Absolute Continuity and Singularity of Two Probability Measures on a Filtered Space

Let μ and ν be fixed probability measures on a filtered space \((\varOmega, \mathcal{F}, \allowbreak(\mathcal{F}_{t} )_{t\in \mathbf{R}^{+} } )\). Denote by μ _T and ν _T (respectively, μ _T? and ν _T?) the restrictions of the measures μ and ν on \(\mathcal{F}_{T} \) (respectively, on \(\mathcal{F}_{T-} \)) for a stopping time T. We find the Hahn decomposition of μ _T and ν _T using the Hahn decomposition of the measures μ, ν and the Hellinger process h _t in the strict sense of order \(\frac{1}{2}\). The norm of the absolutely continuous component of μ _T? with respect to ν _T? is computed in terms of density processes and Hellinger integrals.     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

Extremes of Gaussian processes with smooth random expectation and smooth random variance

Let ξ(t), t ∈ [0, T],T > 0, be a Gaussian stationary process with expectation 0 and variance 1, and let η(t) and μ(t) be other sufficiently smooth random processes independent of ξ(t). In this paper, we obtain an asymptotic exact result for P(sup _t∈[0,T](η(t)ξ(t) + μ(t)) > u) as u→∞.     

Kostka functions associated to complex reflection groups and a conjecture of Finkelberg-Ionov

Kostka functions K_(λ,μ)~±(t), indexed by r-partitions λ and μ of n, are a generalization of Kostka polynomials K_(λ,μ)(t) indexed by partitions λ,μ of n. It is known that Kostka polynomials have an interpretation in terms of Lusztig's partition function. Finkelberg and Ionov(2016) defined alternate functions K_(λ,μ)(t) by using an analogue of Lusztig's partition function, and showed that K_(λ,μ)(t) ∈Z≥0[t] for generic μ by making use of a coherent realization. They conjectured that K_(λ,μ)(t) coincide with K_(λ,μ)~-(t). In this paper, we show that their conjecture holds. We also discuss the multi-variable version, namely, r-variable Kostka functions K_(λ,μ)~±(t_1,…,t_r).     

Inverse problem with nonlocal observation of finding the coefficient multiplying <Emphasis Type="Italic">u</Emphasis> <Subscript> <Emphasis Type="Italic">t</Emphasis> </Subscript> in the parabolic equation

We study the inverse problem of the reconstruction of the coefficient ?(x, t) = ?⁰(x, t) + r(x) multiplying u_t in a nonstationary parabolic equation. Here ?⁰(x, t) ≥ ?⁰ > 0 is a given function, and r(x) ≥ 0 is an unknown function of the class L_∞(Ω). In addition to the initial and boundary conditions (the data of the direct problem), we pose the problem of nonlocal observation in the form ∫₀^Tu(x, t) dμ(t) = χ(x) with a known measure dμ(t) and a function χ(x). We separately consider the case dμ(t) = ω(t)dt of integral observation with a smooth function ω(t). We obtain sufficient conditions for the existence and uniqueness of the solution of the inverse problem, which have the form of ready-to-verify inequalities. We suggest an iterative procedure for finding the solution and prove its convergence. Examples of particular inverse problems for which the assumptions of our theorems hold are presented.     

On Excess-time Correlated Cumulative Processes

In this paper a class of correlated cumulative processes, B _s (t) = ∑^N(t)_i=1 H _s (X _i )X _i , is studied with excess level increments X _i ?s, where {N(t), t ?0} is the counting process generated by the renewal sequence T _n , T _n and X _n are correlated for given n, H _s (t) is the Heaviside function and s?0 is a given constant. Several useful results, for the distributions of B _s (t), and that of the number of excess (non-excess) increments on (0, t) and the corresponding means, are derived. First passage time problems are also discussed and various asymptotic properties of the processes are obtained. Transform results, by applying a flexible form for the joint distribution of correlated pairs (T _n , X _n ) are derived and inverted. The case of non-excess level increments, X _i < s, is also considered. Finally, applications to known stochastic shock and pro-rata warranty models are given.     

