Lp-intensities of random measures

Given a random measure η and a fixed number p>1, the L_p-intensity 6η6_p of ηis defined as the total variation measure of the subadditive set function 6η(·)6_p. It is shown that 6η6_p can exist (be locally finite) only if the usual intensity measure Eη exists and $\text{η 《}\text{E}\text{η}$ a.s, and that in this case $\text{6η6}{}_{\mathrm{p}}\text{B}\text{=?}{}_{\mathrm{<mtext>B</mtext>}}\text{6}\text{d}\text{η}\text{d}\text{E}\text{η}\text{6}{}_{\mathrm{p}}\text{d}\text{E}\text{η}$. If η is the conditional intensity of a simple point process ξ, then 6η6_p equals the total variation of the subadditive set functions 6P[ξB = 1|B^cξ]6_p and 6E[ξB|B^cξ]6_p. Some applications to stochastic geometry and particle systems are discussed briefly.     

Exposants de Lyapounov pour opérateurs de Schrödinger discrètes quasi-périodiquesLyapounov exponents for discrete,quasi-periodic Schrödinger operators

We consider quasi-periodic Schrödinger operators H on $\text{Z}$ of the form H=H_λ,x,ω=λv(x+nω)δ_n,n′+Δ where v is a non-constant real analytic function on the d-torus $\text{T}{}^{\mathrm{d}}\text{(d?1)}$ and Δ denotes the discrete lattice Laplacian on $\text{Z}$. Denote by L_ω(E) the Lyapounov exponent, considered as function of the energy E and the rotation vector $\text{ω∈}\text{T}{}^{\mathrm{d}}$. It is shown that for |λ|>λ₀(v), there is the uniform minoration $\text{L}{}_{\mathrm{\omega }}\text{(E)>}\text{1}\text{2}\text{log}\text{|λ|}$ for all E and ω. For all λ and ω, L_ω(E) is a continuous function of E. Moreover, L_ω(E) is jointly continuous in (ω,E), at any point $\text{(ω}{}_0\text{,E}{}_0\text{)∈}\text{T}{}^{\mathrm{d}}\text{×}\text{R}$ such that k·ω₀≠0 for all $\text{k∈}\text{Z}{}^{\mathrm{d}}\text{?{0}}$. To cite this article: J. Bourgain, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 529–531.     

Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions

A function f(x) defined on $\text{X}$ = $\text{X}$₁ × $\text{X}$₂ × … × $\text{X}$_n where each $\text{X}$_i is totally ordered satisfying f(x ∨ y) f(x ∧ y) ≥ f(x) f(y), where the lattice operations ∨ and ∧ refer to the usual ordering on $\text{X}$, is said to be multivariate totally positive of order 2 (MTP₂). A random vector Z = (Z₁, Z₂,…, Z_n) of n-real components is MTP₂ if its density is MTP₂. Classes of examples include independent random variables, absolute value multinormal whose covariance matrix Σ satisfies ?DΣ^?1D with nonnegative off-diagonal elements for some diagonal matrix D, characteristic roots of random Wishart matrices, multivariate logistic, gamma and F distributions, and others. Composition and marginal operations preserve the MTP₂ properties. The MTP₂ property facilitate the characterization of bounds for confidence sets, the calculation of coverage probabilities, securing estimates of multivariate ranking, in establishing a hierarchy of correlation inequalities, and in studying monotone Markov processes. Extensions on the theory of MTP₂ kernels are presented and amplified by a wide variety of applications.     

On linear integral operators with nonnegative kernels

Let K be an eventually compact linear integral operator on $\text{L}{}^{\mathrm{p}}\text{(Ω, μ), 1 ? p < ∞}$, with nonnegative kernel k(x, y), where the underlying measure μ is totally σ-finite on the domain set Ω when p = 1. In considering the equation λf = Kf + g for given nonnegative $\text{g ? L}{}^{\mathrm{p}}\text{(Ω, μ), λ > 0}$, P. Nelson, Jr. provided necessary and sufficient conditions, in terms of the support of g, such that a nonnegative solution $\text{f ? L}{}^{\mathrm{p}}\text{(Ω, μ)}$ was attained. Such conditions led to generalizing some of the graph-theoretic ideas associated with the normal form of a nonnegative reducible matrix. The purpose of this paper is to show that the analysis by Nelson can be enlarged to provide a more complete generalization of the normal form of a nonnegative matrix which can be used to characterize the distinguished eigenvalues of K and K¹, and to describe sets of support for the eigenfunctions and generalized eigenfunctions of both K and K¹ belonging to the spectral radius of K.     

