Path properties of an infinite system of Wiener processes

Let be a Poisson process on ^d of intensity and letW ₁(t),W ₂ (t),..., be a sequence of independent Wiener processes. LetW _i (t)=X _i +W _i (t) whereX ₁,X ₂,..., are the points of . Consider the processess(t)=#{i:X _i (t)1}. These and related processes are studied.     

A global pinching theorem for compact surfaces inS 3 with constant mean curvature

LetM be a compact minimal surface inS ³. Y. J. Hsu^[5] proved that if S₂22, thenM is either the equatorial sphere or the Clifford torus, whereS is the square of the length of the second fundamental form ofM, ·₂ denotes theL ²-norm onM. In this paper, we generalize Hsu's result to any compact surfaces inS ³ with constant mean curvature.Supported by NSFH.     

The Law of the Logarithm for Weighted Sums of Independent Random Variables

Let X,X _n ;n1 be a sequence of real-valued i.i.d. random variables with E(X)=0. Assume B(u) is positive, strictly increasing and regularly-varying at infinity with index 1/2<1. Set b _n =B(n),n1. If

ALTERNATION THEORY IN APPROXIMATION BY POLYNOMIALS HAVING BOUNDED COEFFICIENTS

ＡＬＴＥＲＮＡＴＩＯＮＴＨＥＯＲＹＩＮＡＰＰＲＯＸＩＭＡＴＩＯＮＢＹＰＯＬＹＮＯＭＩＡＬＳＨＡＶＩＮＧＢＯＵＮＤＥＤＣＯＥＦＦＩＣＩＥＮＴＳＸＵＳＨＵＳＨＥＮＧ（许树声）（ＪｉａｎｇｎａｎＵｎｉｖｅｒｓｉｔｙ,Ｗｕｘｉ２１４０６３,Ｃｈｉｎａ）Ａｂｓ...     

The existence of probability measures with specified projections

Let X and Y be locally compact-compact topological spaces, F X×Y is closed, and P(F) is the set of all Borel probability measures on F. For us to find, for the pair of probability measures (_x, _y P (X)×P(Y), a probability measure P(F) such that _X = _X ^–1 , _Y = _Y ^–1 it is necessary and sufficient that, for any pair of Borel sets A X, B Y for which (A× B) F=Ø, the condition _XA+ _YB 1 holds.Translated from Matematicheskie Zametki, Vol. 14, No. 4, pp. 573–576, October, 1973.     

A combinatorial property of points and ellipsoids

For eachd1 there is a constantc _d>0 such that any finite setXR ^d contains a subsetYX, |Y|[1/4d(d+3)]+1 having the following property: ifEY is an ellipsoid, then |E X|c _d |X|.On leave from the Mathematical Institute of the Hungarian Academy of Sciences, 1364 Budapest, P.O. Box 127, Hungary. Supported by a research fellowship from the Science and Engineering Research Council, U.K., and by Hungarian National Foundation for Scientific Research Grant No. 1812.     

Sub-Ramsey numbers for arithmetic progressions

Letm 3 andk 1 be two given integers. Asub-k-coloring of [n] = {1, 2,...,n} is an assignment of colors to the numbers of [n] in which each color is used at mostk times. Call an arainbow set if no two of its elements have the same color. Thesub-k-Ramsey number sr(m, k) is defined as the minimumn such that every sub-k-coloring of [n] contains a rainbow arithmetic progression ofm terms. We prove that((k – 1)m ²/logmk) sr(m, k) O((k – 1)m ² logmk) asm , and apply the same method to improve a previously known upper bound for a problem concerning mappings from [n] to [n] without fixed points.Research supported in part by Allon Fellowship and by a Bat Sheva de-Rothschild grant.Research supported in part by the AKA Research Fund of the Hungarian Academy of Sciences, grant No. 1-3-86-264.     

