On Markov measure-valued processes in a finite space

We consider stochastic flows with interaction in a finite phase space. The flows with variable generators generating evolutionary measure-valued processes are described. The influence of the interaction of particles on the entropy of the flow is analyzed. Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 11, pp. 1572–1577, November, 2008.     

Poissonian subordinators,the Wiener–Ornstein–Uhlenbeck field,and a relation between the Ornstein–Uhlenbeck processes and Brownian bridges

We apply to a sequence of i.i.d. random variables a time change operator via a Poisson process that is independent of this sequence. We consider sums of independent copies of processes constructed in this way and having continuous time. Finite limit distributions of these sums coincide with the finite limit distributions of the Wiener–Ornstein–Uhlenbeck field that is the tensor product of a Brownian motion and the Ornstein–Uhlenbeck process. The transition characteristics of the limit Ornstein–Uhlenbeck process are described by Brownian bridges that are builded into the Wiener–Ornstein–Uhlenbeck field. Bibliography: 4 titles.     

On statistical manifolds of solutions of martingale problems

We consider geometrically regular statistical models defined by local densities of probability measures corresponding to discrete or continuous time Markov processes and smoothly depending on a finite dimensional parameter. Evolution equations are derived in terms of the generators of the underlying Markov additive processes for the elements of the related Fisher information matrix and the skewness tensor defining the Riemannian metric and the Amari-Chentsov's affine α-connections as functions of time and starting points of Markov processes. Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Published in Lietuvos Matematikes Rinkinys, Vol. 35, No. 4, pp. 456–468, October–December, 1995.     

Approximation of random fields by generalized linear splines

We consider the problem of reconstructing stochastic processes or stochastic fields from their known values on a finite grid. This problem is stated and solved in a sufficiently general setting; it is shown that even in the simplest case of approximating a stochastic process by generalized linear splines, the tail of the distribution of the approximation error normalized in an appropriate way decreases exponentially. Translated fromMatematicheskie Zametki, Vol. 63, No. 5, pp. 690–696, May, 1998.     

Unbounded semidistributive lattices

We consider two properties which are close to being lower bounded in the class of finite join semidistributive lattices. An example is constructed in which a finite join semidistributive lattice has both these two properties, but it is not lower bounded. Translated fromAlgebra i Logika, Vol. 39, No. 1, pp. 87–92, January–February, 2000.     

Diffusion processes on graphs: stochastic differential equations,large deviation principle

Ito's rule is established for the diffusion processes on the graphs. We also consider a family of diffusions processes with small noise on a graph. Large deviation principle is proved for these diffusion processes and their local times at the vertices. Received: 12 February 1997 / Revised version: 3 March 1999     

A finite difference analysis of a streamline diffusion method on a Shishkin mesh

We consider streamline diffusion finite element methods applied to a singularly perturbed convection–diffusion two‐point boundary value problem whose solution has a single boundary layer. To analyse the convergence of these methods, we rewrite them as finite difference schemes. We first consider arbitrary meshes, then, in analysing the scheme on a Shishkin mesh, we consider two formulations on the fine part of the mesh: the usual streamline diffusion upwinding and the standard Galerkin method. The error estimates are given in the discrete L _∞ norm; in particular we give the first analysis that shows precisely how the error depends on the user-chosen parameter _τ0 specifying the mesh. When _τ0 is too small, the error becomes O(1), but for _τ0 above a certain threshold value, the error is small and increases either linearly or quadratically as a function of . Numerical tests support our theoretical results. This revised version was published online in August 2006 with corrections to the Cover Date.     

Two Queues with Weighted One-Way Overflow

We consider an open queueing network consisting of two queues with Poisson arrivals and exponential service times and having some overflow capability from the first to the second queue. Each queue is equipped with a finite number of servers and a waiting room with finite or infinite capacity. Arriving customers may be blocked at one of the queues depending on whether all servers and/or waiting positions are occupied. Blocked customers from the first queue can overflow to the second queue according to specific overflow routines. Using a separation method for the balance equations of the two-dimensional server and waiting room demand process, we reduce the dimension of the problem of solving these balance equations substantially. We extend the existing results in the literature in three directions. Firstly, we allow different service rates at the two queues. Secondly, the overflow stream is weighted with a parameter p ∈ [0,1], i.e., an arriving customer who is blocked and overflows, joins the overflow queue with probability p and leaves the system with probability 1 − p. Thirdly, we consider several new blocking and overflow routines. An erratum to this article can be found at     

Semiglobal models of extensions of two-dimensional local fields

This paper consider a special class of finite homomorphisms of complete two-dimensional regular local rings-the so-called “model homomorphi sms.” We show that studying the ramification of morphisms of formal curves induced by these homomorphisms helps identifying the ramification in extensions of two-dimensional local fields. Some basic properties of model homomorphisms are established.     

On the complexity of recognizing a set of vectors by a neuron

We consider the problems connected with the computational abilities of a neuron. The orderings of finite subsets of real vectors associated with neural computing are studied. We construct a lattice of such orderings and study some its properties. The interrelation between the orders on the sets and the neuron implementation of functions defined on these sets is derived. We prove the NP-hardness of “The Shortest Vector” problem and represent the relationship of the problem with neural computing.     

