The problem of controlling a Wiener process when the number of switchings is bounded

We are considering the problem of controlling a one-dimensional Wiener process (t) (0)=0,E=0,D= ²t.Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 53–55.     

Compact groups on compact projective planes

LetP=(P, L) be a compact projective plane with 0P< and let be a compact connected subgroup of Aut(P). If dim dimE – dimP, whereE is the elliptic motion group of the corresponding classical plane, then E or is isomorphic to a point stabilizerE ₀ inE, cf. [31]. Here we consider the case E ₀. It is shown that the action of on the point spaceP is equivalent to the classical action ofE ₀. For dimP {8, 16} the planeP is uniquely determined by a 2-dimensional subplane with SO₂ Aut().Für H. Reiner Salzmann zum 65. Geburtstag     

The conformal structure of Riemann surfaces with boundary parametrizing minimal surfaces

Let F denote a surface with boundary F, being contained in a Riemann surface R, such that R\F is somedisk. If we vary the boiundary curve _o parametrizing F, we will get a manifold of real dimension 6g–3, such that any bounds some F and any local deformation of F is conformally equivalent to just one F for .This result also implies that none of the conformal invariants of R will be an invariant of this F, since its neighbors {F|} cover all possible deformations of F at all.     

Mean-field critical behaviour for correlation length for percolation in high dimensions

Summary Extending the method of [27], we prove that the corrlation length of independent bond percolation models exhibits mean-field type critical behaviour (i.e. (p(p _c –p)^–1/2 aspp _c ) in two situations: i) for nearest-neighbour independent bond percolation models on ad-dimensional hypercubic lattice ^d , withd sufficiently large, and ii) for a class of spread-out independent bond percolation models, which are believed to belong to the same universality class as the nearest-neighbour model, in more than six dimensions. The proof is based on, and extends, a method developed in [27], where it was used to prove the triangle condition and hence mean-field behaviour of the critical exponents , , , and ₂ for the above two cases.     

Weak distributive laws and their role in lattices of congruences and equational theories

By a result of Pigozzi and Kogalovskii, every algebraic latticeL having a completely join —irreducible top element can be represented as the lattice L() of equational theories extending some fixed theory . Conversely, strengthening a recent result due to Lampe, we show that such a representationL=L() forcesL to satisfy the following condition: if the top element ofL is the join of a nonempty subsetB ofL then there are elementsb..., B such thata=(... (((b₁ a) b₂) a) ... b_n) a for alla L. In presence of modularity, this equation reduces to the identitya=(a b₁) ... (a b_n). Motivated by these facts, we study several weak forms of distributive laws in arbitrary lattices and related types of prime elements. The main tool for applications to universal algebra is a generalized version of Lampe's Zipper Lemma.Presented by Ralph Freese.     

Beitrag zur Reduktion des Entscheidungsproblems auf Klassen von Hornformeln mit kurzen Alternationen

Ohne Zusammenfassung Zusatz bei der Korrektur: Ein vollständiger und korrekter Beweis für die Entscheidbarkeit der eingangs angeführten Aanderaaschen Klasse ((0, ), (, , ...)) erscheint demnächst im JSL (S.O. Aanderaa/H.R.Lewis: Prefix classes of Krom formulas). Ebendort wird auch die Reduktionstypeneigenschaft für ((0, ), (0, 0, )) und ((0, )), (0, 0, )) nachgewiesen, während ((0, ), (, )) sich als entscheidbar herausgestellt hat (s. E. Börger: Eine entscheidbare Klasse von Kromformeln. ZMLG 19 (1973), 117–120.) Der Kromsche Reduktionstyp konnte mittlerweile einerseits zu ((0, ), (0, 4)) verschärft werden (s. D. Rödding, E. Börger: The undecidability of (0, 4)-formulae with binary disjunctions, vorgetragen auf dem Logic Coll. Bristol 1973, ein abstract erscheint im JSL), andererseits kündigt H.R.Lewis die Reduktionstypeneigenschaft für ((0, ), (0, 1)) an (s. H.R.Lewis: Krom formulas with one dyadic predicate letter. Notices AMS 20, 5 (1973) A-500, abstr. no. 73T-E78.)Dieser Aufsatz geht aus der Dissertation [2] hervor, die dem Fachbereich Mathematik der Mathematisch-Naturwissenschaftlichen Fakultät der Universität Münster im Sommersemester 1971 vorgelegt worden ist. Die Ergebnisse stammen aus dem Wintersemester 1970/71. Eine Ankündigung der hauptsächlichen Resultate ist in den Notices of the American Mathematical Society 19, 2 (1972) A-333 unter der abstract no. * 72T-E24 erschienen.     

