Parameter-dependent renewal theorems with applications

Let ₁, ₂, ... be a sequence of i.i.d. random variables with positive mean and finite variance and letr(b), b0, be real numbers tending to 0 asb . Definings _n=₁+...+_n andS _n=S_n(b)=s_n+r(b)n, the stopping time =(b)=inf {n>/1:S_n >b} whereb=b(b) , will be considered with special regard to the excess over the boundaryR _b=s+r(b)–b. It turns out that the limiting distribution ofR _b is the same as in the caser(b)0 for allb. Proving this, Blackwell's renewal theorem and its integral version have to be established first in the above stated situation. Finally, an expansion ofE to vanishing terms asb will be provided and applied to some examples arising in economics.

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Zusammenfassung Seien ₁, ₂, ... unabhängige identisch verteilte Zufallsgrößen mit positivem Erwartungswert und endlicher Varianz sowier(b), b0, reelle Zahlen mitr(b)0 für b. Sei ferners ₁, s₂, ... der zugehörige Summenprozeß,S _n= S_n(b)=s_n+r(b)n fürn1 und =(b)=inf {n1: S_n>b, wobeib=b(b) fürb . Es wird gezeigt, daß die asymptotische Verteilung des ExzessesR _b=s +r(b) –b mit der im Fallr(·)0 übereinstimmt. Dazu werden sowohl das Blackwellsche Erneuerungstheorem als auch seine Integralversion in der vorher beschriebenen parameterabhängigen Situation geeignet formuliert und bewiesen. Als Folgerung ergibt sich dann eine asymptotische Entwicklung vonE(b) fürb bis zu Termen o(1). Anh- and einiger Beispiele aus dem ökonomischen Bereich wird schließlich noch aufgezeigt, wo Approximationen fürE(b) von Interesse sein können.

     

Critical star multigraphs

A star-multigraphG is a multigraph in which there is a vertexv ⁺ which is incident with each non-simple edge. It is critical if it is connected, Class 2 and(G\e) < (G) for eache E(G). We show that, ifG is any star multigraph, then(G) (G) + 1. We investigate the edge-chromatic class of star multigraphs with at most two vertices of maximum degree. We also obtain a number of results on critical star multigraphs. We shall make use of these results in later papers.     

A Hubert space characterization among function spaces

— [0,1] ,E — - e=1 [0,1]. I — _E =1, E=L ₂ x _e =xL ₂ x E.

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This work was prepared when the second author was a visiting professor of the CNR at the University of Firenze. He was supported by the Soros International Fund.     

On strong summability of polynomial expansions

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Dedicated to Professor L. Leindler on his 50^th birthday     

Large-Deviation Local Theorem for Additive Functionals of a Markov Gaussian Field. I

We prove a local limit theorem (LLT) on Cramer-type large deviations for sums S _V = _t V ( _t ), where _t , t Z , 1, is a Markov Gaussian random field, V Z , and is a bounded Borel function. We get an estimate from below for the variance of S _V and construct two classes of functions , for which the LLT of large deviations holds.     

On the Space of Sequences of p-Bounded Variation and Related Matrix Mappings

The difference sequence spaces (), c(), and c ₀() were studied by Kzmaz. The main purpose of the present paper is to introduce the space bv _p consisting of all sequences whose differences are in the space _p , and to fill up the gap in the existing literature. Moreover, it is proved that the space bv _p is the BK-space including the space _p . We also show that the spaces bv _p and _p are linearly isomorphic for 1 p . Furthermore, the basis and the -, -, and -duals of the space bv _p are determined and some inclusion relations are given. The last section of the paper is devoted to theorems on the characterization of the matrix classes (bv _p : ), (bv : _p ), and (bv _p : ₁), and the characterizations of some other matrix classes are obtained by means of a suitable relation.     

Complete stability of large order statistics

Fix an integerr1. For eachnr, letM _nr be the rth largest ofX ₁,...,X _n, where {X _n,n1} is a sequence of i.i.d. random variables. Necessary and sufficient conditions are given for the convergence of _n=r n P[|M _nr /a _n –1|<] for every >0, where {a _n} is a real sequence and –1. Moreover, it is shown that if this series converges for somer1 and some >–1, then it converges for everyr1 and every >–1.     

Some special results on convergent sequences of radon measures

Two problems will be considered. In Part I we consider a class of subsets of a topological space X and a Radon measure on X; if it is known that, for sufficiently many , the restrictions of the sets in constitutes a uniformity class in T w.r.t. the restriction of the given measure, then we ask if it follows that is a uniformity class in X.Part II, which can be read independently of Part I, is concerned with the question whether, to a given convergent sequence of Radon measures, say _n, there always exist sufficiently many compact sets K such that _n(K)(K).     

Theorem on a convergence condition in the spaces

For a given -function (u), a condition on a -function (u) is found such that it is necessary and sufficient for the following to hold: if f_n(x) f(x) and f _n (x)M (n=1, 2, ...) where M>0 is an absolute constant, then f _n (x)–f(x)0(n). An analogous condition for convergence in Orlicz spaces is obtained as a corollary.Translated from Matematicheskie Zametki, Vol. 21, No. 5, pp. 615–626, May, 1977.The author thanks V. A. Skvortsov for his constant attention and guidance on this paper.     

