Fractional Poisson equations and ergodic theorems for fractional coboundaries

For a given contractionT in a Banach spaceX and 0<α<1, we define the contractionT _α=Σ _j=1 ^∞ a _j T ^j , where {a _j } are the coefficients in the power series expansion (1-t)^α=1-Σ _j=1 ^∞ a _j t ^j in the open unit disk, which satisfya _j >0 anda _j >0 and Σ _j=1 ^∞ a _j =1. The operator calculus justifies the notation(I−T) ^α :=I−T _α (e.g., (I−T _1/2)²=I−T). A vectory∈X is called an, α-fractional coboundary for T if there is anx∈X such that(I−T) ^α x=y, i.e.,y is a coboundary forT _α . The fractional Poisson equation forT is the Poisson equation forT _α . We show that if(I−T)X is not closed, then(I−T) ^α X strictly contains(I−T)X (but has the same closure). ForT mean ergodic, we obtain a series solution (converging in norm) to the fractional Poisson equation. We prove thaty∈X is an α-fractional coboundary if and only if Σ _k=1 ^∞ T ^k y/k ^1-α converges in norm, and conclude that lim _n ‖(1/n ^1-α)Σ _k=1 ⁿ T ^k y‖=0 for suchy. For a Dunford-Schwartz operatorT onL ₁ of a probability space, we consider also a.e. convergence. We prove that iff∈(I−T) ^α L ₁ for some 0<α<1, then the one-sided Hilbert transform Σ _k=1 ^∞ T ^k f/k converges a.e. For 1<p<∞, we prove that iff∈(I−T) ^α L _p with α>1−1/p=1/q, then Σ _k=1 ^∞ T ^k f/k ^1/p converges a.e., and thus (1/n ^1/p ) Σ _k=1 ⁿ T ^k f converges a.e. to zero. Whenf∈(I−T) ^1/q L _p (the case α=1/q), we prove that (1/n ^1/p (logn)^1/q )Σ _k=1 ⁿ T ^k f converges a.e. to zero.     

Ordering Trees with Nearly Perfect Matchings by Algebraic Connectivity

Let T2k＋1 be the set of trees on 2k＋1 vertices with nearly perfect matchings and α（T） be the algebraic connectivity of a tree T. The authors determine the largest twelve values of the algebraic connectivity of the trees in T2k＋1. Specifically, 10 trees T2,T3,... ,T11 and two classes of trees T（1） and T（12） in T2k＋1 are introduced. It is shown in this paper that for each tree T^′1,T^″1∈T（1）and T^′12,T^″12∈T（12） and each i,j with 2≤i〈j≤11,α（T^′1）=α（T^″1）〉α（Tj）〉α（T^′12）=α（T^″12）.It is also shown that for each tree T with T∈T2k＋1／（T（1）∪{T2,T3,…,T11}∪T（12））,α（T^′12）〉α（T）.     

Abstract Characteristic Function

The characteristic function for a contraction is a classical complete unitary invariant devised by Sz.-Nagy and Foias. Just as a contraction is related to the Szego kernel k_S(z,w) = (1 - z [`(w)])^-1{k_S(z,w) = (1 - z {\overline {w}})^{-1}} for |z|, |w| < 1, by means of (1/k _S )(T, T*) ≥ 0, we consider an arbitrary open connected domain Ω in \mathbb Cⁿ{{\mathbb {C}}^n}, a kernel k on Ω so that 1/k is a polynomial and a tuple T = (T ₁, T ₂, . . . , T _n ) of commuting bounded operators on a complex separable Hilbert space H{\mathcal H} such that (1/k)(T, T*) ≥ 0. Under some standard assumptions on k, it turns out that whether a characteristic function can be associated with T or not depends not only on T, but also on the kernel k. We give a necessary and sufficient condition. When this condition is satisfied, a functional model can be constructed. Moreover, the characteristic function then is a complete unitary invariant for a suitable class of tuples T.     

