Analysis of a class of fractional programming problems

We propose a solution strategy for fractional programming problems of the form max _xx g(x)/ (u(x)), where the function satisfies certain convexity conditions. It is shown that subject to these conditions optimal solutions to this problem can be obtained from the solution of the problem max _xx g(x) + u(x), where is an exogenous parameter. The proposed strategy combines fractional programming andc-programming techniques. A maximal mean-standard deviation ratio problem is solved to illustrate the strategy in action.     

Sharp Nikolskii inequalities with exponential weights

w _a(x)=exp(–x^a), xR, a0. , N _n (a,p,q) — (2), _n P _nw_ap, CN_n(a,p, q)P_nw_aq. , — , {P _n}, .

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This material is based upon research supported by the National Science Foundation under Grant No. DMS-84-19525, by the United States Information Agency under Senior Research Fulbright Grant No. 85-41612, and by the Hungarian Ministry of Education (first author). The work was started while the second author visited The Ohio State University between 1983 and 1985, and it was completed during the first author's visit to Hungary in 1985.     

Exact estimates for partially monotone approximation

f(x) — , - [–1,1], (f, ) — , as— f, . . (- ) (x _i,x _{i+ 1}) (i=0, 1, ...,s–1; =–1,x _s,=1), f(x) . , n=0,1,... _n() , [– 1,1] signf(x) sign _n(x) 0, ¦f(x)– _n(x)¦ C(s) (f, 1/n+1, C(s) s. , - , « » .     

Canonical Semigroups of States and Cocycles for the Group of Automorphisms of a Homogeneous Tree

Let G=A ut(T) be the group of automorphisms of a homogeneous tree and let d(v,gv) denote the natural tree distance. Fix a base vertex e in T. The function (g)=exp(–d(e,ge)), being positive definte on G, gives rise to a semigroup of states on G whose infinitesimal generator d/d|₌₀=log() is conditionally positive definite but not positive definite. Hence, log() corresponds to a nontrivial cocycle (g): GH in some representation space H . In contrast with the case of PGL(2,), the representation is not irreducible.Let _o (g) be the derivative of the spherical function corresponding to the complementary series of A ut(T). We show that –d(e,ge) and _o (g) come from cohomologous cocycles. Moreover, _o is associated to one of the two (irreducible) special representations of A ut(T).     

Minimality of root vectors of operator functions analytic in an angle

We study the minimality of elementsx _h,j,k of canonical systems of root vectors. These systems correspond to the characteristic numbers _k of operator functionsL() analytic in an angle; we assume that operators act in a Hilbert space . In particular, we consider the case whereL()=I+T()c, >0,I is an identity operator,C is a completely continuous operator, (I- C)^–1c for ¦arg¦, 0<<, the operator functionT() is analytic, and T()c for ¦arg¦<. It is proved that, in this case, there exists >0 such that the system of vectorsC ^v x _h,j,k is minimal in for arbitrary positive <1+, provided that ¦_k¦>.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 5, pp. 545–566, May, 1994.This research was partially supported by the Ukrainian State Committee of Science and Technology.     

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      

Divergence of orthogonal series to +∞

An overall bounded orthonormal set of functions _n (x) is constructed for which there exists a series _m =1 a_nn(x) with coefficients a_n=o(ln'n/n), which diverges to + almost everywhere. The bibliography contains 4 references.Translated from Matematicheskie Zametki, Vol. 2, No. 5, pp. 483–494, November, 1967.     

Critical points of essential norms of singular integral operators in weighted spaces

We show that for any simple piecewise Ljapunov contour there exists a power weight such that the essential norm |S | in the spaceL ₂(, ) does not depend on the angles of the contour and it is given by formula (2). All such weights are described. For the union =₁₂ of two simple piecewise Lyapunov curves we prove that the essential norm |S | inL ₂() is minimal if both ₁ and ₂ are smooth in some neighborhoods of the common points. It is the case when the norm |S | in the spaceL ₂() as well as inL ₂(, ) does not depend on the values of the angles and it can be calculated by formula (5).     

On the existence of wave operators for the Klein-Gordon equation

The problem of existence of wave operators for the Klein-Gordon equation ( _t ² –+²+iV_1t+V₂)u(x,t)=0 (x R ⁿ,t R, n3, >0) is studied where V₁ and V₂ are symmetric operators in L₂(R ⁿ) and it is shown that conditions similar to those of Veseli-Weidmann (Journal Functional Analysis 17, 61–77 (1974)) for a different class of operators are also sufficient for the Klein-Gordon equation.     

On Piecewise-Constant Approximation of Continuous Functions of n Variables in Integral Metrics

We consider the approximation by piecewise-constant functions for classes of functions of many variables defined by moduli of continuity of the form (₁, ..., _n ) = ₁(₁) + ... + _n ( _n ), where _i ( _i ) are ordinary moduli of continuity that depend on one variable. In the case where _i ( _i ) are convex upward, we obtain exact error estimates in the following cases: (i) in the integral metric L ₂ for (₁, ..., _n ) = ₁(₁) + ... + _n ( _n ); (ii) in the integral metric L _p (p 1) for (₁, ..., _n ) = c ₁₁ + ... + c _{n n} ; (iii) in the integral metric L _{(2, ..., 2, 2r)} (r = 2, 3, ...) for (₁, ..., _n ) = ₁(₁) + ... + _{n – 1}( _{n – 1}) + c _{n n} .     

