多参数双分数布朗运动相遇局部时的存在性和联合连续性

本文研究了两个相互独立的(N,d)双分数布朗运动BH1,K1和BH2,K2的相遇局部时的问题.利用Fourier分析,获得了相遇局部时的存在性和联合连续性的结果,推广了分数布朗运动相遇局部时的相关结果.     

Local times on curves and uniform invariance principles

Summary Sufficient conditions are given for a family of local times |L _t ^µ | ofd-dimensional Brownian motion to be jointly continuous as a function oft and . Then invariance principles are given for the weak convergence of local times of lattice valued random walks to the local times of Brownian motion, uniformly over a large family of measures. Applications included some new results for intersection local times for Brownian motions on ² and ².Research partially supported by NSF grant DMS-8822053     

On the hot spots of a catalytic super-Brownian motion

Consider the catalytic super-Brownian motion X ^ϱ (reactant) in ℝ ^d , d≤3, which branching rates vary randomly in time and space and in fact are given by an ordinary super-Brownian motion ϱ (catalyst). Our main object of study is the collision local time L = L _[ϱ,Xϱ] (d(s,x) )of catalyst and reactant. It determines the covariance measure in themartingale problem for X ^ϱ and reflects the occurrence of “hot spots” of reactant which can be seen in simulations of X ^ϱ. In dimension 2, the collision local time is absolutely continuous in time, L(d(s,x) ) = ds K _s (dx). At fixed time s, the collision measures K _s (dx) of ϱ _s and X _s ^ϱ have carrying Hausdorff dimension 2. Spatial marginal densities of L exist, and, via self-similarity, enter in the long-term randomergodic limit of L (diffusiveness of the 2-dimensional model). We alsocompare some of our results with the case of super-Brownian motions withdeterministic time-independent catalysts. Received: 2 December 1998 / Revised version: 2 February 2001 / Published online: 9 October 2001     

Intersection Local Times of Independent Brownian Motions as Generalized White Noise Functionals

A 'chaos expansion' of the intersection local time functional of two independent Brownian motions in R ^d is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension dependent singularities of the local time functional. Their L ^p -properties are discussed. An important tool for deriving the chaos expansion is a computation of the 'S-transform' of the corresponding regularized intersection local times and a control about their singular limit.     

A scenario for torus T destruction via a global bifurcation

We show a scenario of a two-frequency torus breakdown, in which a global bifurcation occurs due to the collision of a quasi-periodic torus T² with saddle points, creating a heteroclinic saddle connection. We analyze the geometry of this torus-saddle collision by showing the local dynamics and the invariant manifolds (global dynamics) of the saddle points. Moreover, we present detailed evidences of a heteroclinic saddle-focus orbit responsible for the type-II intermittency induced by this global bifurcation. We also characterize this transition to chaos by measuring the Lyapunov exponents and the scaling laws.     

Stokes‐Fourier and acoustic limits for the Boltzmann equation: Convergence proofs

We establish a Stokes‐Fourier limit for the Boltzmann equation considered over any periodic spatial domain of dimension two or more. Appropriately scaled families of DiPerna‐Lions renormalized solutions are shown to have fluctuations that globally in time converge weakly to a unique limit governed by a solution of Stokes‐Fourier motion and heat equations provided that the fluid moments of their initial fluctuations converge to appropriate L² initial data of the Stokes‐Fourier equations. Both the motion and heat equations are both recovered in the limit by controlling the fluxes and the local conservation defects of the DiPerna‐Lions solutions with dissipation rate estimates. The scaling of the fluctuations with respect to Knudsen number is essentially optimal. The assumptions on the collision kernel are little more than those required for the DiPerna‐Lions theory and that the viscosity and heat conduction are finite. For the acoustic limit, these techniques also remove restrictions to bounded collision kernels and improve the scaling of the fluctuations. Both weak limits become strong when the initial fluctuations converge entropically to appropriate L² initial data. © 2001 John Wiley & Sons, Inc.     

Some Results on Fractional Brownian Sheets and Their Local Times

Let B0^H = {B0^H（t）,t ∈ R＋^N） be a real-valued fractional Brownian sheet. Define the （N,d）- Gaussian random field B^H by
B^H（t） = （B1^H（t）,...,Bd^H（t）） t ∈ R＋^N, where B1^H, ..., Bd^H are independent copies of B0^H. The existence and joint continuity of local times of B^H is proven in some given conditions in [22]. We then study further properties of the local times of B^H, such as the moments of increments of local times, the large increments and the maximum moduli of continuity of local times and as a result, we answer the questions posed in [22].     