Mixing properties of the generalized T, T-1-process

Consider a general random walk on ℤ^d together with an i.i.d. random coloring of ℤ^d. TheT, T ^-1-process is the one where time is indexed by ℤ, and at each unit of time we see the step taken by the walk together with the color of the newly arrived at location. S. Kalikow proved that ifd = 1 and the random walk is simple, then this process is not Bernoulli. We generalize his result by proving that it is not Bernoulli ind = 2, Bernoulli but not Weak Bernoulli ind = 3 and 4, and Weak Bernoulli ind ≥ 5. These properties are related to the intersection behavior of the past and the future of simple random walk. We obtain similar results for general random walks on ℤ^d, leading to an almost complete classification. For example, ind = 1, if a step of sizex has probability proportional to l/|x|^α (x ⊋ 0), then theT, T ^-1-process is not Bernoulli when α ≥2, Bernoulli but not Weak Bernoulli when 3/2 ≤α < 2, and Weak Bernoulli when 1 < α < 3/2. Research partially carried out while a guest of the Department of Mathematics, Chalmers University of Technology, Sweden in January 1996. Research supported by grants from the Swedish Natural Science Research Council and from the Royal Swedish Academy of Sciences.     

A family of counterexamples in ergodic theory

LetT _α be the translationx↦x+α (mod 1) of [0, 1), α irrational. LetT be the Lebesgue measure-preserving automorphism ofX=[0, 3/2) defined byTx = x + 1 forx∈[0, 1/2),Tx=T _α(x−1) forx∈[1,3/2) andTx = T _α x forx∈[1/2, 1), i.e.T isT _α with a tower of height one built over [0, 1/2). If α is poorly approximable by rationals (there does not exist {p _n /q _n } with |α−p _n /q _n |=o(q _n ⁻²)) and λ is a measure onX ^k all of whose one-dimensional marginals are Lebesgue and which is ⊗ _{i − 1} ^k T ¹ invariant and ergodic (l>0) then λ is a product of off-diagonal measures. This property suffices for many purposes of counterexample construction. A connection is established with the POD (proximal orbit dense) condition in topological dynamics. Research supported in part by NSF contract MCS-8003038.     

Piecewise-linear,discontinuous Galerkin method for a fractional diffusion equation

We use a piecewise-linear, discontinuous Galerkin method for the time discretization of a fractional diffusion equation involving a parameter in the range − 1 < α < 0. Our analysis shows that, for a time interval (0,T) and a spatial domain Ω, the error in L_￥((0,T);L₂(W))L_\infty\bigr((0,T);L_2(\Omega)\bigr) is of order k ^2 + α , where k denotes the maximum time step. Since derivatives of the solution may be singular at t = 0, our result requires the use of non-uniform time steps. In the limiting case α = 0 we recover the known O(k ²) convergence for the classical diffusion (heat) equation. We also consider a fully-discrete scheme that employs standard (continuous) piecewise-linear finite elements in space, and show that the additional error is of order h ²log(1/k). Numerical experiments indicate that our O(k ^2 + α ) error bound is pessimistic. In practice, we observe O(k ²) convergence even for α close to − 1.     

Random walk in random scenery and self-intersection local times in dimensions d ≥ 5

Let {S _k , k ≥ 0} be a symmetric random walk on , and an independent random field of centered i.i.d. random variables with tail decay . We consider a random walk in random scenery, that is . We present asymptotics for the probability, over both randomness, that {X _n > n ^β} for β > 1/2 and α > 1. To obtain such asymptotics, we establish large deviations estimates for the self-intersection local times process , where l _n (x) is the number of visits of site x up to time n.      

Existence principles for higher-order nonlocal boundary-value problems and their applications to singular Sturm-Liouville problems

We present existence principles for the nonlocal boundary-value problem (φ(u^(p−1)))′=g(t,u,...,u^(p−1), α_k(u)=0, 1≤k≤p−1, where p ≥ 2, π: ℝ → ℝ is an increasing and odd homeomorphism, g is a Carathéodory function that is either regular or has singularities in its space variables, and α _k: C ^p−1[0, T] → ℝ is a continuous functional. An application of the existence principles to singular Sturm-Liouville problems (−1)ⁿ(φ(u⁽²ⁿ⁻⁾))′=f(t,u,...,u⁽²ⁿ⁻¹⁾), u^(2k)(0)=0, α_ku^(2k)(T)+b_ku^(2k=1)(T)=0, 0≤k≤n−1, is given. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 2, pp. 240–259, February, 2008.     

