Small random perturbations in second-order oscillatory systems

The limit behavior of the solutions of a nonlinear differential equation that describes an oscillatory system with small random perturbations of the type of multidimensional white and shot noises is studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 1, pp. 11–16, January, 1992.     

Random Holonomy for Yang–Mills Fields: Long-Time Asymptotics

We study weak and strong convergence of the stochastic parallel transport for time t on Euclidean space. We show that the asymptotic behavior can be controlled by the Yang–Mills action and the Yang–Mills equations. For open paths we show that under appropriate curvature conditions there exits a gauge in which the stochastic parallel transport converges almost surely. For closed paths we show that there exists a gauge invariant notion of a weak limit of the random holonomy and we give conditions that insure the existence of such a limit. Finally, we study the asymptotic behavior of the average of the random holonomy in the case of t'Hooft's 1-instanton.     

Uniform existence of the integrated density of states for random Schrödinger operators on metric graphs over

We consider ergodic random Schrödinger operators on the metric graph with random potentials and random boundary conditions taking values in a finite set. We show that normalized finite volume eigenvalue counting functions converge to a limit uniformly in the energy variable. This limit, the integrated density of states, can be expressed by a closed Shubin–Pastur type trace formula. It supports the spectrum and its points of discontinuity are characterized by existence of compactly supported eigenfunctions. Among other examples we discuss random magnetic fields and percolation models.     

On Lower Bounds for Lp Norms in the Central Limit Theorem for Independent and m-Dependent Random Variables

We derive lower bounds for L_p norms , in the central limit theorem for independent and m–dependent random variables with finite fifth order absolute moments and for independent and m–dependent identically distributed random variables with fourth order moments.     

On a variational problem with lack of compactness: the topological effect of the critical points at infinity

We study the subcritical problemsP :–u=u ^p–,u>0 on;u=0 on , being a smooth and bounded domain in ^N,N–3,p+1=2N/N–2 the critical Sobolev exponent and >0 going to zero — in order to compute the difference of topology that the critical points at infinity induce between the level sets of the functional corresponding to the limit case (P₀).

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Résumé Nous étudions les problèmes sous-critiquesP :–u=u ^p–,u > 0 sur;u=0 sur –où est un domaine borné et régulier de ^N,N–3,p + 1=2N/N –2 est l'exposant critique de Sobolev, et >0 tend vers zéro, afin de calculer la différence de toplogie induite par les points critiques à l'infini entre les ensembles de niveau de la fonctionnelle correspondant au cas limite (P₀).

     

Random Walks Associated with Non-Divergence Form Elliptic Equations

This paper is concerned with the study of the diffusion process associated with a nondivergence form elliptic operator in d dimensions, d2. The authors introduce a new technique for studying the diffusion, based on the observation that the probability of escape from a d–1 dimensional hyperplane can be explicitly calculated. They use the method to estimate the probability of escape from d–1 dimensional manifolds which are C ^1, , and also d–1 dimensional Lipschitz manifolds. To implement their method the authors study various random walks induced by the diffusion process, and compare them to the corresponding walks induced by Brownian motion.     

Fractal Dimensions for Some Increments of the Uniform Empirical Process

In this paper, we investigate the limiting behavior of increments of the uniform empirical process. More precisely, we are concerned by sets of exceptional oscillation points related to large and small increments. We prove that these sets are random fractals and evaluate their Hausdorff dimensions. This work is a complement to the previous investigations carried out by Deheuvels and Mason⁽⁶⁾ where Csörg–Révész–Stute-type increments are studied.     

Central Limit Theorems for Random Permanents with Correlation Structure

Central limit theorems for permanents of random m×n matrices of iid columns with a common intercomponent correlation as n–m are derived. The results are obtained by introducing a Hoeffding-like orthogonal decomposition of a random permanent and deriving the variance formulae for a permanent with the homogeneous correlation structure.     

One-particle distribution density in the grand canonical ensemble

The grand canonical ensemble of single-component systems of particles in a region is considered. It is shown that if the distribution density of one particle tends to a finite limit as the diameter of tends to infinity then under fairly general conditions this limit is represented by the function that, as is shown in an earlier paper of the author, is, under certain conditions, the analytic continuation of the Mayer expansion representing the density as a function of the activity.All-Russia Correspondence Institute of the Food Industry. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 100, No.1, pp. 44–58, July, 1994.     

Diffusions in random environment and ballistic behavior

In this article we investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T^′) of the discrete setting, cf. [A.-S. Sznitman, On a class of transient random walks in random environment, Ann. Probab. 29 (2) (2001) 723–764; A.-S. Sznitman, An effective criterion for ballistic behavior of random walks in random environment, Probab. Theory Related Fields 122 (4) (2002) 509–544], that imply, when d2, a law of large numbers with non-vanishing limiting velocity (which we refer to as ‘ballistic behavior’) and a central limit theorem with non-degenerate covariance matrix. As an application of our results, we consider the class of diffusions where the diffusion matrix is the identity, and give a concrete criterion on the drift term under which the diffusion in random environment exhibits ballistic behavior. This criterion provides examples of diffusions in random environment with ballistic behavior, beyond what was previously known.     

Sets of independent vectors in spaces of indefinitely increasing dimension

We study a region of a space in which are concentrated independent observations of random vectors if the dimension of the space and the number of observations approaches infinity, and the distribution function of the components _k ⁱ of the observed vectors does not depend on n or m and satisfies the conditions: 1) it is continuous and symmetric: F(x) = 1-F(–x); 2) its tails are slowly varying functions.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 5, pp. 691–696, May, 1992.     

