The maximal variation of a bounded martingale

Let \(\chi _0^n = \left\{ {X_t } \right\}_0^n \) be a martingale such that 0≦X_i≦1;i=0, …,n. For 0≦p≦1 denote by ? _p ⁿ the set of all such martingales satisfying alsoE(X₀)=p. Thevariation of a martingale χ ₀ ⁿ is denoted byV ₀ ⁿ and defined by \(V(\chi _0^n ) = E\left( {\sum {_{l = 0}^{n - 1} } \left| {X_{l + 1} - X_l } \right|} \right)\) . It is proved that $$\mathop {\lim }\limits_{n \to \infty } \left\{ {\mathop {Sup}\limits_{x_0^n \in \mathcal{M}_p^n } \left[ {\frac{1}{{\sqrt n }}V(\chi _0^n )} \right]} \right\} = \phi (p)$$ , where ?(p) is the well known normal density evaluated at itsp-quantile, i.e. $$\phi (p) = \frac{1}{{\sqrt {2\pi } }}\exp ( - \frac{1}{2}\chi _p^2 ) where \int_{ - \alpha }^{x_p } {\frac{1}{{\sqrt {2\pi } }}\exp ( - \frac{1}{2}\chi ^2 )} dx = p$$ . A sequence of martingales χ ₀ ⁿ ,n=1,2, … is constructed so as to satisfy \(\lim _{n \to \infty } (1/\sqrt n )V(\chi _0^n ) = \phi (p)\) .     

The Quintic Grassmannian G_{1,4,2} in PG(9, 2)

The 155 points of the Grassmannian $G_{1,4,2}$ of lines of PG (4, 2) = $\mathbb{P}V\left( {5,2} \right)$ are those points $x \in {\text{PG}}\left( {{\text{9,2}}} \right) = \mathbb{P}\left( { \wedge {}^2V\left( {5,2} \right)} \right)$ which satisfy a certain quintic equation Q(x) = 0. (The quintic polynomial Q is given explicitly in Shaw and Gordon [3].) A projective flat X $ \subset $ PG (9, 2) will be termed odd or even according as X intersects $G_{1,4,2}$ in an odd or even number of points. Let $Q^\ddag \left( {x_1 ,...,x_5 } \right)$ denote the alternating quinquelinear form obtained by completely polarizing Q. We define the associate Y = X ^# of a r-flat X $ \subset $ PG (9, 2) by $$Y = \left\{ {y \in {\text{PG}}\left( {n{\text{,2}}} \right)\left| {Q^\ddag \left( {x_1 ,x_{2,} ,x_3 ,x_4 ,y} \right)} \right. = 0,\quad {\text{for}}\;{\text{all}}\,x_1 ,x_{2,} ,x_3 ,x_4 \in X} \right\}.$$ . Because $Q^\ddag$ is quinquelinear, the associate X ^# of an r-flat X is an s-flat for some s. The cases where r = 4 are of particular interest: if X is an odd 4-flat then X $ \subseteq$ X ^# while if X is an even 4-flat then X ^# is necessarily also a 4-flat which is moreover disjoint from X. We give an example of an odd 4-flat X which is self-associate: X ^# = X. An example of an even 4-flat X such that $\left( {X^\# } \right)^\#$ = X is provided by any 4-flat X which is external to $G_{1,4,2}$ . However, it appears that the two possibilities just illustrated, namely X ^# = X for an odd 4-flat and $\left( {X^\# } \right)^\#$ = X for an even 4-flat, are the exception rather than the rule. Indeed, we provide examples of odd 4-flats for which X ^# = PG (9, 2) and of even 4-flats for which ${X^{\# \# \# } }$ = X.     

Sufficient conditions for the uniqueness of a probability field and estimates for correlations

In this article we will investigate probability fields (probability distributions) on spaces of the form \(X = \mathop \prod \limits_{i \in V} X_i\) , where X_i={0,1} and V is countable and deduce criteria for the uniqueness of a probability field having a given set of conditional probabilities $$\{ P_{i.} ^ - (x_i /x_{V\backslash i} )\} ,i \in V,x_i \in x_i ,x_{V\backslash i} \in \mathop \prod \limits_{j \in V\backslash i} X_j .$$ The results obtained here are convenient for the estimates of probability fields of a sufficiently general form (e.g., with an arbitrary conjugate potential). In the case of a Markov field an exponential estimate for the correlations is derived.     