Tate–Vogel Completions of Half-Exact Functors

We provide a general method to construct the Tate–Vogel homology theory for a general half-exact functor with one variable, aiming at a good generalization of Cohen–Macaulay approximations of modules over commutative Gorenstein rings. For a half exact functor F, using the left and right satellites (S _n and S ⁿ ), we define F (X)=lim S _n S ⁿ F(X) and F (X)=lim S _n S ⁿ F(X), and call F and F the Tate–Vogel completions of F. We provide several properties of F and F , and their relations with the G-dimension and the projective dimension of the functor F. A comparison theorem of Tate–Vogel completions with ordinary Tate–Vogel homologies is proved. If F is a half exact functor over the category of R-modules, where R is a commutative Noetherian local ring inspired by Martsinkovsky's works, we can define the invariants (F) and (F) of F. If F=Ext _R ⁱ (M, ), then they coincide with Martsinkovsky's -invariants and Auslander's delta invariants. Our advantage is that we can consider these invariants for any half exact functors. We also compute these invariants for the local cohomology functors.     

Orthomodular lattices from 3-dimensional quadratic spaces

If E is a vector space over a field K, then any regular symmetric bilinear form on E induces a polarity on the lattice of all subspaces of E. In the particular case where E is 3-dimensional, the set of all subspaces M of E such that both M and are not N-subspaces (which, in most cases, is equivalent to saying that M is nonisotropic), ordered by inclusion and endowed with the restriction of the above polarity, is an orthomodular lattice T(E, ). We show that if K is a proper subfield of K, with K F₂, and E a 3-dimensional K -subspace of E such that the restriction of to E × E is, up to multiplicative constant, a bilinear form on the K -space E , then T(E , ) is isomorphic to an irreducible 3-homogeneous proper subalgebra of T(E, ). Our main result is a structure theorem stating that, when K is not of characteristic 3, the converse is true, i.e., any irreducible 3-homogeneous proper subalgebra of T(E, ) is of this form. As a corollary, we construct infinitely many finite orthomodular lattices which are minimal in the sense that all their proper subalgebras are modular. In fact, this last result was our initial aim in this paper.Received June 4, 2003; accepted in final form May 18, 2004.     

Generalized sentinels defined via least squares

We address the problem of monitoring a linear functional (c, x)_Eof an unknown vectorx of a Hilbert spaceE, the available data being the observationz, in a Hilbert spaceF, of a vectorAx depending linearly onx through some known operatorA(E; F). WhenE=E ₁×E ₂,c=(c ₁ 0), andA is injective and defined through the solution of a partial differential equation, Lions ([6]–[8]) introduced sentinelssF such that (s, Ax)_Fis sensitive to x₁ E ₁ but insensitive to x₂ E₂. In this paper we prove the existence, in the general case, of (i) a generalized sentinel (s, ) ×E, where F withF dense in 80, such that for anya priori guess x₀ ofx, we have s, Ax + (, x₀)_E=(c, x)_E, where x is the least-squares estimate ofx closest tox ₀, and (ii) a family of regularized sentinels (s _n , _n ) F×E which converge to (s, ). Generalized sentinels unify the least-squares approach (by construction !) and the sentinel approach (whenA is injective), and provide a general framework for the construction of sentinels with special sensitivity in the sense of Lions [8]).     

