A limit theorem for expectations conditional on a sum

Let ξ₁, ξ₂, ξ₃,... be a sequence of independent random variables, such that μ _j ?E[ξ _j ], 0<α?Var[ξ _j ] andE[|ξ _j ?μ _j |^2+δ] for some δ, 0<δ?1, and everyj?1. IfU and ξ₀ are two random variables such thatE[ξ ₀ ² ]<∞ andE[|U|ξ ₀ ² ]<∞, and the vector 〈U,ξ〉 is independent of the sequence {ξ _j :j?1}, then under appropriate regularity conditions $$E\left[ {U\left| {\xi _0 + S_n } \right. = \sum\limits_{j = 1}^n {\mu _j + c_n } } \right] = E[U] + O\left( {\frac{1}{{s_n^{1 + \delta } }}} \right) + O\left( {\frac{{|c_n |}}{{s_n^2 }}} \right)$$ whereS _n ?ξ₁+ξ₂+?+ξ _n ,μ _j ?E[ξ _j ],s _n ² ?Var[S _n ], andc _n =O(s _n ).     

On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in LEP

The weak convergence of certain functionals of a sequence of stochastic processes is investigated. The functionals under consideration are of the form f_φ(x) = ∫ φ (t, x(t))μ(dt). The main result is as follows: If a sequence $\text{{ξ}{}_{\mathrm{n}}\text{:}\text{n}\text{∈}\text{Z}$ is weakly tight in a certain sense, and, in addition, the finite dimensional distributions of the processes converge weakly, then this implies weak convergence of the functionals (f_φ1(ξ_n),…, f_φm(ξ_n)) to (f_φ1(ξ₀),…, f_φm(ξ₀)). Necessary and sufficient conditions for weak tightness are stated and applications of the results to the case of L^E_p-valued stochastic processes are given, ln particular it is shown that the usual tightness condition for weak convergence of such processes can be considerably weakened.     

A general approach to optimal control of a regression experiment

Let $\text{θ}\text{θ}\text{?}$ = ($\text{θ}\text{θ}\text{?}$₁, $\text{θ}\text{θ}\text{?}$₂, …, $\text{θ}\text{θ}\text{?}$_n)′ be the least-squares estimator of θ = (θ₁, θ₂, …, θ_n)′ by the realization of the process y(t) = Σ_{k = 1}ⁿθ_kf_k(t) + ξ(t) on the interval T = [a, b] with f = (f₁, f₂, …, f_n)′ belonging to a certain set X. The process satisfies E(ξ(t))≡0 and has known continuous covariance r(s, t) = E(ξ(s)ξ(t)) on T × T. In this paper, A-, D-, and D_s-optimality are used as criteria for choosing f in X. A-, D-, and D_s-optimal models can be constructed explicitly by means of r.     

Valeurs aux entiers négatifs des séries de Dirichlet associées a un polynôme,I

In this paper, we are studying Dirichlet series Z(P,ξ,s) = Σ_n?$\text{N}$^1rP(n)^?s ξⁿ, where P ∈ $\text{R}$₊ [X₁,…,X_r] and ξⁿ = ξ₁ⁿ¹ … ξ_r^nr, with ξ_i ∈ $\text{C}$, such that |ξ_i| = 1 and ξ_i ≠ 1, 1 ≦ i ≦ r. We show that Z(P, ξ,·) can be continued holomorphically to the whole complex plane, and that the values Z(P, ξ, ?k) for all non negative integers, belong to the field generated over $\text{Q}$ by the ξ_i and the coefficients of P. If, there exists a number field K, containing the ξ_i, 1 ≦ i ≦ r, and the coefficients of P, then we study the denominators of Z(P, ξ, ?k) and we define a $\text{B}$-adic function Z$\text{B}$(P, ξ,·) which is equal, on class of negative integers, to Z(P, ξ, ?k).     

A Characterization of L-orthogonal Polynomials from?Three Term Recurrence Relations

We consider the sequence of polynomials {Q _n } satisfying the L-orthogonality ?[z ^?n+m Q _n (z)]=0, 0??m??n?1, with respect to a linear functional ? for which the moments ?[t ⁿ ]=?? _n are all complex. Under certain restriction on the moment functional these polynomials also satisfy a three term recurrence relation. We consider three special classes of such moment functionals and characterize them in terms of the coefficients of the associated three term recurrence relations. Relations between the polynomials {Q _n } associated with two of these special classes of moment functionals are also given. Examples are provided to justify this characterization.     