On the Influence of Weights on Extremes

Let X ₁, ..., X_n be an i.i.d. sequence of random variables, from an unknown distribution F, and X ₁ ^W , ... X _n ^W be a sample from , the weighted empirical distribution function of X ₁, ..., X_n. We define the order statistics X _1,n ^W ... X _n,n ^W of X ₁ ^W , ..., X _n ^W . Under suitable assumptions on weights, we study the influence of the maxima in the construction of limit theorems. We choose a resample size m(n) and we derive conditions on m(n) for the in probability and with probability 1 consistency of X _m(n),m(n) ^W . The presence of weights has an influence on the resample size and requires the use of new tools. When X _n,n is in the domain of attraction of an extreme value distribution, m(n) , and , as n , all our results hold.     

The limiting behaviour of the last exit time for sequences of independent,identically distributed random variables

Summary Let {X _k , k0} be i.i.d. random variables with EX ⁺< and define t =max{k0: X _k > k} if such a k exists and =0 else, the last exit time of the sequence X _k for fixed >0. We discuss weak limit laws for t as 0; in particular the limit distributions, the stability and the relative stability.This work is partially supported by a grant of the Schweizerischer Nationalfonds zur Förderung der wissenschaftlichen Forschung, while the author was at the University of Pittsburgh, USAHerrn Prof. L. Schmetterer zu seinem 60. Geburtstag gewidmet     

Analysis of a class of fractional programming problems

We propose a solution strategy for fractional programming problems of the form max _xx g(x)/ (u(x)), where the function satisfies certain convexity conditions. It is shown that subject to these conditions optimal solutions to this problem can be obtained from the solution of the problem max _xx g(x) + u(x), where is an exogenous parameter. The proposed strategy combines fractional programming andc-programming techniques. A maximal mean-standard deviation ratio problem is solved to illustrate the strategy in action.     

An Inequality Involving the Local Eigenvalues of a Distance-Regular Graph

Let denote a distance-regular graph with diameter D 3, valency k, and intersection numbers a _i, b _i, c _i. Let X denote the vertex set of and fix x X. Let denote the vertex-subgraph of induced on the set of vertices in X adjacent X. Observe has k vertices and is regular with valency a ₁. Let _{1 2} ··· _k denote the eigenvalues of and observe ₁ = a ₁. Let denote the set of distinct scalars among ₂, ₃, ..., _k . For let mult denote the number of times appears among ₂, ₃,..., _k . Let denote an indeterminate, and let p ₀, p₁, ...,p _D denote the polynomials in [] satisfying p ₀ = 1 andp _i = c _i+1 p _i+1 + (a _i – c _i+1 + c _i)p _i + b _i p _i–1 (0 i D – 1),where p _–1 = 0. We show where we abbreviate = –1 – b ₁(1+)^–1. Concerning the case of equality we obtain the following result. Let T = T(x) denote the subalgebra of Mat _X ( ) generated by A, E*₀, E*₁, ..., E* _D , where A denotes the adjacency matrix of and E* _i denotes the projection onto the ith subconstituent of with respect to X. T is called the subconstituent algebra or the Terwilliger algebra. An irreducible T-module W is said to be thin whenever dimE* _i W 1 for 0 i D. By the endpoint of W we mean min{i|E* _i W 0}. We show the following are equivalent: (i) Equality holds in the above inequality for 1 i D – 1; (ii) Equality holds in the above inequality for i = D – 1; (iii) Every irreducible T-module with endpoint 1 is thin.     

An eigenvalue problem for the numerical range of a bounded linear operator

LetX be a complex Lebesgue space with a unique duality mapJ fromX toX ^*, the conjugate space ofX. LetA be a bounded linear operator onX. In this paper we obtain a non-linear eigenvalue problem for (A)=sup{Re: W(A} whereW(A)={J(x)A(x)) : x=1}, under the assumption that (A) and the convex hull ofW(A) for some linear operatorsA onl _p , 2<p<.     

