Asymptotic Formulae and Divisor Problems

We investigate the asymptotic behaviour of the summatory functions of _z(n, ), _k(n, ) z ⁽ⁿ⁾ and _k(n, ) z ⁽ⁿ⁾.     

Birth times,death times and time substitutions in Markov chains

Summary Given a Markov chain (X _n ) _n0, random times are studied which are birth times or death times in the sense that the post- and pre- processes are independent given the present (X _–1, X ) at time and the conditional post- process (birth times) or the conditional pre- process (death times) is again Markovian. The main result for birth times characterizes all time substitutions through homogeneous random sets with the property that all points in the set are birth times. The main result for death times is the dual of this and appears as the birth time theorem with the direction of time reversed.Part of this work was done while the author was visiting the Department of Mathematics, University of California at San DiegoThe support of The Danish Natural Science Research Council is gratefully acknowledged     

An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities

We present an explicit solution of the problem of optimal linear filtering: the recovery of the useful signal(s) at the instantt+, (>0,<0, or=0) from known values of the received signal(s)=(s)+(s) in the past, i.e., at the instantt–s, s0. In doing so we assume the random processes(s) and /gr(s) are stationary and jointly stationary, while the stationary process of noise (s) with zero mean is assumed to be mutually correlated and jointly stationary with the process(s) under the assumption that there exists a common spectral densityf() for these processes.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 83–91, 1986.     

Discrete Spectrum of Differential Operators in Spectral Gaps under Nonnegative Perturbations of High Order

Let A be a self-adjoint elliptic second-order differential operator, let (, ) be an inner gap in the spectrum of A, and let B(t) = A + tW ^* W, where W is a differential operator of higher order. Conditions are obtained under which the spectrum of the operator B(t) in the gap (, ) is either discrete, or does not accumulate to the right-hand boundary of the spectral gap, or is finite. The quantity N(, A, W, ), (, ), > 0 (the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to ) is considered. Estimates of N(, A, W, ) are obtained. For the perturbation W ^* W of a special form, the asymptotics of N(, A, W, ) as + is given. Bibliography: 5 titles.     

τ-Pseudocompact Mappings

We consider the problem of extending the notion of -pseudocompactness from spaces to continuous mappings, obtain conditions under which the product of -pseudocompact mappings is -pseudocompact. Since any space X can be considered as a continuous mapping from X into a singleton, we obtain consequences of the theorems on multiplicativity of -pseudocompactness for spaces. Thus, we study the notion of -pseudocompact mapping and some its properties similar to those of a pseudocompact space as well as consequences of the obtained assertions for spaces.     

Isolation theorem for forms corresponding to purely real algebraic fields

Let M be the complete module of a purely real algebraic field of degree n 3, let be a lattice in this module, and let F(X) be its form. We use to denote any lattice for which we have = , where is a nondiagonal matrix for which – I . With each lattice we can associate a factorizable formF (X) in a natural manner. We denote the complete set of forms corresponding to the set {} by {F (X)}. It is proved that for any > 0 there exists an > 0 such that for eachF (X) {F } we have |F (X₀₎| for some integer vector X₀ 0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 185, pp. 5–12, 1990.In conclusion, the author would like to express his deep gratitude to B. F. Skubenko for stating the problem and for his constant attention.     

Hypercubic 4 and 5-Designs from Double-Error-Correcting BCH Codes

An ordered orthogonal array OOA(, k, n) is a binary 2 ^k × n matrix with the property that for each complete -set of columns, each possible -tuple occurs in exactly 2 ^k– rows of those columns (for definition of a complete -set, see below). Constructions of OOA(, k, n) for = 4 and = 5 are given.     

Das Zeitverhalten von einfachen offenen exponentiellen Warteschlangensystemen mit unendlich vielen Warteplätzen

Zusammenfassung Die zeitabhängige (instationäre) Lösung für die Zustandswahrscheinlichkeiten und für einige Kenngrößen von Warteschlangensystemen mit einer Bedienungsstation, unendlich vielen Warteplätzen, exponentiellem Zu- und Abgang und beliebigem Anfangszustand wird bestimmt. Die ZustandswahrscheinlichkeitenP _v (), d. h. die Wahrscheinlichkeiten für Einheiten im System zur Zeit, ergeben sich als Integrale, in denen modifizierteSessel-Funktionen 1. Art auftreten. Der ErwartungswertL () und die VarianzV() der Zahl von Einheiten im System lassen sich als Integrale darstellen, in denen nur die ZustandswahrscheinlichkeitP ₀() auftritt.Für<1 und erreichen die Systeme einen stationären Zustand (für den die Lösung bekannt ist); für1 und giltP _v ()0 für alle, L(),V().Ist>1, dann wachsenL() undV() für große linear mit; ihre Asymptoten werden berechnet. Ist=1, dann wachsenL() und die Standardabweichung() für große mit ; einfache Näherungsformeln werden gefunden.

