On the semimartingale representation of reflecting Brownian motion in a cusp

Summary LetC be the symmetric cusp {(x, y)²:–x yx ,x0} where >1. In this paper we decide whether or not reflecting Brownian motion inC has a semimartingale representation. Here the reflecting Brownian motion has directions of reflection that make constant angles with the unit inward normals to the boundary. Our results carry through for a wide class of asymmetric cusps too.     

A critical case for Brownian slow points

Summary LetX _t be a Brownian motion and letS(c) be the set of realsr0 such that üX _r+t –X _r üct, 0th, for someh=h(r)>0. It is known thatS(c) is empty ifc<1 and nonempty ifc>1, a.s. In this paper we prove thatS(1) is empty a.s.This research was partially supported by NSF Grant 9322689.     

A relation between Chung's and Strassen's laws of the iterated logarithm

Summary Let W(t) be a standard Wiener process and let f(x) be a function from the compact class in Strassen's law of the iterated logarithm. We investigate the lim inf behavior of the variable sup ¦W(xT)(2T loglog T)^–1/2–f(x)¦, 0x1 suitably normalized as T.This extends Chung's result valid for f(x)0, stating that lim inf.[ sup ¦(2T loglogT)^–1/2 W(xT)¦(loglog T)^–1]=/4 a.s. T 0x1     

On a problem of Erdös and Alladi

We give an estimate for the quantity {f(n):nx, p(n)y}, wherep(n) denotes the greatest prime factor ofn andf belongs to a certain class of multiplicative functions. As an application, we show that for the Moebius function, ({(n):nx, p(n)y}) ({1:nx, p(n)y})^–1 tends to zero, asx, uniformly iny2, and thus settle a conjecture of Erdös.Supported by a grant from the Deutsche Forschungsgesellschaft.     

Dominated, diagonal polynomials on ℓ p spaces

We show that the r-dominated polynomials on _p(2 p ) are integral on ₁, and give examples proving that the converse is not true. We characterize when the 2-homogeneous, diagonal polynomials on _p(1 < p ) are r-dominated. We prove that, unlike the linear case, there are nuclear polynomials which are not 1-dominated.Received: 6 June 2004; revised: 28 September 2004     

Formulas for best extrapolation

We considern-point Lagrange-Hermite extrapolation forf(x), x>1, based uponf(x _i ),i=1(1)n, –1x _i 1, including non-distinct pointsx _i in confluent formulas involving derivatives. The problem is to find the pointsx _i that minimize the factor in the remainderP _n (x)f ⁽ⁿ⁾()/n, –1<<x subject to the condition|P _n (x)|M, –1x1,2^–n+1M2 ⁿ . The solution is significant only when a single set of pointsx _i suffices for everyx>1. The problem is here completely solved forn=1(1)4. Forn>4 it may be conjectured that there is a single minimal , 0 rn, whererr(M) is a non-decreasing function ofM, P _n (–1)=(–1) ⁿ M, and for 0rn–2, thej-th extremumP _n (x _{e, j} )=(–1) ^n–j M,j=1(1)n–r–1 (except forM=M _r ,r=1(1)n–1, whenj=1(1)n–r).     

A partial ordering of some of the elements of Algol

Them _Algol productions of Algol are of the formX _p0 ::=X _p1 X _p2 ...X _{pn p} , where 1pm _Algol, 1n _p,X _p0 is a defined type andX _pj, 1jn _p is either a defined type or a basic symbol or possibly, representing the empty string ifn _p=1 [1]. A partial ordering of that subset of Algol's basic symbols and defined types which for somep are eitherX _p0 orX _p1 is exhibited. This ordering is of interest in implementing the syntax-oriented translator described by Ingerman.     