On collision local time of two independent fractional ornstein-uhlenbeck processes

In this article, we study the existence of collision local time of two independent d-dimensional fractional Ornstein-Uhlenbeck processes X_t~(H_1)and _t~(H_2),with different parameters H_i∈(0, 1), i = 1, 2. Under the canonical framework of white noise analysis,we characterize the collision local time as a Hida distribution and obtain its' chaos expansion.     

On the trend to global equilibrium in spatially inhomogeneous entropy‐dissipating systems: The linear Fokker‐Planck equation

We study the long‐time behavior of kinetic equations in which transport and spatial confinement (in an exterior potential or in a box) are associated with a (degenerate) collision operator acting only in the velocity variable. We expose a general method, based on logarithmic Sobolev inequalities and the entropy, to overcome the well‐known problem, due to the degeneracy in the position variable, of the existence of infinitely many local equilibria. This method requires that the solution be somewhat smooth. In this paper, we apply it to the linear Fokker‐Planck equation and prove decay to equilibrium faster than O(t^−1/ϵ) for all ϵ > 0. © 2001 John Wiley & Sons, Inc.     

Serre’s formule de masse in prime degree

For a local field F with finite residue field of characteristic p, we describe completely the structure of the filtered F p[G]-module K  ^× /K  ^{× p} in characteristic 0 and K/?(K){K/\wp(K)} in characteristic p, where K=F(^{p-1}?{F^× }){K=F(\root{p-1}\of{F^\times})} and G = Gal(K|F). As an application, we give an elementary proof of Serre’s mass formula in degree p. We also determine the compositum C of all degree-p separable extensions with solvable galoisian closure over an arbitrary base field, and show that C is K(^p?{K^× }){K(\root p\of{K^\times})} or K(?^-1(K)){K(\wp^{-1}(K))}, respectively, in the case of the local field F.     

Local times of fractional Brownian sheets

 Let be a real-valued fractional Brownian sheet. Consider the (N, d) Gaussian random field B ^H defined by

Sharp anisotropic estimates for the Boltzmann collision operator and its entropy production

This article provides sharp constructive upper and lower bound estimates for the Boltzmann collision operator with the full range of physical non-cut-off collision kernels (γ>−n and s∈(0,1)) in the trilinear L²(Rn) energy 〈Q(g,f),f〉. These new estimates prove that, for a very general class of g(v), the global diffusive behavior (on f) in the energy space is that of the geometric fractional derivative semi-norm identified in the linearized context in our earlier works (Gressman and Strain, 2010 [15], 2011 [16]). We further prove new global entropy production estimates with the same anisotropic semi-norm. This resolves the longstanding, widespread heuristic conjecture about the sharp diffusive nature of the non-cut-off Boltzmann collision operator in the energy space L²(Rn).     

The intersection local time of the Westwater process

Summary In this paper, self-intersection properties of the Westwater process are investigated. As a result, we obtain that the Westwater process has an intersection local time (x, [0,s] × [t, 1]) which is Hölder continuous with respect tox, s, t)R ³×[0,1/2]×[1/2,1], and the Hausdorff dimension of the double time set is 1/2, as for Brownian motion inR ³.This work is supported in part by the Fundation of National Natural Science of China     

The divisor class groups of some rings of holomorphic functions

Let (X, _x O) be a normal complex analytic space andAX a connected Stein compact set, i.e. a compact subset ofX which has a basis of open neighborhoods which are Stein spaces. We restrict attention to thoseA such thatR=H ⁰ O) is Noetherian. In Section I various exact sequences involving the divisor class group ofR, denotedC(R), are developed. (IfA is a point, one of these sequences is well-known [24], [39].)LetB be a connected compact Stein set on a normal varietyY such thatS=H ^o(B, _Y O) andT=H ^o(A×B, _X×Y O are Noetherian. In II we give a Künneth-type formula which relatesC(R), C(S) andC(T). In III we show certain analytic local rings are unique factorization domains, study the divisor class groups of local rings on the quotient of an analytic space by a finite group, and prove a simple result on the topology of germs of complex analytic sets. We give a function-theoretic proof that complete intersections of dimensions greater than three which have isolated singularities have local rings which are unique factorization domains.The author wishes to thank Columbia University and the Forschungsinstitut für Mathemathik der ETH (Zürich) for their hospitality and the NSF for financial support.     