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Summary The time dependent solution is determined for the state probabilities and for some characteristic values of queuing systems with a single server, an infinite number of waiting places, exponentially distributed inter-arrival and service times, and any initial state. The state probabilitiesP _v (), i.e. the probabilities for units in the system at time, are given in the form of integrals in which modifiedBessel functions of the first kind occur. Integrating the state probalityP ₀() over leads to the meanL() and the varianceV() of the number of units in the system.For<1 and the systems tend to a steady state (for which the solution is known); for1 and we haveP _v ()0 for all, L(),V().If>1 asymptotic expansions for large are found givingL() andV() proportional to. If=1 simple approximate formulas for large are obtained givingL() and the standard deviation() proportional to .

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Vorgel. v.:J. Nitsche.     

Reconstruction of a wiener field from its realizations on a curve

Let w(x, y), x 0 and y 0 be a Wiener field on the plane; be a curve given parametrically x=x() and y=y(), [0, 1], where x() is a positive, continuous, nondecreasing function; y() is a positive, continuous, nonincreasing function. A best estimate in the mean-square sense is constructed for w(u, v)(u, v) , based on the values w(x, y), (x, y) and its error is found.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 87–93, 1988.     

Parabolische Kollineationen,die eine ebene konvexe Menge invariant lassen

Collineations ₁, ₂ of PG(2, ) leaving invariant a compact convex setK ² are called parabolic if |K Fix _i|=1. Conditions are stated under which the existence of ₁, ₂ imply that K is an ellipse.

Herrn Helmut R. Salzmann zum 65. Geburtstag gewidmet     

Parameter-dependent renewal theorems with applications

Let ₁, ₂, ... be a sequence of i.i.d. random variables with positive mean and finite variance and letr(b), b0, be real numbers tending to 0 asb . Definings _n=₁+...+_n andS _n=S_n(b)=s_n+r(b)n, the stopping time =(b)=inf {n>/1:S_n >b} whereb=b(b) , will be considered with special regard to the excess over the boundaryR _b=s+r(b)–b. It turns out that the limiting distribution ofR _b is the same as in the caser(b)0 for allb. Proving this, Blackwell's renewal theorem and its integral version have to be established first in the above stated situation. Finally, an expansion ofE to vanishing terms asb will be provided and applied to some examples arising in economics.

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Zusammenfassung Seien ₁, ₂, ... unabhängige identisch verteilte Zufallsgrößen mit positivem Erwartungswert und endlicher Varianz sowier(b), b0, reelle Zahlen mitr(b)0 für b. Sei ferners ₁, s₂, ... der zugehörige Summenprozeß,S _n= S_n(b)=s_n+r(b)n fürn1 und =(b)=inf {n1: S_n>b, wobeib=b(b) fürb . Es wird gezeigt, daß die asymptotische Verteilung des ExzessesR _b=s +r(b) –b mit der im Fallr(·)0 übereinstimmt. Dazu werden sowohl das Blackwellsche Erneuerungstheorem als auch seine Integralversion in der vorher beschriebenen parameterabhängigen Situation geeignet formuliert und bewiesen. Als Folgerung ergibt sich dann eine asymptotische Entwicklung vonE(b) fürb bis zu Termen o(1). Anh- and einiger Beispiele aus dem ökonomischen Bereich wird schließlich noch aufgezeigt, wo Approximationen fürE(b) von Interesse sein können.

     

Note on initial topologies on rational vector spaces induced by realvalued linear mappings

LetG be a vector space over the field of rational numbers andf, g:G -linear mappings. equipped with the usual norm topology. Denote by _f , _g the initial topologies onG induced byf respectivelyg.Then the following result holds: If there is a nonvoid open setU whose complement contains at least one inner point such thatf ^–1 U _g , then there is ac withf=cg. In particular, iff0, the topologies coincide.Furthermore, a -linear mappingh: (G, _f )(G, _g ) is continuous if and only if there is a real constantc withg ^o h=cf.Dedicated to Professor János Aczél on his 60th birthday     

Weak convergence of probability measures relative to incompatible topology and σ-field with applications to renewal theory

Summary Necessary and sufficient conditions are given in order that a sequence of probability measures, weakly convergent relative to a given topology ₀ and associated -field ( ₀), are weakly convergent (and satisfy a continuity theorem) relative to the ( ₀)-measurable functions which are continuous in some finer topology ₁, even if does not extend to ( ₀). These conditions are shown to be applicable to a sequence of translated renewal measures. Alternate conditions (tightness, uniformity of weak convergence) are investigated and shown to be inappropriate.This research was partially supported by UMC Summer Faculty Research Fellowships     

