Central orderings in fields of real meromorphic function germs

Let X_oR ⁿ be an irreducible analytic germ and the order space of its field of meromorphicfunetion germs. A formal half-branch in X_o is a kind of C-map germ c[0,)X_o; an ordering is centered at c if it contains the functions which are positive on c. We obtain a partition ¹,...,^d, d=dim X_o, of the set ^* of central (i.e.: centered at some half-branch) orderings, according to the dimension of half-branches. Then we show that all ^e, e= 1,.,d, as well as the set \^* of noncentral orderings, are dense in . Finally, we solve the 17th Hubert Problem for analytic germs.     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

A spectral mapping theorem for scalar-type spectral operators in locally convex spaces

LetT be a continuous scalar-type spectral operator defined on a quasi-complete locally convex spaceX, that is,T=fdP whereP is an equicontinuous spectral measure inX andf is aP-integrable function. It is shown that (T) is precisely the closedP-essential range of the functionf or equivalently, that (T) is equal to the support of the (unique) equicontinuous spectral measureQ ^* defined on the Borel sets of the extended complex plane ^* such thatQ ^*({})=0 andT=zdQ _*(z). This result is then used to prove a spectral mapping theorem; namely, thatg((T))=(g(T)) for anyQ ^*-integrable functiong: ^{* *} which is continuous on (T). This is an improvement on previous results of this type since it covers the case wheng((T))/{} is an unbounded set in a phenomenon which occurs often for continuous operatorsT defined in non-normable spacesX.     

Noetherian Equations for Matrices

Let L|K be a finite Galois extension. Using central simple algebras we deal with the crossed representations of G = Gal(L|K) over L which are defined as mappings X of G into GL_n(L) satisfying X = X X. The last equation is the Noetherian equation in case n=1. Furtheron, more general crossed projective representations are considered which obey an equation X X = Xf_, where f_, L.     

Gaussian sample functions and the Hausdorff dimension of level crossings

Summary Let X _t be a real Gaussian process with stationary increments, mean 0, _t ² =E[(X _s+t–X _s)²] If _t ² behaves like t as t 0, 0<<1, the graph of a.e. sample function will have Hausdorff dimension 2 -. This leads one to feel that the set of zeros of X _t should have Hausdorff dimension 1 -. This is shown to be true provided the process is stationary and satisfies additional assumptions.     

Localization of the spectrum of certain non-self-adjoint operators

Let the self-adjoint operator A and the bounded operator B be specified in Hilbert space We let denote the spectral family of the operator A. If (E – E _N ) B ₂+E–_NB ² 0 npnN , then in the complex plane z=+ there will exist the curve ¦ ¦ =f (), limf () = 0 for ± such that the entire spectrum of the operator A+B lies within the region ¦ ¦ f(). In particular, the condition of the theorem will be satisfied when B is a completely continuous operator.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 415–420, April, 1968.The author expresses his appreciation to R. S. Ismagilov for his discussion of the results.     

The behavior of solutions of stochastic differential inequalities

Summary LetX andZ be ^d -valued solutions of the stochastic differential inequalities dX _t a(t,X _t )dt+(t,X _t )dW _t andb(t, Z _t )dt+(t, Z _t )dW _t dZ _t , respectively, with a fixed ^m -valued Wiener processW. In this paper we give conditions ona, b and under which the relationX ₀Z ₀ of the initial values leads to the same relation between the solutions with probability one. Further we discuss whether in general our conditions can be weakened or not. Then we deal with notions like maximal/minimal solution of a stochastic differential inequality. Using the comparison result we derive a sufficient condition for the existence of such solutions as well as some Gronwall-type estimates.     

Noncommutative Valuation Rings of the Quotient Artinian Ring of a Skew Polynomial Ring

Let R be a Dubrovin valuation ring of a simple Artinian ring Q and let Q[X,] be the skew polynomial ring over Q in an indeterminate X, where is an automorphism of Q. Consider the natural map from Q[X,]_XQ[X,] to Q, where Q[X,]_XQ[X,] is the localization of Q[X,] at the maximal ideal XQ[X,] and set , the complete inverse image of R by . It is shown that is a Dubrovin valuation ring of Q(X,) (the quotient ring of Q[X,]) and it is characterized in terms of X and Q. In the case where R is an invariant valuation ring, the given automorphism is classified into five types, in order to study the structure of (the value group of ). It is shown that there is a commutative valuation ring R with automorphism which belongs to each type and which makes Abelian or non-Abelian. Furthermore, some examples are used to show that several ideal-theoretic properties of a Dubrovin valuation ring of Q with finite dimension over its center, do not necessarily hold in the case where Q is infinite-dimensional. Presented by A. VerschorenMathematics Subject Classifications (2000) 16L99, 16S36, 16W60.     

Pluriadjoint bundles of polarized surfaces

LetX be a complex connected projective smooth algebraic surface and letL be an ample line bundle onX. The maps associated with the pluriadjoint bundles (K _X L) ¹,t2, are studied by combining an ampleness result forK _X L with a very recent result by Reider. It turns out that apart from some exceptions and up to reductions, 1) (K _X L)³ is very ample; 2) (K _X L) ² is ample and spanned by global sections and is very ample unless eitherg (L)=2 (arithmetic genus ofL) orX contains an elliptic curveE withE ²=0,E·L=1;3) when (K _X L) ² is not very ample, the associated map has degree 4, equality implying thatg (L)=2 and .     