Permutation Polyhedra and Minimisation of the Variance of Completion Times on a Single Machine

We consider the problem of minimising variance of completion times when n-jobs are to be processed on a single machine. This problem is known as the CTV problem. The problem has been shown to be difficult. In this paper we consider the polytope P _n whose vertices are in one-to-one correspondence with the n! permutations of the processing times [p ₁, p ₂, ..., p _n]. Thus each vertex of P _n represents a sequence in which the n-jobs can be processed. We define a V-shaped local optimal solution to the CTV problem to be the V-shaped sequence of jobs corresponding to which the variance of completion times is smaller than for all the sequences adjacent to it on P _n. We show that this local solution dominates V-shaped feasible solutions of the order of 2 ^n–3 where 2 ^n–2 is the total number of V-shaped feasible solutions.Using adjacency structure an P _n, we develop a heuristic for the CTV problem which has a running time of low polynomial order, which is exact for n 10, and whose domination number is (2 ^n–3). In the end we mention two other classes of scheduling problems for which also ADJACENT provides solutions with the same domination number as for the CTV problem.     

A New Approach to the Creation and Propagation of Exponential Moments in the Boltzmann Equation

We study the creation and propagation of exponential moments of solutions to the spatially homogeneous d-dimensional Boltzmann equation. In particular, when the collision kernel is of the form |v ? v _*|^β b(cos (θ)) for β ∈ (0, 2] with cos (θ) = |v ? v _*|^?1(v ? v _*)·σ and σ ∈ 𝕊 ^d?1, and assuming the classical cut-off condition b(cos (θ)) integrable in 𝕊 ^d?1, we prove that there exists a > 0 such that moments with weight exp (amin {t, 1}|v|^β) are finite for t > 0, where a only depends on the collision kernel and the initial mass and energy. We propose a novel method of proof based on a single differential inequality for the exponential moment with time-dependent coefficients.     

Local properties of intertwining operators on the sphere

Blaschke?s original question regarding the local determination of zonoids (or projection bodies) has been the subject of much research over the years. In recent times this research has been extended to include intersection bodies and it has been shown that neither zonoids nor intersection bodies have local characterizations. However, it has also been proved that both these classes of bodies admit equatorial characterizations in odd dimensions, but not in even dimensions. The proofs of these results were mostly analytic using properties of associated spherical integral transforms, the Cosine transform and the Radon transform.Here we elaborate a general principle, showing that such local or equatorial characterization problems are equivalent to corresponding support properties of the spherical operators. We discuss this within a general framework, for intertwining operators on C^∞-functions, and apply the results to further geometric constructions, namely to certain mean section bodies, to Lq-centroid bodies and to k-intersection bodies.     

Collision Measure and Collision Local Time for (α, d, β) Superprocesses

Existence and uniqueness of the solutions for some nonlinear evolution equations with measure-valued boundary conditions is established. This gives the existence of the collision local time and the collision measure for two independent (₁, d, ₁) and (₂, d, ₂) superprocesses without using any moment conditions on the mass processes. We obtain expressions for the Laplace transforms of the collision local time and the collision measure.     

Compact Surfaces with Constant Gaussian Curvature in Product Spaces

We prove that the only compact surfaces of positive constant Gaussian curvature in \mathbbH²×\mathbbR{\mathbb{H}^{2}\times\mathbb{R}} (resp. positive constant Gaussian curvature greater than 1 in \mathbbS²×\mathbbR{\mathbb{S}^{2}\times\mathbb{R}}) whose boundary Γ is contained in a slice of the ambient space and such that the surface intersects this slice at a constant angle along Γ, are the pieces of a rotational complete surface. We also obtain some area estimates for surfaces of positive constant Gaussian curvature in \mathbbH²×\mathbbR{\mathbb{H}^{2}\times\mathbb{R}} and positive constant Gaussian curvature greater than 1 in \mathbbS²×\mathbbR{\mathbb{S}^{2}\times\mathbb{R}} whose boundary is contained in a slice of the ambient space. These estimates are optimal in the sense that if the bounds are attained, the surface is again a piece of a rotational complete surface.     

Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes

LetX be a strongly symmetric standard Markov process on a locally compact metric spaceS with 1-potential densityu ¹(x, y). Let {L _t ^y , (t, y)R ⁺×S} denote the local times ofX and letG={G(y), yS} be a mean zero Gaussian process with covarianceu ¹(x, y). In this paper results about the moduli of continuity ofG are carried over to give similar moduli of continuity results aboutL _t ^y considered as a function ofy. Several examples are given with particular attention paid to symmetric Lévy processes.The research of both authors was supported in part by a grant from the National Science Foundation. In addition the research of Professor Rosen was also supported in part by a PSC-CUNY research grant. Professor Rosen would like to thank the Israel Institute of Technology, where he spent the academic year 1989–90 and was supported, in part, by the United States-Israel Binational Science Foundation. Professor Marcus was a faculty member at Texas A&M University while some of this research was carried out.