Random Walks on Dihedral Groups

In this paper, we look at the lower bounds of two specific random walks on the dihedral group. The first theorem discusses a random walk generated with equal probabilities by one rotation and one flip. We show that roughly p ² steps are necessary for the walk to become close to uniformly distributed on all of D _2p where p≥3 is an integer. Next we take a random walk on the dihedral group generated by a random k-subset of the dihedral group. The latter theorem shows that it is necessary to take roughly p ^2/(k−1) steps in the typical random walk to become close to uniformly distributed on all of D _2p . We note that there is at least one rotation and one flip in the k-subset, or the random walk generated by this subset has periodicity problems or will not generate all of D _2p .     

Reconstructing a random scenery observed with random errors along a random walk path

 We show that an i.i.d. uniformly colored scenery on ℤ observed along a random walk path with bounded jumps can still be reconstructed if there are some errors in the observations. We assume the random walk is recurrent and can reach every point with positive probability. At time k, the random walker observes the color at her present location with probability 1−δ and an error Y _k with probability δ. The errors Y _k , k≥0, are assumed to be stationary and ergodic and independent of scenery and random walk. If the number of colors is strictly larger than the number of possible jumps for the random walk and δ is sufficiently small, then almost all sceneries can be almost surely reconstructed up to translations and reflections. Received: 3 February 2002 / Revised version: 15 January 2003 Published online: 28 March 2003 Mathematics Subject Classification (2000): 60K37, 60G50 Key words or phrases:Scenery reconstruction – Random walk – Coin tossing problems     

Strongly singular convolution operators on the weighted Herz-type Hardy spaces

Let 0<p≤1<q<0, andw ₁ ,w ₂ ∈ A ₁ (Muckenhoupt-class). In this paper the authors prove that the strongly singular convolution operators are bounded from the homogeneous weighted Herz-type Hardy spacesH K^{α, p} _q(w₁; w₂) to the homogeneous weighted Herz spacesK ^{α, p} _q (w₁; w₂), provided α=n(1−1/q). Moreover, the boundedness of these operators on the non-homogeneous weighted Herz-type Hardy spacesH K ^{α, p} _q (w ₁;w ₂) is also investigated. Supported by the National Natural Science Foundation of China     

On the existence of automorphisms with simple Lebesgue spectrum

It is shown that ifT is a measure preserving automorphism on a probability space (Ω,B, m) which admits a random variable X₀ with mean zero such that the stochastic sequence X₀ o T_n,n ε ℤ is orthonormal and spans L₀ ²(Ω,B,m), then for any integerk ≠ 0, the random variablesX o T^nk,n ε ℤ generateB modulom.     

Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d

Consider an arbitrary transient random walk on ℤ ^d with d∈ℕ. Pick α∈[0,∞), and let L _n (α) be the spatial sum of the αth power of the n-step local times of the walk. Hence, L _n (0) is the range, L _n (1)=n+1, and for integers α, L _n (α) is the number of the α-fold self-intersections of the walk. We prove a strong law of large numbers for L _n (α) as n→∞. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by Černy (Stoch. Proc. Appl. 117:262–270, 2007). Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.      

Low-Light Trees, and Tight Lower Bounds for Euclidean Spanners

We show that for every n-point metric space M and positive integer k, there exists a spanning tree T with unweighted diameter O(k) and weight w(T)=O(k⋅n ^1/k )⋅w(MST(M)), and a spanning tree T′ with weight w(T′)=O(k)⋅w(MST(M)) and unweighted diameter O(k⋅n ^1/k ). These trees also achieve an optimal maximum degree. Furthermore, we demonstrate that these trees can be constructed efficiently.     

An Optimal Wavelet Series Expansion of the Riemann–Liouville Process

Consider the Riemann–Liouville process R ^α ={R ^α (t)} _t∈[0,1] with parameter α>1/2. Depending on α, wavelet series representations for R ^α (t) of the form ∑ _k=1^∞ u _k (t)ε _k are given, where the u _k are deterministic functions, and {ε _k } _k≥1 is a sequence of i.i.d. standard normal random variables. The expansion is based on a modified Daubechies wavelet family, which was originally introduced in Meyer (Rev. Mat. Iberoam. 7:115–133, 1991). It is shown that these wavelet series representations are optimal in the sense of Kühn–Linde (Bernoulli 8:669–696, 2002) for all values of α>1/2.     

