On certain imbedding and extension theorems for a weighted class of functions

n- , S n–1 m (0m<n), () S . () , ().     

A Hubert space characterization among function spaces

— [0,1] ,E — - e=1 [0,1]. I — _E =1, E=L ₂ x _e =xL ₂ x E.

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This work was prepared when the second author was a visiting professor of the CNR at the University of Firenze. He was supported by the Soros International Fund.     

Inversion and structure formulae for a generalized Laplace transform

, D_v(.) , .     

A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

О Сходимости Тригонометричецкого и Гармонического интерполирования

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Hasse-Witt matrices of Fermat curves

Let m be an integer with m3. Let K and K be perfect fields of characteristic p and p such that (p,m)=1 and (p,m)=1, respectively. Moreover let A and A be algebraic function fields over K and K defined by x^m+y^m=a(0, ak) and x^m+y^m=a(a0 ak), respectively. Put g=(m–1)(m–2)/2. Denote by M(K,p,a) and M(K,p,a) the Hasse-Witt matrices of A and A with respect to the canonical bases of holomorphic differentials. Then we show that if p+p0(mod.m) then rank M(K,p,a)+rank M(K,p,a)=g and if pp1 (mod.m) then rank M(K,p,a)=rank M(K,p,a).     

Ergodic properties of Poisson processes with almost periodic intensity

Summary We discuss in this paper a non-homogeneous Poisson process A driven by an almost periodic intensity function. We give the stationary version A ^* and the Palm version A ⁰ corresponding to A ^*. Let (T _i ,i) be the inter-point distance sequence in A and (T _i ⁰ ,i) in A ⁰. We prove that forj, the sequence (T _i+j,i) converges in distribution to (T _i ⁰ ,i). If the intensity function is periodic then the convergence is in variation.     

Additive functions

1<q<2 L:= _n=1 1/q ⁿ=1/q–1. [0,1] _n()=1, A _n:= _i=1 ^n–1 _i(x)/q^i+1/n x _n(x)=0, _n>. , = _{n=1 n}(x)/qⁿ. F: [0,L]R , F(x)= _{n=1 n}(x)a_n, _n=1 ¦a _n¦<. [0,L]. q(1,2), . , q(1, 2), . .     

Martingale Hardy spaces,BMO and VMO spaces with nonlinearly ordered stochastic basis

VMO. , ⁺, «» VMO . « » .     

Estimation of Local Smoothness Coefficients for Continuous Time Processes

We consider processes that satisfied a local Hölder condition with coefficient ₀. According to the sampling times of observations given by i _n with i=0,...,n–1, we study two general classes of estimators for ₀. Their almost sure rates of convergence depend on asymptotic independence of the observed processes, on _n and eventually on an extra parameter ₀. Since this last parameter is in general unknown, we construct a family of preliminary estimators for ₀ with their rates of almost sure convergence. Finally we present some numerical simulations in order to compare the behaviour of our various estimators.     

On rearrangements of the Haar system in the space BMO

, .     

Euclidean 4-Simplices and Invariants of Four-Dimensional Manifolds: III. Moves 1 ↔ 5 and Related Structures

We conclude the construction of the algebraic complex, consisting of spaces of differentials of Euclidean metric values, for four-dimensional piecewise-linear manifolds. Assuming that the complex is acyclic, we investigate how its torsion changes under rebuildings of the manifold triangulation. We first write formulas for moves 33 and 24 based on the results in our two previous works and then study moves 15 in detail. Based on this, we obtain the formula for a four-dimensional manifold invariant. As an example, we present a detailed calculation of our invariant for the sphere S ⁴; in particular, the complex does turn out to be acyclic.     

A characterization of semimartingales on nuclear spaces

Summary This work is devoted to prove the following fact: Suppose that is a nuclear space whose dual is nuclear under the strong topology. IfX is a weakly adapted mapping with values in such that for any,X'() has a modification which is a semimartingale then there exists a unique projective system of Hubert space-valued semimartingales indexed by the Hilbert-Schmidt neighbourhood base of the dual space whose projective limit isX.In the last part we study in detail a semimartingale defined as the convolution of a distribution by a random Dirac measure whose support is determined by the trajectories of a real-valued semimartingale.     

Limiting behavior of certain mixtures of distributions

U — [0, 1] Y — . X=[1–U ^1/v /Y], U Y.     

Onp-Helson sets in R n

p- . E R ⁿ -, f () _p(R ⁿ)., ER ⁿ 2nq ₀, E— - q ₀(q ₀-1). : q₀>2 n1 E R ⁿ 2nq ₀, p- p<₀. , f-[-, ]ⁿ, f A _p(R ⁿ) , _p([-, ]ⁿ) (1 << ).     

Decrease orders of theL p -moduli of continuity (0<p≦∞)

k — , 0<p, _k(p) — k- L _p ¹ ; >0, - , (0, ), (t)0 (t0), (t) ,t ^–(t) . _k(p), , 0<p1 _{k(p) (k– 1)p+1}, 1<p — _k , .     

Mathematical expectations of functions of sums of a random number of independent terms

Conditions are found which must be imposed on a function g(x) in order that M g(₁+₂+ + _v < if M g(_i) < and M g(v) < ,, ₁, ₂, , _n, ... being non-negative and independent, being integral, and {_i} being identically distributed. The result is applied to the theory of branching processes.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 387–394, April, 1968.     

О Сходимости Лагранжева Интерполирования В Некоторых Множествах Функций

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On weak convergence to Brownian motion

Summary We consider a minimal form of the usual conditions for the dependent central limit theorem and invariance principle for near martingales. We show that these conditions imply convergence to Brownian motion in a way that is slightly stronger than weak convergence in D[0,). On the other hand, if a sequence of processes with paths in D[0,) converges to Brownian motion in this way, then we can always find a sequence of partitions of the time axis that is such that these conditions hold for the corresponding array of increments.     

Disintegration with respect to L p-density functions and singular measures

Summary Let A be a real or complex commutative ordered algebra with identity and involution. Let denote the set of positive multiplicative linear functionals on A. Equip with the topology of simple convergence. For a fixed non-negative probability measure on the set _p of linear functionals f on A which admit an integral representation of the form with FL _p () (1p) is biuniquely identified with L _p () via the map tfF. The norm on _p under which this map becomes an isometry is characterized and a formula for approximating F is derived. The linear functionals which admit representation of the form with are also characterized and appropriately normed. The theory is applied to solve abstract versions of trigonometric and n-dimensional moment problems as well as provide an alternate point of view to the theory of L _p-spaces. New proofs of classical theorems are offered.Research for this paper was sponsored in part by the Danish Natural Science Research Council (Grant No.511-10302) and in part by the National Science Foundation (Grant No. MCS78-03397)The results contained herein include the proofs of theorems announced in [15]