Regularity and long time behavior of the Boltzmann equation for granular gases

This paper investigates regularity of solutions of the Boltzmann equation with dissipative collisions in a thermal bath. In the case of pseudo-Maxwellian approximation, we prove that for any initial datum f₀(ξ) in the set of probability density with zero bulk velocity and finite temperature, the unique solution of the equation satisfies f(ξ,t)∈H^∞(R³) for all t>0. Furthermore, for any t₀>0 and s?0 the Hs norm of f(ξ,t) is bounded for t?t₀. As a consequence, the exponential convergence to the unique steady state is also established under the same initial condition.     

Extreme points, support points and the Loewner variation in several complex variables

In this paper we consider extreme points and support points for compact subclasses of normalized biholomorphic mappings of the Euclidean unit ball Bn in Cn. We consider the class S0(Bn) of biholomorphic mappings on Bn which have parametric representation, i.e., they are the initial elements f (·, 0) of a Loewner chain f (z, t) = etz + ··· such that {e-tf (·, t)}t 0 is a normal family on Bn. We show that if f (·, 0) is an extreme point (respectively a support point) of S0(Bn), then e-tf (·, t) is an extreme point of S0(Bn) for t 0 (respectively a support point of S0(Bn) for t ∈[0, t0] and some t0 > 0). This is a generalization to the n-dimensional case of work due to Pell. Also, we prove analogous results for mappings which belong to S0(Bn) and which are bounded in the norm by a fixed constant. We relate the study of this class to reachable sets in control theory generalizing work of Roth. Finally we consider extreme points and support points for biholomorphic mappings of Bn generated by using extension operators that preserve Loewner chains.     

Non-uniform Turán-type problems

Given positive integers n,k,t, with 2?k?n, and t<2^k, let m(n,k,t) be the minimum size of a family F of (nonempty distinct) subsets of [n] such that every k-subset of [n] contains at least t members of F, and every (k-1)-subset of [n] contains at most t-1 members of F. For fixed k and t, we determine the order of magnitude of m(n,k,t). We also consider related Turán numbers T_?r(n,k,t) and T_r(n,k,t), where T_?r(n,k,t) (T_r(n,k,t)) denotes the minimum size of a family such that every k-subset of [n] contains at least t members of F. We prove that T_?r(n,k,t)=(1+o(1))T_r(n,k,t) for fixed r,k,t with and n→∞.     

Nikol’skii inequality for algebraic polynomials on a multidimensional Euclidean sphere

We study the sharp Nikol’skii inequality between the uniform norm and the L _q norm of algebraic polynomials of a given (total) degree n ≥ 1 on the unit sphere \(\mathbb{S}^{m - 1} \) of the Euclidean space ? ^m for 1 ≤ q < ∞. We prove that the polynomial ? _n in one variable with unit leading coefficient that deviates least from zero in the space L _q ^ψ (?1, 1) of functions f such that |f| ^q is summable over (?1, 1) with the Jacobi weight ψ(t) = (1 - t)^α(1 + t)^β, α = (m - 1)/2, β = (m - 3)/2 as a zonal polynomial in one variable t = ξ _m , where x = (ξ ₁, ξ ₂, …, ξ _m ) ∈ \(\mathbb{S}^{m - 1} \), is (in a certain sense, unique) extremal polynomial in the Nikol’skii inequality on the sphere \(\mathbb{S}^{m - 1} \). The corresponding one-dimensional inequalities for algebraic polynomials on a closed interval are discussed.     