On positive solutions of a reciprocal difference equation with minimum

In this paper we consider positive solutions of the following difference equation $$x_{n + 1} = \min \left\{ {\frac{A}{{x_n }},\frac{B}{{x_{n - 2} }}} \right\}, A, B > 0.$$ We prove that every positive solution is eventually periodic. Also, we present here some results concerning positive solutions of the difference equation $$x_{n + 1} = \min \left\{ {\frac{A}{{x_n x_{n - 1} ...x_{n - k} }},\frac{B}{{x_{n - (k + 2)} ...x_{n - (2k + 2)} }}} \right\}, A, B > 0.$$      

Stability of a mixed additive and cubic functional equation in several variables in non-Archimedean spaces

Consider the functional equation ${\Im_1(f ) = \Im_2(f )\,\,(\Im)}$ in a certain general setting. A function g is an approximate solution of ${(\Im)}$ if ${\Im_1(g)}$ and ${\Im_2(g)}$ are close in some sense. The Ulam stability problem asks whether or not there is a true solution of ${(\Im)}$ near g. In this paper, we achieve the general solution and the stability of the following functional equation $$\begin{array}{ll}f\left(\sum\limits^{n}_{i=1}x_{i} \right)+f\left(\sum\limits^{n-1}_{i=1} x_{i}-x_{n} \right)\\\quad=2f\left(\sum\limits^{n-1}_{i=1}x_{i} \right)+\sum\limits^{n-1}_{i=1}(f(x_{i}+x_{n}) +f(x_{i}-x_{n})-2f(x_{i}))\end{array}$$ for all x _i (i =? 1,2, . . . , n), in non-Archimedean spaces.     

On the divergence of Lagrange interpolation processes on a set of second category

В статье даны полные д оказательства следу ющих утверждений. Пустьω — непрерывная неубывающая полуадд итивная функций на [0, ∞),ω(0)=0 и пусть M?[0, 1] — матрица узл ов интерполирования. Если $$\mathop {\lim sup}\limits_{n \to \infty } \omega \left( {\frac{1}{n}} \right)\log n > 0$$ то существует точкаx ₀∈[0,1] и функцияf ∈ С[0,1] таки е, чтоω(f, δ)=О(ω(δ)), для которой $$\mathop {\lim sup}\limits_{n \to \infty } |L_n (\mathfrak{M},f,x_0 ) - f(x_0 )| > 0$$ Если же $$\mathop {\lim sup}\limits_{n \to \infty } \omega \left( {\frac{1}{n}} \right)\log n = \infty$$ , то существуют множес твоE второй категори и и функцияf ∈ С[0,1],ω(f, δ)=o(ω(δ)) та кие, что для всехx∈E $$\mathop {\lim sup}\limits_{n \to \infty } |L_n (\mathfrak{M},f,x)| = \infty$$ . Исправлена погрешно сть, допущенная автор ом в [5], и отмеченная в работе П. Вертеши [9].     

Subspace Arrangements of Type B n and D n

Let ${\mathcal{D}}_{n,k} $ be the family of linear subspaces of ?ⁿ given by all equations of the form $\varepsilon _1 x_{i_1 } = \varepsilon _2 x_{i_2 } = \cdot \cdot \cdot \varepsilon _k x_{i_k } ,$ for 1 ≤ < ? ? ? < i _k ≤ i and $\left( {\varepsilon _1 ,...,\varepsilon _k } \right)\varepsilon \left\{ { + 1, - 1} \right\}^k $ Also let ${\mathcal{B}}_{n,k,h} $ be ${\mathcal{D}}_{n,k} $ enlarged by the subspaces $x_{j_1 } = x_{j_2 } = \cdot \cdot \cdot x_{j_h } = 0,$ for 1 ≤. The special cases ${\mathcal{B}}_{n,2,1} $ and ${\mathcal{D}}_{n,2} $ are well known as the reflection hyperplane arrangements corresponding to the Coxeter groups of type B _nand D _n respectively. In this paper we study combinatorial and topological properties of the intersection lattices of these subspace arrangements. Expressions for their Möbius functions and characteristic polynomials are derived. Lexicographic shellability is established in the case of ${\mathcal{B}}_{n,k,h,} 1 \leqslant h < k$ , which allows computation of the homology of its intersection lattice and the cohomology groups of the manifold $\begin{gathered} {\mathcal{D}}_{n,2} \\ M_{n,k,h,} = {\mathbb{R}}^n \backslash \bigcup {{\mathcal{B}}_{n,k,h,} } \\ \end{gathered} $ . For instance, it is shown that $H^d \left( {M_{n,k,k - 1} } \right)$ is torsion-free and is nonzero if and only if d = t(k ? 2) for some $t,0 \leqslant t \leqslant \left[ {{n \mathord{\left/ {\vphantom {n k}} \right. \kern-0em} k}} \right]$ . Torsion-free cohomology follows also for the complement in ?ⁿof the complexification ${\mathcal{B}}_{n,k,h}^C ,1 \leqslant h < k$ .     

