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.     

Existence and uniqueness of solutions of (n + 1)-point value problems for differential equations of then- th. order

Summary The paper deals with the (n + 1) -point problem u ⁽ⁿ⁾=f(t, u, u, ...,u ^(n–1),u(t ₀)=u(t ₁)=...=u(t _n),where – <t ₀ <t ₁ < ... <t _n< + .There are established the sufficient conditions for the existence and uniqueness of solutions of this problem.     

On discrete and continuous norms in Paley-Wiener spaces and consequences for exponential frames

It is well known that for certain sequences {t_n}_n the usual L^p norm ·_p in the Paley-Wiener space PW ^p is equivalent to the discrete norm f_p,{tn}:=( _n=– |f(t_n)|^p)^1/p for 1 p = < and f_,{tn}:=sup _n|f(t_n| for p=). We estimate f_p from above by Cf_p, _n and give an explicit value for C depending only on p, , and characteristic parameters of the sequence {t_n}_n. This includes an explicit lower frame bound in a famous theorem of Duffin and Schaeffer.     

Future independent times and Markov chains

Summary A random timeT is a future independent time for a Markov chain (X _n ) ₀ ifT is independent of (X _T+n ) _n ^/ =0 and if (X _T+n ) _n ^/ =0 is a Markov chain with initial distribution and the same transition probabilities as (X _n ) ₀ . This concept is used (with the conditional stationary measure) to give a new and short proof of the basic limit theorem of Markov chains, improving somewhat the result in the null-recurrent case.This work was supported by the Swedish Natural Science Research Council and done while the author was visiting the Department of Statistics, Stanford University     

Bestimmung der Eigenwerte und Eigenvektoren einer Matrix mit Hilfe des Quotienten-Differenzen-Algorithmus

Summary Two previous papers (in Vol. V) describe theory and some applications of the quotient-difference (=QD-) algorithm. Here we give an extension which allows the determination of the eigenvectors of a matrix. Letx ₍₀₎ ¹ , ...,x ₍₀₎ ⁿ be a coordinate system in whichA has Jacobi form (such a system may be constructed with methods ofC. Lanczos orW. Givens). Then the QD-algorithm allows the construction of a sequence of coordinate systemsx ₍₂₎ ¹ , ...,x ₍₂₎ ⁿ , (=0, 1, 2, ...) which converge for to the system of the eigenvectors ofA.     

Resonance in Preisach Systems

This paper deals with the asymptotic behavior as t of solutions u to the forced Preisach oscillator equation where is a Preisach hysteresis operator, L (0, ) is a given function and t 0 is the time variable. We establish an explicit asymptotic relation between the Preisach measure and the function (or, in a more physical terminology, a balance condition between the hysteresis dissipation and the external forcing) which guarantees that every solution remains bounded for all times. Examples show that this condition is qualitatively optimal. Moreover, if the Preisach measure does not identically vanish in any neighbourhood of the origin in the Preisach half-plane and , then every bounded solution also asymptotically vanishes as t .     

Interpolation Sequences for the Class of Functions of Finite η-Type Analytic in the Unit Disk

We establish conditions for the existence of a solution of the interpolation problem f( _n ) = b _n in the class of functions f analytic in the unit disk and such that

On Interpolation Sequences of One Class of Functions, Analytic in the Half-Plane

A new criterion of solvability of the interpolation problem f( _n )=b_n in the class of functions f, analytic in the right half-plane and such that there exists c ₁(0;+) such that |f(z)|c ₁exp((c₁|z|)) for all z , where is a positive increasing continuous differentiable function on [0;+), for which (t)+ as t+ and there exists c ₂(0;+) such that

Embeddings of Banach Spaces Into Banach Lattices and the Gordon–Lewis Property

In this paper we first show that if X is a Banach space and is a left invariant crossnorm on lX, then there is a Banach lattice L and an isometric embedding J of X into L, so that I J becomes an isometry of lX onto l_m J(X). Here I denotes the identity operator on l and l_m J(X) the canonical lattice tensor product. This result is originally due to G. Pisier (unpublished), but our proof is different. We then use this to prove the main results which characterize the Gordon–Lewis property GL and related structures in terms of embeddings into Banach lattices.     

The critical exponent of degenerate parabolic systems

The Cauchy problemu _t=u +v ^p ,v _t =v +u ^q is studied, wherex R ^N , 0 <t < and ,,p andq, are positive exponents. It is proved that ifp,q 1 and 1 <pq < 1 + 2 max(p + ,q + )/n then every nontrivial non-negative solution is not global in time; whereaspq > 1 + 2 max(p + , q + )/n then there exist both positive global solutions and non-global solutions. In addition, the decaying in time of solutions tou _t,=u inR ⁿ × (0, ), an equation which occurs naturally in our study of above systems, is studied and solutions with the fastest decaying in time are constructed.     

Order of the best spline approximations of some classes of functions

The rate of decrease of the upper bounds of the best spline approximations E_m,n(f)p with undetermined n nodes in the metric of the space L_p(0, 1) (1p) is studied in a class of functionsf(x) for which f ^m+1 (x)L_q(0, 1)1(1qt8) or var {f(m) (x); 0, 1}1 (m=1, 2, ..., the preceding derivative is assumed absolutely continuous). An exact order of decrease of the mentioned bounds is found as n , and asymptotic formulas are obtained for p= and 1q in the case of an approximation by broken lines (m=1). The simultaneous approximation of the function and its derivatives by spline functions and their appropriate derivatives is also studied.Translated from Matematicheskie Zametki, Vol. 7, No. 1, pp. 31–42, January, 1970.     

