The central limit theorem for Chébli-Trimèche hypergroups

Let (S _nn>-1) be a random walk on a hypergroup ( ₊ , *), i.e., a Markov chain with transition kernelN(x, A) = _x * (A), where is a fixed probability measure on ₊ such that the second moment exists. Then depending on the growth of the hypergroup two situations can occur: when ( ₊ , *) is of exponential growth then it is shown thatS _n is asymptotically normal. In the case of polynomial growth {more precisely, if the densityA of the Haar measure of ( ₊ , *) satisfies lim[A()/A()]=}, the normalized variablesS _n/[n Var()/(+1)]^1/2 converge to a Rayleigh distribution with parameter .     

Brownian charges around loops

Summary Let (X _t ⁿ ) be a Poisson sequence of independent Brownian motions in ^d ,d3; Let be a compact oriented submanifold of d, of dimensiond–2 and volume ; let t be the sum of the windings of (X _s ⁿ , 0st) around ; then t/t converges in law towards a Cauchy variable of parameter /2. A similar result is valid when the winding is replaced by the integral of a harmonic 1-form in ^d .     

Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations

Summary In this paper we establish a large deviations principle for the invariant measure of the non-Gaussian stochastic partial differential equation (SPDE) _t v =v +f(x,v )+(x,v ) . Here is a strongly-elliptic second-order operator with constant coefficients, h:=DH _xx-h, and the space variablex takes values on the unit circleS ¹. The functionsf and are of sufficient regularity to ensure existence and uniqueness of a solution of the stochastic PDE, and in particular we require that 0<mM wherem andM are some finite positive constants. The perturbationW is a Brownian sheet. It is well-known that under some simple assumptions, the solutionv ² is aC ^k (S ¹)-valued Markov process for each 0<1/2, whereC (S ¹) is the Banach space of real-valued continuous functions onS ¹ which are Hölder-continuous of exponent . We prove, under some further natural assumptions onf and which imply that the zero element ofC (S ¹) is a globally exponentially stable critical point of the unperturbed equation _t ⁰ = ⁰ +f(x,⁰), that has a unique stationary distributionv ^K, on (C (S ¹), (C ^K (S ¹))) when the perturbation parameter is small enough. Some further calculations show that as tends to zero,v ^K, tends tov ^K,0, the point mass centered on the zero element ofC (S ¹). The main goal of this paper is to show that in factv ^K, is governed by a large deviations principle (LDP). Our starting point in establishing the LDP forv ^K, is the LDP for the process , which has been shown in an earlier paper. Our methods of deriving the LDP forv ^K, based on the LDP for are slightly non-standard compared to the corresponding proofs for finite-dimensional stochastic differential equations, since the state spaceC (S ¹) is inherently infinite-dimensional.This work was performed while the author was with the Department of Mathematics, University of Maryland, College Park, MD 20742, USA     

Multilevel large deviations and interacting diffusions

Summary Let ( ^N ) be a sequence of random variables with values in a topological space which satisfy the large deviation principle. For eachM and eachN, let ^{M, N} denote the empirical measure associated withM independent copies of ^N . As a main result, we show that ( ^{M, N} ) also satisfies the large deviation principle asM,N. We derive several representations of the associated rate function. These results are then applied to empirical measure processes ^{M, N} (t) =M ^–1 _i=1 ^N _i ^N (t) 0tT, where ( ₁ ^N ,..., _M ^N (t)) is a system of weakly interacting diffusions with noise intensity 1/N. This is a continuation of our previous work on the McKean-Vlasov limit and related hierarchical models ([4], [5]).Research partially supported by a Natural Science and Engineering Research Council of Canada operating grant     

On some problems of interpolation by ℒ-splines

_n (D) — ,s — _n (D), _v (v=1, 2, ...,s/2) — . _m={0x ₀<x ₁<...<x _2m–1<2,x _2m =x ₀+2} , x _j +1–x _j <(4s max _v )^–1,j=0, 1, ..., 2m –1, ( ) 2- - _n,m 2m , _m . , L _q - (1q) W ( _n )={f ₂ :f ^(n–1)AC ₂ , _n (D)f 1} 2- - (s _n f), _m . , - - _n,m .

