Designs of ϕ-optimal control for second-order processes

Consider a realization of the process on the intervalT=[0,1] for functionsf ₁(t),f ₂(t),...,f _n (t) inH(R), the reproducing kernel Hilbert space with reproducing kernelR(s,t) onT×T, whereR(s,t)=E[ξ(s)ξt)] is assumed to be continuous and known. Problems of the selection of functions {f _k (t)} _k=1 ⁿ to be ϕ-optimal design are given, and an unified approach to the solutions ofD-,A-,E- andD _s-optimal design problems are discussed.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

A local limit theorem for random walks conditioned to stay positive

We consider a real random walk S_n=X₁+...+X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n/a_n⇒ϕ(x)dx, ϕ(x) being the standard normal density. A local refinement of this convergence is provided by Gnedenko's and Stone's Local Limit Theorems, in the lattice and nonlattice case respectively. Now let denote the event (S₁>0,...,S_n>0) and let S_n⁺ denote the random variable S_n conditioned on : it is known that S_n⁺/a_n ↠ ϕ⁺(x) dx, where ϕ⁺(x):=x exp (−x²/2)1_(x≥0). What we establish in this paper is an equivalent of Gnedenko's and Stone's Local Limit Theorems for this weak convergence. We also consider the particular case when X₁ has an absolutely continuous law: in this case the uniform convergence of the density of S_n⁺/a_n towards ϕ⁺(x) holds under a standard additional hypothesis, in analogy to the classical case. We finally discuss an application of our main results to the asymptotic behavior of the joint renewal measure of the ladder variables process. Unlike the classical proofs of the LLT, we make no use of characteristic functions: our techniques are rather taken from the so–called Fluctuation Theory for random walks.     

On the Blum-Hanson theorem for quantum quadratic processes

In this paper an analog of the Blum-Hanson theorem for quantum quadratic processes on the von Neumann algebra is proved, i.e., it is established that the following conditions are equivalent:

Euler operator and homogeneous hida distributions

Let (S)⊄L ²(S′(∔),μ)⊄(S)^* be the Gel'fand triple over the white noise space (S′(∔),μ). Let (e _n ,n>-0) be the ONB ofL ²(∔) consisting of the eigenfunctions of the s.a. operator . In this paper the Euler operator Δ _E is defined as the sum , where ∂ _i stands for the differential operatorD _{e i}. It is shown that Δ _E is the infinitesimal generator of the semigroup (T _t ), where (T _t ϕ)(x)=ϕ(e ^t x) for ϕ∈(S). Similarly to the finite dimensional case, the λ-order homogeneous test functionals are characterized by the Euler equation: Δ _Eϕ =λ_ϕ. Via this characterization the λ-order homogeneous Hida distributions are defined and their properties are worked out. Supported by the National Natural Science Foundation of China.     

On the distribution of reducible polynomials

Let ℛ _n (t) denote the set of all reducible polynomials p(X) over ℤ with degree n ≥ 2 and height ≤ t. We determine the true order of magnitude of the cardinality |ℛ _n (t)| of the set ℛ _n (t) by showing that, as t → ∞, t ² log t ≪ |ℛ₂(t)| ≪ t ² log t and t ⁿ ≪ |ℛ _n (t)| ≪ t _n for every fixed n ≥ 3. Further, for 1 < n/2 < k < n fixed let ℛ _k,n (t) ⊂ ℛ _n (t) such that p(X) ∈ ℛ _k,n (t) if and only if p(X) has an irreducible factor in ℤ[X] of degree k. Then, as t → ∞, we always have t ^k+1 ≪ |ℛ _k,n (t)| ≪ t ^k+1 and hence |ℛ _n−1,n (t)| ≫ |ℛ _n (t)| so that ℛ _n−1,n (t) is the dominating subclass of ℛ _n (t) since we can show that |ℛ _n (t)∖ℛ _n−1,n (t)| ≪ t ⁿ⁻¹(log t)².On the contrary, if R _n ^s (t) is the total number of all polynomials in ℛ _n (t) which split completely into linear factors over ℤ, then t ²(log t) ⁿ⁻¹ ≪ R _n ^s (t) ≪ t ² (log t) ⁿ⁻¹ (t → ∞) for every fixed n ≥ 2.      

