On an explicit formula for the distribution of the supremum

Let M_∞ be the supremum of a random walk drifting to -∞ which is generated by the partial sums of a sequence of independent identically distributed random variables with a common distribution F. We prove that the moment generating function E exp(sM_∞) is a rational function if and only if the function ∫₀^∞ exp(sx)F(dx) is rational.     

Strong approximation for cross-covariances of linear variables with long-range dependence

Suppose {_k, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {c_j}^∞_j=0, {d_j}^∞_j=0 are sequences of real numbers such that Σ_jc²_j < ∞, Σ_jd²_j < ∞. Then, under appropriate moment conditions on {_k, −∞ < k < ∞}, y_k Σ^∞_j=0c_jk-j, z_k Σ^∞_j=0d_jk-j exist almost surely and in ⁴ and the question of Gaussian approximation to S_[t]Σ^[t]_k=1 (y_k z_k − E{y_k z_k}) becomes of interest. Prior to this work several related central limit theorems and a weak invariance principle were proven under stationary assumptions. In this note, we demonstrate that an almost sure invariance principle for S_[t], with error bound sharp enough to imply a weak invariance principle, a functional law of the iterated logarithm, and even upper and lower class results, also exists. Moreover, we remove virtually all constraints on _k for “time” k ≤ 0, weaken the stationarity assumptions on {_k, −∞ < k < ∞}, and improve the summability conditions on {c_j}^∞_j=0, {d_j}^∞_j=0 as compared to the existing weak invariance principle. Applications relevant to this work include normal approximation and almost sure fluctuation results in sample covariances (let d_j = c_j-m for j ≥ m and otherwise 0), quadratic forms, Whittle's and Hosoya's estimates, adaptive filtering and stochastic approximation.     

On the vital role played by the electron-volt units system in high energy physics and Mach’s principle of “Denkökonomie”

The work highlights within the framework of E. Mach’s “Denkökonomie” the crucial role played by the electron-volt unit system in uncovering terce relationships in the various fundamental interactions. In particular it is shown that a great deal of insight and analytical simplicity is gained from the number coincidence between the E^(∞) dimensionless inverse fine structure constant and the mass of a postulated expectation π-meson m_π=(m_π^±+m_π⁰)/2 when measured in Mega-electron-volt. This line of thought could be continued to the k-meson and relate it to the exceptional Lie group of super strings and unification namely E₈  E₈. We show further that m_π could be viewed as a two quark building block relating the old Yukawa theory to an extended quark model based on E-infinity Cantorian spacetime.     

An efficient algorithm for the parametric resource allocation problem

The parametric resource allocation problem asks to minimize the sum of separable single-variable convex functions containing a parameter λ, Σ_{i = 1}ⁿ (ƒ_i(x_i + λg_i(x_i)), under simple constraints Σ_{i = 1}ⁿ x_i = M, l_i≤x_i≤u_i and x_i: nonnegative integers for i = 1, 2, …, n, where M is a given positive integer, and l_i and u_i are given lower and upper bounds on x_i. This paper presents an efficient algorithm for computing the sequence of all optimal solutions when λ is continuously changed from 0 to ∞. The required time is O(G√Mlog² n + n log n + n log(M/n)), where G = Σ_{i = 1}ⁿ u_i − Σ_{i = 1n} l_i and an evaluation of ƒ_i(·) or g_i(·) is assumed to be done in constant time.     

Algorithms for finding a Kth best valued assignment

We consider a new problem, the Kth best valued assignment problem. Given a bipartite graph G and a cost vector w on its edge set, this is the problem of finding a perfect matching M_k in G such that there exist perfect matchings M₁,…,M_K−1 satisfying w(M₁) < < w(M_K−1) < w(M_K), and w(M_K) < w(M) for all perfect matchings M with w(M) ≠ w(M₁),…,w(M_K). Here w(M) denotes the sum of costs of edges in M. In this paper, we propose two algorithms for solving this problem and verify the efficiency of our algorithms by our preliminary computational experiments.     

