Multivalued Stochastic Differential Equations: Convergence of a Numerical Scheme

In this paper we show the strong mean square convergence of a numerical scheme for a R ^d -multivalued stochastic differential equation: dX _t +A(X _t )dtb(t,X _t )dt+(t,X _t )dW _t and obtain the rate of convergence O(( log(1/)^1/2) when the diffusion coefficient is bounded. By introducing a discrete Skorokhod problem, we establish L ^p -estimates (p2) for the solutions and prove the convergence by using a deterministic result. Numerical experiments for the rate of convergence are presented.     

Regularity and Unit-regularity of Generalized Semigroups of Linear Transformations

Let V and W be vector spaces over a division ring D and L_D (V, W) the set of all linear transformations from V into W. For L_D(W, V), let (L_D (V, W), ) denote the semigroup L_D (V, W) with the operation * defined by * = for all , L_D(V, W). By a unit-regular semigroup we mean a semigroup S with identity having the property that for each a S, a = aua for some unit u S. The main purpose of this paper is to prove the following statements. The semigroup (L_D(V, W), ) is regular if and only if V = {0}, W = {0} or is an isomorphism from W onto V. The semigroup (L_D (V, W), ) is unit-regular if and only if (i) V = {0}, (ii) W = {0} or (iii) is an isomorphism from W onto V and dim_D V .     

Opérateurs différentiels associés à certaines représentations unitaires d'un groupe de Lie résoluble exponentiel

Soient G = exp g un groupe de Lie résoluble exponentiel et H = exp h un sous-groupe connexe de G. Soient un caractère unitaire de H et = Ind_H ^G. Soit D(G/H) l'algèbre des opérateurs différentiels G-invariants sur G/H. Une question posée par Duflo et Corwin-Greenleaf consiste à voir si la finitude des multiplicités de est équivalente à la commutativité de D (G/H). Nous répondons positivement à cette question quand H est normal dans G. Lorsque H n'est pas normal, nous préparons le terrain pour d'espaces homogènes nilpotents et nous répondons à la question dans différents cas. Nous étudions finalement l'algèbre D (G) ^H , des opérateurs différentiels qui laissent l'espace des vecteurs C de invariant et qui commuttent avec l'action de H sur cet espace.     

A weighted Poincaré inequality and removable singularities for harmonic maps

We give a sufficient condition on a closed subset R ⁿ for the weighted Poincaré inequality (1.5) below to be valid. As an application, we prove that, for any 2p<n and any such closed subset R ⁿ , if uC ¹( , N) W ^1,p (, N) is a stationary p-harmonic map such that |Du| ^p (x) dx is sufficiently small, then uC ¹(, N). This extends previously known removal singularity theorems for p-harmonic maps. Mathematics Subject Classification (2000):58E20, 58J05, 35J60This revised version was published online in September 2003 with a corrected date of receipt of the article.     

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.     

Explicitly solvable model of Mössbauer scattering

An explicitly solvable model of Mössbauer scattering of rays by a nucleus bound in a harmonic-oscillator potential is constructed. The probability of elastic scattering, which is proportional to the Debye—Waller factor, is calculated in the framework of the explicitly solvable scattering problem. It is assumed that the rms deviation x of the nucleus and the photon wave numberk satisfykxE /E , whereE andE are typical energy levels of the photon and the oscillator states.St Petersburg State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 3, pp. 439–430, June, 1993.     

Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Let {X _k , 1 k n} be n independent and real-valued random variables with common subexponential distribution function, and let {k, 1 k n} be other n random variables independent of {X _k , 1 k n} and satisfying a _k b for some 0 < a b < for all 1 k n. This paper proves that the asymptotic relations P (max_{1 m n k=1} ^m _k X _k > x) P (sum _k=1 ⁿ _k X _k > x) sum _k=1 ⁿ P ( _k X _k > x) hold as x . In doing so, no any assumption is made on the dependence structure of the sequence { _k , 1 k n}. An application to ruin theory is proposed.     

On the convergence of orthogonal series to +∞

For any sequence of numbers _n0, _n=1 a _n ² =, a uniformly bounded orthonormal system of continuous functions _n(x) which is complete in L₂ (0, 1), and a sequence of numbers b_n(0< b_na_n) are constructed such that _n=1 ^Emphasis> b_nn(x)= everywhere on (0, 1).Translated from Matematicheskie Zametki, Vol. 11, No. 5, pp. 499–508, May, 1972.     

