Generalized ornstein-uhlenbeck process having a characteristic operator with polynomial coefficients

Summary Let be a weighted Schwartz's space of rapidly decreasing functions, the dual space and (t) a perturbed diffusion operator with polynomial coefficients from into itself. It is proven that (t) generates the Kolmogorov evolution operator from into itself via stochastic method. As applications, we construct a unique solution of a Langevin's equation on : whereW(t) is a Brownian motion and ^*(t) is the adjoint of (t) and show a central limit theorem for interacting multiplicative diffusions.     

On the uniqueness of a local martingale with a given absolute value

Summary D. Gilat has shown that any non-negative submartingale (X, .) is equal in law to the absolute value of a martingale (M, .). This result may be strenthened so that the pairs (X,.) and (¦M¦,.) are synonomous. In this paper the question of uniqueness of M is considered. Conditions on a local martingale (M, .) are found that lead to an explicit formula for the finite-dimensional distributions of M in terms of the Doob-Meyer decomposition of the local martingale X. In many cases of interest the conditions on M are unnecessary. For example, if X is the pth power of an Itô integral it is shown that (M) is unique if p> 1 but not in general if p=1.     

On an isomorphism problem on the closed-set lattice of a graph

Let (G) and V(G) be, respectively, the closed-set lattice and the vertex set of a graph G. Any lattice isomorphism : V(G)(G) induces a bijection : V(G)V(G) such that for each x in V(G), (x)=x' in V(G') iff ({x})={x'}. A graph G is strongly sensitive if for any graph G' and any lattice isomorphism : (G)(G), the bijection induced by is a graph isomorphism of G onto G'. In this paper we present some sufficient conditions for graphs to be strongly sensitive and prove in particular that all C ₄-free graphs and all covering graphs of finite lattices are strongly sensitive.     

On Finite Morphisms of Ruled Surfaces

We prove that a surjective morphism :XX between ruled surfaces is finite and it descends to a finite morphism :CC between base curves of X and X. When is restricted to the fibres of X, it has a constant degree, say a, and then deg=a deg. In addition, we have several properties on the inverse image of a minimal section and a fibre of X as well as on the direct images. We also investigate precisely the case when both C and C are elliptic and X is the fibre product C ×_C X especially.     

Smoothability of the Conformal Boundary of a Lorentz Surface Implies 'Global Smoothability'

In 1985, Kulkarni defined the conformal boundary of a simply connected and time-oriented Lorentzian surface . He also introduced a notion of 'smoothability' of this boundary, depending only on local properties of . In this paper we show that smoothability of is in fact a global property of . In doing so, we classify Lorentzian surfaces with smoothable boundaries up to conformal homeomorphism. To be specific, suppose that the Minkowski plane E ² ₁ is the x,y-plane with metric dxdy. Our main theorem states that if is smoothable then is conformally homeomorphic to the interior U of a Jordan curve in E ² ₁ that is locally the graph of a continuous function over either the x-axis or the y-axis at each point of U.     

Characterization,structure and analysis on abelian ℒ∞ groups

An abelian topological group is an group if and only if it is a locally -compactk-space and every compact subset in it is contained in a compactly generated locally compact subgroup. Every abelian groupG is topologically isomorphic to G ₀ where ₀ andG ₀ is an abelian group where every compact subset is contained in a compact subgroup. Intrinsic definitions of measures, convolution of measures, measure algebra,L ₁-algebra, Fourier transforms of abelian groups are given and their properties are studied.     

Decomposing symmetric exchanges in matroid bases

LetB,B be bases of a matroid, withX B, X B. SetsX,X are asymmetric exchange if(B – X) X and(B – X) X are bases. SetsX,X are astrong serial B-exchange if there is a bijectionf: X X, where for any ordering of the elements ofX, sayx _i ,i = 1, , m, bases are formed by the sets B₀ = B, B_i = (B_i–1 – x_i) f(x _i), fori = 1, , m. Any symmetric exchangeX,X can be decomposed by partitioning X = _i=1 ^m Y_i, X = _i=1 ^m Y_i, X, where (1) bases are formed by the setsB ₀ =B, B _i = (B _i–1 –Y _i ) Y _i ; (2) setsY _i ,Y _i are a strong serialB _i–1 -exchange; (3) properties analogous to (1) and (2) hold for baseB and setsY _i ,Y _i .     

On independent statistical decision problems and products of diffusions

Summary LetZ _t be a null recurrent diffusion on ^p with generatorG=(1/r)·(r ) for smooth positiver. This note constructs an independent recurrent diffusionZ _ton ¹ such that (Z _t, Z_t)is transient in ^p+1. This resolves negatively an old question in simultaneous estimation: Is there an admissible but not Bayes estimator(X) of the mean of a multivariate normal distribution for quadratic loss with the property: for every admissible (X), whereX is normal and independent ofX, (, ) remains admissible in the combined problem obtained by summing the component losses?Work supported by NSF at Mathematical Sciences Research Institute, Berkeley     

Interpolation of linear operators in the Köthe dual spaces

Summary In this paper we investigate when the Köthe dual spaces Y and X are interpolation spaces with respect to couples of the Köthe dual spaces (Y₀, Y₁) and (X₀, X₁), respectively, where X and Y are interpolation spaces with respect to given couples (X₀,X₁) and (Y₀, Y₁ of Banach function spaces.     