On the asymptotic behaviour of first passage times for transient random walk

Summary Let _x denote the time at which a random walk with finite positive mean first passes into (x, ), wherex0. This paper establishes the asymptotic behaviour of Pr { _x >n} asn for fixedx in two cases. In the first case the left hand tail of the step-distribution is regularly varying, and in the second the step-distribution satisfies a one-sided Cramér type condition. As a corollary, it follows that in the first case Pr { _x >n}/Pr{ ₀ >n} coincides with the limit of the same quantity for recurrent random walk satisfying Spitzer's condition, but in the second case the limit is more complicated.     

Brownian processes in infinite dimension

LetE be a locally convex space endowed with a centered gaussian measure . We construct a continuousE-valued brownian motionW _t with covariance . The main goal is to solve the SDE of Langevin type dX _t= dW _t–AX _t wherea andA are unbounded operators of the Cameron-Martin space of (E, ). It appears as the unique linear measurable extension of the solution of the classical Cauchy problemv(t)= u–Av(t).     

∑II∑ threshold formulas

A II formula has the form, where eachL is either a variable or a negated variable. In this paper we study the computation of threshold functions by II formulas. By combining the proof of the Fredman-Komlós bound [5, 10] and a counting argument, we show that fork andn large andkn/2, every II formula computing the threshold functionT _k ⁿ has size at least exp . Fork andn large andkn ^2/3, we show that there exist II formulas for computingT _k ⁿ with size at most exp .     

An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture

LetX be the solution of the SDE:dX _t = (X _t)dB _t +b(X _t)dt, with andb C _b (R) such that >0 for some constant , andB a real Brownian motion. Let be the law ofX onE=C([0, 1],R) andk E* – {0}, whereE* is the topological dual space ofE. Consider the classical form: _k (u, v)=u / kv / kd, whereu andv are smooth functions onE. We prove that, if _k is closable for anyk in a dense subset ofE* and if the smooth functions are contained in the domain of the generator of the closure of _k , must be a constant function.     

Sooner and later waiting time problems in a two-state Markov chain

LetX ₁,X ₂,... be a time-homogeneous {0, 1}-valued Markov chain. LetF ₀ be the event thatl runs of 0 of lengthr occur and letF ₁ be the event thatm runs of 1 of lengthk occur in the sequenceX ₁,X ₂, ... We obtained the recurrence relations of the probability generating functions of the distributions of the waiting time for the sooner and later occurring events betweenF ₀ andF ₁ by the non-overlapping way of counting and overlapping way of counting. We also obtained the recurrence relations of the probability generating functions of the distributions of the sooner and later waiting time by the non-overlapping way of counting of 0-runs of lengthr or more and 1-runs of lengthk or more.     

Sequences of m-orthogonal random variables

A sequence of random variables {X_n} is said to be a sequence of m -orthogonal random variables if E X _n ² < for any n and E(X_kX_j) for k–j>m. Here m is a nonnegative integer. One proves a theorem on the law of the iterated logarithm for a sequence ofm-orthogonal random variables.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 119, pp. 198–202, 1982.     

Independent sets,cliques and hamiltonian graphs

LetG be ak-connected (k 2) graph onn vertices. LetS be an independent set ofG. S is called essential if there exist two distinct vertices inS which have a common neighbor inG. LetV _r, be a clique which is a complete subgraph ofG. In this paper it is proven that if every essential independent setS ofk + 1 vertices satisfiesS V _r , thenG is hamiltonian, orG{u} is hamiltonian for someu V _r, orG is one of three classes of exceptional graphs. Our theorem generalizes several well-known theorems.     

Note on Fano 3-folds

LetE be an ample vector bundle of rankr on a compact complex manifoldX of dimension 3 with detE=–K _x, andi(X) the index ofX. Then it is proved in this note thati(X)r unless (X,E)(¹ × ²,p*O(1) q*), wherep,q are the projections and is isomorphic toO(2) O(1) or the tangent bundleT of ². This result gives a counterexample to the conjecture formed by T. Peternell.