Closure Properties of Solutions to Heat Inequalities

We prove that if u ₁,u ₂:(0,∞)×ℝ ^d →(0,∞) are sufficiently well-behaved solutions to certain heat inequalities on ℝ ^d then the function u:(0,∞)×ℝ ^d →(0,∞) given by also satisfies a heat inequality of a similar type provided . On iterating, this result leads to an analogous statement concerning n-fold convolutions. As a corollary, we give a direct heat-flow proof of the sharp n-fold Young convolution inequality and its reverse form. Both authors were supported by EPSRC grant EP/E022340/1.     

Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables

Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1＋X2＋…＋Xn,Mn=max k≤n│Sk│,n≥1.Let an=O（1/loglogn）.In this paper,we prove that,for b〉-1,lim ε→0 →^2（b＋1）∑n=1^∞ （loglogn）^b/nlogn n^1/2 E{Mn-σ（ε＋an）√2nloglogn}＋σ2^-b/（b＋1）（2b＋3）E│N│^2b＋3∑k=0^∞ （-1）k/（2k＋1）^2b＋3 holds if and only if EX=0 and EX^2=σ^2〈∞.     

Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes

In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai＋kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞） is an absolutely solutely summable sequence of real numbers.     

Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process

Consider the parameter space Θ which is an open subset of ℝ ^k ,k≧1, and for each θ∈Θ, let the r.v.′sY _n ,n=0, 1, ... be defined on the probability space (X,A,P _θ) and take values in a Borel setS of a Euclidean space. It is assumed that the process {Y _n },n≧0, is Markovian satisfying certain suitable regularity conditions. For eachn≧1, let υ _n be a stopping time defined on this process and have some desirable properties. For 0 < τ _n → ∞ asn→∞, set h _n →h ∈R ^k , and consider the log-likelihood function of the probability measure with respect to the probability measure . Here is the restriction ofP _θ to the σ-field induced by the r.v.′sY ₀,Y ₁, ..., . The main purpose of this paper is to obtain an asymptotic expansion of in the probability sense. The asymptotic distribution of , as well as that of another r.v. closely related to it, is obtained under both and . This research was supported by the National Science Foundation, Grant MCS77-09574. Research supported by the National Science Foundation, Grant MCS76-11620.     

非Lipschitz条件下严格伪压缩映射不动点的逼近

Abstract. Without the Lipschitz assumption and boundedness of K in arbitrary Banach spaces,the Ishikawa iteration     

Approximation of bandlimited functions by finite exponential sums

For a compact set K in ℝ ⁿ , let B ² _K be the set of all functions f ∈ L ²(ℝ²) bandlimited to K, i.e., such that the Fourier transform f̂ of f is supported by K. We investigate the question of approximation of f ∈ B ² _K by finite exponential sums

Square function inequalities for non-commutative martingales

We prove a non-commutative version of the weak-type (1,1) boundedness of square functions of martingales. More precisely, we prove that there is an absolute constantK with the following property: ifM is a semifinite von Neumann algebra with a faithful normal traceτ and (M _n ) _n=1 ^∞ is an increasing filtration of von Neumann subalgebras of (M then for any martingalex= _n=1 ^∞ inL ¹(M,τ), adapted to (M _n ) _n=1 ^∞ , there is a decomposition into two sequences (x _n ) _n=1 ^∞ and (z _n ) _n=1 ^∞ withx _n=y _n+z _nfor everyn≥1 and such that . This generalizes a result of Burkholder from classical martingale theory to non-commutative martingales. We also include some applications to martingale Hardy spaces. Supported in part by NSF grant DMS-0096696.     

A general result on precise asymptotics for linear processes of positively associated sequences

Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.     

On normal approximation of discounted and strongly mixing random variables

We estimate the difference for bounded functions h: ℝ → ℝ satisfying the Lipschitz condition, where Z _v = B _v ⁻¹ ∑ _i=0 ^∞ v ⁱ X _i and with discount factor ν such that 0 < ν < 1. Here {X _n , n ≥ 0} is a sequence of strongly mixing random variables with , and N is a standard normal random variable. In a particular case, the obtained upper bounds are of order O((1 − ν)^1/2). Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 3, pp. 399–409, July–September, 2007. The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-15/07.     

Distribution and moment convergence of martingales

Summary If where {X _{n j} ,ℱ _{n j} 1≦j≦m _n ↑∞, n≧1} is a martingale difference array, conditions are given for the distribution and moment convergence of S _n,k to the distribution and moments of where H _k is the Hermite polynomial of degree k and Z is a standard normal variable. This is intimately related to an identity (*) for multiple Wiener integrals. Under alternative conditions, similar results hold for S _{n, k} /U _n ^k and S _{n, k} /V _n ^k where and V _n ² V _n ² is the conditional variance. Research supported by the National Science Foundation under Grant DMS-8601346     

Minimal rates of entropy convergence for completely ergodic systems

If (X,T) is a completely ergodic system, then there exists a positive monotone increasing sequence {a _n } _n ^1/∞ with lim _n →∞a _n =∞ and a positive concave functiong defined on [1, ∞) for whichg(x)/x ² isnot integrable such that for all nontrivial partitions α ofX into two sets.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Asymptotic expansions of the Mehler-Fock transform