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The author expresses his gratitude to Yu. N. Subbotin for a useful discussion on the results of this paper.     

Hauptregelflächen einer Verallgemeinerten Regelfläche mit Zentralregelfläche

We consider generalized ruled surfaces in euclidean n-space ⁿ with k-dimensional generators and central ruled surface of dimension k–m+1 (O < m < k). Every orthogonal trajectoryy of the generators of defines a principal ruled surface _y with generators totally orthogonal to the generators of . In each generator of _y there exists an ellipsoid — called the indicatrix of the distribution parameters — which is defined by the distribution parameters of the tangent spaces to or _y. Formulars will be given for the distribution parameters of and _y .

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Herrn Prof. Dr. H.R. Müller zum 70. Geburtstag     

Multiscale convergence and reiterated homogenization of parabolic problems

Reiterated homogenization is studied for divergence structure parabolic problems of the form u /t–div (a(x,x/,x/²,t,t/ ^k)u )=f. It is shown that under standard assumptions on the function a(x, y ₁,y ₂,t,) the sequence {u } of solutions converges weakly in L ² (0,T; H ₀ ¹ ()) to the solution u of the homogenized problem u/t– div(b(x,t)u)=f.This revised version was published online in April 2005 with a corrected missing date string.     

On meromorphic solutions of algebraic differential equations in angular domains

We obtain asymptotic estimates of meromorphic solutions to the differential equationP _n (z, , )=P _n–1 (z, , ,..., ^(m) ) in the angular domain P={z: arg z · }. Here P_n(z, w, w) is a polynomial in all variables, and of degree n with respect to w and w; P_n–1(z, w, w, ..., w^(m)) is a polynomial in all variables, and of degree n –1 with respect to w, w, ..., w^(m) In the particular case, when the solutions are entire functions, these estimates are more precise than the known estimates that are obtained by using the method of Wiman-Valiron, which cannot be applied to meromorphic solutions in the domain P.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 4, pp. 514–523, April, 1992.     

Induktive Definitionen und Dilatoren

Summary In this paper we give a new and comparatively simple proof of the following theorem by Girard [1]:If x y (x,y) (where the relation is arithmetic and positive in Kleene's ), then there exists a recursive DilatorD such that x ^<y ^{(x, y).The essential feature of our proof is its very direct definition of the dilatorD. Within a certain infinitary cutfree system of inductive logic (which in fact is a modification of Girard's system in [1]) we construct in a uniform way for each ordinal a derivation T of the formula x <y (x, y), and then defineD immediately from the family (T)_On. Especially we set D():=Kleene-Brouwer length of (T).}     

The odd ordér analogue of Dempwolff's B-group problem

Let be a translation plane of odd order p^2R for p a prime. Let admit at least two p-groups, B_i, i=1, 2, B₁B₂ of orders > p^R/2 which fix Baer subplanes _i, i = 1,2, ₁₂ pointwise. It is shown that under these assumptions must be a Hall plane.     

Harmonic analysis on tori

We consider measurable subsets {ofR}ⁿ with 0<m()<, and we assume that has a spectral set . (In the special case when is also assumed open, may be obtained as the joint spectrum of a family of commuting self-adjoint operators {H _k: 1kn} in L ² () such that each H _k is an extension of i(/x _k) on C _c (), k=1, ..., n.)It is known that is a fundamental domain for a lattice if is itself a lattice. In this paper, we consider a class of examples where is not assumed to be a lattice. Instead is assumed to have a certain inhomogeneous form, and we prove a necessary and sufficient condition for to be a fundamental domain for some lattice in {ofR}ⁿ. We are thus able to decide the question, fundamental domain or not, by considering only properties of the spectrum . Our criterion is obtained as a corollary to a theorem concerning partitions of sets which have a spectrum of inhomogeneous form.Work supported in part by the NSF.Work supported in part by the NSRC, Denmark.     