On the convergence of orthogonal series to +∞

For any sequence of numbers _n0, _n=1 a _n ² =, a uniformly bounded orthonormal system of continuous functions _n(x) which is complete in L₂ (0, 1), and a sequence of numbers b_n(0< b_na_n) are constructed such that _n=1 ^Emphasis> b_nn(x)= everywhere on (0, 1).Translated from Matematicheskie Zametki, Vol. 11, No. 5, pp. 499–508, May, 1972.     

Approximate solution of a class of singular control problems

A class of singular control problems involving amplitude constraints on the controls is examined. IfL is the space of control functionsU, the control constraint setS can be identified with the unit ball inL . Now, for anyn (1, ), an analogous problem may be set up withL ⁿ forU and the unit ball inL ⁿ forS. This modified problem is necessarily nonsingular for controllable systems. It is shown that, by takingn sufficiently large, the solution to the modified problem also solves the original problem arbitrarily closely (in a sense made precise). Behavior asn is investigated.This research was supported by the Science Research Council of Great Britain and the Commonwealth Fund (Harkness Fellowship).     

Mathematical expectations of functions of sums of a random number of independent terms

Conditions are found which must be imposed on a function g(x) in order that M g(₁+₂+ + _v < if M g(_i) < and M g(v) < ,, ₁, ₂, , _n, ... being non-negative and independent, being integral, and {_i} being identically distributed. The result is applied to the theory of branching processes.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 387–394, April, 1968.     

Approximation by Fourier sums of classes of functions with several bounded derivatives

An ordered estimate is obtained for the approximation by Fourier sums, in the metric ofd=(d ₁ , ...,d _n ), 1<dj<,j=1, ...,_n of classes of periodic functions of several variables with zero means with respect to all their arguments, having m mixed derivatives of order a¹..., a^m., aⁱ rⁿ. which are bounded in the metrics ofp ⁱ =p ₁ ⁱ , ..., p _n ⁱ , i

j ⁱ <,i=i, ...,n, j=1, ...,n by the constants ₁, ., _m, respectively.Translated from Matematicheskie Zametki, Vol. 23, No. 2, pp. 197–212, February, 1978.     

Ont ∞ quasi-similarity of linear systems

Summary Conti defined t similarity of systems (1)x=tA(t)xand (2)y=B(t)y, and showed that it is an equivalence relation which preserves uniform and strict stability. Here the definition is weakened by imposing less stringent integrability conditions, some in terms of perhaps conditionally convergent improper integrals, on the matrix function relating A and B. The extended relation, t quasi-similarity, is not symmetric or transitive; however, it is shown that if (2) is t quasi-similar to (1)and (1)is uniformly, uniformly asymptotically, or strictly stable, then so is (2).Results are also given concerning linear asymptotic equilibrium of (2)in the case where (1)is stricly stable or has linear asymptotic equilibrium.     

Implicit elliptic boundary-value problems with discontinuous nonlinearities

Let be a bounded domain in ⁿ (n3) having a smooth boundary, let be an essentially bounded real-valued function defined on × ^h, and let be a continuous real-valued function defined on a given subset Y of Y ^h. In this paper, the existence of strong solutions u W ^2,p (, ^h) W _o ^1,p (n/2<p<+) to the implicit elliptic equation (–u)=(x,u), with u=(u₁, u₂, ..., u_h) and u=(u ₁, u ₂, ..., u _h), is established. The abstract framework where the problem is placed is that of set-valued analysis.     

Spitzer's Strong Law of Large Numbers in Nonseparable Banach Spaces

It is well known, that for the sums of i.i.d. random variables we have S _n/n 0 a.s. iff _n=1 1/n P(|S _n| > n) < holds for all > 0 (Spitzer's SLLN). The result is also known in separable Banach spaces. It will be shown, that this also holds in nonseparable (= not necessarily separable) Banach spaces without any measurability assumption. In the theory of empirical processes this gives a characterization of Glivenko-Cantelli classes.     

Limiting behavior of weighted central paths in linear programming

We study the limiting behavior of the weighted central paths{(x(), s())} > 0 in linear programming at both = 0 and = . We establish the existence of a partition (B ,N ) of the index set { 1, ,n } such thatx _i() ands _j () as fori B , andj N , andx _N (),s _B () converge to weighted analytic centers of certain polytopes. For allk 1, we show that thekth order derivativesx ^(k) () ands ^(k) () converge when 0 and . Consequently, the derivatives of each order are bounded in the interval (0, ). We calculate the limiting derivatives explicitly, and establish the surprising result that all higher order derivatives (k 2) converge to zero when .     

Limits of balayage measures

LetA be a subset of a balayage space (X,W) and a measure onX. It is shown that for every sequence _n of measures such that lim_nn and lim_{n n} ^A = the limit measure is of the formf+[(1-f)]^A for some (unique) Borel function 0f1_Cb(A). Furthermore, conditions are given such that any such functionf occurs.