Flat points of two-dimensional Brownian motion

Summary SupposeZ(·) is a two-dimensional Brownian motion. It is shown that a.s. there existt ₀ and >0 such thatZ(t ₀) is an extremal point of the convex hull of {Z(t)|t ₀–tt₀} and also an extremal point of the convex hull of {Z(t)|t ₀tt₀+} and, moreover, the tangent lines to the convex hulls atZ(t ₀) form a non-zero angle.The result is related to the following unsolved problem of S.J. Taylor. Do there exist a.s.t ₀ and >0 such that the intersection of the convex hulls of {Z(t)|t ₀–tt₀} and {Z(t)|t ₀tt₀+} contains onlyZ(t ₀)?This research was partially supported by Grant-in-Aid for Scientific Research (No. 400101540202), Ministry of Education, Science and Culture     

An explicit difference method for the wave equation with extended stability range

A method is developed which superimposes a uniform grid of step-sizeh on the space variablex in the wave equation ²u/x²=²u/t². The resulting system of second order ordinary differential equations is solved using a rational approximant toe ^lA , wherel is the time step andA is the coefficient matrix. A seven point explicit finite difference scheme is derived whose consistency, stability and convergence are discussed. The rational approximant is seen to have a stability range of 0 l/h=r3. Numerical results of the algorithm applied to two problems, one of which has a discontinuity between the initial and boundary conditions, are reported and compared with the familiar five point explicit scheme, which may be derived using the same approach with a different rational approximant and whose stability range is 0r1.     

Concerning the solution set ofAx=b whereP≦A≦Q andp≦b≦q

Summary LetPQ ben×n real matrices so that ifPAQ for some matrixA, thenA is nonsingular. Letp andq ben-dimensional real column vectors. This paper determines the set of all solutionsx to the equationAx=b for allA andb so thatPAQ andpbq.     

On sums of subsets of a set of integers

Forr2 letp(n, r) denote the maximum cardinality of a subsetA ofN={1, 2,...,n} such that there are noBA and an integery with b=y ^r. It is shown that for any>0 andn>n(), (1+o(1))2^1/(r+1) n ^{(r–1)/(r+1)}p(n, r)n ^+2/3 for allr5, and that for every fixedr6,p(n, r)=(1+o(1))·2^1/(r+1) n ^{(r–1)/(r+1)} asn. Letf(n, m) denote the maximum cardinality of a subsetA ofN such that there is noBA the sum of whose elements ism. It is proved that for 3n ^6/3+mn ²/20 log² n andn>n(), f(n, m)=[n/s]+s–2, wheres is the smallest integer that does not dividem. A special case of this result establishes a conjecture of Erds and Graham.Research supported in part by Allon Fellowship, by a Bat-Sheva de Rothschild Grant and by the Fund for Basic Research administered by the Israel Academy of Sciences.     

On a Problem of P. Gallagher

Let p be an odd prime. For each integer a with x < a x + u and (a,p) = 1, we define by a 1 (mod p) and 1 p - 1. Let r(p,u,x) be the number of integers with x < a x + u and (a,p) = 1 for which a and are of opposite parity, and let E(n,u,x) = r(n,u,x) - 1/2 1, where denotes summation over all a such that (a,p) = 1. The main purpose of this paper is to prove that for any positive integer 1 u we have the asymptotic formula

Reguläre Graphen beliebigen Grades mit vorgegebenen Eigenschaften

Zusammenfassung der Sätze 2, 3, 11 und 16 das Hauptresultat dieser Arbeit formulieren:Satz 17. Wenn eine endliche Gruppe und zwei natürliche Zahlen n und so vorgegeben sind, daß 3n< und 2n ist, dann gibt es stets eine unendliche Menge endlicher und eine nicht abzählbare Menge unendlicher regulärer Graphen X vom Grade n(X)=n mit der Farbenzahl (X)= und einer AutomorphismengruppeG(X). Da die Graphen, von denen wir bei der Konstruktion ausgegangen sind, für frei von Fixpunkten und Fixkanten waren, ist im Lichte der verwendeten Substitutionstechnik leicht einzusehen, daß auch die neu erhaltenen Graphen diese Eigenschaften haben müssen. Denn zu jeder Kante eines neuen Graphen, die aus einer Kante des alten Graphen hervorgegangen ist, gibt es wegen der Fixkantenfreiheit des alten ein Element der Gruppe, das diese Kante verändert. Jene Knotenpunkte und Kanten aber, die aus den Knotenpunkten des alten Graphen hervorgehen, können nicht invariant sein, weil der alte Graph keine Fixpunkte hatte. Zum Schluß sei noch vermerkt, daß die konstruierten Graphen zusammenhängend sind und weder Einecke noch Zweiecke enthalten.     

