Joint convergence of conditional expectations

Let P_n, nIN{0}, be probability measures on a-fieldA; f_n, nIN{0}, be a family of uniformly boundedA-measurable functions andA _n, nIN, be a sequence of sub--fields ofA, increasing or decreasing to the-fieldA _o. It is shown in this paper that the conditional expectations converge in P_o-measure to with k, n, m , if P_n|A, nIN, converges uniformly to P_n|A and f_n, nIN, converges in P_o-measure to f_o.     

Generalized sequencing problem “Towers of Hanoi”

ForpN certain integer-valued functionsA _p (x), defined forx N {0}, are studied. These functions occur in a functional equation system corresponding to a generalized version of the transportation game Towers of Hanoi and their values may be interpreted as minimum numbers of moves. An explicit representation ofA _p (x) is given and so-called minimum partitions ofx with respect top are determined for allx N. The minimum partitions ofx are of interest concerning the realisation of the minimum number of moves by optimal policies.

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Zusammenfassung Es werden fürp N gewisse ganzzahlige für allex N {0} erklärte FunktionenA _p (x) untersucht, die bei einer Verallgemeinerung des unter dem Namen Türme zu Hanoi bekannten Transportspiels in einem entsprechenden Funktionalgleichungssystem auftreten und deren Funktionswerte sich als Mindestzugzahlen interpretieren. Es werden fürA _p (x) eine explizite Darstellung und sogenannte Minimalzerlegungen vonx bezüglichp für allex N bestimmt. Die Minimalzerlegungen vonx spielen eine besondere Rolle bei der Angabe von optimalen Strategien zur Realisierung der Mindestzugzahl.

     

Necessary and sufficient condition of the existence of global Hopf bifurcation for Hamiltonian systems

ForH C ² (,R) where 0 R ²ⁿ ,H (0)=0 and detH(0)0, the paper proves that there is a global Hopf bifurcation fromx=0 for Hamiltonian systemx=JH(x) iffJH(0)possesses purely imaginary eigenvalues. The work improves the corresponding result of J.C.Alexander and J. Yorke (Amer. J. Math., 100 (1978), 263–292).     

Separation of two (possibly unbounded) components of the spectrum of a linear operator

LetX be a complex Banach space andA: D(A)X a densely defined closed linear operator whose resolvent set contains the real line and for which (–A)^–1 is bounded onR. We give a necessary and sufficient condition, in terms of the complex powers ofA and –A, for the existence of a decompositionX=X ₊X _–, whereX _± are closed subspaces, invariant forA, the spectra of the reduced operatorsA _± are {(A);Im>0} and {(A);Im<0} respectively, and (–A _±)^–1 is bounded forIm0.Finally we give an example of an operator in anL ^p-type space for which the decomposition exists if 1<p<+ and does not exist ifp=1.     

On semiregular conditional distributions

Let (,A,P) denote some probability space and some sub--algebra ofA. It is shown that there exists a semiregular versionQ (A),A, , of the conditional distributionP(A|), AA, i.e., Q (A), (AA fixed) is andAQ (A),AA ( fixed), is a probability charge satisfyingQ (N)=0, , for allP-zero setsN, if and only ifL ₁(,P|) has a lifting, which exists for any sub--algebra ofA ifL ₁(,A P) is separable. Separability ofL ₁(,A,P) implies also the existence of a strongly semiregular versionQ (A),A, , ofP(A|), A , i.e., Q (A), (AA fixed), is -measurable andAQ (A),A ( fixed), is a probability charge. Furthermore,P can be written as P ₁+(1–)P ₂, 01, whereP ₁ are probability measures onA such thatP ₁(A|),AA, has a semiregular version vanishing for anyP-zero setN andP ₂ is singular with respect to any probability measure onA of the type ofP ₁. In the case 0<<1 the probability measuresP _j ,j=1, 2, are uniquely determined. The decomposition can be carried over to the case, where the additional condition thatQ (N)=0 for all and anyP-zero setN is valid, is omitted respectively semiregularity is replaced by (i) strong semiregularity, or (ii) classical regularity. In the last mentioned case (ii) the decomposition is multiplicative.     

Paley-Wiener type theorems on harmonic extensions ofH-type groups

Letn=vz be anH-type group, and letna be the harmonic semidirect product ofn withaR. LetNA be the corresponding simply connected Lie group. If dimv=m and dimz=k, denoteQ=m/2+k. We prove that the spherical Fourier transform is a topological isomorphism between thep-Schwartz spacel ^p (N,A),(0<p2), (0<p2), and the space of holomorphic rapidly decreasing functions on the strip {sC:|Re(s)|<Q/2} with =2/p–1.     