Isomorphisms of Some Complex Poisson Brackets

Given a complex manifold M_i, structures of Poisson algebras on (M_i)=C(M_i,C) which are associated with a nondegenerate -closed (2,0)-form _i on M_i are considered. It is shown that every isomorphism of Poisson structures (M₁) (M₂) is generated by a biholomorphic map :M₂ M₁ such that ₂ = *₁     

Über eine Verallgemeinerung der Nicoletti-Aufgabe für Funktional-Differentialgleichungen mit voreilendem Argument

We consider a functional differential equation (1) (t)=F(t,) fort[0,+) together with a generalized Nicoletti condition (2)H()=. The functionF: [0,+)×C ⁰[0,+)B is given (whereB denotes the Banach space) and the value ofF (t, ) may depend on the values of (t) fort[0,+);H: C ⁰[0,+)B is a given linear operator and B. Under suitable assumptions we show that when the solution :[0,+)B satisfies a certain growth condition, then there exists exactly one solution of the problem (1), (2).     

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.     

C 1 changes of variable: Beurling-Helson type theorem and Hörmander conjecture on Fourier multipliers

We prove that if aC ¹ smooth change of variable : generates a bounded composition operatorff° in the spaceA _p()=L ^p ,p2, then is linear (affine).We also prove that for a nonlinearC ¹ mapping , the norms of exponentialse ⁱ as Fourier multipliers inL ^p () tend to infinity (,||). In both results the condition C ¹ is sharp, it cannot be replaced by the Lipschitz condition.     

Perturbation of the poles of the scattering matrix under variation of the boundary condition

The behavior of the poles z_n(), n=1,2,... of the scattering matrix of the operatorl u=–u(x), x , (u/n)+(x)u|=0 as 0 is considered. It is proved that |z_n()–z_n|=0(^(1/2)qn), where q_n is the order of the pole of the scattering matrix for the operator ₀u=–u, u/=0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 117, pp. 183–191, 1981.     

Einschließungsaussagen für gewöhnliche Differentialoperatoren

Summary For differential operatorsM of second order (as defined in (1.1)) we describe a method to prove Range-Domain implications—Mu–u and an algorithm to construct these functions , , , . This method has been especially developed for application to non-inverse-positive differential operators. For example, for non-negativea ₂ and for given functions = we require =C ₀[0, 1] C ₂([0, 1]–T) whereT is some finite set), (M) (t)(t), (t[0, 1]–T) and certain additional conditions for eachtT. Such Range-Domain implications can be used to obtain a numerical error estimation for the solution of a boundary value problemMu=r; further, we use them to guarantee the existence of a solution of nonlinear boundary value problems between the bounds- and .     

On the boundedness of Weyl sums

Leta be irrational and letf:[0,1] be Riemann-integrable with integral zero. Letf _n (x) denote the Weyl sumf _n (x):= _k=0 ^n–1 f({x k>}),x/[0,1[,n. We prove criteria for the boundedness of the sequence (f _n ) _n1 and discuss the relation of this question to irregularities of the distribution of sequences.     

The Laplacian with Robin Boundary Conditions on Arbitrary Domains

Using a capacity approach, we prove in this article that it is always possible to define a realization of the Laplacian on L ²() with generalized Robin boundary conditions where is an arbitrary open subset of R ⁿ and is a Borel measure on the boundary of . This operator generates a sub-Markovian C ₀-semigroup on L ²(). If d=d where is a strictly positive bounded Borel measurable function defined on the boundary and the (n–1)-dimensional Hausdorff measure on , we show that the semigroup generated by the Laplacian with Robin boundary conditions has always Gaussian estimates with modified exponents. We also obtain that the spectrum of the Laplacian with Robin boundary conditions in L ^p () is independent of p[1,). Our approach constitutes an alternative way to Daners who considers the (n–1)-dimensional Hausdorff measure on the boundary. In particular, it allows us to construct a conterexample disproving Daners' closability conjecture.     

On the existence of wave operators for the Klein-Gordon equation

The problem of existence of wave operators for the Klein-Gordon equation ( _t ² –+²+iV_1t+V₂)u(x,t)=0 (x R ⁿ,t R, n3, >0) is studied where V₁ and V₂ are symmetric operators in L₂(R ⁿ) and it is shown that conditions similar to those of Veseli-Weidmann (Journal Functional Analysis 17, 61–77 (1974)) for a different class of operators are also sufficient for the Klein-Gordon equation.     

Convolution Operators with Fractional Measures Associated to Holomorphic Functions

Let be an open set in the complex plane and let be a holomorphic function on . Let K be a compact subset of with nonempty interior such that 0 K. Let be the Borel measure of R ⁴ C ² given by(E = _K E(z, (z))|z|^–2 d(z)where 0 < 2 and d(x ₁ + ix ₂) = dx ₁ dx ₂ denotes the Lebesgue measure on C. Let T be the convolution operator T f = * f. In this paper we characterize the type set E associated to T .     

Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory

We present two convergence theorems for Hamilton-Jacobi equations and we apply them to the convergence of approximations and perturbations of optimal control problems and of two-players zero-sum differential games. One of our results is, for instance, the following. LetT andT _h be the minimal time functions to reach the origin of two control systemsy = f(y, a) andy = f _h (y, a), both locally controllable in the origin, and letK be any compact set of points controllable to the origin. If f _h –f Ch, then |T(x) – T _h (x)| C _K h , for all x K, where is the exponent of Hölder continuity ofT(x).