On the maximum of a Wiener process and its location

Summary Consider a Wiener process {W(t),t0}, letM(t)=max |W(s)| andv(t) be the location of the maximum of the absolute value of in [0,t] i.e.|W(v(t))|=M(t). We study the limit points of ( _t M(t), _t v(t)) ast where _t and _t are positive, decreasing normalizing constants. Moreover, a lim inf result is proved for the length of the longest flat interval ofM(t).Research supported by Hungarian National Foundation for Scientific Research Grant n. 1808     

Points cônes du mouvement brownien plan,le cas critique

Summary LetB=(B _t,t0) be a planar Brownian motion and let >0. For anyt0, the pointz=B _t is called a one-sided cone point with angle if there exist >0 and a wedgeW(,z) with vertexz and angle such thatB _sW(,z) for everys[t, t+]. Burdzy and Shimura have shown independently that one-sided cone points with angle exist when >/2 but not when      

Multipliers with singularities along a curve in ℝ n

We consider in ⁿ ,n2, the curve = (t,t ² ,...,t ⁿ ), ₀t₀,₀>0 a small number. We study the boundedness of operatorsT ,>0, defined by multipliers which present singularities along . Our results are derived from a sharp estimate on a suitable maximal function. In the casen=2 theT 's are Bochner-Riesz operators and our results coincide with the known ones.     

Chaos in almost periodic systems

Let be an almost periodic differential equation with a hyperbolic almost periodic solutionu(t) and another hyperbolic solutionv(t) satisfying ¦v(t)–u(t)¦0 as ¦t¦. It is shown that the solutions of such an equation exhibit chaotic behavior.

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Zusammenfassung Sei eine fastperiodische Differentialgleichung mit einer fastperiodischen hyperbolischen Lösungu(t) und seiv(t) eine weitere hyperbolische Lösung für welche ¦v(t)–u(t)¦0 für ¦t¦. Es wird gezeigt, daß die Differentialgleichung unter diesen Bedingungen chaotisches Verhalten aufweist.

     

On Interpolation Sequences of One Class of Functions Analytic in the Unit Disk

We establish a criterion for the existence of a solution of the interpolation problem f( _n ) = b _n in the class of functions f analytic in the unit disk and satisfying the relation

An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

Summary Let {X(t),t 0} be a stationary Gaussian process withEX(t)=0,EX ²(t)=1 and covariance function satisfying (i)r(t) = 1 2212;C |t | + o (|t|)ast0 for someC>0, 0<2; (ii)r(t)=0(t ^–2) as t for some >0 and (iii) sup_ts|r(t)|<1 for eachs>0. Put (t)= sup {s:0 s t,X(s) (2logs)^1/2}. The law of the iterated logarithm implies a.s. This paper gives the lower bound of (t) and obtains an Erds-Rèvèsz type LIL, i.e., a.s. if 0<<2 and . Applications to infinite series of independent Ornstein-Uhlenbeck processes and to fractional Wiener processes are also given.Research supported by the Fok Yingtung Education Foundation of China and by Charles Phelps Taft Postdoctoral Fellowship of the University of Cincinnati     

Games of Chains and Cutsets in the Boolean Lattice

B. Bajnok and S. Shahriari proved that in 2^[n], the Boolean lattice of order n, the width (the maximum size of an antichain) of a non-trivial cutset (a collection of subsets that meets every maximal chain and does not contain or [n]) is at least n-1. We prove that, for n5, in the Boolean lattice of order n, given -1 disjoint long chains, we can enlarge the collection to a cutset of width n-1. However, there exists a collection of long chains that cannot be so extended.     

