG-TOP-GEO the author is partially supported by the Danish Research Training Council.Acknowledgement I would like to thank my advisor, Uffe Haagerup, with whom I had many enlightening discussions, and who made some important contributions to this paper. Also, thanks to Steen Thorbjørnsen who took time to answer several questions.     

Simplicial complexes lying equivariantly over the affine building of GL(<Emphasis Type="Italic">N</Emphasis>)

Let G=GL(N,K), K a non-archimedean local field and X be the semisimple affine building of G over K. We construct a projective tower of G-sets with X(0)=X. They are obtained by using a minor modification in Bruhat and Tits original construction (an idea due to P. Schneider). Using the structure of X as an abstract building, we construct a projective tower of simplicial G-complexes such that, for each r, X_(r) is canonically a geometrical realization of X_r. In the case N=2, X_r has a natural two-sheeted covering _r and we show that the supercuspidal part of the cohomology space is characterized by a nice property.Mathematics Subject Classification (2000): 14R25, 20E42, 20G25, 55U10, 57S25     

On an eigenvalue problem related to the critical exponent

In this paper we study the eigenvalue problemwhere is a smooth bounded domain, and u is a positive solution of the problemsuch thatwhere S is the best Sobolev constant for the embedding of H¹₀() into L²*(), We prove several estimates for the eigenvalues _i, of (I), i=2,..,N+2 and some qualitative properties of the corresponding eigenfunctions.Supported by M.I.U.R., project Variational methods and nonlinear differential equations.