Self-similar extremal processes

Given an extremal process X: [0,∞)→[0,∞)^d with lower curve C and associated point process N={(t_k, X_k):k≥0}, t_k distinct and X_k independent, given a sequence ζ _n =(τ _n , ξ _n ), n≥1, of time-space changes (max-automorphisms of [0,∞)^d+1), we study the limit behavior of the sequence of extremal processes Y_n(t)=ξ _n ^-1 ○ X ○ τ_n(t)=C_n(t) V max {ξ _n ^-1 ○ X_k: t_k ≤ τ_n(t){ ⇒ Y under a regularity condition on the norming sequence ζ_n and asymptotic negligibility of the max-increments of Y_n. The limit class consists of self-similar (with respect to a group η_α=(σ_α, L_α), α>0, of time-space changes) extremal processes. By self-similarity here we mean the property L_α ○ Y(t) ₌ ^d Y ○ α_α(t) for all α>0. The univariate marginals of Y are max-self-decomposable. If additionally the initial extremal process X is assumed to have homogeneous max-increments, then the limit process is max-stable with homogeneous max-increments. Supported by the Bulgarian Ministry of Education and Sciences (grant No. MM 234/1996). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

Almost sure central limit theorems for random functions

Let {Xn,-∞< n <∞} be a sequence of independent identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn =∑k=1∞Xk, and Tn = Tn(X1,…,Xn) be a random function such that Tn = ASn Rn, where supn E|Rn| <∞and Rn = o(n~(1/2)) a.s., or Rn = O(n1/2-2γ) a.s., 0 <γ< 1/8. In this paper, we prove the almost sure central limit theorem (ASCLT) and the function-typed almost sure central limit theorem (FASCLT) for the random function Tn. As a consequence, it can be shown that ASCLT and FASCLT also hold for U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models, power sums, product-limit estimators of a continuous distribution, product-limit estimators of a quantile function, etc.     

AF-Embedding of Crossed Products of Certain Graph C＊-algebras by Quasi-free Actions （II）

Let E be a row-finite directed graph, let G be a locally compact abelian group with dual group Ĝ = Γ, let ω be a labeling map from E* to Γ, and let (C*(E), G, α ^ω ) be the C*-dynamical system defined by ω. Some mappings concerning the AF-embedding construction of C*(E) ×_a^w GC*(E) \times _{\alpha ^\omega } G are studied in more detail. Several necessary conditions of AF-embedding and some properties of almost proper labeling map are obtained. Moreover it is proved that if E is constructed by attaching some 1-loops to a directed graph T consisting of some rooted directed trees and G is compact, then ω is almost proper, that is a sufficient condition for AF-embedding, if and only if Σ _j=1 ^k w_gj 1 1_G\omega _{\gamma _j } \ne 1_\Gamma for any loop γ _i , γ ₂, ..., γ _k attached to one path in T.     

Local analyticity for the [`(?)]\overline \partial -Neumann problem in completely decoupled pseudoconvex domains-Neumann problem in completely decoupled pseudoconvex domains

In this paper we prove local analyticity of solutions to the -Neumann problem up to the boundary of rigid, completely decoupled pseudoconvex domains with real-analytic boundary. These are domains that are locally of the form Imw > Σ |h _k (z _k )|² with eachh _k holomorphic and vanishing only at 0. As in those earlier papers, we use purelyL ² methods and must construct a special holomorphic vector fieldM and then use carefully balanced polynomials inM to localize high powers ofT = ∂/∂t effectively, wheret = Rew.     

On split Lie triple systems II

In [4] it is studied that the structure of split Lie triple systems with a coherent 0-root space, that is, satisfying [T ₀, T ₀, T] = 0 and [T ₀, T _α , T ₀] ≠ 0 for any nonzero root α and where T ₀ denotes the 0-root space and T _α the α-root space, by showing that any of such triple systems T with a symmetric root system is of the form T = U + Σ _j I _j with U a subspace of the 0-root space T ₀ and any I _j a well described ideal of T, satisfying [I _j , T, I _k ] = 0 if j ≠ k. It is also shown in [4] that under certain conditions, a split Lie triple system with a coherent 0-root space is the direct sum of the family of its minimal ideals, each one being a simple split Lie triple system, and the simplicity of T is characterized. In the present paper we extend these results to arbitrary split Lie triple systems with no restrictions on their 0-root spaces.