Sufficiency and invariance

Suppose that a statistical decision problem is invariant under a group of transformations g?G. T (X) is equivariant if there exists $\text{g}{}^1\text{? G}{}^1$ such that $\text{T(g(X)) = g}{}^1\text{(T((X))}$. We show that the minimal sufficient statistic is equivalent and that if T(X) is an equivariant sufficient statistics and d(X) is invariant under G, then $\text{d}{}^1\text{(T) = Ed(X)∥T}$ is invariant under $\text{G}{}^1$.     

Zeros for accretive operators satisfying certain boundary conditions

Let X be a Banach space with the dual space $\text{X}{}^1$ to be uniformly convex, let D ? X be open, and let $\text{T:}\text{D}\text{?}\text{→ X}$ be strongly accretive (i.e., for some k < 1: (λ ? k)∥ u ? v∥ ? ∥(λ ? 1)(u ? v)+ T(u) ? T(v)∥ for all $\text{u, v ?}\text{D}\text{?}$ and λ > k). Suppose T is demicontinuous and strongly accretive and suppose there exists z?D satisfying: T(x) t(x ? z) for all x??D and t < 0. Then it is shown that T has a unique zero in $\text{D}\text{?}$. This result is then applied to the study of existence of zeros of accretive mappings under apparently different types of boundary conditions on T.     

Analytic functions whose range is dense in a ball

Denote by Δ(resp. $\text{Δ}$) the open (resp. closed) unit disc in C. Let E be a closed subset of the unit circle T and let F be a relatively closed subset of T ? E of Lesbesgue measure zero. The following result is proved. Given a complex Banach space X and a bounded continuous function f:F → X, there exists an extension f? of f, bounded and continuous on $\text{}\text{?}\text{gD ? E}$, analytic on Δ and satisfying sup$\text{{6}\text{f}\text{?}\text{(z)6:zε}\text{δ}\text{?E}$. This is applied to show that for any separable complex Banach space X there exists an analytic function from Δ to X whose range is contained and dense in the unit ball of X.     

Un probleme de partition de l'ensemble des parties a trois elements d'un ensemble fini

Let X be a set of n elements. Let $\text{T}$₃(X) be the set of all triples of X. We define a clique as a set of triples which intersect pairwise in two elements. In this paper we prove that if n?6, the minimum cardinality of a partition of $\text{T}$₃(X) into cliques is $\text{[}\text{1}\text{4}\text{(n?1)}{}^2\text{]}$.     

Some limit theorems for walsh-harmonizable dyadic stationary sequences

This paper deals with a Walsh-harmonizable dyadic stationary sequence {X(k): k=0, 1, 2,…} which is represented as $\text{X(k)=}\text{∫}\text{0}\text{1}\text{ψ}{}_{\mathrm{k}}\text{(λ) dζ(λ)}$, where ψ_k(λ) is the k-th Walsh function and ζ(λ) is a second-order process with orthogonal increments. One of the aims is to express the process {ζ(λ): λ?[0, 1)} in terms of the Walsh–Stieltjes series ∑ X(k)ψ_k(λ) of the original sequence X(k). In order to do this a Littlewood's Tauberian theorem for a series of random variables is introduced. A finite Walsh series expression of X(k) is derived by introducing an approximate Walsh series of X(k). Also derived is a strong law of large numbers for the dyadic stationary sequences.     

Spectral properties of zeroth-order pseudodifferential operators

Let Q be a self-adjoint, classical, zeroth order pseudodifferential operator on a compact manifold X with a fixed smooth measure dx. We use microlocal techniques to study the spectrum and spectral family, {E_S}_{S∈$\text{R}$} as a bounded operator on L²(X, dx).Using theorems of Weyl (Rend. Circ. Mat. Palermo, 27 (1909), 373–392) and Kato (“Perturbation Theory for Linear Operators,” Springer-Verlag, 1976) on spectra of perturbed operators we observe that the essential spectrum and the absolutely continuous spectrum of Q are determined by a finite number of terms in the symbol expansion. In particular Spec_ESSQ = range(q(x, ξ)) where q is the principal symbol of Q. Turning the attention to the spectral family {E_S}_{S∈$\text{R}$}, it is shown that if $\text{dE}\text{ds}$ is considered as a distribution on $\text{R}$×X×X it is in fact a Lagrangian distribution near the set $\text{{σ=0}?}\text{T}{}^1\text{(}\text{R}\text{×X×X)}\text{0}$ where (s, x, y, σ, ξ,η) are coordinates on T¹($\text{R}$×X×X) induced by the coordinates (s, x, y) on $\text{R}$×X×X. This leads to an easy proof that$\text{?(Q)}$ is a pseudodifferential operator if ?∈C^∞($\text{R}$) and to some results on the microlocal character of E_s. Finally, a look at the wavefront set of $\text{dE}\text{ds}$ leads to a conjecture about the existence of absolutely continuous spectrum in terms of a condition on q(x, ξ).     

