On a multivariate normal probability minimization problem

Given a 2k component (column) vector z=(x′,y′)′, x′=(x₁,…, x_k), y′= (y₁,…,y_k), having a 2k variate multivariate normal distribution with mean vector zero, and an unknown 2k×2k positive definite correlation matrix Σ, Shafer and Olkin (1983) conjecture that P(x,y)=P{|x₁|<c,…,|x_k|<c,|y₁|<c,…,|y_k|<c} is minimized when Σ has a certain pattern. This conjecture is proved to be correct. A known inequality is generalized.     

Boundary regularity for viscosity solutions to degenerate elliptic PDEs

Sufficient conditions are given for the solutions to the (fully nonlinear, degenerate) elliptic equation F(x,u,Du,D²u)=0 in Ω to satisfy |u(x)−u(y)|?Cα|x−y| for some α∈(0,1) when x∈Ω and y∈∂Ω.     

Max-min of polynomials and exponential diophantine equations

In this paper we study the maximum-minimum value of polynomials over the integer ring Z. In particular, we prove the following: Let F(x,y) be a polynomial over Z. Then, maxx∈Z(T)miny∈Z|F(x,y)|=o(T1/2) as T→∞ if and only if there is a positive integer B such that maxx∈Zminy∈Z|F(x,y)|?B. We then apply these results to exponential diophantine equations and obtain that: Let f(x,y), g(x,y) and G(x,y) be polynomials over Q, G(x,y)∈(Q[x,y]−Q[x])∪Q, and b a positive integer. For every α in Z, there is a y in Z such that f(α,y)+g(α,y)bG(α,y)=0 if and only if for every integer α there exists an h(x)∈Q[x] such that f(x,h(x))+g(x,h(x))bG(x,h(x))≡0, and h(α)∈Z.     

On the <Emphasis Type="Italic">C</Emphasis>*-valued triangle equality and inequality in Hilbert <Emphasis Type="Italic">C</Emphasis>*-modules

We prove that for two elements x, y in a Hilbert C*-module V over a C*-algebra the C*-valued triangle equality |x + y| = |x| + |y| holds if and only if 〈x, y〉 = |x| |y|. In addition, if has a unit e, then for every x, y ∊ V and every ɛ > 0 there are contractions u, υ ∊ such that |x + y| ≦ u|x|u* + υ|y|υ* + ɛe.      

Rearrangements of incidence tables

Given integers 0 < k ? n and a permutation α mapping the set of integers from 1 to n onto itself, there exists a permutation β mapping the set of unordered pairs of integers from 1 to n onto itself in such a way that whenever 0 < |a ? b| ? k and {aα, bα}β = {x, y}, then also 0 < |x ? y| ? k and x and y are equal to or between aα and bα.     

Asymptotic estimates of sums involving the Moebius function

Let p(n) denote the smallest prime factor of an integer n>1 and let p(1)=∞. We study the asymptotic behavior of the sum M(x,y)=Σ_{1≤n≤x,p(n)>y}μ(n) and use this to estimate the size of A(x)=max_|f|≤1|Σ_2≤n<xμ(n)f(p(n))|, where μ(n) is the Moebius function. Applications of bounds for A(x), M(x,y) and similar quantities are discussed.     

Multi-bump solutions to Carrier's problem

We study the existence of well-known singularly perturbed BVP problem ε²y″=1−y²−2b(1−x²)y, y(−1)=y(1)=0 introduced by G.F. Carrier. In particular, we show that there exist multi-spike solutions, and the locations of interior spikes are clustered near x=0 and are separated by an amount of O(ε|lnε|), while only single spikes are allowed near the boundaries x=±1.     

Optimal Transportation with an Oscillation-Type Cost: The One-Dimensional Case

The main result of this paper is the existence of an optimal transport map T between two given measures μ and ν, for a cost which considers the maximal oscillation of T at scale δ, given by ω _δ (T) :?=??sup_|x???y|?<?δ |T(x)???T(y)|. The minimization of this criterion finds applications in the field of privacy-respectful data transmission. The existence proof unfortunately only works in dimension one and is based on some monotonicity considerations.     