Optimal selection of the four best of a sequence

We consider the situation in which the decision-maker is allowed to have four choices with purpose to choose exactly the four absolute best candidates fromN applicants. The optimal stopping rule and the maximum probability of making the right choice are given for largeNN, the maximum asymptotic value of the best choice being lim _N P(win)0.12706.     

Resolvent of the Toeplitz operator may increase arbitrarily fast

It is proved that for every sequence of points _n from the unit circle, _n1, and for an arbitrary sequence of positive numbers A_n, A_n, there exists a continuous real function u, such that for the Toeplitz operator T (acting in the Hardy space H²) with the symbol =e ^iu we have the estimates (T–_nI)^–1>A_n, n.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova, AN SSSR, Vol. 157, pp. 175–177, 1987.     

Equivalence Bimodule Between Non-Commutative Tori

The non-commutative torus C ^*(ⁿ,) is realized as the C*-algebra of sections of a locally trivial C*-algebra bundle over S with fibres isomorphic to C ^*n/S, ₁) for a totally skew multiplier ₁ on ⁿ/S. D. Poguntke [9] proved that A is stably isomorphic to C(S) C(^*( Zⁿ/S, ₁) C(S) A M_kl( C) for a simple non-commutative torus A and an integer kl. It is well-known that a stable isomorphism of two separable C*-algebras is equivalent to the existence of equivalence bimodule between them. We construct an A-C(S) A-equivalence bimodule.     

Hardy algebras, <Emphasis Type="Italic">W</Emphasis>*-correspondences and interpolation theory

Given a von Neumann algebra M and a W*-correspondence E over M, we construct an algebra H(E) that we call the Hardy algebra of E. When M= =E, H(E) is the classical Hardy space H of bounded analytic functions on the unit disc. When M= and E= H(E) is the free semigroup algebra studied by Popescu, Davidson and Pitts and many others. We show that given any faithful normal representation of M on a Hilbert space H there is a natural correspondence E over the commutant (M), called the -dual of E, and that H(E) can be realized in terms of (B(H)-valued) functions on the open unit ball ((E)*) in the space of adjoints of elements in E. We prove analogues of the Nevanlinna-Pick theorem in this setting and discover other aspects of the value distribution theory for elements in H(E). We also analyze the boundary behavior of elements in H(E) and obtain generalizations of the Sz.-Nagy–Foia functional calculus and the functional calculus of Popescu for c.n.c. row contractions. The correspondence E has a dual that is naturally isomorphic to E and the commutants of certain, so-called induced representations of H(E) can be viewed as induced representations of H(E). For these induced representations a double commutant theorem is proved.Supported in part by grants from the National Science Foundation and from the U.S.-Israel Binational Science Foundation.Supported in part by the U.S.-Israel Binational Science Foundation and by the Fund for the Promotion of Research at the Technion.Revised version: 11 March 2004     

Representations of integers as sums of powers with increasing exponents

Let(n) be the least integer such thatn may be represented in the formn=x ₁ ² +x ₂ ³ +...+x _(n) ⁽ⁿ⁾⁺¹ wherex ₁,x ₂, ...,x _(n) are natural numbers. We computed(n) forn 250 000 and found that(n) 5 for all thesen exceptn=56, 160 for which(n)=6. Also(n) 4 for 41542<n<=250 000.     

High levelm-harmonic cardinal B-splines

We generalize the notion ofm-harmonic cardinal B-spline defined in [Rabut, [6c]] to obtain B-splines on an infinite regular grid, which are halfway between elementary B-splines and the Lagrangean cardinal spline function. We give the main properties of these functions: Fourier transform, decay when x , integration,P _k -reproduction (fork<-2m–1) of the associated B-spline approximation, etc. We show that, in some sense, high levelm-harmonic B-splines may be considered as a finer regular approximation of the Dirac distribution than the elementarym-harmonic B-splines are.     