The connectivity of a graph on uniform points on [0,1]

A random graph G_n(x) is constructed on independent random points U₁,…,U_n distributed uniformly on [0,1]^d, d1, in which two distinct such points are joined by an edge if the l_∞-distance between them is at most some prescribed value 0<x<1. The connectivity distance c_n, the smallest x for which G_n(x) is connected, is shown to satisfy

(1)

For d2, the random graph G_n(x) behaves like a d-dimensional version of the random graphs of Erdös and Rényi, despite the fact that its edges are not independent: c_n/d_n→1, a.s., as n→∞, where d_n is the largest nearest-neighbor link, the smallest x for which G_n(x) has no isolated vertices.     

How many maxima can there be?

Let C be a planar region. Choose n points p₁,,p_nI.I.D. from the uniform distribution over C. Let M^C_n be the number of these points that are maximal. If C is convex it is known that either E(M^C_n)=Θ(√n)> or E(M^C_n)=O(log n). In this paper we will show that, for general C, there is very little that can be said, a-priori, about E(M^C_n). More specifically we will show that if g is a member of a large class of functions then there is always a region C such that E(M^C_n)=Θ(g(n)). This class contains, for example, all monotically increasing functions of the form g(n)= nln^βn, where 0<<1 and β0. This class also contains nondecreasing functions like g(n)=ln^*n. The results in this paper remain valid in higher dimensions.     

Gravitational instanton in Hilbert space and the mass of high energy elementary particles

While the theory of relativity was formulated in real spacetime geometry, the exact formulation of quantum mechanics is in a mathematical construction called Hilbert space. For this reason transferring a solution of Einstein’s field equation to a quantum gravity Hilbert space is far of being a trivial problem.

On the other hand ^(∞) spacetime which is assumed to be real is applicable to both, relativity theory and quantum mechanics. Consequently, one may expect that a solution of Einstein’s equation could be interpreted more smoothly at the quantum resolution using the Cantorian ^(∞) theory.

In the present paper we will attempt to implement the above strategy to study the Eguchi–Hanson gravitational instanton solution and its interpretation by ‘t Hooft in the context of quantum gravity Hilbert space as an event and a possible solitonic “extended” particle. Subsequently we do not only reproduce the result of ‘t Hooft but also find the mass of a fundamental “exotic” symplictic-transfinite particle m1.8 MeV as well as the mass M_x and M (Planck) which are believed to determine the GUT and the total unification of all fundamental interactions respectively. This may be seen as a further confirmation to an argument which we put forward in various previous publications in favour of an alternative mass acquisition mechanism based on unification and duality considerations. Thus even in case that we never find the Higgs particle experimentally, the standard model would remain substantially intact as we can appeal to tunnelling and unification arguments to explain the mass. In fact a minority opinion at present is that finding the Higgs particle is not a final conclusive argument since one could ask further how the Higgs particle came to its mass which necessitates a second Higgs field. By contrast the present argument could be viewed as an ultimate theory based on the existence of a “super” force, beyond which nothing else exists.     

Oscillation criteria for first-order neutral nonlinear difference equations with variable coefficients

Consider the first-order neutral nonlinear difference equation of the form

, where τ > 0, σ_i ≥ 0 (i = 1, 2,…, m) are integers, {p_n} and {q_n} are nonnegative sequences. We obtain new criteria for the oscillation of the above equation without the restrictions Σ_n=0^∞ q_n = ∞ or Σ_n=0^∞ nq_n Σ_j=n^∞ q_j = ∞ commonly used in the literature.     

The space localization of unbounded boundary perturbations in nonlinear heat conduction with transfer

We consider the nonlinear parabolic equation u_t = (k(u)u_x)_x + b(u)_x, where u = u(x, t, x ε R¹, t > 0; k(u) ≥ 0, b(u) ≥ 0 are continuous functions as u ≥ 0, b (0) = 0; k, b > 0 as u > 0. At t = 0 nonnegative, continuous and bounded initial value is prescribed. The boundary condition u(0, t) = Ψ(t) is supposed to be unbounded as t → +∞. In this paper, sufficient conditions for space localization of unbounded boundary perturbations are found. For instance, we show that nonlinear equation u_t = (uⁿu_x)_x + (u^β)_x, n ≥ 0, β >; n + 1, exhibits the phenomenon of “inner boundedness,” for arbitrary unbounded boundary perturbations.     