The Gaussian measure of shifted balls

Summary Let be a centered Gaussian measure on a Hilbert spaceH and let be the centered ball of radiusR>0. ForaH and , we give the exact asymptotics of (B _R(t)+t·a) ast. Also, upper and lower bounds are given when is defined on an arbitrary separable Banach space. Our results range from small deviation estimates to large deviation estimates.Supported in part by NSF grant number DMS-9024961     

Path processes and historical superprocesses

Summary A superprocessX over a Markov process can be obtained by a passage to the limit from a branching particle system for which describes the motion of individual particles.The historical process for is the process whose state at timet is the path of over time interval [0,t]. The superprocess over the historical superprocess over —reflects not only the particle distribution at any fixed time but also the structure of family trees. The principal property of a historical process is that is a function of for alls<t. Every process with this property is calleda path process. We develop a theory of superprocesses over path processes whose core is the integration with respect to measure-functionals. By applying this theory to historical superprocesses we construct the first hitting distributions and prove a special Markov property for superprocesses.Partially supported by National Science Foundation Grant DMS-8802667     

The Orders of Related Elements of a Finite Field

All finite fields q (q 2, 3, 4, 5, 7, 9, 13, 25, 121) contain a primitive element for which + 1/ is also primitive. All fields of square order q ² (q 3, 5) contain an element of order q + 1 for which + 1/ is a primitive element of the subfield q. These are unconditional versions of general asymptotic results.     

Cohomology of solvable lie algebras and solvmanifolds

The cohomology H^* (G/,) of the de Rham complex *(G/) of a compact solvmanifold G/ with deformed differential d = d + , where is a closed 1 -form, is studied. Such cohomologies naturally arise in Morse-Novikov theory. It is shown that, for any completely solvable Lie group G containing a cocompact lattice G, the cohomology H^*(G/, ) is isomorphic to the cohomology H^*( ) of the tangent Lie algebra of the group G with coefficients in the one-dimensional representation : defined by () = (). Moreover, the cohomology H ^*(G/,) is nontrivial if and only if -[] belongs to a finite subset of H ¹(G/,) defined in terms of the Lie algebra .Translated from Matematicheskie Zametki, vol. 77, no. 1, 2005, pp. 67–79.Original Russian Text Copyright © 2005 by D. V. Millionshchikov.This revised version was published online in April 2005 with a corrected issue number.     

A Generalization of the Hausdorff-Young Theorem

Considering mixed-norm sequence spaces lp,q, p, q 1, C. N. Kellogg proved the following theorem: if 1 < p 2 then lp,2 and lp,2 , where 1/p + 1/p = 1. This result extends the Hausdorff-Young Theorem.We introduce here multiple mixed-norm sequence spaces , examine their properties and characterize the multipliers of spaces of the form lp,[s;n],q, with the index s repeated n times. By an interpolation-type argument we prove that (l,[2;n],2, lp,[1;n],1) for 1 < p 2. Using these results we obtain a further generalization of the Hausdorff-Young Theorem: if 1 < p 2 then lp,[2;n] and lp,[2;n] for each n = 0, 1, 2, ¨. The spaces lp,[2;n] decrease and lp,[2;n] increase properly with n for 1 < p < 2 and 1/p + 1/p = 1. We also extend a theorem of J. H. Hedlund on multiplers of Hardy spaces and deduce other results.     

A dissipative transformation with a trivial tail-algebra

Summary In [1], an example was given of a measure-preserving dissipative transformation T in a -finite measure space (X, , ), such that T is conservative in the measure space (X, , ) where . Here we shall show that for this transformation we actually have R ={ØX}[].     

On convergence of types and processes in Euclidean space

Let be an Euclidean space; Y _n , Z, U random vectors in ; h _n , g _n affine transformations and let þ be a subgroup of the group G of all the in vertible affine transformations, closed relative to G. Suppose that g_n and where Z is nonsingular. The behaviour of _n = h _n g _n ^–1 as n is discussed first. The results are used then to prove that if for all t(0, ), where h _n þ and Z ₁ is nonsingular and nonsymmetric with respect to þ then H, for all t(0,) and is a continuous homomorphism of the multiplicative group of (0, ) into þ. The explicit forms of the possible are shown.     