On the distance from a rational power to the nearest integer

We prove that for any non-zero real number ξ the sequence of fractional parts {ξ(3/2)ⁿ}, n=1,2,3,…, contains at least one limit point in the interval [0.238117…,0.761882…] of length 0.523764…. More generally, it is shown that every sequence of distances to the nearest integer ||ξ(p/q)ⁿ||, n=1,2,3,…, where p/q>1 is a rational number, has both ‘large’ and ‘small’ limit points. All obtained constants are explicitly expressed in terms of p and q. They are also expressible in terms of the Thue-Morse sequence and, for irrational ξ, are best possible for every pair p>1, q=1. Furthermore, we strengthen a classical result of Pisot and Vijayaraghavan by giving similar effective results for any sequence ||ξαⁿ||, n=1,2,3,…, where α>1 is an algebraic number and where ξ≠0 is an arbitrary real number satisfying ξ∉Q(α) in case α is a Pisot or a Salem number.     

On a question of A. Koldobsky

We construct an example of a non-convex star-shaped origin-symmetric body D⊂R³ such that its section function AD,ξ(t):=area(D∩{ξ^⊥+tξ}) is decreasing in t?0 for every fixed direction ξ∈S².     

Conditions for the convergence in distribution of maxima of stationary normal processes

The asymptotic distribution of the maximum M_n=max_1?t?nξ_t in a stationary normal sequence ξ₁,ξ,… depends on the correlation r_t between ξ₀ and ξ_t. It is well known that if r_t log t → 0 as t → ∞ or if Σr²_t<∞, then the limiting distribution is the same as for a sequence of independent normal variables. Here it is shown that this also follows from a weaker condition, which only puts a restriction on the number of t-values for which rt log t islarge. The condition gives some insight into what is essential for this asymptotic behaviour of maxima. Similar results are obtained for a stationary normal process in continuous time.     

On the asymptotic behaviour of the empirical random field of the brownian motion

Let ξ_t, t ? 0, be a d-dimensional Brownian motion. The asymptotic behaviour of the random field ??∫^t₀?(ξ_s) ds is investigated, where ? belongs to a Sobolev space of periodic functions. Particularly a central limit theorem and a law of iterated logarithm are proved leading to a so-called universal law of iterated logarithm.     

Optimal designs for nonparametric kernel regression

We consider the fixed design regression model Y_i = g(t_i) + ξ_i, i = 1, …, n, where ξ_i are (not necessarily i.i.d.) no variables, t_i constitute the design points where nonrepeatable measurements are to be taken and Y_i are the observations from which g and its derivatives are to be estimated. The dependency of the Integrated Mean Squared Error of two different types of kernel estimates on the design {t₁, …, t_n} is established. This allows the derivation of asymptotically optimal designs.     

Erdős measures on the Euclidean space and on the group of <Emphasis Type="Italic">A</Emphasis>-adic integers

Let A ∈ M _n (?) be a matrix with eigenvalues greater than 1 in absolute value. The ? ⁿ -valued random variables ξ _t , t ∈ ?, are i.i.d., and P(ξ _t = j) = p _j , j ∈ ? ⁿ , 0 < p ₀ < 1, ∑ _j p _j = 1. We study the properties of the distributions of the ? ⁿ -valued random variable ζ ₁ = ∑ _t=1 ^∞ A ^?t ξ _t and of the random variable ζ = ∑ _t=0 ^∞ A ^t ξ _?t taking integer A-adic values. We obtain a necessary and sufficient condition for the absolute continuity of these distributions. We define an invariant Erd?s measure on the compact abelian group of A-adic integers. We also define an A-invariant Erd?s measure on the n-dimensional torus. We show the connection between these invariant measures and functions of countable stationary Markov chains. In the case when |{j: p _j ≠ 0}| < ∞, we establish the relation between these invariant measures and finite stationary Markov chains.     