Ergodic properties of Poisson processes with almost periodic intensity

Summary We discuss in this paper a non-homogeneous Poisson process A driven by an almost periodic intensity function. We give the stationary version A ^* and the Palm version A ⁰ corresponding to A ^*. Let (T _i ,i) be the inter-point distance sequence in A and (T _i ⁰ ,i) in A ⁰. We prove that forj, the sequence (T _i+j,i) converges in distribution to (T _i ⁰ ,i). If the intensity function is periodic then the convergence is in variation.     

Representations of distributive lattice-ordered semigroups with binary relations

LetR(, , ¦) denote the class of all algebras isomorphic to ones whose elements are binary relations and whose operations are union, intersection, and relation composition (or relative product) of relations. We prove thatR(, , ¦) is not a variety and is not finitely axiomatizable. LetDLOS denote the class of all structures (A, , , ) where (A, , ) is a distributive lattice, (A, ) is a semigroup and is additive w.r.t. . We prove thatDLOS is the variety generated byR(, , ¦), and moreover, if (A, , , ) DLOS then it is representable whenever we disregard one of its operations.Presented by Boris M. Schein.Research supported by Hungarian National Foundation for Scientific Research grant No. 1810.     

Some Landau's type inequalities for infinitesimal generators

Summary Lett T(t) be a strongly continuous contraction semigroup on a complex Banach space and letA be its infinitesimal generator. We prove that, forx D(A ³), the following inequalities hold true: Ax³ 243/8 x²A ³ x, A ² x 24 xA ³ x². Ift T(t) is a contraction group (resp. cosine function) we get the analogous but better inequalities with constants 9/8 and 3 (resp. 81/40 and 72/25) instead of 243/8 and 24. We consider also uniformly bounded semigroups, groups and cosine functions.     

Linear control theory and quasi-differential equations

Summary LetI be an interval of the real line, and letA andB ben×n complex-valued, Lebesgue measurable, matrix functions defined onI such thatAL _loc ¹(I) andBL _loc (I). Ifx=[x₁x₂x _n ] ^t andu=[u ₁ u ₂u _n ] ^t are column vectors defined onI such thatxAC _loc ¹anduL _loc ¹(I) then the linear control problem considered isx(t)=A(t) x(t)+B(t)u(t) (tI) wherex is the response, andu is the control. This paper is concerned with the problem of determining necessary and sufficient conditions onA andB to make (^*) fully controllable onI, without departing from the basic requirementsAL _loc ¹ (I) andBL _loc (I)Dedicated to Professor H.-W. Knobloch on the occasion of his sixtieth birthday     

Predictable projections for point process filtrations

Summary We consider a point process with the Polish phase space (X,X) and a system of -fields (x),xX, generated by on certain sets (x)X. We define predictability for random processes indexed byX and for random measures onX and prove the existence and uniqueness of predictable and dual predictable projections under a regularity condition on . ForX= ₂ ⁺ and under monotonicity assumptions on the sets x we will identify the predictable projections of some simple processes as regular versions of certain martingales.     

The question of A*-summability of double trigonometric Fourier series

It is proved that for anyf(x, y) L(R), where R=[-,,-, ], a function (x, y), exists such that ¦(x, y) ¦=¦f(x, y) ¦ for almost all (x, y) R. The Fourier series of the function (x, y) and all conjugate trigonometric series are A^*-summable almost everywhere.Translated from Matematicheskie Zametki, Vol. 11, No. 2, pp. 145–150, February, 1972.     

Parametric stochastic convexity and concavity of stochastic processes

A collection of random variables {X(), } is said to be parametrically stochastically increasing and convex (concave) in if X() is stochastically increasing in , and if for any increasing convex (concave) function , E(X()) is increasing and convex (concave) in whenever these expectations exist. In this paper a notion of directional convexity (concavity) is introduced and its stochastic analog is studied. Using the notion of stochastic directional convexity (concavity), a sufficient condition, on the transition matrix of a discrete time Markov process {X _n(), n=0,1,2,...}, which implies the stochastic monotonicity and convexity of {X _n(), }, for any n, is found. Through uniformization these kinds of results extend to the continuous time case. Some illustrative applications in queueing theory, reliability theory and branching processes are given.Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205. Reproduction in whole or in part is permitted for any purpose by the United States Government.     