The Banach–Saks index of rearrangement invariant spaces on [0,1]

The set of all rearrangement invariant function spaces on [0,1] having the p-Banach–Saks property has a unique maximal element for all p∈(1,2]. For p=2 this is L₂, for p∈(1,2) this is L_p,∞⁰. We compute the Banach–Saks index for the families of Lorentz spaces $\text{L}{}_{\mathrm{p,q}}\text{,}\text{1<p<∞}$, 1?q?∞, and Lorentz–Zygmund spaces L(p,α), $\text{1?p<∞,}\text{α∈}\text{R}$, extending the classical results of Banach–Saks and Kadec–Pelczynski for L_p-spaces. Our results show that the set of rearrangement invariant spaces with Banach–Saks index p∈(1,2] is not stable with respect to the real and complex interpoltaion methods. To cite this article: E.M. Semenov, F.A. Sukochev, C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

Duality between some linear preserver problems. II. Isometries with respect to c-special norms and matrices with fixed singular values

Let $\text{F}{}_{\mathrm{m\times n}}$ (m?n) denote the linear space of all m × n complex or real matrices according as $\text{F}$=$\text{C}$ or $\text{R}$. Let c=(c₁,…,c_m)≠0 be such that c₁???c_m?0. The c-spectral norm of a matrix A?$\text{F}$_m×n is the quantity

$\text{6A6}{}_{\mathrm{c}}\text{∑}\text{i=I}\text{m}\text{c}{}_{\mathrm{i}}\text{σ}{}_{\mathrm{i}}\text{(A)}$

. where σ₁(A)???σ_m(A) are the singular values of A. Let d=(d₁,…,d_m)≠0, where d₁???d_m?0. We consider the linear isometries between the normed spaces $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{<mtext>c</mtext>}}\text{)}$ and $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{d}}\text{)}$, and prove that they are dual transformations of the linear operators which map $\text{L}$(d) onto $\text{L}$(c), where

$\text{L}\text{(c)= {X?}\text{F}{}_{\mathrm{m\times n}}\text{:X}\text{has singular values}\text{c}{}_1\text{,…,c}{}_{\mathrm{m}}\text{}}$

.     

Multipliers of the Hölder classes

Following the lines of [13] we introduce the classes of mixed smoothness $\text{L}$α_p(Rⁿ), $\text{L}$α_p(Zⁿ) for a multi-index α = (α₁,…, α_n). Such classes are naturally tied up with the study of semi-elliptic differential and difference equations.Besides a brief presentation of such classes, we concentrate our research on the study of mixed homogeneous multipliers with homogeneity β = (β₁, …, β_n) and their preservation of mixed homogeneous Hölder classes $\text{L}$_α^∞, for a different multi-index α.In the last paragraph we apply the results to produce various improvements of the classical Schauder's estimates, for differential and difference equations, in the parabolic and elliptic case.     

A new fuzzy compactness defined by fuzzy nets

Let (Ω, $\text{A}$, μ) be a probability space and let $\text{B}$ be a subsigma algebra of $\text{A}$. Let A= L_∞Ω, $\text{A}$, μ , let A= L_∞Ω, $\text{B}$, μ, and let f?A. It is shown that best L_∞-approximations of f by elements of B comprise an interval in B; that is, there exists $\text{f}\text{,}\text{f}\text{?B}$ such that a function g?B is a best L_∞-approximation to f if and only if $\text{f}\text{? g ?}\text{f}$ a.e. on Ω. The difference, $\text{f}\text{? f}$, of $\text{f}$ and f is completely characterized in terms of special sets that have been developed in [2]. Then it is established that the best best L_∞-approximation, f_{$\text{B}$,∞}, to f by elements of B is the average of $\text{f}$ and $\text{f}$, where the function f_{$\text{B}$,∞} is defined by f_{$\text{B}$,∞}(ω) lim_{p → ∞}f_$\text{B}$,P(ξ) and f_$\text{B}$,P denotes the best L_p-approximation to f elements of L_p(Ω, $\text{B}$, μ).     

The iwasawa invariant μ in the composite of two Zl-extensions

Let k₀ be a finite extension field of the rational numbers, and assume k₀ has at least two Z_l-extensions. Assume that at least one Z_l-extension $\text{K}\text{k}{}_0$ has Iwasawa invariant μ = 0, and let L be the composite of K and some other Z_l-extension of k₀. In this paper we find an upper bound for the number of Z_l-extensions of k₀ contained in L with nonzero μ.     