Proof of a tournament partition conjecture and an application to 1-factors with prescribed cycle lengths

In 1982 Thomassen asked whether there exists an integer f(k,t) such that every strongly f(k,t)-connected tournament T admits a partition of its vertex set into t vertex classes V ₁,…V _t such that for all i the subtournament T[V _i] induced on T by V _i is strongly k-connected. Our main result implies an affirmative answer to this question. In particular we show that f(k, t)=O(k ⁷ t ⁴) suffices. As another application of our main result we give an affirmative answer to a question of Song as to whether, for any integer t, there exists aninteger h(t) such that every strongly h(t)-connected tournament has a 1-factor consisting of t vertex-disjoint cycles of prescribed lengths. We show that h(t)=O(t ⁵) suffices.     

Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model

We consider the Euler-Maruyama discretization of stochastic volatility model dS_t = σ_tS_tdW_t, dσ_t = ωσ_tdZ_t, t ∈ [0, T], which has been widely used in financial practice, where W_t,Z_t, t ∈ [0, T], are two uncorrelated standard Brownian motions. Using asymptotic analysis techniques, the moderate deviation principles for log S_n (or log |S_n| in case S_n is negative) are obtained as n → ∞ under different discretization schemes for the asset price process S_t and the volatility process σ_t. Numerical simulations are presented to compare the convergence speeds in different schemes.     

Global hypoellipticity for first-order operators on closed smooth manifolds

The main goal of this paper is to address global hypoellipticity issues for the class of first-order pseudo-differential operators L = D_t + C(t, x,D_x), where (t, x) ∈ T × M, T is the one-dimensional torus, M is a closed manifold, and C(t, x,D_x) is a first-order pseudo-differential operator on M, smoothly depending on the periodic variable t. In the case of separation of variables, when C(t, x,D_x) = a(t)p(x,D_x) + ib(t)q(x,D_x), we give necessary and sufficient conditions for the global hypoellipticity of L. In particular, we show that the famous (P) condition of Nirenberg-Treves is neither necessary nor sufficient to guarantee the global hypoellipticity of L.     

On convex hull of Gaussian samples

Let X _i = {X _i (t), t ∈ T} be i.i.d. copies of a centered Gaussian process X = {X(t), t ∈ T} with values in\( {\mathbb{R}^d} \) defined on a separable metric space T. It is supposed that X is bounded. We consider the asymptotic behavior of convex hulls

$ {W_n} = {\text{conv}}\left\{ {{X_1}(t), \ldots, {X_n}(t),\,\,t \in T} \right\} $

and show that, with probability 1,

$ \mathop {{\lim }}\limits_{n \to \infty } \frac{1}{{\sqrt {{2\ln n}} }}{W_n} = W $

(in the sense of Hausdorff distance), where the limit shape W is defined by the covariance structure of X: W = conv{K _t , t ∈ T}, Kt being the concentration ellipsoid of X(t). We also study the asymptotic behavior of the mathematical expectations E f(W _n ), where f is an homogeneous functional.

     

Designs associated with maximum independent sets of a graph

A (v, β _o , μ)-design over regular graph G = (V, E) of degree d is an ordered pair D = (V, B), where |V| = v and B is the set of maximum independent sets of G called blocks such that if i, j ∈ V, i ≠ j and if i and j are not adjacent in G then there are exactly μ blocks containing i and j. In this paper, we study (v, β _o , μ)-designs over the graphs K _n × K _n , T(n)-triangular graphs, L ₂(n)-square lattice graphs, Petersen graph, Shrikhande graph, Clebsch graph and the Schläfli graph and non-existence of (v, β _o , μ)-designs over the three Chang graphs T ₁(8), T ₂(8) and T ₃(8).     

A Probabilistic Characterization of the Dominance Order on Partitions

We present a probabilistic characterization of the dominance order on partitions. Let ν be a partition and Y _ν its Ferrers diagram, i.e. a stack of rows of cells with row i containing ν _i cells. Let the cells of Y _ν be filled with independent and identically distributed draws from the random variable X = B i n(r, p) with r ≥ 1 and p ∈ (0, 1). Given j, t ≥ 0, let P(ν, j, t) be the probability that the sum of all the entries in Y _ν is j while the sum of the entries in each row of Y _ν is no more than t. It is shown that if ν and μ are two partitions of n, ν dominates μ if and only if P(ν, j, t) ≤ P(μ, j, t) for all j, t ≥ 0. It is shown that the same result holds if X is any log-concave integer valued random variable with {i : P(X = i) > 0} = {0, 1,…,r} for some r ≥ 1.     