Spherical elastic-plastic waves

Zusammenfassung Es wird die Fortpflanzung elastisch-plastischer Spannungswellen in einem unendlichen Medium betrachtet, welches einer idealen Spannungs-Verformungs-Kurve folgt, Trescas Fliesskriterium unterworfen ist und einen sphärischen Hohlraum enthält, wobei an der Fläche des Hohlraumes ein Stoss angenommen wird. Ein rechnerisches Verfahren, basiert auf endliche Differenzen, wird entwickelt and ein Beispiel gegeben.

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Notation radial stress - tangential stress - K yield stress - _rr non-dimensional radial stress ( /K) - non-dimensional tangential stress ( /K) - , Lame's constants - K _b Bulk constant (=(3+2)/3) - v Poisson's constant - Material density - C Elastic wave velocity (=((+2)/)^1/2) - C _p Plastic wave velocity (=(K _b /)^1/2) - distance from center of cavity - r ₀ cavity radius - v non-dimensional radial co-ordinate (= /r ₀) - time - t non-dimensional time (=C /r ₀) - radial displacement - u non-dimensional radial displacement (=/r ₀) - particle velocity - v non-dimensional particle velocity (= /C) - pressure - P(t) non-dimensional pressure (= /K)     

Finitely Valued f-Modules, An Addendum

In an -group M with an appropriate operator set it is shown that the -value set (M) can be embedded in the value set (M). This embedding is an isomorphism if and only if each convex -subgroup is an -subgroup. If (M) has a.c.c. and M is either representable or finitely valued, then the two value sets are identical. More generally, these results hold for two related operator sets ₁ and ₂ and the corresponding -value sets and . If R is a unital -ring, then each unital -module over R is an f-module and has exactly when R is an f-ring in which 1 is a strong order unit.     

The Most Visited Sites of Certain Lévy Processes

Let X be a symmetric Lévy process with

The Maximum Box Problem and its Application to Data Analysis

Given two finite sets of points X ⁺ and X ^– in ⁿ , the maximum box problem consists of finding an interval (box) B = {x : l x u} such that B X ^– = , and the cardinality of B X ⁺ is maximized. A simple generalization can be obtained by instead maximizing a weighted sum of the elements of B X ⁺. While polynomial for any fixed n, the maximum box problem is -hard in general. We construct an efficient branch-and-bound algorithm for this problem and apply it to a standard problem in data analysis. We test this method on nine data sets, seven of which are drawn from the UCI standard machine learning repository.     

Monotonicity properties of zeros of generalized Airy functions

Summary We show, among other things, that the positive zeros of a solution ofy +x y=0,y(0)=0 decrease to 1 as increases, 0.

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Sommario Si dimostra, tra l'altro, che gli zeri positivi d'una soiuzione diy +x y=0,y(0)=0 decrescono al limite 1, quando cresce, 0.

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To the memory of Milo Háik

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This research was supported by grants from the Natural Sciences and Engineering Research Council (Canada) and Consiglio Nazionale delle Ricerche (Italy). Some of the work was done while the second-named author was visiting the Department of Mathematics, University of Torino.     

Shock fluctuations in the asymmetric simple exclusion process

Summary We consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isv _, , a product measure with densities and to the left and right of the origin respectively, <, then there exists a (microscopic) shock for the system. A shock is a random positionX _t such that the system as seen from this position at timet has asymptotic product distributions with densities and to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=lim _t t ^–1(E(X _t )²–(EX _t )²) and findD=(p–q)(–)^–1((1–)+(1–)) as conjectured by Spohn (1991). We show that in the scale the position ofX _t is determined by the initial distribution of particles in a region of length proportional tot. We prove that the distribution of the process at the average position of the shock converges to a fair mixture of the product measures with densities and . This is the so called dynamical phase transition. Under shock initial conditions we show how the density fluctuation fields depend on the initial configuration.