How non-uniform can a uniform sample be: a histogram approach

Summary Let _n be the empirical probability measure associated with n i.i.d. random vectors each having a uniform distribution in the unit square S of the plane. After _n is known, take the worst partition of the square into kn rectangles R _i, each with its short side at least times as long as the long side, and let Z= n|_n(R _j)–(R _j)|. We prove distribution inequalities for Z implying the right half of c _p,(n,k)^p/2 EZ ^p C _p,(n,k ^p/2, p > 0. (The left half follows easily by considering non-random partitions.) Similar results are obtained in other dimensions, and for population distributions other than uniform, and our results are related to data based histogram density estimation.Supported by NSF Grant MCS 8201128Supported by NSF Grant DMS-8401996     

Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

Almost sure behaviour ofF-valued random fields

Summary LetX _n, n ^d be a field of independent random variables taking values in a semi-normed measurable vector spaceF. For a broad class of fields _n, ^d of positive numbers, the almost sure behaviour of _knX_k/_n, n ^d is studied. The main result allows us to deduce some new and well-known theorems for fields of independentF random variables from related results for fields of independent real random variables.Supported in part by the Youth Science Foundation of China, No. 19001018Supported by the National Natural Science Foundation of China     

Beschränkte Lösungen der Cauchy-Riemannschen Differentialgleichungen auf q-konkaven Gebieten

Generalising a result of M. Hortmann's we show that the Cauchy-Riemann equations have bounded solutions on any strictly q-concave domain G, provided f is an exact bounded (o,r)-form with 1r dim G-q-1. The proof requires the construction of suitable Cauchy-Fantappie-Kernels and L²-estimates.     

Brownian charges around loops

Summary Let (X _t ⁿ ) be a Poisson sequence of independent Brownian motions in ^d ,d3; Let be a compact oriented submanifold of d, of dimensiond–2 and volume ; let t be the sum of the windings of (X _s ⁿ , 0st) around ; then t/t converges in law towards a Cauchy variable of parameter /2. A similar result is valid when the winding is replaced by the integral of a harmonic 1-form in ^d .     

Some observations on the distribution of values of continued fractions

Summary There have been many studies of the values taken on by continued fractionsK(a _n /1) when its elements are all in a prescribed setE. The set of all values taken on is the limit regionV(E). It has been conjectured that the values inV(E), are taken on with varying probabilities even when the elementsa _n are uniformly distributed overE. In this article, we present the first concrete evidence that this is indeed so. We consider two types of element regions: (A)E is an interval on the real axis. Our best results are for intervals [–(1–), (1–)], 0 <1/2. (B)E is a disk in the complex plane defined byE={z:|z|(1–)}., 0<1/2.     

A separation theorem for semicontinuous functions on preordered topological spaces

Suppose that X is a topological space with preorder , and that –g, f are bounded upper semicontinuous functions on X such that g(x) f(y) whenever x y. We consider the question whether there exists a bounded increasing continuous function h on X such that g h f, and obtain an existence theorem that gives necessary and sufficient conditions. This result leads to an extension theorem giving conditions that allow a bounded increasing continuous function defined on an open subset of X to be extended to a function of the same type on X. The application of these results to extremally disconnected locally compact spaces is studied.Received: 26 May 2004