Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

Problem of instability in the first approximation

Let E be a Banach space, A be a continuous linear operator such that (A) ; Re>0 Ø, and F(t, x) be a continuous function on [0, )×E satisfying the condition F(t, x) q x (q= const). An example of a system dx/dt=Ax + F(t, x) is given which has an exponentially stable zero solution for certain F(t, x) with arbitrarily small q.Translated from Matematicheskie Zametki, Vol. 23, No. 5, pp. 721–723, May, 1978.     

The Cesàro-Denjoy-Bochner scale of almost periodicity

, —— , . , f, ——, —. .     

A sandwich theorem and Hyers—Ulam stability of affine functions

It is shown that two real functionsf andg, defined on a real intervalI, satisfy the inequalitiesf(x + (1 – )y) g(x) + (1 – )g(y) andg(x + (1 – )y) f(x) + (1 – )f(y) for allx, y I and [0, 1], iff there exists an affine functionh: I such thatf h g. As a consequence we obtain a stability result of Hyers—Ulam type for affine functions.     

G8 estimator of solutions of systems of linear algebraic equations

For linear forms of regularized solutions (x, c)=Re c' · Re[I + i)+A'A_n ^–1]^–1 A'_nb of systems of equations Ax=b, where A is an n×m matrix, x, c, b are vectors, and _n is a sequence of constants, we propose the estimator , where is any measurable solution of the equation ()Re[1+₁a(())]²+ (₁–₂)(1+₁(gq()))=, a(y)=n^–1 Sp[Iy+^–1Z_s'Z^s+ iI]^–1, , _i=n_n ²_n ^–1s_n ^–1, ⁿ=mI_n ²_n ^–1s_n ^–1, X_i are independent observations on the matrix A. Under certain conditions, it is proved that G₈ is a consistent estimator for n and 0.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 66, pp. 111–119, 1988.     

Solution of two sequencing problems

The solution of the following problems is offered. Suppose a multiset J (¦J¦=p) is given. For each pair of elements and J, a number 1 P is given. Moreover, if 1 < x<p then x is undefined. If x=1, then x=p. Problem 1. Find the permutation ₁..._F of elements of the multiset J satisfying the following conditions. Let _i, _i=. If i,j < x, thenj <i. If i,j > x, then i<j. Such a permutation is called a PC-schedule. Problem 2. Find a PC-schedule in which the following property holds: if i < x < j, _i=, _j=, then. Such a PC-schedule is called an SC-schedule. The conditions under which these problems have solutions are studied. For their solution an algorithm of shifts is used with the complexity O(¦B(J)¦²¦J¦).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 124, pp. 44–72, 1983.     

Spline polynomials with a prescribed sequence of extrema

In the present note a theorem about strong suitability of the space of algebraic polynomials of degree n in C[a,b] (Theorem A in [1]) is generalized to the space of spline polynomials _{[a, b} ^{]n, k} (n2, 0) in C[a, b]. Namely, it is shown that the following theorem is valid: for arbitrary numbers ₀, ₁, ..., _n+k, satisfying the conditions (_i–_i–1) (_{i+1{ i}< 0(i=1, ..., n +k–1), there is a unique polynomials _n,k (t) _{[a, b} ^]/n,k and pointsa=₀,<₁<...< _n+k– 1< _n+k = b (₁1 <_n, ..., _kk<_n+k–1), such that s_n,k(_i) = _i(i=0, ..., n + k), s_n,k(_i)=0 (i=1, ..., n + k–1).Translated from Matematicheskii Zametki, Vol. 11, No. 3, pp. 251–258, March, 1972.     

Spectral synthesis on a system of unbounded domains starlike in a common direction

, . . - ₁, ..., ₄, — ; =(₁,)×...×H(₄), — H(₁, ..., H(₄), r H(₁) — , ₁ ; D: HH- . , D. , ₁..., ₄ , (.. z₁ z+te^ia ₁ t>0), W H .     

On a new class of multiplicative pseudo-random number generators

In the computing literature, there are few detailed analytical studies of the global statistical characteristics of a class of multiplicative pseudo-random number generators.We comment briefly on normal numbers and study analytically the approximately uniform discrete distribution or (j,)-normality in the sense of Besicovitch for complete periods of fractional parts {x _{0 1} ⁱ /p} on [0, 1] fori=0, 1,..., (p–1)p^–1–1, i.e. in current terminology, generators given byx _{n+1 1} x _n mod p wheren=0, 1,..., (p–1)p ^–1–1,p is any odd prime, (x ₀,p)=1, ₁ is a primitive root modp ², and 1 is any positive integer.We derive the expectationsE(X, ),E(X ², ),E(X _nX_n+k); the varianceV(X, ), and the serial correlation coefficient k. By means of Dedekind sums and some results of H. Rademacher, we investigate the asymptotic properties of k for various lagsk and integers 1 and give numerical illustrations. For the frequently used case =1, we find comparable results to estimates of Coveyou and Jansson as well as a mathematical demonstration of a so-called rule of thumb related to the choice of ₁ for small k.Due to the number of parameters in this class of generators, it may be possible to obtain increased control over the statistical behavior of these pseudo-random sequences both analytically as well as computationally.     

Замечания о Сходкмости лагранжева интерполрования

( qP. )     

The Milnor–Totaro Theorem for Space Polygons

If denotes the curvature and the torsion of a closed, generic, and oriented polygonal space curve X in , then we show that _X (² + ²) ds = _X ds + _X | | ds > 4 if is positive. We also show that _X (² + ²) ds 2n if no four consecutive vertices lie in a plane and X has linking number n with a straight line. These extend theorems of Milnor and Totaro.     

A generalization of Pal-type interpolation

. .     

