A note on discrete Borg-type theorems

We consider the discrete versions of the well-known Borg’s theorem and use simple linear algebraic techniques to obtain new versions of the discrete Borg-type theorems. To be precise, we prove that the periodic potential of a discrete Schrödinger operator is almost a constant if and only if the possible spectral gaps of the operator are of small width. This result is further extended to more general settings and the connection to the well-known Ten Martini problem is also discussed.     

A note on a theorem of Berkes and Philipp for dependent sequences

We improve an almost sure invariance principle for f-mixing sequences of real random variables with finite (2 + δ)th moment (0 < δ 2) due to Berkes and Philipp (1979). The exponent of the slow logarithmic rate of mixing in that theorem is relaxed from 160/δ to (1 + ε)(1 + 2/δ) and the undetermined quantities a_N are replaced by Nσ² for some σ > 0.     

Limit theorems for monochromatic stars

Let T(K_1,r,G_n) be the number of monochromatic copies of the r‐star K_1,r in a uniformly random coloring of the vertices of the graph G_n. In this paper we provide a complete characterization of the limiting distribution of T(K_1,r,G_n), in the regime where is bounded, for any growing sequence of graphs G_n. The asymptotic distribution is a sum of mutually independent components, each term of which is a polynomial of a single Poisson random variable of degree at most r. Conversely, any limiting distribution of T(K_1,r,G_n) has a representation of this form. Examples and connections to the birthday problem are discussed.     

SIR epidemics with stochastic infectious periods

We consider an SIR model for the spread of an epidemic in a closed and homogeneously mixing population, where the infectious periods are represented by an arbitrary absorbing Markov process. A version of this process starts whenever an infection occurs, and the contamination rate of the newly infected individual is a function of its state. When his process is absorbed, the individual becomes a removed case. We use a martingale approach to derive the distribution of the final epidemic size and severity for this class of models. Next, we examine some special cases. In particular, we focus on situations where the infection processes are Brownian motions and where they are Markov-modulated fluid flows. In the latter case, we use matrix-analytic methods to provide more explicit results. We conclude with some numerical illustrations.     

A note on the anisotropic generalizations of the Sobolev and Morrey embedding theorems

We make a contribution to the theory of embeddings of anisotropic Sobolev spaces into L ^p -spaces (Sobolev case) and spaces of Hölder continuous functions (Morrey case). In the case of bounded domains the generalized embedding theorems published so far pose quite restrictive conditions on the domain’s geometry (in fact, the domain must be “almost rectangular”). Motivated by the study of some evolutionary PDEs, we introduce the so-called “semirectangular setting”, where the geometry of the domain is compatible with the vector of integrability exponents of the various partial derivatives, and show that the validity of the embedding theorems can be extended to this case. Second, we discuss the a priori integrability requirement of the Sobolev anisotropic embedding theorem and show that under a purely algebraic condition on the vector of exponents, this requirement can be weakened. Lastly, we present a counterexample showing that for domains with general shapes the embeddings indeed do not hold.     

A note on the perturbed compound poisson risk model with a threshold dividend strategy

In this paper, we consider the Perturbed Compound Poisson Risk Model with a threshold dividend strategy （PCT）. Integro-differential equations （IDE） for its Cerber-Shiu functions and dividend payments function are stated. We maily focus on deriving the boundary conditions to solve these equations.     

A note on branching theorems

Let be a complex, simply connected semisimple analytic group with a closed connected reductive subgroup. Suppose is an irreducible holomorphic -module and an irreducible holomorphic -module. We prove that Hom possesses the structure of an irreducible -module whenever is . Moreover, for all and if and only if is commutative.

     

A note on comparison theorems for nonnegative matrices

Summary In a recent paper, [4], Csordas and Varga have unified and extended earlier theorems, of Varga in [10] and Wonicki in [11], on the comparison of the asymptotic rates of convergence of two iteration matrices induced by two regular splittings. The main purpose of this note is to show a connection between the Csordas-Varga paper and a paper by Beauwens, [1], in which a comparison theorem is developed for the asymptotic rate of convergence of two nonnegative iteration matrices induced by two splittings which are not necessarily regular. Monotonic norms already used in [1] play an important role in our work here.Research supported in part by NSF grant number DMS-8400879     

Approximation and limit theorems for quantum stochastic models with unbounded coefficients

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations and singular perturbations are obtained. The results are illustrated in several examples of physical interest.     

A note on addition theorems for Mathieu functions

Zusammenfassung Es wird gezeigt, dass ein Additionstheorem für Mathieusche Funktionen-verschieden von dem vonMeixner undSchäfke gegebenen-existiert.     

A note on limiting infisup theorems

We show that the limiting infisup theorem of Blair, Duffin and Jeroslow (1982) is a consequence of the classical bifunctional duality. By doing so we generalize their results and prove another limiting infisup theorem for convex quasi-concave functions.     

A note on variance bounding for continuous time Markov Chains

In this paper the notion of variance bounding introduced by Roberts and Rosenthal (2008) is extended to continuous time Markov Chains. Moreover, it is proven that, as in the discrete time case, the notion of variance bounding for reversible Markov Chains is equivalent to the existence of a central limit theorem. A connection with the continuous time Peskun ordering, introduced by Leisen and Mira (2008), concludes the paper.     

A note on bochner type theorems for complete manifolds

In this note we give an extension of Bochner's vanishing theorem to complete manifolds; this generalizes earlier results of J. Dodziuk, K.D. Elworthy and S. Rosenberg. This research was partially done under the E.E.C. Contract # SC 1-0105-C “GADGET” at the C.N.R.S. U.R.A. 188     

关于齐次树上随机场的一类强偏差定理

通过引进渐近对数似然比作为齐次树上任意Markov随机场逼近的一种度量,通过构造鞅的方法,建立了关于随机场的一类强偏差(也称小偏差)定理.所得结论推广了一个已知的结果.     

General shock models with random threshold

A general shock model associated with a correlated pair (X _n ,Y _n ) of renewal sequences is considered. The system fails when the magnitude of the shock exceeds a random threshold Zfollowing exponential law. The distribution of the system failure time T _Z is found and first two moments of T _Z are derived. A class of correlated cumulative shock models is also studied. As an application stochastic clearing system is studied in detail.     

A generalization of Laguerre's theorems on zeros of entire functions

We prove some results generalizing the classical Laguerre theorems about the multiplicity and the number of zeros of the function

Local limit theorems for occupancy models

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both Stein's method for distributional approximation and Stein's method for concentration. As applications, we prove local central limit theorems with rate of convergence for the number of germs with d neighbors in a germ‐grain model, and the number of degree‐d vertices in an Erd?s‐Rényi random graph. In both cases, the error rate is optimal, up to logarithmic factors.     

A note on the use of direct sufficient conditions in optimal control problems

It is always possible to transform a nonautonomous optimal control problem into an autonomous one. However, the direct sufficient conditions may yield no information when applied to this autonomous problem, even though they do allow one to conclude sufficiency when applied to the original nonautonomous problem.This research was supported by the Air Force Office of Scientific Research, under Grant No. AFOSR-76-2923.