Sudakov-type minoration for gaussian chaos processes

Consider a setA of symmetricn×n matricesa=(a _i,j) _i,j≤n . Consider an independent sequence (g _i) _i≤n of standard normal random variables, and letM=Esup_a∈A|Σ_i,j⪯na_i,jg_ig_j|. Denote byN ₂(A, α) (resp.N _t(A, α)) the smallest number of balls of radiusα for thel ₂ norm ofR ^{n 2} (resp. the operator norm) needed to coverA. Then for a universal constantK we haveα(logN ₂(A, α))^1/4≤KM. This inequality is best possible. We also show that forδ≥0, there exists a constantK(δ) such thatα(logN _t≤K(δ)M. Work partially supported by an N.S.F. grant.     

A characterization of Chebyshev curves inR n

Given a totally ordered setT containing at leastn+1 elements (say a subset ofR ¹), the graph of the functiona:TR ⁿ is called a Chebyshev curve (inR ⁿ) if the determinant of the matrix (a(t ₁),a(t ₂), ...,a(t _n)) is either positive whenevert ₁<t ₂<...<t _n or negative whenevert ₁<t ₂<...<t _n. For finiteT a characterization of these curves (sequences) has been given by the author.In this paper the result is extended to non-finiteT. The characterization proved here is an improved (reformulated) version of that given by the author for infiniteT.     

The additive subgroup generated by a polynomial

SupposeR is a prime ring with the centerZ and the extended centroidC. Letp(x ₁, …,x _n) be a polynomial overC in noncommuting variablesx ₁, …,x _n. LetI be a nonzero ideal ofR andA be the additive subgroup ofRC generated by {p(a ₁, …,a _n):a ₁, …,a _n ∈I}. Then eitherp(x ₁, …,x _n) is central valued orA contains a noncentral Lie ideal ofR except in the only one case whereR is the ring of all 2 × 2 matrices over GF(2), the integers mod 2.     

On the multiplicity of the eigenvalues of a graph

Given a graph G with characteristic polynomial ϕ(t), we consider the ML-decomposition ϕ(t) = q ₁(t)q ₂(t)² ... q _m (t)^m, where each q _i (t) is an integral polynomial and the roots of ϕ(t) with multiplicity j are exactly the roots of q _j (t). We give an algorithm to construct the polynomials q _i (t) and describe some relations of their coefficients with other combinatorial invariants of G. In particular, we get new bounds for the energy E(G) = |λ_i| of G, where λ₁, λ₂, ..., λ_n are the eigenvalues of G (with multiplicity). Most of the results are proved for the more general situation of a Hermitian matrix whose characteristic polynomial has integral coefficients. This work was done during a visit of the second named author to UNAM.     

Upper bounds for the diameter and height of graphs of convex polyhedra

Let Δ(d, n) be the maximum diameter of the graph of ad-dimensional polyhedronP withn-facets. It was conjectured by Hirsch in 1957 that Δ(d, n) depends linearly onn andd. However, all known upper bounds for Δ(d, n) were exponential ind. We prove a quasi-polynomial bound Δ(d, n)≤n ^{2 logd+3}. LetP be ad-dimensional polyhedron withn facets, let ϕ be a linear objective function which is bounded onP and letv be a vertex ofP. We prove that in the graph ofP there exists a monotone path leading fromv to a vertex with maximal ϕ-value whose length is at most . This research was supported in part by a BSF grant, by a GIF grant, and by ONR-N00014-91-C0026.     

One-Sided Ideal Growth of Free Associative Algebras

Let R be a finitely generated associative algebra with unity over a finite field . Denote by a _n (R) the number of left ideals J ⊂ R such that dim R/J = n for all n ≥ 1. We explicitly compute and find asymptotics of the left ideal growth for the free associative algebra A _d of rank d with unity over , where d ≥ 1. This function yields a bound a _n (R) ≤ a _n (A _d ), , where R is an arbitrary algebra generated by d elements. Denote by m _n (R) the number of maximal left ideals J ⊂ R such that dim R/J = n, for n ≥ 1. Let d ≥ 2, we prove that m _n (A _d ) ≈ a _n (A _d ) as n → ∞.     