Partitions of large multipartites with congruence conditions. II

For 1 ≦ l ≦ j, let $\text{a}$_l = ?_h=1^q(l){a_lh + Mv: v = 0, 1, 2,…}, where j, M, q(l) and the a_lh are positive integers such that j > 1, a_l1 < … < a_lq(2) ≦ M, and let $\text{a}$_l^′ = $\text{a}$_l ∪ {0}. Let p(n : $\text{B}$) be the number of partitions of n = (n₁,…,n_j) where, for 1 ≦ l ≦ j, the lth component of each part belongs to $\text{B}$_l and let p¹(n : $\text{B}$) be the number of partitions of n into different parts where again the lth component of each part belongs to $\text{B}$_l. Asymptotic formulas are obtained for p(n : $\text{a}$), p¹(n : $\text{a}$) where all but one n_l tend to infinity much more rapidly than that n_l, and asymptotic formulas are also obtained for p(n : $\text{a}$′), p¹(n ; $\text{a}$′), where one n_l tends to infinity much more rapidly than every other n_l. These formulas contrast with those of a recent paper (Robertson and Spencer, Trans. Amer. Math. Soc., to appear) in which all the n_l tend to infinity at approximately the same rate.     

Girsanov functionals and optimal bang-bang laws for final value stochastic control

Girsanov's theorem is a generalization of the Cameron-Martin formula for the derivative of a measure induced by a translation in Wiener space. It states that for ? a nonanticipative Brownian functional with ∫|?|² ds < ∞ a.s. and $\text{d}\text{P}\text{?}\text{=exp[ζ(?)] d}\text{P}$ with $\text{E}\text{?}\text{{1}=1}$, where $\text{ζ(?) = ∫?}\text{d}\text{w-}\text{1}\text{2}\text{∫|?|}{}^2\text{d}\text{s}$, the translated functions $\text{(Tw)(t) = w}{}_{\mathrm{t}}\text{-}\text{∫}\text{0}\text{t}\text{?}\text{d}\text{s}$ are a Wiener process under P?. The Girsanov functionals exp [ζ(?)] have been used in stochastic control theory to define measures corresponding to solutions of stochastic DEs with only measurable control laws entering the right-hand sides. The present aim is to show that these same concepts have direct practical application to final value problems with bounded control. This is done here by an example, the noisy integrator: Make E{x²₁}∣small, subject to dx_t = u_t dt + dw_t, |u|? 1, x_t observed. For each control law there is a definite cost v(1?t, x) of starting at x, t and using that law till t = 1, expressible as an integral with respect to (a suitable) P?. By restricting attention to a dense set of smooth laws, using Itô's lemma, Kac's theorem, and the maximum principle for parabolic equations, it is possible to calculate sgn v_x for a critical class of control laws, then to compare control laws, “solve” the Bellman-Hamilton-Jacobi equation, and thus justify selection of the obvious bang-bang law as optimal.     

Properties of Euclidean and non-Euclidean distance matrices

A distance matrix D of order n is symmetric with elements $\text{?}\text{1}\text{2}\text{d}{}_{\mathrm{ij}}{}^2$, where d_ii=0. D is Euclidean when the $\text{1}\text{2}\text{n(n?1)}$ quantities d_ij can be generated as the distances between a set of n points, X (n×p), in a Euclidean space of dimension p. The dimensionality of D is defined as the least value of p=rank(X) of any generating X; in general p+1 and p+2 are also acceptable but may include imaginary coordinates, even when D is Euclidean. Basic properties of Euclidean distance matrices are established; in particular, when ρ=rank(D) it is shown that, depending on whether e^TD^?e is not or is zero, the generating points lie in either p=ρ?1 dimensions, in which case they lie on a hypersphere, or in p=ρ?2 dimensions, in which case they do not. (The notation e is used for a vector all of whose values are one.) When D is non-Euclidean its dimensionality p=r+s will comprise r real and s imaginary columns of X, and (r, s) are invariant for all generating X of minimal rank. Higher-ranking representations can arise only from p+1=(r+1)+s or p+1=r+ (s+1) or p+2=(r+1)+(s+1), so that not only are r, s invariant, but they are both minimal for all admissible representations X.     

Isomorphisms between Lp-function spaces when p < 1

We prove a number of results concerning isomorphisms between spaces of the type L_p(X), where X is a separable p-Banach space and 0 < p < 1. Our results imply that the quotient of L_p([0, 1] × [0, 1]) by the subspace of functions depending only on the first variable is not isomorphic to L_p, answering a question of N. T. Peck. More generally if $\text{B}$₀ is a sub-σ-algebra of the Borel sets of [0, 1], then $\text{L}{}_{\mathrm{p}}\text{([0, 1])}\text{L}{}_{\mathrm{p}}\text{([0, 1]}$, $\text{B}$₀) is isomorphic to L_p if and only if L_p([0, 1], B₀) is complemented. We also show that L_p has, up to isomorphism, at most one complemented subspace non-isomorphic to L_p and classify completely those spaces X for which $\text{L}{}_{\mathrm{p}}\text{(X) ? L}{}_{\mathrm{p}}$. In particular if $\text{L(L}{}_{\mathrm{p}}\text{, X) = {0}}\text{and}\text{L}{}_{\mathrm{p}}\text{(X) ? L}{}_{\mathrm{p}}$ then $\text{X ? l}{}_{\mathrm{p}}$ or is finite-dimensional. If X has trivial dual and $\text{L}{}_{\mathrm{p}}\text{(X) ? L}{}_{\mathrm{p}}\text{then}\text{X ? L}{}_{\mathrm{p}}$.     