Embeddings of the base and bundle isomorphisms

Let π_i :E_i→M, i=1,2, be oriented, smooth vector bundles of rank k over a closed, oriented n-manifold with zero sections s_i :M→E_i. Suppose that U is an open neighborhood of s₁(M) in E₁ and F :U→E₂ a smooth embedding so that π₂Fs₁ :M→M is homotopic to a diffeomorphism f. We show that if k>[(n+1)/2]+1 then E₁ and the induced bundle f^*E₂ are isomorphic as oriented bundles provided that f have degree +1; the same conclusion holds if f has degree −1 except in the case where k is even and one of the bundles does not have a nowhere-zero cross-section. For n≡0(4) and [(n+1)/2]+1<kn we give examples of nonisomorphic oriented bundles E₁ and E₂ of rank k over a homotopy n-sphere with total spaces diffeomorphic with orientation preserved, but such that E₁ and f^*E₂ are not isomorphic oriented bundles. We obtain similar results and counterexamples in the more difficult limiting case where k=[(n+1)/2]+1 and M is a homotopy n-sphere.     

A note on convergence in Banach spaces of cotype p

Let B be a separable Banach space. The following is one of the results proved in this paper. The Banach space B is of cotype p if and only if

1. d_n, n 1, has no subsequence converging in probability, and

2. ∑_{n 1}|a_n|^p < ∞ whenever ∑_{n 1}a_nd_n converges almost surely are equivalent for every sequence d_n, n 1, of symmetric independent random elements taking values in B.

Intersections of nest algebras in finite dimensions

If are maximal nests on a finite-dimensional Hilbert space H, the dimension of the intersection of the corresponding nest algebras is at least dim H. On the other hand, there are three maximal nests whose nest algebras intersect in the scalar operators. The dimension of the intersection of two nest algebras (corresponding to maximal nests) can be of any integer value from n to n(n+1)/2, where n=dim H. For any two maximal nests there exists a basis {f₁,f₂,…,f_n} of H and a permutation π such that and where M_i=  span{f₁,f₂,…,f_i} and N_i= span{f_π(1),f_π(2),…,f_π(i)}. The intersection of the corresponding nest algebras has minimum dimension, namely dim H, precisely when π(j)=n−j+1,1jn. Those algebras which are upper-triangular matrix incidence algebras, relative to some basis, can be characterised as intersections of certain nest algebras.     

Changing cofinalities and collapsing cardinals in models of set theory

If a˜cardinal κ₁, regular in the ground model M, is collapsed in the extension N to a˜cardinal κ₀ and its new cofinality, ρ, is less than κ₀, then, under some additional assumptions, each cardinal λ>κ₁ less than cc(P(κ₁)/[κ₁]^<κ₁) is collapsed to κ₀ as well. If in addition N=M[f], where f : ρ→κ₁ is an unbounded mapping, then N is a˜|λ|=κ₀-minimal extension. This and similar results are applied to generalized forcing notions of Bukovský and Namba.     

Full quadrature sums for pth powers of polynomials with Freud weights

In this paper, we provide a solution of the quadrature sum problem of R. Askey for a class of Freud weights. Let r> 0, b (− ∞, 2]. We establish a full quadrature sum estimate

1 p < ∞, for every polynomial P of degree at most n + rn^1/3, where W² is a Freud weight such as exp(−¦x¦), > 1, λ_jn are the Christoffel numbers, x_jn are the zeros of the orthonormal polynomials for the weight W², and C is independent of n and P. We also prove a generalisation, and that such an estimate is not possible for polynomials P of degree M = m(n) if m(n) = n + ξ_nn^1/3, where ξ_n → ∞ as n → ∞. Previous estimates could sum only over those x_jn with ¦x_jn¦ σx_1n, some fixed 0 < σ < 1.     