Families of functions with equiabsolutely continuous integrals

The approximation of functions from Hardy classes by bounded analytic functions is investigated. A theorem is proved, characterizing the sets of functions with equiabsolutely continuous integrals as limit points of the family of bounded subsets of the space H.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 2, pp. 178–184, February, 1992.     

Lengths of the periods of the continued fraction expansion of quadratic irrationalities and on the class numbers of real quadratic fields

It is proved that the relation h(d)=2 is valid for at least Cx^1/2 log^–2 x values of dx. Here h(d) is the number of the classes of binary quadratic forms of determinant d, while C>0 is a constant. Further, it is shown that for almost all primes p3 (mod 4), px, for (p), a fundamental unit of field and l(p), the length of the period of the continued fraction expansion of p, we have estimates (p)p² log^–c p, l(p)log p, which improve a result of Hooley (J. Reine Angew. Math., Vol. 353, pp. 98–131, 1984; MR 86d:11032). In addition, a generalization is given to composite discriminants of the Hirzebruch-Zagier formula, relating h(–p), p 3 (mod 4), with the continued fraction expansion of _p (Astérisque, no. 24–25, pp. 81–97, 1975; MR 51 #10293).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 168, pp. 11–22, 1988.     

Brownian motion with killing and reflection and the ‘‘hot–spots’’ problem

We investigate the hot–spots property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at acute angles. This leads to the hot–spots property for the mixed Dirichlet–Neumann eigenvalue problem in the domain with Neumann conditions on one of the curves and Dirichlet conditions on the other.Supported in part by NSF Grant # 9700585-DMSSupported in part by NSF Grant # 0203961-DMS     

Stable solvability of Padé difference schemes for parabolic equations in Hölder spaces

We study Padé difference scheme for the approximate solution of the Cauchy problem for parabolic equations generated by the Padé fractions R_j,, of exponential approximation. We establish an estimate of the coerciveness of the difference schemes for j=–2, –1, or even j= in a smaller space than C₀ (E).Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1466–1476, November, 1992.     

Fluctuations in an averaging scheme for parabolic boundary-value problems

The initial/boundary value problem for a parabolic equation in which the lower-order terms have random coefficients depending on a small parameter is studied. In doing this the joint distribution of the coefficients, normalized by dividing by , converges to a limit distribution. It is proved that under certain natural additional hypotheses the distribution of the difference between the solution of the equation being studied and that of the limit equation converges to a distribution that can be easily expressed in terms of the limit distribution of the coefficients.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 15–21, 1986.     

An improved bound for the de Bruijn–Newman constant

The Riemann hypothesis is equivalent to the conjecture that the de Bruijn–Newman constant satisfies 0. However, so far all the bounds that have been proved for go in the other direction, and provide support for the conjecture of Newman that 0. This paper shows how to improve previous lower bounds and prove that –2.710^–9<. This can be done using a pair of zeros of the Riemann zeta function near zero number 10²⁰ that are unusually close together. The new bound provides yet more evidence that the Riemann hypothesis, if true, is just barely true.     

Interpretations of some parameter dependent generalizations of classical matrix ensembles

Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two classical ensembles with orthogonal symmetry and the eigenvalue PDF for a single classical ensemble with unitary symmetry, while the other interpolates between a classical ensemble with orthogonal symmetry and a classical ensemble with symplectic symmetry. We give interpretations of these PDFs in terms of probabilities associated to the continuous Robinson-Schensted-Knuth correspondence between matrices, with entries chosen from certain exponential distributions, and non-intersecting lattice paths, and in the course of this probability measures on partitions and pairs of partitions are identified. The latter are generalized by using Macdonald polynomial theory, and a particular continuum limit – the Jacobi limit – of the resulting measures is shown to give PDFs related to those appearing in the work of Anderson on the Selberg integral, and also in some classical work of Dixon. By interpreting Andersons and Dixons work as giving the PDF for the zeros of a certain rational function, it is then possible to identify random matrices whose eigenvalue PDFs realize the original parameter dependent PDFs. This line of theory allows sampling of the original parameter dependent PDFs, their Dixon-Anderson-type generalizations and associated marginal distributions, from the zeros of certain polynomials defined in terms of random three term recurrences.Supported by the Australian Research Council     

A remark on convergence in the limit theorem for the distribution of random functionals

Estimates are established which characterize the rate of convergence in a global limit theorem for random functionals.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 85, pp. 197–206, 1979.The author is grateful to L. N. Dovbysh for assistance and to I. A. Ibragimov for valuable consultations.     

On weighted heights of random trees

Consider the family treeT of a branching process starting from a single progenitor and conditioned to havev=v(T) edges (total progeny). To each edge <e> we associate a weightW(e). The weights are i.i.d. random variables and independent ofT. The weighted height of a self-avoiding path inT starting at the root is the sum of the weights associated with the path. We are interested in the asymptotic distribution of the maximum weighted path height in the limit asv=n. Depending on the tail of the weight distribution, we obtain the limit in three cases. In particular ify ² P(W(e)> y)0, then the limit distribution depends strongly on the tree and, in fact, is the distribution of the maximum of a Brownian excursion. If the tail of the weight distribution is regularly varying with exponent 0<2, then the weight swamps the tree and the answer is the asymptotic distribution of the maximum edge weight in the tree. There is a borderline case, namely,P(W(e)> y)cy ^–2 asy, in which the limit distribution exists but involves both the tree and the weights in a more complicated way.