The Gibbs phenomenon for general Franklin systems

The paper is devoted to the Gibbs phenomenon for series by general Franklin systems. The general Franklin system corresponding to a given dense sequence of points T = (t _n , n ≥ 0) in [0, 1] is a sequence of orthonormal piecewise linear functions with knots from T, that is, the nth function from the system has knots t ₀,..., t _n . The main result of this paper is that the Gibbs phenomenon for Fourier series by general Franklin systems occurs for almost all points of [0, 1].     

Toeplitz Operators from One Fock Space to Another

In this paper, we study Toeplitz operators T _μ from one Fock space \({F^{p}_{\alpha}}\) to another \({F^{q}_{\alpha}}\) for 1 < p, q < ∞ with positive Borel measures μ as symbols. We characterize the boundedness (and compactness) of \({T_\mu: F^{p}_{\alpha} \to F^{q}_{\alpha}}\) in terms of the averaging function \({\widehat{\mu}_r}\) and the t-Berezin transform \({\widetilde{\mu}_t}\) respectively. Quite differently from the Bergman space case, we show that T _μ is bounded (or compact) from \({F^{p}_{\alpha}}\) to \({F^{q}_{\alpha}}\) for some p ≤ q if and only if T _μ is bounded (or compact) from \({F^{p}_{\alpha}}\) to \({F^{q}_{\alpha}}\) for all p ≤ q. In order to prove our main results on T _μ , we introduce and characterize (vanishing) (p, q)-Fock Carleson measures on C ⁿ .     

On generalized Christoffel functions

The generalized Christoffel function λ _p,q,n (dμ;x) (0<p<∞, 0≦q<∞) with respect to a measure dμ on R is defined by

$\lambda_{p,q,n}(d\mu;x)=\inf_{Q\in\mathbf{P}_{n-1},\ Q(x)=1}\int_{\mathbf{R}} \big|Q(t)\big|^p {|t-x|}^q\, d\mu(t).$

The novelty of our definition is that it contains the factor |t?x| ^q , which is of particular interest. Its properties are discussed and estimates are given. In particular, upper and lower bounds for generalized Christoffel functions with respect to generalized Jacobi weights are also provided.

     

On λ-Fold Equipartite Oberwolfach Problem with Uniform Table Sizes

We consider the following generalization of the Oberwolfach problem:”At a gathering there are n delegations each having m people. Is it possible to arrange a seating of mn people present at s round tables T ₁, T ₂, . . . , T _s (where each T _i can accommodate \( t_i\geq3 \) people and \( \sum t_i = mn \)) for k different meals so that each person has every other person not in the same delegation for a neighbor exactly λ times?” For λ= 1, Liu has obtained the complete solution to the problem when all tables accommodate the same number t of people. In this paper, we give the completesolution to the problem for \( \lambda\geq2 \) when all tables have uniform sizes t.     

A Delay Dependent Queue without Pre-emption with General Linearly Increasing Priority Function

This paper considers the delay dependent priority queueing discipline with P non-preemptive priority classes. The priority at time t of a customer from the pth priority class, who arrives at time T_p, is given by q_p(t) = a _p + b _p (t - T _p ). The result has been derived for the expected waiting time of a customer from the pth priority class.     

Existence of linear Pfaffian systems whose lower characteristic set has positive measure in <Emphasis Type="Italic">R</Emphasis><Superscript>3</Superscript>

We prove the existence of a completely integrable Pfaffian system ?x/?t i = A _i (t)x, x ∈ R ⁿ , t = (t ₁, t ₂, t ₃) ∈ R ₊ ³ , i = 1, 2, 3, with infinitely differentiable bounded coefficients and with lower characteristic set of positive three-dimensional Lebesgue measure.     

Limit theorems for supremum of Gaussian processes over a random interval

Let {X(t), t ≥ 0} be a centered stationary Gaussian process with correlation r(t)such that 1-r(t) is asymptotic to a regularly varying function. With T being a nonnegative random variable and independent of X(t), the exact asymptotics of P(sup_(t∈[0,T])X(t) x) is considered, as x →∞.