Pillai's conjecture revisited

We prove a generalization of an old conjecture of Pillai (now a theorem of Stroeker and Tijdeman) to the effect that the Diophantine equation 3^x−2^y=c has, for |c|>13, at most one solution in positive integers x and y. In fact, we show that if N and c are positive integers with N?2, then the equation |(N+1)^x−N^y|=c has at most one solution in positive integers x and y, unless (N,c)∈{(2,1),(2,5),(2,7),(2,13),(2,23),(3,13)}. Our proof uses the hypergeometric method of Thue and Siegel and avoids application of lower bounds for linear forms in logarithms of algebraic numbers.     

Holomorphic Solutions of a Functional Equation Related to Nonlinear Difference Systems

Here we consider the following functional equation, $$\Psi(X(x,\Psi(x)))=Y(x, \Psi(x)),$$ where X(x, y) and Y(x, y) are holomorphic functions in |x| < δ ₁, |y| < δ ₁. When we consider a nonlinear simultaneous system of two variables difference equations, we can reduce it to a single difference equation of first order by a solution Ψ of the above functional equation. We obtain a matrix by the linear terms of functions X and Y. When the all eigenvalues of the matrix are equal to 1, it is difficult to have a solution of the above functional equation. In the present paper, we derive a formal solution of the above functional equation under the condition. Further we prove the existence of a solution which is holomorphic and have an asymptotically expansion of the formal solution. Moreover, we will show an example of nonlinear difference system such that our results are applicable.     

On the Cauchy Problem for Integro-differential Operators in Hölder Classes and the Uniqueness of the Martingale Problem

The existence and uniqueness in Hölder spaces of classical solutions of the Cauchy problem to parabolic integro-differential equation of the order α ∈ (0, 2) is investigated. The principal part of the operator has kernel m(t, x, y)/|y| ^d?+?α with a bounded nondegenerate m, Hölder in x and measurable in y. The result is applied to prove the uniqueness of the corresponding martingale problem.     

A new generalization of Hardy–Berndt sums

In this paper, we construct a new generalization of Hardy–Berndt sums which are explicit extensions of Hardy–Berndt sums. We express these sums in terms of Dedekind sums s _r (h, k : x, y|λ) with x?=?y?=?0 and obtain corresponding reciprocity formulas.     

Uniform boundary Harnack principle and generalized triangle property

Let D be a bounded open subset in R^d, d?2, and let G denote the Green function for D with respect to (-Δ)^α/2, 0<α?2, α<d. If α<2, assume that D satisfies the interior corkscrew condition; if α=2, i.e., if G is the classical Green function on D, assume—more restrictively—that D is a uniform domain. Let g=G(·,y₀)∧1 for some y₀∈D. Based on the uniform boundary Harnack principle, it is shown that G has the generalized triangle property which states that when d(z,x)?d(z,y). An intermediate step is the approximation G(x,y)≈|x-y|^α-dg(x)g(y)/g(A)², where A is an arbitrary point in a certain set B(x,y).This is discussed in a general setting where D is a dense open subset of a compact metric space satisfying the interior corkscrew condition and G is a quasi-symmetric positive numerical function on D×D which has locally polynomial decay and satisfies Harnack's inequality. Under these assumptions, the uniform boundary Harnack principle, the approximation for G, and the generalized triangle property turn out to be equivalent.     

Compact causal data interpolation

Consider a Hilbert space equipped with a time-structure, i.e., a resolution E of the identity on defined on subsets of some linearly ordered set Λ. For which x and y in is it possible to find a causal (time respecting) compact operator T, so that Tx = y? When T is required to be a Hilbert-Schmidt operator and (Λ, E) is sufficiently regular, this question is answered in terms of the “time-densities” of x and y. The condition is that the integral ∝_gLμ_x({s t})⁻¹ dμ_y(t) should be finite, where μ_x and μ_y are the measures on Λ given by μ_x(Ω) = ¦|E(Ω)x¦|² and μ_y(Ω) = ¦|E(Ω)y¦|². Further a solution is given for the related problem of minimizing the sum of ¦|Tx − y¦|² and the squared Hilbert-Schmidt norm ¦|R¦|₂² of T.     