Subordination,rank, and determinism of multivariate stationary sequences

Necessary and sufficient conditions for an arbitrary q-variate stationary sequence x_t, t ∈ $\text{Z}$, to be deterministic are presented. A characterization of the rank r(x) of x_t, t ∈ $\text{Z}$, and a method to construct the Wold-Cramér decomposition for x_t, t ∈ $\text{Z}$, are given. Subordination of q-variate bounded orthogonally scattered vector measures is considered.     

Multipliers from L1(G) to a Lipschitz space

Let G be a metric locally compact Abelian group. We prove that the spaces (L₁, Lip(α, p)), (L₁, lip(α, p)), Lip(α, p) and lip(α, p)^~ are isometrically isomorphic, where Lip(α, p) and lip(α, p) denote the Lipschitz spaces defined on G, (L₁, A) is the space of multipliers from L₁ to A, and lip(α, p)^~ denotes the relative completion of lip(α, p). We also show that $\text{L}{}_1\text{1}\text{Lip}\text{(α, p) =}\text{lip}\text{(α, p) = L}{}_1\text{1}\text{lip}\text{(α, p)}$.     

On the invariants of some Zi-extensions

Let k ? k₁ ? … ? K be a Z_i-extension. The relations of $\text{λ(}\text{K}\text{k}\text{)}$ and $\text{λ(}\text{KF}\text{F}\text{)}$ is studied, where $\text{F}\text{k}$ is a cyclic l-extension. If $\text{M}\text{k}$ is another Z_i-extension of k, it is shown that for i ? 0$\text{λ(}\text{Mk}{}_{\mathrm{i}}\text{k}{}_{\mathrm{i}}\text{) = rl}{}^{\mathrm{i}}\text{+ C}$, under minimal additional hypotheses. Finally if $\text{MK}\text{k}$ has a unique totally ramified prime, and X_K is cyclic, it is shown that MK can contain at most one Z_i-extension with non-zero μ invariant.     

Residue properties of certain quadratic units

Explicit formulas are given for the quadratic and quartic characters of units of certain quadratic fields in terms of representations by positive definite binary quadratic forms, as conjectured by Leonard and Williams (Pacific J. Math.71 (1977), Rocky Mountain J. Math.9 (1979)), and by Lehmer (J. Reine Angew. Math.268/69 (1974)). For example, if p and a are primes such that p≡1 (mod 8), q≡5 (mod 8) and the Legendre symbol $\text{(}\text{q}\text{p}\text{)=1}$, and if ε is the fundamental unit of $\text{Q}$(√q), then $\text{(}\text{ε}\text{p}\text{)}{}_4\text{=(?1)}{}^{\mathrm{b+d}}$, where p=a²+16b² and p^k=c²+16qd² with k odd.     

On convergence of LAD estimates in autoregression with infinite variance

The least absolute deviation estimates L(N), from N data points, of the autoregressive constants a = (a₁, …, a_q)′ for a stationary autoregressive model, are shown to have the property that N^σ(L(N) ? a) converge to zero in probability, for $\text{σ <}\text{1}\text{α}$, where the disturbances are i.i.d., attracted to a stable law of index α, 1 ≤ α < 2, and satisfy some other conditions.     

Asymptotic behavior of a stochastic growth process associated with a system of interacting branching random walksComportement asymptotique d'un processus stochastique de croissance associé à un système de marches aléatoires en interaction

We study a continuous time growth process on $\text{Z}{}^{\mathrm{d}}$ (d?1) associated to the following interacting particle system: initially there is only one simple symmetric continuous time random walk of total jump rate one located at the origin; then, whenever a random walk visits a site still unvisited by any other random walk, it creates a new independent random walk starting from that site. Let us call P_d the law of such a process and S⁰_d(t) the set of sites, visited by all walks by time t. We prove that there exists a bounded, non-empty, convex set $\text{C}{}_{\mathrm{d}}\text{?}\text{R}{}^{\mathrm{d}}$, such that for every ε>0, P_d-a.s. eventually in t, the set S_d⁰(t) is within an ε neighborhood of the set [C_dt], where for $\text{A?}\text{R}{}^{\mathrm{d}}$ we define $\text{[A]:=A∩}\text{Z}{}^{\mathrm{d}}$. Moreover, for d large enough, the set C_d is not a ball under the Euclidean norm. We also show that the empirical density of particles within S_d⁰(t) converges weakly to a product Poisson measure of parameter one. To cite this article: A.F. Ram??rez, V. Sidoravicius, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 821–826.