On the homotopy fixed point problem for free loop spaces and other function complexes

Let G be a finite group, let X and Y be finite G-complexes, and suppose that for each K G, Y ^K is dim(X ^K)-connected and simple. G acts on the function complex F(X, Y) by conjugation of maps. We give a complete analysis of the homotopy fixed point set of the space F(X, Y). As a corollary, we are able to analyze at a prime p, the homotopy fixed point set of the circle action on X, where X denotes the free loop space of X, and X is a simply connected finite complex.Supported in part by NSF DMS 86-02430.To A. Grothendieck on the occasion of his sixtieth birthday     

Generalised Holley-Preston inequalities on measure spaces and their products

Summary It is shown that if (X, ) is a product of totally ordered measure spaces andf _j (j=1,2,3,4) are measurable non-negative functions onX satisfyingf ₁(x)f₂(y)f₃(xy)f₄(xy), where (, ) are the lattice operations onX, then (f ₁ d)(f ₂ d)(f ₃ d)(f ₄ d). This generalises results of Ahlswede and Daykin (for counting measure on finite sets) and Preston (for special choices off _j).     

Two Exterior Algebras for Orthogonal and Symplectic Quantum Groups

Let be one of the N ²-dimensional bicovariant first-order differential calculi on the quantum groups O _q (N) or Sp _q (N), where q is not a root of unity. We show that the second antisymmetrizer exterior algebra _s is the quotient of the universal exterior algebra _u by the principal ideal generated by . Here denotes the unique up to scalars bi-invariant 1-form. Moreover, is central in _u and _u is an inner differential calculus.     

Peano's theorem in an infinite-dimensional Hilbert space is false even in a weakened formulation

We formulate a continuous function FR×HH, where H is a separable Hilbert space such that the Cauchy problem. x(t)=F(t, x(t)), x(t₀)=x₀ has no solution in any neighborhood of the point t₀, no matter what t₀ R and x₀ H are considered.Translated from Matematicheskie Zametki, Vol. 15, No. 3, pp. 467–477, March, 1974.In conclusion, the author thanks O. G. Smolyanov and V. I. Averbukh for their constant interest and for a number of useful remarks.     

Algebraic systems of quadratic forms of number fields and function fields

In this paper we examine for which Witt classes ,..., _n over a number field or a function fieldF there exist a finite extensionL/F and ₂,..., _n L^* such thatT _L/F ()=1 andTr _L/F (_i)=_i fori=2,...n.     

Darstellung einer Ordnung von Maßen durch Stoppzeiten

Summary Given a stochastic matrixP on the state spaceI an ordering for measures inI can be defined in the following way: iff(f)(f) for allf in a sufficiently rich subcone of the cone of positiveP-subharmonic functions. It is shown that, if, are probability measures with , then in theP-process (X _n)_n0 having as initial distribution there exists a stopping time such thatX is distributed according to. In addition, can be chosen in such a way, that for every positive subharmonicf with(f)< the submartingale (f(X _n))_n0 is uniformly integrable.     

Newton—Goldstein convergence rates for convex constrained minimization problems with singular solutions