Fourier series criteria for operator decomposability

Let U be an invertible operator on a Banach space Y. U is said to betrigonometrically well-bounded provided the sequence {Uⁿ} _n =– is the Fourier-Stieltjes transform of a suitable projection-valued function E(·): [0, 2](Y). This class of operators is known to apply naturally to a variety of classical phenomena which exclude the presence of spectral measures. In the case Y reflexive we use the Cesáro means _n(U, t) of the trigonometric series _k0 k^–e^iktU^k, whichformally transfers the discrete Hilbert transform to Y, in order to give three separate necessary and sufficient conditions for U to be trigonometrically well-bounded. One of these conditions is sup {_n(U,t): n 1, t [0,2]} <      

Self-intersections of 1-dimensional random walks

Summary Consider a random walk S _n on the integers, where the steps _i have mean 0 and variance ². Let T be the time of first self-intersection of the random walk. It is shown that, as , T grows at rate ^2/3. More precisely, T^2/3 has a non-degenerate limit distribution which can be described in terms of Brownian motion local time.Research supported by National Science Foundation Grant MCS80-02698.     

Local partial regularity theorems for suitable weak solutions of a class of degenerate systems

A partial regularity theorem is established for a particular class of weak solutions to the systemu/t– div(K(u)u)=(u)¦¦², div((u))=0 on a bounded domain inR ^N . Under our assumptions, (u) may exhibit exponential decay, and thus the system may be degenerate. Our proof is based upon a blow-up argument.This work was supported in part by NSF Grant DMS9424448.     

A free convenient vector space for holomorphic spaces

In this paper we show that there exists a free convenient vector space for the case of holomorphic spaces and holomorphic maps. This means that for every spaceX with a holomorphic structure, there exists an appropriately complete locally convex vector space X and a holomorphic mapl _X:XX, such that for any vector space of the same kind the map (l _X )^*:L(X,E)(X,E) is a bijection. Analogously to the smooth case treated in [2, 5.1.1] the free convenient vector space X can be obtained as the Mackey closure of the linear subspace spanned by the image of the canonical mapX(X).In the second part of the paper we prove that in the case whereX is a Riemann surface, one hasX=(X,).     

Generalized Variation of Mappings with Applications to Composition Operators and Multifunctions

We study (set-valued) mappings of bounded -variation defined on the compact interval I and taking values in metric or normed linear spaces X. We prove a new structural theorem for these mappings and extend Medvedev's criterion from real valued functions onto mappings with values in a reflexive Banach space, which permits us to establish an explicit integral formula for the -variation of a metric space valued mapping. We show that the linear span GV (I;X) of the set of all mappings of bounded -variation is automatically a Banach algebra provided X is a Banach algebra. If h:I× X Y is a given mapping and the composition operator is defined by (f)(t)=h(t,f(t)), where tI and f:I X, we show that :GV (I;X) GV (I;Y) is Lipschitzian if and only if h(t,x)=h₀(t)+h₁(t)x, tI, xX. This result is further extended to multivalued composition operators with values compact convex sets. We prove that any (not necessarily convex valued) multifunction of bounded -variation with respect to the Hausdorff metric, whose graph is compact, admits regular selections of bounded -variation.     

Terminal 3-fold Divisorial Contractions of a Surface to a Curve I

Let X be a smooth curve on a 3-fold which has only index 1 terminal singularities along . In this paper we investigate the existence of extremal terminal divisorial contractions E Y X, contracting an irreducible surface E to . We consider cases with respect to the singularities of the general hypersurface section S of X through . We completely classify the cases when S is A _i , i 3, and D _2n for any n.     

Distribution function of the absolute maximum of random harmonic oscillations

An analytical expression is derived for the distribution function of the absolute maximum of a Gaussian stationary process with correlation function p(t)=₁ ²+₂ ²cost t.Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 144–147, 1986.     

Sharp Large Deviation Estimates for the Stochastic Heat Equation

We consider the family {X , 0} of solution to the heat equation on [0,T]×[0,1] perturbed by a small space-time white noise, that is _t X = X +b({X })+({X }) . Then, for a large class of Borelian subsets of the continuous functions on [0,T]×[0,1], we get an asymptotic expansion of P({X }A) as 0. This kind of expansion has been handled for several stochastic systems, ranging from Wiener integrals to diffusion processes.     

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.     

Interpolation of spectra

By the M.Riesz Convexity Theorem, an operator T on the space of simple integrable functions into the measurable functions (on some measure space) which has continuous extensions to L^p() and L^q() , where 1 p q , also has continuous exten — sions to all L^r () , p r q . It is shown that, whenever (T_p) and (T_q) are o-dimensional (in particular, countable) then the spectra (T_r) (p r q) are pairwise identical. For q = , only w^*-continuous extensions are considered. An example due to Dayanithy shows that the conclusion fails in general.     

Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity

We prove some limiting results for a Lévy process X _t as t0 or t, with a view to their ultimate application in boundary crossing problems for continuous time processes. In the present paper we are mostly concerned with ideas related to relative stability and attraction to the normal distribution on the one hand and divergence to large values of the Lévy process on the other. The aim is to find analytical conditions for these kinds of behaviour which are in terms of the characteristics of the process, rather than its distribution. Some surprising results occur, especially for the case t0; for example, we may have X _t /t ^P + (t0) (weak divergence to +), whereas X _t /t a.s. (t0) is impossible (both are possible when t), and the former can occur when the negative Lévy spectral component dominates the positive, in a certain sense. Almost sure stability of X _t , i.e., X _t tending to a nonzero constant a.s. as t or as t0, after normalisation by a non-stochastic measurable function, reduces to the same type of convergence but with normalisation by t, thus is equivalent to strong law behaviour. Boundary crossing problems which are amenable to the methods we develop arise in areas such as sequential analysis and option pricing problems in finance.