Norms of powers of absolutely convergent fourier series

Letf(t) = ∑a _k e ^ikt be infinitely differentiable on R, |f(t)|<1. It is known that under these assumptions ‖ⁿ‖ converges to a finite limitl asn → ∞ (l ² = sec(arga),a = (f′(0))² -f″(0)). We obtain here more precise results: (i) an asymptotic series (in powers ofn ^-1/2) for the Fourier coefficientsa _nk off ⁿ , which holds uniformly ink asn → ∞; (ii) an asymptotic series (this time only powers ofn ^-1 are present!) for ‖f ⁿ ‖; (iii) the fact that ifi ^j f ^(j)(0) is real forj = 1,2,..., 2h + 2 then ‖f ⁿ ‖ = l + o(n ^-h ),n → ∞. More generally, we obtain analogous finite asymptotic expansions whenf is assumed to be differentiable only finitely many times.     

On the structure of linear graphs

Denote byG(n; m) a graph ofn vertices andm edges. We prove that everyG(n; [n ²/4]+1) contains a circuit ofl edges for every 3 ≦l<c ₂ n, also that everyG(n; [n ²/4]+1) contains ak _e(u _n, u_n) withu _n=[c ₁ logn] (for the definition ofk _e(u _n, u_n) see the introduction). Finally fort>t ₀ everyG(n; [tn ^3/2]) contains a circuit of 2l edges for 2≦l<c ₃ t ². This work was done while the author received support from the National Science Foundation, N.S.F. G.88.     

Explosive solutions of elliptic equations with absorption and nonlinear gradient term

Letf be a non-decreasing C¹-function such that andF(t)/f ² a(t)→ 0 ast → ∞, whereF(t)=∫ ₀ ^t f(s) ds anda ∈ (0, 2]. We prove the existence of positive large solutions to the equationΔu +q(x)|Δu| ^a =p(x)f(u) in a smooth bounded domain Ω ⊂R^N, provided thatp, q are non-negative continuous functions so that any zero ofp is surrounded by a surface strictly included in Ω on whichp is positive. Under additional hypotheses onp we deduce the existence of solutions if Ω is unbounded.     

Roth’s estimate of the discrepancy of integer sequences is nearly sharp

Letg be a coloring of the set {1, ...,N} = [1,N] in red and blue. For each arithmetic progressionA in [1,N], consider the absolute value of the difference of the numbers of red and of blue members ofA. LetR(g) be the maximum of this number over all arithmetic progression (thediscrepancy ofg). Set over all two-coloringsg. A remarkable result of K. F. Roth gives*R(N)≫N ^1/4. On the other hand, Roth observed thatR(N)≪N ^1/3+ɛ and suggested that this bound was nearly sharp. A. Sárk?zy disproved this by provingR(N)≪N ^1/3+ɛ. We prove thatR(N)=N ^1/4+o(1) thus showing that Roth’s original lower bound was essentially best possible. Our result is more general. We introduce the notion ofdiscrepancy of hypergraphs and derive an upper bound from which the above result follows.     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

The sequence of codimensions of PI-algebras

Bounds and asymptotic formulas are given for the size of the irreducible representations of the symmetric groups. These are applied to obtain information on the identities and codimension sequencec _n(R) of a PI-algebraR, of a PI-algebraR of characteristic zero, e.g., the “ultimate” width of the hook in which the diagrams of the cocharacters ofR lies is <=(lim c _n (R)^1/n ) ² , and lim c_n(R)^1/n≦ 2(lim c_n(R)^1/n)² for rings with no right (or left) total annihilators.     

Lower bounds for Turán's problem

Turán's problem is to determine the maximum numberT(n,k,t) oft-element subsets of ann-set without a complete sub-hypergraph onk vertices, i.e., allt-subsets of ak-set. It is proved that fora≥1 fixed andt sufficiently largeT(n, t+a,t)>(1-a(a+4+o(1))logt/( _a ^t )( _t ⁿ holds     

On extremal quasiconformal extensions of conformal mappings

Letf(t, z)=z+tω(1/z) be schlicht for ⋎z⋎>1, ω(z) = Σ _n ^{= 0/∞} a _n z ⁿ ,t>0. The paper considers first-order estimates for the dilatation of extremal quasiconformal extensions off ast→0. This work was initiated during the Special Year in Complex Analysis at the Technion, and was supported in parts by the Samuel Neaman Fund, the Forschungsinstitut für Mathematik, ETH, Zürich, and the National Science Foundation.