Multiple rational trigonometric sums and multiple integrals

We obtain an estimate of the modulus of a complete multiple rational trigonometric sum: $$\left| {\sum {_{x_{1, \ldots ,} x_r = 1^{\exp \left( {{{2\pi if\left( {x_{1, \ldots ,} x_r } \right)} \mathord{\left/ {\vphantom {{2\pi if\left( {x_{1, \ldots ,} x_r } \right)} q}} \right. \kern-\nulldelimiterspace} q}} \right)} }^q } } \right| \ll q^{{{r - 1} \mathord{\left/ {\vphantom {{r - 1} {n + \varepsilon }}} \right. \kern-\nulldelimiterspace} {n + \varepsilon }}} ,$$ where $$\begin{gathered} f\left( {x_{1, \ldots ,} x_r } \right) = \sum {_{0 \leqslant t_1 , \ldots ,t_r \leqslant n^a t_1 , \ldots ,t_r x_1^{t_1 } \ldots x_r^{t_r } ,} } \hfill \\ a_{0, \ldots ,0} = 0,\left( {a_{0, \ldots ,0,1} , \ldots ,a_{n, \ldots ,n,} q} \right) = 1 \hfill \\ \end{gathered} $$ , and an estimate of the modulus of a multiple trigonometric integral.     

Analogs of the Luzin-Danzhu and Cantor-Lebesgue theorems for double trigonometric series

Let ∥ · ∥ be some norm in R², Γ be the unit sphere induced in R² by this norm, and {Aj} a sequence of disjoint subsets of R₊ such that if ν ε A_j, then ν · Γ ∩ Z^N ≠ Ø. For series of the form $$\sum\nolimits_{j = 1}^\infty {} \sum\nolimits_{\parallel n\parallel \in A_j } {c_n e^{2\pi _i (n_1 x_1 + n_2 x_2 )} } $$ analogs of the Luzin-Danzhu and Cantor-Lebesgue theorems are established.     

Optimal methods for the approximate calculation of functional on classesW r L ∞

Пусть T_n(f)={L₁(f), ..., L_n(f)} — набор линейных функционал ов, заданных на простран стве \(C_{(r - 1)} (\parallel f\parallel _{C_{(r - 1)} } = \mathop {\max }\limits_{0 \leqq i \leqq r - 1} \parallel f^{(i)} \parallel _C );A_{n,r}\) — множество всех так их наборов функцио налов; С_{2n, 2} — множество всех н аборов из 2n функциона лов вида $$T_{2n} (f) = \{ f(x_1 ), \ldots ,f(x_n ),f'(x_1 ), \ldots ,f'(x_n )\}$$ и s: Е_n→Е₁. Доказано, что е слиW _∞ ^r множество всех 2π-периодических функ цийfεW∞0, 2π_r, то приr=1,2,3,... ирε(1, ∞) и $$\begin{gathered} \mathop {\inf }\limits_{T_{2n} \in A_{2n,r} } \parallel \mathop {\inf }\limits_s \mathop {\sup }\limits_{f \in W_\infty ^r } |f( \cdot ) - s(T_{2n} ,f, \cdot )|\parallel _p = \parallel \varphi _{n,r} \parallel _p \hfill \\ \mathop {\inf }\limits_{T_{2n} \in C_{2n,2} } \parallel \mathop {\inf }\limits_s \mathop {\sup }\limits_{f \in W_\infty ^r } |f( \cdot ) - s(T_{2n} ,f, \cdot )|\parallel _p = \parallel \parallel \varphi _{n,r} \parallel _\infty - \varphi _{n,r} \parallel _p , \hfill \\ \end{gathered}$$ где ?_n,r —r-й периодичес кий интеграл, в средне м равный нулю на периоде, от фун кции ?_n, 0t=sign sinnt. При этом указан ы оптимальные методы приближенного вычис ления.     