Complementary permutations for abelian groups

Summary LetG be an additively written abelian group and leth: G G be a given function. M. Hall Jr. (1952) and L. Fuchs (1958) already answered the following question. For what functionsh: G G does the functional equation(x) + (x) = h(x) (x G) have as its solution a pair of permutations and ofG? In this paper, we give explicit constructions of such a pair, in a number of cases, in particular whenh(x) x andG is finite. We further determine the finite groupsG where the latter, can be chosen to be automorphisms.In the case whereG is an infinite topological group, we study in how far and can be chosen as Borel measurable permutations, given thath: G G itself is Borel measurable.     

An extension of the fenchel theorem

We give an extension of the Fenchel-Borsuk result by introducing the total absolute torsion-curvature KT() for regular curves whose tangent indicatrix is a piecewise regular curve (-closed curves). We prove that KT() is low bounded by 2 and we give a geometric characterization for the -closed curves whose KT() is minimal.     

Über den algorithmischen Nachweis von Ungleichungen I

We shall develop a method to prove inequalities in a unified manner. The idea is as follows: It is quite often possible to find a continuous functional : ⁿ , such that the left- and the right-hand side of a given inequality can be written in the form (u)(v) for suitable points,v=v(u). If one now constructs a map ^{n n} , which is functional increasing (i.e. for each x ⁿ (which is not a fixed point of ) the inequality (x)<((x)) should hold) one specially gets the chain (u)( u))( ²(u))... ⁿ (u)). Under quite general conditions one finds that the sequence { ⁿ (u)} _n converges tov=v(u). As a consequence one obtains the inequality (u)(v).     

Improvement of the Delsarte Bound for τ-Designs When It Is Not the Best Bound Possible

In this paper the problem for improvement of the Delsarte bound for -designs is investigated. Two main results are presented. Firstly, necessary and sufficient conditions for improving the bound are proved. We define test functions with the property that they are negative if and only if the Delsarte bound D(phmmat;, ) can be improved by linear programming. Then we investigate the infinite polynomial metric spaces and give exact intervals, when the Delsarte bound is not the best linear programming bound possible. Secondly, we derive a new bound for the infinite PMS. Analytical forms of the extremal polynomials of degree + 2 for non-antipodal PMS and of degree + 3 for antipodal PMS are given. The new bound is investigated in different asymptotical processes for infinite PMS. When and n grow simultaneously to infinity our bound is better than Delsarte bound.     

On exact D-optimal designs for regression models with correlated observations

Let ^* be an exact D-optimal design for a given regression model Y = X + Z . In this paper sufficient conditions are given for sesigning how the covariance matrix of Z may be changed so that not only ^* remains D-optimal but also that the best linear unbiased estimator (BLUE) of stays fixed for the design ^*, although the covariance matrix of Z * is changed. Hence under these conditions a best, according to D-optimality, BLUE of is known for the model with the changed covariance matrix. The results may also be considered as determination of exact D-optimal designs for regression models with special correlated observations where the covariance matrices are not fully known. Various examples are given, especially for regression with intercept term, polynomial regression, and straight-line regression. A real example in electrocardiography is treated shortly.     

On the asymptotic behaviour of first passage times for transient random walk

Summary Let _x denote the time at which a random walk with finite positive mean first passes into (x, ), wherex0. This paper establishes the asymptotic behaviour of Pr { _x >n} asn for fixedx in two cases. In the first case the left hand tail of the step-distribution is regularly varying, and in the second the step-distribution satisfies a one-sided Cramér type condition. As a corollary, it follows that in the first case Pr { _x >n}/Pr{ ₀ >n} coincides with the limit of the same quantity for recurrent random walk satisfying Spitzer's condition, but in the second case the limit is more complicated.     

Über eine Verallgemeinerung des Plateauschen Problems

Let T be the domain in ^N defined by the inequalities O < ₁ < ... < _N < +. Put _N+k = /2(1+k) (k=1,2,3), _N+4=₁+2, and denote byF() the set of functions x=x(u,v)=(x¹(u,v),...,x^p(u,v)), (p2) of class , where B is the unit disk u²+v²<1, which maps the circular arcs _k={w=eⁱ:_k<<_K+1} (k=1,..., N+3) into the straight lines containing the edges a_k, a_k+1 (a_N+4=a₁) of a polygon IR^p. Then we show that the function ()= _inf ^xF() D(x) is analytic in T. This generalizes and sharpens an unproved result of I. Marx and M. Shiffman (see [4]).

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Hans Lewy und Charles B. Morrey gewidmet