Zur Vollständigkeit der Induktiven Gruppoide der Partiellen Automorphismen von Algebren

For any algebraA let(A) be the set of partial automorphisms (isomorphisms between subalgebras). With the natural multiplication it is an inductive groupoid in the sense of Ehresmann.(A) is complete iff every subset of(A) which is compatible with the semi-ordering has an upper bound. The fact, whether(A) is complete or not, depends on the defining operations ofA. For every direct familyF = (, (A ) ,()_, , of algebras such that all ,, with are one-to-one functions, the direct limit is complete iff all(A) are complete. We give some theorems on the decomposition of inductive groupoids, and employ them in proving the completeness of(A) to variousA.In particular, we obtain that, in case whenG is a finite group,(G) is complete iffG is either cyclic or direct product of a noncyclic group of order 4 and a cyclic group of odd order. For finite acyclic ringsR and finite fieldsK the inductive groupoids(R) and(K) are complete.Further we deal with the question, to what extent algebras are determined by their inductive groupoids. (An algebraA of a classS is defined by(A) iff, for any algebraB of the classS, isomorphism between(A) and(B) implies isomorphism betweenA andB.) Particular attention is paid to finite groups. In general, algebras of classesS are not defined within the classS by their inductive groupoids.

     

Ramsey families which exclude a graph

For graphsA andB the relationA(B) _r ¹ means that for everyr-coloring of the vertices ofA there is a monochromatic copy ofB inA. Forb (G) is the family of graphs which do not embedG. A familyof graphs is Ramsey if for all graphsBthere is a graphAsuch thatA(B) _r ¹ . The only graphsG for which it is not known whether Forb (G) is Ramsey are graphs which have a cutpoint adjacent to every other vertex except one. In this paper we prove for a large subclass of those graphsG, that Forb (G) does not have the Ramsey property.This research has been supported in part by NSERC grant 69-1325.     

Stability inL 1 of some integral operators

A class of Markov operators appearing in biomathematics is investigated. It is proved that these operators are asymptotic stable inL ¹, i.e. lim _n P ⁿ f=0 forfL ¹ and f(x) dx=0.     

On extremal perturbations of semi-Fredholm operators

Given a bounded linear operatorA in an infinite dimensional Banach space and a compact subset of a connected component of its semi-Fredholm domain, we construct a finite rank operatorF such that –A+F is bounded below (or surjective) for each ,F ²=0 and rankF=max min{dimN(–A), codimR(–A)}, if ind(–A)0 (or ind(–A)0, respectively) for each .     

The lyapunov equation and the problem of stability for linear bounded discrete-time systems in Hilbert space

This paper is devoted to a study of the properties of the equationA ^*FA–F=–G, where FL() is unknown, AL(), GL() is positive and is a Hilbert space. It is shown that necessary and sufficient (in some sense) conditions for the existence of positive definite solutions of this equation are directly connected with the stability of infinite dimensional linear systemx _k+1=Ax _k . The relationships between stability of such a system and stability of a continuous-time system generated by a strongly continuous semigroup are given also. As an example the case of the delayed system in Rⁿ is considered.This work was supported in part by the Polish Academy of Sciences under the contract Problem Miedzyresortowy I.1, Grupa Tematyczna 3 This paper was written while the author was with the Instytut Automatyki, the same university.     

Galerkin methods for parabolic equations with nonlinear boundary conditions

A variety of Galerkin methods are studied for the parabolic equationu _t =(a(x) u),x ⁿ ,t (O,T], subject to the nonlinear boundary conditionu _v =g(x,t,u),x,t (O,T] and the usual initial condition. Optimal order error estimates are derived both inL ² () andH ¹ () norms for all methods treated, including several that produce linear computational procedures.The authors were partially supported by The National Science Foundation during the preparation of this paper.     

New lower semicontinuity results for polyconvex integrals

Summary We study integral functionals of the formF(u, )= f(u)dx, defined foru C¹(;R ^k), R ⁿ . The functionf is assumed to be polyconvex and to satisfy the inequalityf(A) c₀¦(A)¦ for a suitable constant c₀ > 0, where (A) is then-vector whose components are the determinants of all minors of thek×n matrixA. We prove thatF is lower semicontinuous onC ¹(;R ^k) with respect to the strong topology ofL ¹(;R ^k). Then we consider the relaxed functional , defined as the greatest lower semicontinuous functional onL ¹(;R ^k ) which is less than or equal toF on C¹(;R ^k). For everyu BV(;R ^k) we prove that (u,) f(u)dx+c₀¦D^su¦(), whereDu=u dx+D^su is the Lebesgue decomposition of the Radon measureDu. Moreover, under suitable growth conditions onf, we show that (u,)= f(u)dx for everyu W^1,p(;R ^k), withp min{n,k}. We prove also that the functional (u, ) can not be represented by an inte- gral for an arbitrary functionu BV_loc(R ⁿ;R ^k). In fact, two examples show that, in general, the set function (u, ) is not subadditive whenu BV_loc(R ⁿ;R ^k), even ifu W _loc ^1,p (R ⁿ;R ^k) for everyp < min{n,k}. Finally, we examine in detail the properties of the functionsu BV(;R ^k) such that (u, )= f(u)dx, particularly in the model casef(A)=¦(A)¦.