Semimodular lattices with isomorphic graphs

Two discrete modular lattice and have isomorphic graphs if and only if is of the form A × and is of the form A × for some lattices A and and . We prove that for discrete semimodular lattices and this latter condition holds if and only if and have isomorphic graphs and the isomorphism preserves the order on all cover-preserving sublattices of which are isomorphic to the seven-element, semimodular, nonmodular lattice (see Figure 1). This answers in the affirmative a question posed by J. Jakubik.     

Brownian charges around loops

Summary Let (X _t ⁿ ) be a Poisson sequence of independent Brownian motions in ^d ,d3; Let be a compact oriented submanifold of d, of dimensiond–2 and volume ; let t be the sum of the windings of (X _s ⁿ , 0st) around ; then t/t converges in law towards a Cauchy variable of parameter /2. A similar result is valid when the winding is replaced by the integral of a harmonic 1-form in ^d .     

Inequalities in Products of Minors of Totally Nonnegative Matrices

Let _I,I be the minor of a matrix which corresponds to row set I and column set I. We give a characterization of the inequalities of the form _{I,I K,K J,J L,L} which hold for all totally nonnegative matrices. This generalizes a recent result of Fallat, Gekhtman, and Johnson.     

Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes

Let (X_i,Y _i) be a set of observations form a stationary -mixing process and (x) be the conditional -th quantile of Y given X = x. Several authors considered nonparametric estimation of (x) in the i.i.d. setting. Assuming the smoothness of FF(x), we estimate it by local polynomial fitting and prove the asymptotic normality and the uniform convergence.     

Theorem of Bartle,Dunford, and Schwartz concerning vector measures

We show the existence, for an arbitrary vector measure: x (where X is a Banach space and gs is a-algebra of subsets of a set S) of a functional x X (X is the conjugate space of X) such that is absolutely continuous with respect to _x, _x (E)=(E)>, E gs.Translated from Matematicheskie Zametki, Vol. 7, No. 2, pp. 247–254, February, 1970.     

Zur Krümmungskennzeichnung der kinematischen Laguerre-Ketten

In the case of certain geometries () [1] over kinematic algebras [5],[6] the -trace of the system of chains can be characterized by constant curvature. The curvature allows an affine interpretation of non-affine points.     

Mukai flop and Ruan cohomology

Suppose that two compact symplectic manifolds X,X are connected by a sequence of simple Mukai flops. In this paper, we construct a ring isomorphism between cohomology rings of X and X. Using the localization technique, we prove that the quantum corrected products on X,X are the ordinary intersection products. Furthermore, X,X have isomorphic Ruan cohomology, i.e. we verify the cohomological minimal model conjecture proposed by Ruan for the pair (X,X).Mathematics Subject Classification (2001): 14N35, 53D45Supported in part by NSF of China (10171114 and 10231050).Revised version: 9 April 2004     

1-Homogeneous Graphs with Cocktail Party μ-Graphs

Let be a graph with diameter d 2. Recall is 1-homogeneous (in the sense of Nomura) whenever for every edge xy of the distance partition{{z V() | (z, y) = i, (x, z) = j} | 0 i, j d}is equitable and its parameters do not depend on the edge xy. Let be 1-homogeneous. Then is distance-regular and also locally strongly regular with parameters (v,k,,), where v = k, k = a ₁, (v – k – 1) = k(k – 1 – ) and c ₂ + 1, since a -graph is a regular graph with valency . If c ₂ = + 1 and c ₂ 1, then is a Terwilliger graph, i.e., all the -graphs of are complete. In [11] we classified the Terwilliger 1-homogeneous graphs with c ₂ 2 and obtained that there are only three such examples. In this article we consider the case c ₂ = + 2 3, i.e., the case when the -graphs of are the Cocktail Party graphs, and obtain that either = 0, = 2 or is one of the following graphs: (i) a Johnson graph J(2m, m) with m 2, (ii) a folded Johnson graph J¯(4m, 2m) with m 3, (iii) a halved m-cube with m 4, (iv) a folded halved (2m)-cube with m 5, (v) a Cocktail Party graph K _{m × 2} with m 3, (vi) the Schläfli graph, (vii) the Gosset graph.     

Commutativity of operators on the lattice of existence varieties

In a previous paper the authors introduced seven complete congruences on the lattice _ev(I of e-varieties of regular semigroups of the form _P :U _P VPU=PV, whereP is drawn from a small set of e-varieties: left zero, right zero, rectangular bands, groups, left groups, right groups and completely simple semigroups. Four new complete congruences are introduced here of the form _P :U _P VPU=PV, whereP is one of the following classes of regular semigroups: left monoids, right monoids, monoids, idempotent generated semigroups. For each complete congruence on _ev(I) and eachU_ev(I), the -class ofU is an interval [U ,U ] so that there is associated with each such congruence an idempotent operatorUU on _ev(I). This paper establishes numerous results concerning the commutativity of operators of this form.This work was supported in part by NSERC Grant 4044.     

The ε c -Product of a Schwartz b-Space by a Quotient Banach Space and Applications

We define the -product of a -space by a quotient Banach space. We give conditions under which this -product will be monic. Finally, we define the _c -product of a Schwartz b-space by a quotient Banach space and we give some examples of applications.     

Recurrence-Transience for Self-similar Additive Processes Associated with Stable Distributions

For any stable distribution on the line, recurrence-transience of the selfsimilar additive process {X _t ,t0} with (X ₁)= is determined. Comparison with the stable Lévy process {Y _t ,t0} with (Y ₁)= is made: if is not strictly stable, then {Y _t } is transient but {X _t } is recurrent except the obviously transient case of monotone sample functions.