Existence and Uniqueness of Strong Solutions for a Class of Quasi‐Linear Hyperbolic Equations with Order Degeneration

Let k(y) > 0, 𝓁(y) > 0 for y > 0, k(0) = 𝓁(0) = 0 and lim_{y → 0}k(y)/𝓁(y) exists; then the equation L(u) ≔ k(y)u_xx – ∂_y(𝓁(y)u_y) + a(x, y)u_x = f(x, y, u) is strictly hyperbolic for y > 0 and its order degenerates on the line y = 0. Consider the boundary value problem Lu = f(x, y, u) in G, u|_AC = 0, where G is a simply connected domain in ℝ² with piecewise smooth boundary ∂G = AB∪AC∪BC; AB = {(x, 0) : 0 ≤ x ≤ 1}, AC : x = F(y) = ∫^y₀(k(t)/𝓁(t))^1/2dt and BC : x = 1 – F(y) are characteristic curves. Existence of generalized solution is obtained by a finite element method, provided f(x, y, u) satisfies Carathéodory condition and |f(x, y, u)| ≤ Q(x, y) + b|u| with Q ∈ L²(G), b = const > 0. It is shown also that each generalized solution is a strong solution, and that fact is used to prove uniqueness under the additional assumption |f(x, y, u₁) – f(x, y, u₂| ≤ C|u₁ – u₂|, where C = const > 0.     

Concerning the Sierpinski-Schinzel system of Diophantine equations

It is proved that the equation (x ²−1)(y ²−1)=(z ²−1)², |x|≠|y|, |z|≠1, is not solvable in integersx,y,z under the conditionx−y=kz, wherek is a positive integer different from 2. Translated fromMatematicheskie Zametki, Vol. 66, No. 2, pp. 181–187, August, 1999.     

Characterizations of mixtures of discrete distributions by a regression point

Given that the conditional distribution p_s(y|x) of Y, given X = x is an x-fold convolution of a nonnegative integer-valued r.v. ξ for every s= P[ξ = 0] > 0, the distribution of X, hence also of Y, is characterized by the regression point m(0) = E[X|Y = 0]. An infinite variety of generalized distributions (of Y) can be characterized by arbitrarily varying the distribution of X.     

Almost orthogonal operators on the bitorus II

We prove that the operator ${Tf(x,y)=\int^\pi_{-\pi}\int_{|x^{\prime}|<|y^{\prime}|} \frac{e^{iN(x,y) x^{\prime}}}{x^{\prime}}\frac{e^{iN(x,y) y^{\prime}}}{y^{\prime}}f(x-x^{\prime}, y-y^{\prime}) dx^{\prime} dy^{\prime}}$ , with ${x,y \in[0,2\pi]}$ and where the cut off ${|x^{\prime}|<|y^{\prime}|}$ is performed in a smooth and dyadic way, is bounded from L ² to weak- ${L^{2-\epsilon}}$ , any ${\epsilon > 0 }$ , under the basic assumption that the real-valued measurable function N(x, y) is “mainly” a function of y and the additional assumption that N(x, y) is non-decreasing in x, for every y fixed. This is an extension to 2D of C. Fefferman’s proof of a.e. convergence of Fourier series of L ² functions.     

Invariance of quasi-arithmetic means with function weights

Let I⊂R be a non-trivial interval and let . We present some results concerning the following functional equation, generalizing the Matkowski-Sutô equation,

λ(x,y)φ⁻¹(μ(x,y)φ(x)+(1−μ(x,y))φ(y))+(1−λ(x,y))ψ⁻¹(ν(x,y)ψ(x)+(1−ν(x,y))ψ(y))=λ(x,y)x+(1−λ(x,y))y,