Group pursuit in Pontryagin’s nonstationary example

On the interval [t ₀, ∞), we consider the following group pursuit problem with one evader: 1 $$ z_i^{(l)} + a_1 (t)z_i^{(l - 1)} + a_2 (t)z_i^{(l - 2)} + \cdots + a_l (t)z_i = u_i - v, u_i ,v \in V, z_i^{(q)} (t_0 ) = z_i^q , $$ where z _i , u _i , v ∈ R ^v , (v ≥ 2), V is a strictly convex compact set in R ^v , the functions a ₁(t), a ₂(t), …, a _l (t) are continuous, i = 1, 2, …, n and q = 0, 1, …, l ? 1. Let ? _q (t, s) be the solution of the Cauchy problem $$ \begin{gathered} \omega ^{(l)} + a_1 (t)\omega ^{(l - 1)} + a_2 (t)\omega ^{(l - 2)} + \cdots + a_l (t)\omega = 0, \omega ^{(q)} (s) = 1, \hfill \\ \omega ^{(r)} (s) = 0, r = 0, \ldots q - 1,q + 1, \ldots ,l - 1, \hfill \\ \end{gathered} $$ and let $$ \xi _\iota (t) = \varphi _0 (t,t_0 )Z_i^0 + \varphi _1 (t,t_0 )Z_i^1 + \cdots + \varphi _{l - 1} (t,t_0 )Z_i^{l - 1} . $$ We prove that if there exist continuous functions α _i (t) and ξ _i ¹ (t) such that the ξ _i ¹ (t) are Bohr almost periodic on [t ₀, ∞), α _i (t) > 0 for all t ≥ t ₀, lim _t→∞(ξ _i ¹ (t) ? α _i (t)ξ _i (t)) = 0, lim _t→∞(min _i α _i (t) ∝ _t0 ^t |? _l?1(t, s)| ds) = ∞, and there exist points h _i ⁰ ∈ H _i ¹ = {ξ _i ¹ (t), t ∈ [0, ∞)} such that 0 ∈ Int co{h _i ⁰ }, then the pursuit problem with evader discrimination is solvable.     

An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions

We obtain an integro-local limit theorem for the sum S(n) = ξ(1)+?+ξ(n) of independent identically distributed random variables with distribution whose right tail varies regularly; i.e., it has the form P(ξ≥t) = t ^?β L(t) with β > 2 and some slowly varying function L(t). The theorem describes the asymptotic behavior on the whole positive half-axis of the probabilities P(S(n) ∈ [x, x + Δ)) as x → ∞ for a fixed Δ > 0; i.e., in the domain where the normal approximation applies, in the domain where S(n) is approximated by the distribution of its maximum term, as well as at the “junction” of these two domains.     

A central limit theorem for a weighted power variation of a Gaussian process*

Let ρ be a real-valued function on [0, T], and let LSI(ρ) be a class of Gaussian processes over time interval [0, T], which need not have stationary increments but their incremental variance σ(s, t) is close to the values ρ(|t ? s|) as t → s uniformly in s ∈ (0, T]. For a Gaussian processesGfrom LSI(ρ), we consider a power variation V _n corresponding to a regular partition π _n of [0, T] and weighted by values of ρ(·). Under suitable hypotheses on G, we prove that a central limit theorem holds for V _n as the mesh of π _n approaches zero. The proof is based on a general central limit theorem for random variables that admit a Wiener chaos representation. The present result extends the central limit theorem for a power variation of a class of Gaussian processes with stationary increments and for bifractional and subfractional Gaussian processes.     

Slow entropy for some smooth flows on surfaces

We study slow entropy in some classes of smooth mixing flows on surfaces. The flows we study can be represented as special flows over irrational rotations and under roof functions which are C² everywhere except one point (singularity). If the singularity is logarithmic asymmetric (Arnol’d flows), we show that in the scale a_n(t) = n(log n)^t slow entropy equals 1 (the speed of orbit growth is n log n) for a.e. irrational α. If the singularity is of power type (x^?γ, γ ∈ (0, 1)) (Kochergin flows), we show that in the scale a_n(t) = n^t slow entropy equals 1 + γ for a.e. α.We show moreover that for local rank one flows, slow entropy equals 0 in the n(log n)^t scale and is at most 1 for scale n^t. As a consequence we get that a.e. Arnol’d and a.e Kochergin flow is never of local rank one.     

Central limit theorems for a supercritical branching process in a random environment

For a supercritical branching process (Z_n) in a stationary and ergodic environment ξ, we study the rate of convergence of the normalized population W_n=Z_n/E[Z_n|ξ] to its limit W_∞: we show a central limit theorem for W_∞−W_n with suitable normalization and derive a Berry-Esseen bound for the rate of convergence in the central limit theorem when the environment is independent and identically distributed. Similar results are also shown for W_n+k−W_n for each fixed k∈N^∗.