The Euler characteristic of local systems on the moduli of genus 3 hyperelliptic curves

For a partition ={₁₂₃0} of non-negative integers, we calculate the Euler characteristic of the local system on the moduli space of genus 3 hyperelliptic curves using a suitable stratification. For some of low degree, we make a guess for the motivic Euler characteristic of using counting curves over finite fields.Mathematics Subject Classification (1991): 14J15, 20B25     

Estimates for lebesgue constants in dimension two

Summary Let D denote the interior of a piecewise regular curve of R² having a point with Gauss curvature different from zero. We show that the Lebesgue constants L ^D relative to D behave like ^1/2 as .     

Round-off error analysis of iterations for large linear systems

Summary We deal with the rounding error analysis of successive approximation iterations for the solution of large linear systemsA _x =b. We prove that Jacobi, Richardson, Gauss-Seidel and SOR iterations arenumerically stable wheneverA=A ^*>0 andA has PropertyA. This means that the computed resultx _k approximates the exact solution with relative error of order A·A ^–1 where is the relative computer precision. However with the exception of Gauss-Seidel iteration the residual vector Ax _k –b is of order A² A ^–1 and hence the remaining three iterations arenot well-behaved.This work was partly done during the author's visit at Carnegie-Mellon University and it was supported in part by the Office of Naval Research under Contract N00014-76-C-0370; NR 044-422 and by the National Science Foundation under Grant MCS75-222-55     

Shape-preserving Kolmogorov widths of classes of <Emphasis Type="Italic">s</Emphasis>-monotone integrable functions

Let s ₀ and let ₊ ^s be the set of functions x defined on a finite interval I and such that, for all collections of s + 1 pairwise different points t ₀,..., t _s I, the corresponding divided differences [x; t ₀,...,t _s ] of order s are nonnegative. Let ₊ ^s B _{p +} ^s B _p, 1 p where B _p is a unit ball in the space L _p, and let ₊ ^s L _{q +} ^s L _q, 1 q . For every s 3 and 1 q p , we determine the exact orders of the shape-preserving Kolmogorov widths {x - y} \right\ L_q , $$]]>, where M ⁿ is the collection of all affine linear manifolds M ⁿ in L _q such that dim M ⁿ n and M ⁿ ₊ ^s L _q .Translated from Ukrainskyi Matematychnyi Zhurnal, Vol. 56, No. 7, pp. 901–926, July, 2004.     

Verschärfung einer Ungleichung von Ky Fan

Summary In this paper we prove the following:IfA _n ,G _n andH _n (resp.A _n ,G _n andH _n ) denote the arithmetic, geometric and harmonic means ofa ₁,, a _n (resp. 1 –a ₁,, 1 –a _n ) and ifa _i (0, 1/2],i = 1,,n, then(G _n /G _n ) ⁿ (A _n /A _n ) ^n-1 H _n /H _n , (^*) with equality holding forn = 1,2. Forn 3 equality holds if and only ifa ₁ = =a _n . The inequality (^*) sharpens the well-known inequality of Ky Fan:G _n /G _n A _n /A _n .

     

Transfinite interpolation on the medians of a triangle and best L 1-approximation

Let be a triangle in and let be the set of its three medians. We construct interpolants to smooth functions using transfinite (or blending) interpolation on The interpolants are of type f(₁)+g(₂)+h(₃), where (₁,₂,₃) are the barycentric coordinates with respect to the vertices of . Based on an error representation formula, we prove that the interpolant is the unique best L¹-approximant by functions of this type subject the function to be approximated is from a certain convexity cone in C³().Received: 17 December 2003     

On the Uniform Summability of Multiple Walsh-Fourier Series

In this paper we prove that if f C (0, 1 ^N ) and the function f is of bounded partial variation, then the N-dimensional Walsh-Fourier series of the function f is uniformly (C,–) summable (₁ +...+ _N < 1, _i > 0, i = 1,...,N) in the sense of Pringsheim. If ₁ +...+ _N = 1, _i > 0, i = 1,2,...,N, then there exists a continuous function f ₀ of bounded partial variation on [0, 1] ^N such that the Cesàro (C,–) means _m ^– (f₀,Õ) of the N-dimensional Walsh-Fourier series of f ₀ diverge over cubes.     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

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.