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.

     

Choosing the maximum from a sequence with a discount function

Choosing the maximum value from a sequence ofN independent values is a well known problem often called the candidate problem or secretary problem. This paper treats the above problem with a discount penalty (0<<1) for each additional observation taken. It is shown that asN increases indefinitely, the optimal stopping policy is bounded although the maximum expected payoff goes to zero, and that there exists a sequence 0= ₀<₁<₂<<1, such that the asymptotic optimal stopping rule is the same for all _i–1<_i.     

Аппроксимация субга рмонических функций

The following statement is proved. Letu be a subharmonic function in the region and _u the associated measure. Then there exists a functionf holomorphic in and such that if _f is the associated measure of the function in ¦f¦, then ¦u(z)–ln¦f(z)¦ A¦ln s¦+B¦ln diam¦+ s(¦lns¦+1)+C. hold at every point z for which the setsD(z, t)={w: ¦w–z¦},t(0,s) lie in and satisfy(D(z, t))t both for= _u and for= _f . In the case where is an unbounded region, In diam should be replaced by ln ¦z¦. The constants, , do not depend on andu.

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Durch graduierte Lie-Algebren definierte Paar-Algebren

Pair algebras which have a non degenerate (left- and right-) invariant bilinear form and for which the inner derivation algebra is completely reducible are characterised by pairs (C,), where C is a n×n matrix satisfying certain conditions and is a sequence of n integers equal to 0 or 1. They occur as pair algebras of type (S(C,)_–1,S(C,)₁), xuy=[[x,u],y], where (S(C,)_r)_r is the gradation induced by . in the Kac-Moody algebraS(C). If C is an affin Cartan matrix (as in the case of Lie triple systems), there exists a finite dimensional simple Lie algebrag and a Aut (g), ord =m< such that the pair algebra is isomorphic to the pair algebra (g _–1,g ₁), xuy=[[x,u],y] (product ing), whereg _i. is the eigenspace of of eigenvalue ⁱ, a primitive m-th root of unity.     

Achtdimensionale lokalkompakte Translationsebenen mit großen kompakten Kollineationsgruppen

This paper is part of a program aiming at the classification of all higher-dimensional locally compact translation planes whose collineation groups have large dimension. In the present paper we determine all eight-dimensional locally compact translation planes which admit acompact collineation group of dimension at least 5 acting almost effectively on the translation axis. In fact, is isomorphic either to Spin₄ or toSO ₄(). The case Spin₄() has already been treated elsewhere ([6]). Here, the planes with SO ₄() are explicitly determined and studied in detail.     

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.     

On the almost everywhere convergence of double Fourier series of integrable functions

, . . Q _k [0,2],k=1,2, — . F(x, y)L(T), T=[0, 2]², G(x, y)L(T) , G(x,y)=F(x,y) Q=Q ₁ ×Q ₂ - .     

Computation of Almost Split Sequences with Applications to Relatively Projective and Prinjective Modules

Let be an Artin algebra, let mod be the category of finitely generated -modules, and let Amod be a contravariantly finite and extension closed subcategory. For an indecomposable and not Ext-projective module CA, we compute the almost split sequence 0ABC0 in A from the almost split sequence 0DTrCEC0 in mod. Since the computation is particularly simple if the minimal right A-approximation of DTrC is indecomposable for all indecomposable and not Ext-projective CA, we manufacture subcategories A with the desired property using orthogonal subcategories. The method of orthogonal subcategories is applied to compute almost split sequences for relatively projective and prinjective modules.     

On a problem of B. I. Golubov

. . . : s_n(x) — , _n-(, 1)- n L ². , . , : a _k l ² _n () [0,1] , (*) , (**) . a _k l ² u _n () [0,1] , (**), (*) .     

Harmonic analysis on tori

We consider measurable subsets {ofR}ⁿ with 0<m()<, and we assume that has a spectral set . (In the special case when is also assumed open, may be obtained as the joint spectrum of a family of commuting self-adjoint operators {H _k: 1kn} in L ² () such that each H _k is an extension of i(/x _k) on C _c (), k=1, ..., n.)It is known that is a fundamental domain for a lattice if is itself a lattice. In this paper, we consider a class of examples where is not assumed to be a lattice. Instead is assumed to have a certain inhomogeneous form, and we prove a necessary and sufficient condition for to be a fundamental domain for some lattice in {ofR}ⁿ. We are thus able to decide the question, fundamental domain or not, by considering only properties of the spectrum . Our criterion is obtained as a corollary to a theorem concerning partitions of sets which have a spectrum of inhomogeneous form.Work supported in part by the NSF.Work supported in part by the NSRC, Denmark.