Characterization of the closed convex hull of the range of a vector-valued measure

For a set K in a locally convex topological vector space X there exists a set T, a σ-algebra $\text{S}$ of subsets of T and a σ-additive measure m: $\text{S}$ → X such that K is the closed convex hull of the range {m(E): E ∈ $\text{S}$} of the measure m if and only if there exists a conical measure u on X so that K K_u,K_u, the set of resultants of all conical measures v on X such that v < u.     

On some results of Strichartz and of Rallis and Schiffman

Let (i, H, E) and (j, K, F) be abstract Wiener spaces and let α be a reasonable norm on E ? F. We are interested in the following problem: is ($\text{i ? j, H}\text{}\text{?}\text{bo}{}_2\text{K, E}\text{}\text{?}\text{bo}{}_{\mathrm{\alpha F}}$) an abstract Wiener space ? The first thing we do is to prove that the setting of the problem is meaningfull: namely, i ? j is always a continuous one to one map from $\text{H}\text{}\text{?}\text{bo}{}_2\text{K}$ into $\text{E}\text{}\text{?}\text{bo}{}_{\mathrm{\alpha }}\text{F}$. Then we exhibit an example which shows that the answer cannot be positive in full generality. Finally we prove that if F=L^p(X,$\text{X}$,λ) for some σ-finite measure λ ? 0 then $\text{(i?j, H}\text{?}{}_2\text{K,L}{}^{\mathrm{p}}$(X,$\text{X}$,λ) is an abstract Wiener space. By-products are some new results on γ-radonifying operators, and new examples of Banach spaces and cross norms for which the answer is affirmative (in particular α = π the projective norm, and F=L¹(X,$\text{X}$,λ)).     

Exposants de Lyapounov pour opérateurs de Schrödinger discrètes quasi-périodiquesLyapounov exponents for discrete,quasi-periodic Schrödinger operators

We consider quasi-periodic Schrödinger operators H on $\text{Z}$ of the form H=H_λ,x,ω=λv(x+nω)δ_n,n′+Δ where v is a non-constant real analytic function on the d-torus $\text{T}{}^{\mathrm{d}}\text{(d?1)}$ and Δ denotes the discrete lattice Laplacian on $\text{Z}$. Denote by L_ω(E) the Lyapounov exponent, considered as function of the energy E and the rotation vector $\text{ω∈}\text{T}{}^{\mathrm{d}}$. It is shown that for |λ|>λ₀(v), there is the uniform minoration $\text{L}{}_{\mathrm{\omega }}\text{(E)>}\text{1}\text{2}\text{log}\text{|λ|}$ for all E and ω. For all λ and ω, L_ω(E) is a continuous function of E. Moreover, L_ω(E) is jointly continuous in (ω,E), at any point $\text{(ω}{}_0\text{,E}{}_0\text{)∈}\text{T}{}^{\mathrm{d}}\text{×}\text{R}$ such that k·ω₀≠0 for all $\text{k∈}\text{Z}{}^{\mathrm{d}}\text{?{0}}$. To cite this article: J. Bourgain, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 529–531.     

Spectral measures and the Bade reflexivity theorem

Let $\text{B}$ be a strongly equicontinuous Boolean algebra of projections on the quasi-complete locally convex space X and assume that the space L(X) of continuous linear operators on X is sequentially complete for the strong operator topology. Methods of integration with respect to spectral measures are used to show that the closed algebra generated by $\text{B}$ in L(X) consists precisely of those continuous linear operators on X which leave invariant each closed $\text{B}$-invariant subspace of X.     

Optimal solution of a Monge-Kantorovitch transportation problem

Suppose that P and Q are probabilities on a separable Banach space $\text{E}$. It is known that if (P, Q) satisfies certain regularity conditions and a random variable X has law P, then there exists a function $\text{f :}\text{E}\text{→}\text{E}$, such that the function f(X) has the law Q and the random pair (X, f(X)) is an optimal coupling for the Monge-Kantorovitch problem. In this paper we provide an approximation of the function f when the law Q is discrete. Thenwe extend this main result to any law Q. The proofs are based on a relationship between optimal couplings and nonlinear equations.     

Scaling limits for point random fields

If X is a point random field on $\text{R}$^d then convergence in distribution of the renormalization C_λ|X_λ ? α_λ| as λ → ∞ to generalized random fields is examined, where C_λ > 0, α_λ are real numbers for λ > 0, and X_λ(f) = λ^?dX(f_λ) for $\text{f}{}_{\mathrm{\lambda }}\text{(x) = f(}\text{x}\text{λ}\text{)}$. If such a scaling limit exists then C_λ = λ^θg(λ), where g is a slowly varying function, and the scaling limit is self-similar with exponent θ. The classical case occurs when $\text{θ =}\text{d}\text{2}$ and the limit process is a Gaussian white noise. Scaling limits of subordinated Poisson (doubly stochastic) point random fields are calculated in terms of the scaling limit of the environment (driving random field). If the exponent of the scaling limit is $\text{θ =}\text{d}\text{2}$ then the limit is an independent sum of the scaling limit of the environment and a Gaussian white noise. If $\text{θ <}\text{d}\text{2}$ the scaling limit coincides with that of the environment while if $\text{θ >}\text{d}\text{2}$ the limit is Gaussian white noise. Analogous results are derived for cluster processes as well.     