On the uniform complete convergence of estimates for multivariate density functions and regression curves

Let (X ₁,Y ₁),...(X _n ,Y _n ) be a random sample from the (k+1)-dimensional multivariate density functionf ^*(x,y). Estimates of thek-dimensional density functionf(x)=∫f ^*(x,y)dy of the form $$\hat f_n (x) = \frac{1}{{nb_1 (n) \cdots b_k (n)}}\sum\limits_{i = 1}^n W \left( {\frac{{x_1 - X_{i1} }}{{b_1 (n)}}, \cdots ,\frac{{x_k - X_{ik} }}{{b_k (n)}}} \right)$$ are considered whereW(x) is a bounded, nonnegative weight function andb ₁ (n),...,b _k (n) and bandwidth sequences depending on the sample size and tending to 0 asn→∞. For the regression function $$m(x) = E(Y|X = x) = \frac{{h(x)}}{{f(x)}}$$ whereh(x)=∫y(f) ^* (x, y)dy , estimates of the form $$\hat h_n (x) = \frac{1}{{nb_1 (n) \cdots b_k (n)}}\sum\limits_{i = 1}^n {Y_i W} \left( {\frac{{x_1 - X_{i1} }}{{b_1 (n)}}, \cdots ,\frac{{x_k - X_{ik} }}{{b_k (n)}}} \right)$$ are considered. In particular, unform consistency of the estimates is obtained by showing that \(||\hat f_n (x) - f(x)||_\infty \) and \(||\hat m_n (x) - m(x)||_\infty \) converge completely to zero for a large class of “good” weight functions and under mild conditions on the bandwidth sequencesb _k (n)'s.     

Asymptotic formula for the mean value of a multiple trigonometric sum

When k≥k₀=10 Mr²n log (rn) we have for the trigonometric integral $$J_n (k,P) = \int_E {|S(A)|^{2k} dA,} $$ where $$\begin{gathered} S(A) = \sum _{x_1 = 1}^P \cdots \sum _{x_r = 1}^P \exp (2\pi if_A (x_1 , \ldots ,x_r )), \hfill \\ f_A (x_1 , \ldots ,x_r ) = \sum _{t_1 = 0}^n \cdots \sum _{t_r = 0}^n \alpha _{t_1 \cdots l_r } x_1^{t_1 } \cdots x_{r^r }^t \hfill \\ \end{gathered} $$ and E is the M-dimensional unit cube, the asymptotic formula $$J_n (k,P) = \sigma \theta P^{2kr - rnM/2} + O(P^{2kr - rnM/2 - 1/(2M)} ) + O(P^{2kr - rnM/2 - 1/(500r^2 \log (rn))} ),$$ where σ is a singular series and θ is a singular integral.     

A note on approximation to the identity with iterated kernels

Пустьl ₁ иl ₂ — неотрицательные убывающие функции на (0, ∞). Допустим, что $$\int\limits_0^\infty {S^{n_i - 1} l_i (S)\left( {1 + \log + \frac{1}{{S^{n_i } l_i (S)}}} \right)dS}< \infty ,$$ , гдеn ₁ иn ₂ — натуральные числа. Тогда для каждой функции \(f \in L^1 (R^{n_1 + n_2 } )\) при почти всех (x₀, у₀) мы имеем $$\mathop {\lim }\limits_{\lambda \to \infty } \lambda ^{n_1 + n_2 } \int\limits_{R^{n_1 } } {\int\limits_{R^{n_2 } } {l_1 } } (\lambda |x|)l_2 (\lambda |y|)f(x_0 - x,y_0 - y)dx dy = f(x_0 ,y_0 )\int\limits_{R^{n_1 } } {\int\limits_{R^{n_2 } } {l_i (|x|)l_2 } } (|y|)dx dy.$$      