Harmonic functions on nilpotent groups

For a probability measure on a locally compact groupG which is not supported on any proper closed subgroup, an elementF ofL (G) is called -harmonic if F(st)d(t)=F(s), for almost alls inG. Constant functions are -harmonic and it is known that for abelianG all -harmonic functions are constant. For other groups it is known that non constant -harmonic functions exist and the question of whether such functions exist on nilpotent groups is open, though a number of partial results are known. We show that for nilpotent groups of class 2 there are no non constant -harmonic functions. Our methods also enable us to give new proofs of results similar to the known partial results.     

On the lower Markov spectrum

C. Hightower found two infinite sequences of gaps in the Markov spectrum, ( _n , _n ) and ( _n , _n ) with _n and _n both Markov elements, converging to . This paper exhibits Markov elements _n ^* and _n ^* such that, for alln 1, ( _n ^* , _n ) and ( _{n n} ^* ) are gaps in the Markov spectrum. Other results include showing that, for alln 1, _n is completely isolated, while the other endpoints of the gaps are limit points in the Markov spectrum.     

Simple minimum coverings ofK n with copies ofK 4 −e

Summary AK ₄–e design of ordern is a pair (S, B), whereB is an edge-disjoint decomposition ofK _n (the complete undirected graph onn vertices) with vertex setS, into copies ofK ₄–e, the graph on four vertices with five edges. It is well-known [1] thatK ₄–e designs of ordern exist for alln 0 or 1 (mod 5),n 6, and that if (S, B) is aK ₄–e design of ordern then |B| =n(n – 1)/10.Asimple covering ofK _n with copies ofK ₄–e is a pair (S, C) whereS is the vertex set ofK _n andC is a collection of edge-disjoint copies ofK ₄–e which partitionE(K_n)P, for some . Asimple minimum covering ofK _n (SMCK _n) with copies ofK ₄–e is a simple covering whereP consists of as few edges as possible. The collection of edgesP is called thepadding. Thus aK ₄–e design of ordern isSMCK _n with empty padding.We show that forn 3 or 8 (mod 10),n 8, the padding ofSMCK _n consists of two edges and that forn 2, 4, 7 or 9 (mod 10),n 9, the padding consists of four edges. In each case, the padding may be any of the simple graphs with two or four edges respectively. The smaller cases need separate treatment:SMCK ₅ has four possible paddings of five edges each,SMCK ₄ has two possible paddings of four edges each andSMCK ₇ has eight possible paddings of four edges each.The recursive arguments depend on two essential ingredients. One is aK ₄–e design of ordern with ahole of sizek. This is a triple (S, H, B) whereB is an edge-disjoint collection of copies ofK ₄–e which partition the edge set ofK _n\K_k, whereS is the vertex set ofK _n, and is the vertex set ofK _k. The other essential is acommutative quasigroup with holes. Here we letX be a set of size 2n 6, and letX = {x ₁, x₂, ..., x_n} be a partition ofX into 2-element subsets, calledholes of size two. Then a commutative quasigroup with holesX is a commutative quasigroup (X, ) such that for each holex _i X, (x_i, ) is a subquasigroup. Such quasigroups exist for every even order 2n 6 [4].     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

On the Rate of Clustering to the Strassen Set for Increments of the Uniform Empirical Process

We obtain outer rates of clustering in the functional laws of the iterated logarithm of Deheuvels and Mason⁽¹¹⁾ and Deheuvels,⁽⁷⁾ which describe local oscillations of empirical processes. Considering increment sizes a _n 0 such that na _n and na _n(log n)^–7/3 we show that the sets of properly rescaled increment functions cluster with probability one to the _n-enlarged Strassen ball in B(0, 1) endowed with the uniform topology, where _n 0 may be chosen so small as (log (1/a _n) + log log n)^–2/3 for any sufficiently large . This speed of coverage is reduced for smaller a _n.     

Analogues of hadwiger's theorem in space ℝ n —Sufficient conditions for a convex domain to enclose another

We estimate the kinematic measure of one convex domain moving to another under the groupG of rigid motions in ⁿ . We first estimate the kinematic formula for the total scalar curvature D ₀gD ₁ Rdv of then–2 dimensional intersection submanifold D ₀gD ₁. Then we use Chern and Yen's kinematic fundamental formula and our integral inequality to obtain a sufficient condition for one convex domain to contain another in ⁿ (4). Forn=4, we directly obtain another sufficient condition in ⁴.