Projections on spaces of invariant functions

Let (X, ∑, μ) be a measure space and S be a semigroup of measure-preserving transformations T:X → X. In case μ(X) < ∞, Aribaud [1] proved the existence of a positive contractive projection P of L¹(μ) such that for every $\text{? ? L}{}^1\text{(μ), Pf}$ belongs to the closure $\text{C}{}_1\text{(?)}\text{in}\text{L}{}^1\text{(μ)}$ of the convex hull $\text{C(?)}$ of the set {$\text{? ○ T:T ? S}$}. In this paper we extend this result in three directions: we consider infinite measure spaces, vector-valued functions, and L^p spaces with 1 ? p < ∞, and prove that P is in fact the conditional expectation with respect to the σ-algebra Λ of sets of ∑ which are invariant with respect to all T?S.     

Invariant subspaces of analytic multiparticle Hamiltonians

The quantum mechanics of n particles interacting through analytic two-body interactions can be formulated as a problem of functional analysis on a Hilbert space $\text{G}$ consisting of analytic functions. On $\text{G}$, there is an Hamiltonian H with resolvent R(λ). These quantities are associated with families of operators H(?) and R(λ, ?) on $\text{L}$, the case ? = 0 corresponding to standard quantum mechanics. The spectrum of H(?) consists of possible isolated points, plus a number of half-lines starting at the thresholds of scattering channels and making an angle 2? with the real axis.Assuming that the two-body interactions are in the Schmidt class on the two-particle space $\text{G}$, this paper studies the resolvent R(λ, ?) in the case ? ≠ 0. It is shown that a well known Fredholm equation for R(λ, ?) can be solved by the Neumann series whenever ¦λ¦ is sufficiently large and λ is not on a singular half-line. Owing to this, R(λ, ?) can be integrated around the various half-lines to yield bounded idempotent operators P_p(?) (p = 1, 2,…) on $\text{L}$. The range of P_p(?) is an invariant subspace of H(?). As ? varies, the family of operators P_p(?) generates a bounded idempotent operator P_p on a space $\text{G}$. The range of this is an invariant subspace of H. The relevance of this result to the problem of asymptotic completeness is indicated.     

Markov inequalities on partially ordered spaces

Let X(ω) be a random element taking values in a linear space $\text{X}$ endowed with the partial order ≤; let $\text{G}$₀ be the class of nonnegative order-preserving functions on $\text{X}$ such that, for each g∈$\text{G}$₀, E[g(X)] is defined; and let $\text{G}$₁?$\text{G}$₀ be the subclass of concave functions. A version of Markov's inequality for such spaces in P(X ≥ x) ≤ inf_$\text{G}$0E[g(X)]/g(x). Moreover, if E(X) = ξ is defined and if Jensen's inequality applies, we have a further inequality P(X≥x) ≤ inf_$\text{G}$1E[g(X)]/g(x) ≤ inf_$\text{G}$1g(ξ)/g(x). Applications are given using a variety or orderings of interest in statistics and applied probability.     

The second largest eigenvalue of a tree

Denote by λ₂(T) the second largest eigenvalue of a tree T. An easy algorithm is given to decide whether λ₂(T)?λ for a given number λ, and a structure theorem for trees withλ₂(T)?λ is proved. Also, it is shown that a tree T with n vertices has $\text{λ}{}_2\text{(T)?lsqb}\text{(n?3)}\text{2}\text{rsqb}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$; this bound is best possible for odd n.     

The operator-valued Feynman-Kac formula with noncommutative operators

Let X(t) be a right-continuous Markov process with state space E whose expectation semigroup S(t), given by S(t) φ(x) = E_x[φ(X(t))] for functions φ mapping E into a Banach space L, has the infinitesimal generator A. For each x?E, let V(x) generate a strongly continuous semigroup T_x(t) on L. An operator-valued Feynman-Kac formula is developed and solutions of the initial value problem $\text{?u}\text{?t}\text{= Au + V(x)u, u(0) = φ}$ are obtained. Fewer conditions are assumed than in known results; in particular, the semigroups {T_x(t)} need not commute, nor must they be contractions. Evolution equation theory is used to develop a multiplicative operative functional and the corresponding expectation semigroup has the infinitesimal generator A + V(x) on a restriction of the domain of A.     

Compact holomorphic mappings on Banach spaces and the approximation property

Let $\text{H}$(E) be the space of complex valued holomorphic functions on a complex Banach space E. The approximation property for $\text{H}$(E), endowed with various natural locally convex topologies, is studied. For example, $\text{H}$(E) with the compact-open topology has the approximation property if and only if E has the approximation property. In order to characterize when $\text{H}$(E) has the approximation property for topologies other than the compact-open, the notion of a compact holomorphic map between Banach spaces in introduced and studied.