Convergence rates of Newton-Goldstein sequences are estimated for convex constrained minimization problems with singular solutions, i.e., solutions at which the local quadratic approximationQ(, x) to the objective functionF grows more slowly than x – ² for admissible vectorsx near. For a large class of iterative minimization methods with quadratic subproblems, it is shown that the valuesr _n =F(x _n )–inf F are of orderO(n ^–1/3) at least. For the Newton—Goldstein method this estimate is sharpened slightly tor _n =O(n ^–1/2) when the second Fréchet differentialF is Lipschitz continuous and the admissible set is bounded. Still sharper estimates are derived when certain growth conditions are satisfied byF or its local linear approximation at. The most surprising conclusion is that Newton—Goldstein sequences can convergesuperlinearly to a singular extremal whenF(), x – Ax – ^v for someA > 0, somev (2,2.5) and allx in near, and that this growth condition onF() is entirely natural for a nontrivial class of constrained minimization problems on feasible sets = ¹{[0,1],U} withU a uniformly convex set in ^d . Feasible sets of this kind are commonly encountered in the optimal control of continuous-time dynamical systems governed by differential equations, and may be viewed as infinite-dimensional limits of Cartesian product setsU ^k in ^kd . Superlinear convergence of Newton—Goldstein sequences for the problem (,F) suggests that analogous sequences for increasingly refined finite-dimensional approximation (U ^kd ,F _k ) to (,F) will exhibit convergence properties that are in some sense uniformly good ink ask .Investigation partially supported by the U.S. Air Force through the Air Force Institute of Technology, and by NSF Grant ECS-8005958.     

Representations of distributive lattice-ordered semigroups with binary relations

LetR(, , ¦) denote the class of all algebras isomorphic to ones whose elements are binary relations and whose operations are union, intersection, and relation composition (or relative product) of relations. We prove thatR(, , ¦) is not a variety and is not finitely axiomatizable. LetDLOS denote the class of all structures (A, , , ) where (A, , ) is a distributive lattice, (A, ) is a semigroup and is additive w.r.t. . We prove thatDLOS is the variety generated byR(, , ¦), and moreover, if (A, , , ) DLOS then it is representable whenever we disregard one of its operations.Presented by Boris M. Schein.Research supported by Hungarian National Foundation for Scientific Research grant No. 1810.     

Birkhoff Centre of a Poset

In this paper, it is proved that the Boolean centre of a semigroup S with sufficiently many commuting idempotents is isomorphic to the inverse limit of the directed family of Birkhoff centres (or Boolean centres) of a class of bounded semigroups. The Birkhoff centre is defined for any poset and proved that it is a relatively complemented distributive lattice whenever it is nonempty. It is observed that for a semilattice S, the Birkhoff centres as a semigroup and as a poset coincide. Also it is observed that for a Lattice (L, , ), the Birkhoff centres of the semilattices (L, ) and (L, ) coincide with the Birkhoff centre of L. Finally it is proved that for a lattice (L, , ), the Boolean centres of the semilattices (L, ) and (L, ) coincide with the Boolean centre of L.AMS Subject classification (1991): 06A12, 20M15     

Extended Classical Asymptotic Expansions in the Case of Gaussian Limit Distribution

Let X, X ₁, X ₂,... be a sequence of independent and identically distributed random variables with common distribution function F. Denote by F _n the distribution function of centered and normed sum S _n . Let F belong to the domain of attraction of the standard normal law , that is, lim F _n (x)= (x), as n , uniformly in x . We obtain extended asymptotic expansions for the particular case where the distribution function F has the density p(x) = cx ^––1 ln(x), x > r, where 2, , c > 0, and r > 1. We write the classical asymptotic expansion (in powers of n ^–1/2) and then add new terms of orders n ^–/2 ln n, n ^–/2 ln^-1 n, etc., where 0.     

Some geometric applications of the beta distribution

Let be the angle between a line and a random k-space in Euclidean n-space R ⁿ. Then the random variable cos² has the beta distribution. This result is applied to show (1) in R ⁿthere are exponentially many (in n) lines going through the origin so that any two of them are nearly perpendicular, (2) any N-point set of diameter d in R ⁿlies between two parallel hyperplanes distance 2d{(log N)/(n-1)}^1/2 apart and (3) an improved version of a lemma of Johnson and Lindenstrauss (1984, Contemp. Math., 26, 189–206). A simple estimate of the area of a spherical cap, and an area-formula for a neighborhood of a great circle on a sphere are also given.