A Change-of-Variable Formula with Local Time on Curves

Let be a continuous semimartingale and let be a continuous function of bounded variation. Setting and suppose that a continuous function is given such that F is C^1,2 on and F is on . Then the following change-of-variable formula holds: where is the local time of X at the curve b given by and refers to the integration with respect to . A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping.     

On the LIL for Self-Normalized Sums of IID Random Variables

Let be i.i.d. random variables and let, for each and . It is shown that a.s. whenever the sequence of self-normalized sums S _n /V _n is stochastically bounded, and that this limsup is a.s. positive if, in addition, X is in the Feller class. It is also shown that, for X in the Feller class, the sequence of self-normalized sums is stochastically bounded if and only if      

Multiple Wick Product Chaos Processes

Let u(x) xR ^q be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=. Let p _x, (·) be the density of an R ^q valued canonical normal random variable with mean x and variance and let {G _x, ; (x, )R ^q ×[0,1 ]} be the mean zero Gaussian process with covariance

An Upper Bound for the Cardinality of an <Emphasis Type="Italic">s</Emphasis>-Distance Set in Euclidean Space

In this paper we show that if X is an s-distance set in ^m and X is on p concentric spheres then Moreover if X is antipodal, then .     

Bounds for Non-Gaussian Approximations of U-Statistics

Let X, ,X ₁,...,X _n be i.i.d. random variables taking values in a measurable space ( ). Consider U-statistics of degree two

Refinement of Convergence Rates for Tail Probabilities

Let X₁, X₂,... be, i.i.d. random variables, and put . We find necessary and sufficient moment conditions for , where δ≥ 0 and q>0, and with a_n>0 and b_n is either or The series f(x) we deal with are classical series studied by Hsu and Robbins, Erdős, Spitzer, Baum and Katz, Davis, Lai, Gut, etc     

A note on <Emphasis Type="Italic">q</Emphasis>-multiplicative functions

We prove the following statement. Let , and let . Suppose that, for all and , the sequence satisfies the relation

Small Ball Estimates in <Emphasis Type="Italic">p</Emphasis>-Variation for Stable Processes

Let Z _t , t 0 be a strictly stable process on with index (0, 2]. We prove that for every p > , there exists = _{, p} and such that

Weighted <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> Boundedness of Marcinkiewicz Integral

A weighted norm inequality for the Marcinkiewicz integral operator is proved when belongs to . We also give the weighted L^p-boundedness for a class of Marcinkiewicz integral operators with rough kernels and related to the Littlewood-Paley -function and the area integral S, respectively.     

<Emphasis Type="Italic">q</Emphasis>-Besselian Frames in Banach Spaces

In this paper, we introduce the concepts of q-Besselian frame and （p, σ）-near Riesz basis in a Banach space, where a is a finite subset of positive integers and 1/p＋1/q = 1 with p 〉 1, q 〉 1, and determine the relations among q-frame, p-Riesz basis, q-Besselian frame and （p, σ）-near Riesz basis in a Banach space. We also give some sufficient and necessary conditions on a q-Besselian frame for a Banach space. In particular, we prove reconstruction formulas for Banach spaces X and X^＊ that if {xn}n=1^∞ C X is a q-Besselian frame for X, then there exists a p-Besselian frame {y＆＊}n=1^∞ belong to X^＊ for X^＊ such that x = ∑n=1^∞ yn^＊（x）xn for all x ∈ X, and x^＊ =∑n=1^∞ x^＊（xn）yn^＊ for all x^＊ ∈ X^＊. Lastly, we consider the stability of a q-Besselian frame for the Banach space X under perturbation. Some results of J. R. Holub, P. G. Casazza, O. Christensen and others in Hilbert spaces are extended to Banach spaces.     

On the rate of convergence of <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> norms in the CLT for poisson and gamma random variables

In the paper, we present upper bounds of L _p norms of order ( X)^-1/2 for all 1 ≤ p ≤ ∞ in the central limit theorem for a standardized random variable (X− X)/ √ X, where a random variable X is distributed by the Poisson distribution with parameter λ > 0 or by the standard gamma distribution Γ(α, 0, 1) with parameter α > 0. The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-70/09.     

SLLN for Weighted Independent Identically Distributed Random Variables

For any sequence {a _k } with sup for some q>1, we prove that converges to 0 a.s. for every {X _n } i.i.d. with E(|X ₁|)< and E(X ₁)=0; the result is no longer true for q=1, not even for the class of i.i.d. with X ₁ bounded. We also show that if {a _k } is a typical output of a strictly stationary sequence with finite absolute first moment, then for every i.i.d. sequence {X _n { with finite absolute pth moment for some p> 1, converges a.s.     

Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption

Let (X _t ) be a one dimensional diffusion corresponding to the operator , starting from x>0 and T ₀ be the hitting time of 0. Consider the family of positive solutions of the equation with (0, ), where . We show that the distribution of the h-process induced by any such is , for a suitable sequence of stopping times (S _M : M0) related to which converges to with M. We also give analytical conditions for , where is the smallest point of increase of the spectral measure associated to .     

<Emphasis Type="Italic">p</Emphasis>-Laplace Operator and Diameter of Manifolds

Let be a compact Riemannian manifold without boundary. In this paper, we consider the first nonzero eigenvalue of the p-Laplacian and we prove that the limit of when is 2/d(M), where d(M) is the diameter of M. Moreover, if is an oriented compact hypersurface of the Euclidean space or , we prove an upper bound of in terms of the largest principal curvature κ over M. As applications of these results, we obtain optimal lower bounds of d(M) in terms of the curvature. In particular, we prove that if M is a hypersurface of then: . Mathematics Subject Classifications (2000): 53A07, 53C21.     

Multivariate Refinement Equations and Convergence of Cascade Algorithms in Lp（0〈p〈1）Spaces

We consider the solutions of refinement equations written in the form

Continuity Conditions for a Class of Gaussian Chaos Processes Related to Continuous Additive Functionals of Lévy Processes

Let be sequences of real numbers which are symmetric in k. Let be independent sequences of independent normal random variables with mean zero and variance one. For each fixed choice of we consider

Normality of Products of <Emphasis Type="Italic">p</Emphasis>-Hyponormal Operators and Their Aluthge Transforms

Let B(H) denote the algebra of operators on a complex separable Hilbert space H, and let A $\in$ B(H) have the polar decomposition A = U|A|. The Aluthge transform is defined to be the operator . We say that A $\in$ B(H) is p-hyponormal, . Let . Given p-hyponormal , such that AB is compact, this note considers the relationship between denotes an enumeration in decreasing order repeated according to multiplicity of the eigenvalues of the compact operator T (respectively, singular values of the compact operator T). It is proved that is bounded above by and below by for all j = 1, 2, . . . and that if also is normal, then there exists a unitary U¹ such that for all j = 1, 2, . . ..     

On Mod-p Alon-Babai-Suzuki Inequality

Alon, Babai and Suzuki proved the following theorem: Let p be a prime and let K, L be two disjoint subsets of {0, 1, ... , p – 1}. Let |K| = r, |L| = s, and assume r(s – r + 1) p – 1 and n s + k _r where k _r is the maximal element of K. Let be a family of subsets of an n-element set. Suppose that (i) |F| K (mod p) for each F ;(ii) |E F| L (mod p) for each pair of distinct sets E, F . Then

A Class of Integral Operators on the Unit Ball of \mathbb{C}^{n}

For real parameters a, b, c, and t, where c is not a nonpositive integer, we determine exactly when the integral operator