Analysis of a finite element PML approximation for the three dimensional time-harmonic Maxwell problem

In our paper [Math. Comp. 76, 2007, 597-614] we considered the acoustic and electromagnetic scattering problems in three spatial dimensions. In particular, we studied a perfectly matched layer (PML) approximation to an electromagnetic scattering problem. We demonstrated both the solvability of the continuous PML approximations and the exponential convergence of the resulting solution to the solution of the original acoustic or electromagnetic problem as the layer increased.

In this paper, we consider finite element approximation of the truncated PML electromagnetic scattering problem. Specifically, we consider approximations which result from the use of Nédélec (edge) finite elements. We show that the resulting finite element problem is stable and gives rise to quasi-optimal convergence when the mesh size is sufficiently small.

     

Structural-information modeling of administrative control processes

We consider the fundamental principles of structural-information modeling of administrative control processes. We present a formal model for investigation of these processes, and we formulate criteria for efficiency of the facilities used for automated administrative control. Translated fromDinamicheskie Sistemy. Vol. 12. pp. 135–140, 1993.     

Characterization of the finite variation property for a class of stationary increment infinitely divisible processes

We characterize the finite variation property for stationary increment mixed moving averages driven by infinitely divisible random measures. Such processes include fractional and moving average processes driven by Lévy processes, and also their mixtures. We establish two types of zero–one laws for the finite variation property. We also consider some examples to illustrate our results.     

Edge-minimization of non-deterministic finite automata

In this paper we consider non-deterministic finite Rabin-Scott’s automata. We use a special structure to describe all the possible edges of non-deterministic finite automaton defining the given regular language. Such structure can be used for solving various problems of finite automata theory. One of these problems is edge-minimization of non-deterministic automata. As we have not touched this problem before, we obtain here two versions of the algorithm for solving this problem to continue previous series of articles.     

Model selection for regression on a fixed design

We deal with the problem of estimating some unknown regression function involved in a regression framework with deterministic design points. For this end, we consider some collection of finite dimensional linear spaces (models) and the least-squares estimator built on a data driven selected model among this collection. This data driven choice is performed via the minimization of some penalized model selection criterion that generalizes on Mallows' C _p . We provide non asymptotic risk bounds for the so-defined estimator from which we deduce adaptivity properties. Our results hold under mild moment conditions on the errors. The statement and the use of a new moment inequality for empirical processes is at the heart of the techniques involved in our approach. Received: 2 July 1997 / Revised version: 20 September 1999 / Published online: 6 July 2000     

Finite Derivation Type for Semigroups and Congruences

We consider a congruence ρ on a semigroup S as a subsemigroup of the direct product S × S. We prove that if ρ has finite derivation type (FDT), then so does S.     

Lattice structures and spreading models

We consider problems concerning the partial order structure of the set of spreading models of Banach spaces. We construct examples of spaces showing that the possible structure of these sets include certain classes of finite semi-lattices and countable lattices and all finite lattices. Research of the second named author was partially supported by the National Science Foundation. The third named author had a visiting appointment at the University of South Carolina for the 2004–05 academic year during part of his research.     

The XX and Ising Limits in Integral Formulas for Finite-Temperature Correlation Functions of the XXZ Chain

We consider a multiple-integral representation for a one-parameter generating function of the finite temperature S^z-S^z correlation functions of the antiferromagnetic spin-1/2 XXZ chain in the XX limit and in the Ising limit. We show how the multiple integrals reduce to single integrals in these limits, thus reproducing known results. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 146, No. 1, pp. 146–160, January, 2006.     

Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes

We consider the sampling properties of U-statistics based on a sample of realization from a class of stationary nonlinear processes which include, in particular, linear, bilinear and finite order volterra processes. It is shown that if the size n of the realization tends to infinity then certain normalized versions of the U-statistics tend to be distributed normally with zero means and finite variances.     

An Adjacency Criterion for the Prime Graph of a Finite Simple Group

For every finite non-Abelian simple group, we give an exhaustive arithmetic criterion for adjacency of vertices in a prime graph of the group. For the prime graph of every finite simple group, this criterion is used to determine an independent set with a maximal number of vertices and an independent set with a maximal number of vertices containing 2, and to define orders on these sets; the information obtained is collected in tables. We consider several applications of these results to various problems in finite group theory, in particular, to the recognition-by-spectra problem for finite groups. Supported by RFBR grant No. 05-01-00797; by the Council for Grants (under RF President) and State Aid of Fundamental Science Schools, project NSh-2069.2003.1; by the RF Ministry of Education Developmental Program for Scientific Potential of the Higher School of Learning, project No. 8294; by FP “Universities of Russia,” grant No. UR.04.01.202; and by Presidium SB RAS grant No. 86-197. __________ Translated from Algebra i Logika, Vol. 44, No. 6, pp. 682–725, November–December, 2005.