Subalgebras that are cyclic as submodules

Let R be an associative, commutative, unital ring. By a R-algebra we mean a unital R-module A together with a R-module homomorphism : _R ⁿ AA (n2). We raise the question whether such an algebra possesses either an idempotent or a nilpotent element. In section 1 an affirmative answer is obtained in case R=k is an algebraically closed field and dim_kA<, as well as in case R=, dimS<, and n0(2). Section 2 deals with the case of reduced rings R and R-algebras which are finitely generated and projective as R-modules. In section 3 we show that the generic algebra over an integral domain D fails to have nilpotent elements in any integral domain extending its base ring D_n,m, and thus acquires an idempotent element in some integral domain extending D_n,m.Partially supported by National Science Foundation Grant GP-38229.     

On unconditionally convergent basis expansions in the space of continuous functions

[0,1], - H .

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This paper was written during the author's scholarship at the State University of Odessa in the USSR.     

Asymptotic behavior of the dwell time distribution for a random walk on a positive semi-axis

Let ₁, ₂, ... be a sequence of independent identically distributed random variables with zero means. We consider the functional _n = _k=o ⁿ (S _k ) where S₁=0, S_k= _i=1 ^k _i (k1) and(x)=1 for x0,(x) = 0 for x<0. It is readily seen that _n is the time spent by the random walk S_n, n0, on the positive semi-axis after n steps. For the simplest walk the asymptotics of the distribution P (_n = k) for n and k, as well as for k = O(n) and k/n<1, was studied in [1]. In this paper we obtain the asymptotic expansions in powers of n^–1 of the probabilities P(h_n = nx) and P(nx_{1 n} nx₂) for 0<₁, x = k/n ₂<1, 0<₁x₁2₂<1.Translated from Matematicheskie Zametki, Vol. 15, No. 4, pp. 613–620, April, 1974.The author wishes to thank B. A. Rogozin for valuable discussions in the course of his work.     

The Ramsey property for collections of sequences not containing all arithmetic progressions

A family of sequences has the Ramsey property if for every positive integerk, there exists a least positive integerf (k) such that for every 2-coloring of {1,2, ...,f (k)} there is a monochromatick-term member of . For fixed integersm > 1 and 0 q < m, let _q(m) be the collection of those increasing sequences of positive integers {x ₁,..., x_k} such thatx _i+1 – x_i q(modm) for 1 i k – 1. Fort a fixed positive integer, denote byA _t the collection of those arithmetic progressions having constant differencet. Landman and Long showed that for allm 2 and 1 q < m, _q(m) does not have the Ramsey property, while _q(m) A _m does. We extend these results to various finite unions of _q(m) 's andA _t 's. We show that for allm 2, _q=1 ^m–1 _q(m) does not have the Ramsey property. We give necessary and sufficient conditions for collections of the form _q(m) ( _{t T} A _t) to have the Ramsey property. We determine when collections of the form _a(m₁) _b(m₂) have the Ramsey property. We extend this to the study of arbitrary finite unions of _q(m)'s. In all cases considered for which has the Ramsey property, upper bounds are given forf .     

A functional inequality for real-analytic functions

Summary Forf ( C ⁿ() and 0 t x letJ _n (f, t, x) = (–1)ⁿ f(–x)f ⁽ⁿ⁾(t) +f(x)f ⁽ⁿ⁾ (–t). We prove that the only real-analytic functions satisfyingJ _n (f, t, x) 0 for alln = 0, 1, 2, are the exponential functionsf(x) = c e ^x,c, . Further we present a nontrivial class of real-analytic functions satisfying the inequalitiesJ ₀ (f, x, x) 0 and ₀ ^x (x – t)^{n – 1}J_n(f, t, x)dt 0 (n 1).     

Regularity of ∫Ω|∇u|2 + λ∫Ω|u−f{2 and some gap phenomenon

We study the regularity of the minimizer u for the functional F (u,f)=|u|² + |u–f{² over all maps uH ¹(, S ²). We prove that for some suitable functions f every minimizer u is smooth in if ₀ and for the same functions f, u has singularities when is large enough.

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Résumé On étudie la régularité des minimiseurs u du problème de minimisation min_ueH ¹(,S²)(|u|² + |u–f{². On montre que pour certaines fonctions f, u est régulière lorsque ₀ et pour les mêmes f, si est assez grand, alors u possède des singularités.

     

On Universal Representation of Random Graphs

It is shown that every probability measure on the interval [0, 1] gives rise to a unique infinite random graph g on vertices {v₁, v₂, . . .} and a sequence of random graphs gn on vertices {v₁, . . . , v_n} such that . In particular, for Bernoulli graphs with stable property Q, can be strengthened to: probability space (, F, P), set of infinite graphs G(Q) , F with property Q such that .AMS Subject Classification: 05C80, 05C62.     

On the projected subgradient method for nonsmooth convex optimization in a Hilbert space

We consider the method for constrained convex optimization in a Hilbert space, consisting of a step in the direction opposite to an _k -subgradient of the objective at a current iterate, followed by an orthogonal projection onto the feasible set. The normalized stepsizes _k are exogenously given, satisfying _{k=0 k} = , _{k=0 k} ² < , and _k is chosen so that _{k k} for some > 0. We prove that the sequence generated in this way is weakly convergent to a minimizer if the problem has solutions, and is unbounded otherwise. Among the features of our convergence analysis, we mention that it covers the nonsmooth case, in the sense that we make no assumption of differentiability off, and much less of Lipschitz continuity of its gradient. Also, we prove weak convergence of the whole sequence, rather than just boundedness of the sequence and optimality of its weak accumulation points, thus improving over all previously known convergence results. We present also convergence rate results. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Research of this author was partially supported by CNPq grant nos. 301280/86 and 300734/95-6.