Asymptotic expansions in the two limitsx → + ∞ andx → 0+ are obtained for the Mehler-Fock transform

Asymptotic normality and efficiency of a weighted correlogram

For a process X(t)=Σ _j=1 ^M g _j (t)ξ _j (), where g_j(t) are nonrandom given functions, is a stationary vector-valued Gaussian process, Eξ_k(t) = 0, and Eξ_k(0) Eξ_l(τ) = r _kl(τ), we construct an estimate for the functions r _kl(τ) on the basis of observations X(t), t ∈ [0, T]. We establish conditions for the asymptotic normality of as T → ∞. We consider the problem of the optimal choice of parameters of the estimate depending on observations. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 7, pp. 937–947, July, 1998.     

Central polynomials and matrix invariants

LetK be a field, charK=0 andM _n (K) the algebra ofn×n matrices overK. If λ=(λ₁,…,λ _m ) andμ=(μ ₁,…,μ _m ) are partitions ofn ² let wherex ₁,…,x _n ²,y ₁,…,y _n ² are noncommuting indeterminates andS _n ² is the symmetric group of degreen ². The polynomialsF ^{λ, μ} , when evaluated inM _n (K), take central values and we study the problem of classifying those partitions λ,μ for whichF ^{λ, μ} is a central polynomial (not a polynomial identity) forM _n (K). We give a formula that allows us to evaluateF ^{λ, μ} inM(K) in general and we prove that if λ andμ are not both derived in a suitable way from the partition δ=(1, 3,…, 2n−3, 2n−1), thenF ^{λ, μ} is a polynomial identity forM _n (K). As an application, we exhibit a new class of central polynomials forM _n (K). In memory of Shimshon Amitsur Research supported by a grant from MURST of Italy.     

Distortio n theorems o n the Lie ball $$ \mathcal{R}_{IV} $$ ( n) i n ℂ n

In this paper, we introduce the subfamilies H _m ($ \mathcal{R}_{IV} $ \mathcal{R}_{IV} (n)) of holomorphic mappings defined on the Lie ball $ \mathcal{R}_{IV} $ \mathcal{R}_{IV} (n) which reduce to the family of holomorphic mappings and the family of locally biholomorphic mappings when m = 1 and m → +∞, respectively. Various distortion theorems for holomophic mappings H _m ($ \mathcal{R}_{IV} $ \mathcal{R}_{IV} (n)) are established. The distortion theorems coincide with Liu and Minda’s as the special case of the unit disk. When m = 1 and m → +∞, the distortion theorems reduce to the results obtained by Gong for $ \mathcal{R}_{IV} $ \mathcal{R}_{IV} (n), respectively. Moreover, our method is different. As an application, the bounds for Bloch constants of H _m ($ \mathcal{R}_{IV} $ \mathcal{R}_{IV} (n)) are given.     

Approximately Linear Mappings in Banach Modules over a C^＊-algebra

Let X and Y be vector spaces. The authors show that a mapping f ： X →Y satisfies the functional equation 2d f（∑^2d j=1（-1）^j＋1xj/2d）=∑^2dj=1（-1）^j＋1f（xj） with f（0） = 0 if and only if the mapping f ： X→ Y is Cauchy additive, and prove the stability of the functional equation （≠） in Banach modules over a unital C^＊-algebra, and in Poisson Banach modules over a unital Poisson C＊-algebra. Let A and B be unital C^＊-algebras, Poisson C^＊-algebras or Poisson JC^＊- algebras. As an application, the authors show that every almost homomorphism h ： A →B of A into is a homomorphism when h（（2d-1）^nuy） =- h（（2d-1）^nu）h（y） or h（（2d-1）^nuoy） = h（（2d-1）^nu）oh（y） for all unitaries u ∈A, all y ∈ A, n = 0, 1, 2,.... Moreover, the authors prove the stability of homomorphisms in C^＊-algebras, Poisson C^＊-algebras or Poisson JC^＊-algebras.     

The average of the values of a function at random points

The behavior of (1/N) asN→∞ is considered, wheref is a bounded measurable function on (−∞, ∞) and (S _n) _n ^=1/∞ are the partial sums of a sequence of independent and identically distributed rondom variables.     

Zero Distribution of Composite Polynomials and Polynomials Biorthogonal to Exponentials

We analyze polynomials P _n that are biorthogonal to exponentials , in the sense that

Resampling method in nonparametric estimation related to renewal processes

Let the statistical data be a collection of n piecesx ₁, ...,x _n of simple renewal processes. The random times between renewals have an unknown cumulative hazard function (c.h.f.) H₀(·). Let τ(H(·)) be the value of some functional τ(·), given c.h.f. H(·). The value τ₀=τ(H₀(·)) is a parameter of interest. If is an estimator for τ₀, then its quality can be characterized by the distribution law of normed deviations . These laws L_n are unknown, but they can be consistently estimated, by using the resampling method, as n→∞. In the case considered, the resampling method can be justified as a special case of the central limit resampling theorem. Supported by the Bank of Sweden Tercentenary Foundation. Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russia, 1995, Part I.