Sometimes slow growing is fast growing

The slow growing hierarchy is commonly defined as follows: G₀(x) = 0, G_x−1(x) := G_x(x) + 1 and G_λ(x) := G_λ[x](x) where λ<₀ is a limit and ·[·]:₀∩ Lim × ω → ₀ is a given assignment of fundamental sequences for the limits below ₀. The first obvious question which is encountered when one looks at this definition is: How does this hierarchy depend on the choice of the underlying system of fundamental sequences? Of course, it is well known and easy to prove that for the standard assignment of fundamental sequence the hierarchy (G_x)_x<0 is slow growing, i.e. each G_x is majorized by a Kalmar elementary recursive function.

It is shown in this paper that the slow growing hierarchy (G_x)_x<0 — when it is defined with respect to the norm-based assignment of fundamental sequences which is defined in the article by Cichon (1992, pp. 173–193) — is actually fast growing, i.e. each PA-provably recursive function is eventually dominated by G_x for some <₀. The exact classification of this hierarchy, i.e. the problem whether it is slow or fast growing, has been unsolved since 1992. The somewhat unexpected result of this paper shows that the slow growing hierarchy is extremely sensitive with respect to the choice of the underlying system of fundamental sequences.

The paper is essentially self-contained. Only little knowledge about ordinals less than ₀ — like the existence of Cantor normal forms, etc. and the beginnings of subrecursive hierarchy theory as presented, for example, in the 1984 textbook of Rose — is assumed.     

Concerning two conjectures on the set of fixed points of a complete rotation of a Cayley digraph

In 1996, J.C. Bermond, T. Kodate, S. Perennes and N. Marlin conjectured that the set F_σ of fixed points of some complete rotation σ of the toroidal mesh TM(p)^k is not separating (that is F_σ does not disconnect TM(p)^k). They also conjectured that the set F_ω of fixed points of any complete rotation ω of any Cayley digraph is not separating. In this paper, we prove the first conjecture and disprove the second one.     

Resolutions of Stanley-Reisner rings and Alexander duality

Associated to any simplicial complex Δ on n vertices is a square-free monomial ideal I_Δ in the polynomial ring A = k[x₁, …, x_n], and its quotient k[Δ] = A/I_Δ known as the Stanley-Reisner ring. This note considers a simplicial complex Δ^* which is in a sense a canonical Alexander dual to Δ, previously considered in [1, 5]. Using Alexander duality and a result of Hochster computing the Betti numbers dim_k Tor_i^A (k[Δ],k), it is shown (Proposition 1) that these Betti numbers are computable from the homology of links of faces in Δ^*. As corollaries, we prove that I_Δ has a linear resolution as A-module if and only if Δ^* is Cohen-Macaulay over k, and show how to compute the Betti numbers dim_k Tor_i^A (k[Δ],k) in some cases where Δ^* is wellbehaved (shellable, Cohen-Macaulay, or Buchsbaum). Some other applications of the notion of shellability are also discussed.     

Error bounds on the power method for determining the largest eigenvalue of a symmetric, positive definite matrix

Let A be a positive definite, symmetric matrix. We wish to determine the largest eigenvalue, λ₁. We consider the power method, i.e. that of choosing a vector v₀ and setting v_k = A^kv₀; then the Rayleigh quotients R_k = (Av_k, v_k)/(v_k, v_k) usually converge to λ₁ as k → ∞ (here (u, v) denotes their inner product). In this paper we give two methods for determining how close R_k is to λ₁. They are both based on a bound on λ₁ − R_k involving the difference of two consecutive Rayleigh quotients and a quantity ω_k. While we do not know how to directly calculate ω_k, we can given an algorithm for giving a good upper bound on it, at least with high probability. This leads to an upper bound for λ₁ − R_k which is proportional to (λ₂/λ₁)^2k, which holds with a prescribed probability (the prescribed probability being an arbitrary δ > 0, with the upper bound depending on δ).     

Oscillation theorems for second-order half-linear differential equations

Oscillation criteria for the second-order half-linear differential equation

[r(t)|ξ′(t)|⁻¹ ξ′(t)]′ + p(t)|ξ(t)|⁻¹ξ(t)=0, t t₀

are established, where > 0 is a constant and exists for t [t₀, ∞). We apply these results to the following equation:

where , D = (D₁,…, D_N), Ω_a = x ^N : |x| ≥ a} is an exterior domain, and c C([a, ∞), ), n > 1 and N ≥ 2 are integers. Here, a > 0 is a given constant.