Approximation of the function sign x in the uniform and integral metrics by means of rational functions

Estimates are obtained for the nonsymmetric deviations R_n [sign x] and R_n [sign x]_L of the function sign x from rational functions of degree ≤n, respectively, in the metric $$c([ - 1, - \delta ] \cup [\delta ,1]), 0< \delta< exp( - \alpha \surd \overline n ), \alpha > 0,$$ and in the metric L[?1, 1]: $$\begin{gathered} R_n [sign x] _{\frown }^\smile exp \{ - \pi ^2 n/(2 ln 1/\delta )\} , n \to \infty , \hfill \\ 10^{ - 3} n^{ - 2} \exp ( - 2\pi \surd \overline n )< R_n [sign x_{|L}< \exp ( - \pi \surd \overline {n/2} + 150). \hfill \\ \end{gathered} $$ Let 0 < δ < 1, Δ (δ)=[?1, ? δ] ∪ [δ, 1]; $$\begin{gathered} R_n [f;\Delta (\delta )] = R_n [f] = inf max |f(x) - R(x)|, \hfill \\ R_n [f;[ - 1,1] ]_L = R_n [f]_L = \mathop {inf}\limits_{R(x)} \smallint _{ - 1}^1 |f(x) - R(x)|dx, \hfill \\ \end{gathered} $$ where R(x) is a rational function of order at most n. Bulanov [1] proved that for δ ε [e^?n, e^?1] the inequality $$\exp \left( {\frac{{\pi ^2 n}}{{2\ln (1/\delta }}} \right) \leqslant R_n [sign x] \leqslant 30 exp\left( {\frac{{\pi ^2 n}}{{2\ln (1/\delta + 4 ln ln (e/\delta ) + 4}}} \right)$$ is valid. The lower estimate in this inequality was previously obtained by Gonchar ([2], cf. also [1]).     

The convergence of moments in the central limit theorem for stationary ϕ-mixing processes

Пусть {X_j} - строго стац ионарная последоват ельностьс ?перемешиванием, EXj-Q,E¦-X _j¦^r<∞ для некоторогоr>2. Положим \(S_n = \mathop \sum \limits_{j = 1}^n X_j \) . Ибрагимов (1962) доказал, что если приn →∞, то 1 $$\mathop {\lim }\limits_{n \to \infty } P\{ S_n /\sigma _n< x\} = (2\pi )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} \mathop \smallint \limits_{ - \infty }^x e^{{{ - u^2 } \mathord{\left/ {\vphantom {{ - u^2 } 2}} \right. \kern-\nulldelimiterspace} 2}} du.$$ В работе установлено, что при указанных выш е условиях в этой центральной пр едельной теореме имеет место т акже и сходимостьr-ых абсолютных моментов, т.е. если σ _n ² →∞ приn→ ∞, то $$\mathop {\lim }\limits_{n \to \infty } E|S_n /\sigma _n |^r = (2\pi )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} \mathop \smallint \limits_{ - \infty }^{ + \infty } |u|^r e^{ - u^2 /2} du.$$ Этот результат обобщ ает один более ранний результат автора (1980 г.).     

On the entire self-shrinking solutions to Lagrangian mean curvature flow

The authors prove that the logarithmic Monge?CAmpère flow with uniformly bound and convex initial data satisfies uniform decay estimates away from time t?=?0. Then applying the decay estimates, we conclude that every entire classical strictly convex solution of the equation $$ \det D^{2}u=\exp\left\{n\left(-u+\frac{1}{2} \sum_{i=1}^{n}x_{i} \frac{\partial u}{\partial x_{i}} \right)\right\}, $$ should be a quadratic polynomial if the inferior limit of the smallest eigenvalue of the function |x|² D ² u at infinity has an uniform positive lower bound larger than 2(1 ? 1/n). Using a similar method, we can prove that every classical convex or concave solution of the equation $$ \sum_{i=1}^{n} \arctan\lambda_{i}=-u+\frac{1}{2} \sum_{i=1}^{n}x_{i} \frac{\partial u}{\partial x_{i}} $$ must be a quadratic polynomial, where ?? _i are the eigenvalues of the Hessian D ² u.