The subexponentiality of products revisited

Following the work of Cline and Samorodnitsky (Stoch. Process. Their Appl. 49(1):75–98, 1994), we reexamine the subexponentiality of the product of two random variables, X and Y, which are independent and have distributions F and G, respectively. The main result is the following: If F belongs to the class [that is to say, F is subexponential and holds for some v>1] and G, with G(0–)=0 and G(0)<0, satisfies for each u>0, then the distribution of XY also belongs to the class .      

Asymptotic properties of type I elliptical random vectors

Let be an elliptical random vector with a non-singular square matrix and a spherical random vector in , and let be a sequence of vectors in such that . We assume in this paper that the associated random radius R _k =(S ₁ + S ₂ +...+S _k )^1/2 is almost surely positive, and it has distribution function in the Gumbel max-domain of attraction. Relying on extreme value theory we obtain an exact asymptotic expansion of the tail probability for converging as to a boundary point. Further we discuss density convergence under a suitable transformation. We apply our results to obtain an asymptotic approximation of the distribution of partial excess above a high threshold, and to derive a conditional limiting result. Further, we investigate the asymptotic behaviour of concomitants of order statistics, and the tail asymptotics of associated random radius for subvectors of .      

Conditional limit results for type I polar distributions

Let (S ₁,S ₂) = (R cos(Θ), R sin(Θ)) be a bivariate random vector with associated random radius R which has distribution function F being further independent of the random angle Θ. In this paper we investigate the asymptotic behaviour of the conditional survivor probability when u approaches the upper endpoint of F. On the density function of Θ we impose a certain local asymptotic behaviour at 0, whereas for F we require that it belongs to the Gumbel max-domain of attraction. The main result of this contribution is an asymptotic expansion of , which is then utilised to construct two estimators for the conditional distribution function . Furthermore, we allow Θ to depend on u.      

Tail approximations to the density function in EVT

Let X ₁, X ₂, ...,X _n be independent identically distributed random variables with common distribution function F, which is in the max domain of attraction of an extreme value distribution, i.e., there exist sequences a _n > 0 and b _n ∈ ℝ such that the limit of exists. Assume the density function f (of F) exists. We obtain an uniformly weighted approximation to the tail density function f, and an uniformly weighted approximation to the tail density function of under some second order condition.Partially supported by a grant of the Swiss National Science Foundation.     

Limit Theorems for Sums of Heavy-tailed Variables with Random Dependent Weights

Let be independent and identically distributed random variables with heavy-tailed distributions. Consider a sequence of random weights , independent of and focus on the weighted sums , where μ involves a suitable centering. We establish sufficient conditions for these weighted sums to converge to non-trivial limit processes, as n→∞, when appropriately normalized. The convergence holds, for example, if is strictly stationary, dependent, and W ₁ has lighter tails than U ₁. In particular, the weights W _j s can be strongly dependent. The limit processes are scale mixtures of stable Lévy motions. We establish weak convergence in the Skorohod J ₁-topology. We also consider multivariate weights and show that they converge weakly in the strong Skorohod M ₁-topology. The M ₁-topology, while weaker than the J ₁-topology, is strong enough for the supremum and infimum functionals to be continuous. This research was partially supported by a fellowship of the Horace H. Rackham School of Graduate Studies at the University of Michigan and the NSF Grants BCS-0318209 and DMS-0505747 at Boston University.     

Graph von Neumann Algebras

In this paper, we will define a graph von Neumann algebra over a fixed von Neumann algebra M, where G is a countable directed graph, by a crossed product algebra = M × _α , where is the graph groupoid of G and α is the graph-representation. After defining a certain conditional expectation from onto its M-diagonal subalgebra we can see that this crossed product algebra is *-isomorphic to an amalgamated free product where = vN(M × _α where is the subset of consisting of all reduced words in {e, e ^–1} and M × _α is a W ^*-subalgebra of as a new graph von Neumann algebra induced by a graph G _e . Also, we will show that, as a Banach space, a graph von Neumann algebra is isomorphic to a Banach space ⊕ where is a certain subset of the set E(G)* of all words in the edge set E(G) of G. The author really appreciates to Prof F. Radulescu and Prof P. Jorgensen for the valuable discussion and kind advice. Also, he appreciates all supports from St. Ambrose Univ.. In particular, he thanks to Prof T. Anderson and Prof V. Vega for the useful conversations and suggestions.     

Bounded universal functions for sequences of holomorphic self-maps of the disk

We give several characterizations of those sequences of holomorphic self-maps {φ _n } _n≥1 of the unit disk for which there exists a function F in the unit ball of H ^∞ such that the orbit {F∘φ _n :n∈ℕ} is locally uniformly dense in . Such a function F is said to be a -universal function. One of our conditions is stated in terms of the hyperbolic derivatives of the functions φ _n . As a consequence we will see that if φ _n is the nth iterate of a map φ of into , then {φ _n } _n≥1 admits a -universal function if and only if φ is a parabolic or hyperbolic automorphism of . We show that whenever there exists a -universal function, then this function can be chosen to be a Blaschke product. Further, if there is a -universal function, we show that there exist uniformly closed subspaces consisting entirely of universal functions.     

The ratio of the extreme to the sum in a random sequence

For X ₁ , X ₂ , ..., X _n a sequence of non-negative independent random variables with common distribution function F(t), X _(n) denotes the maximum and S _n denotes the sum. The ratio variate R _n  = X _(n) / S _n is a quantity arising in the analysis of process speedup and the performance of scheduling. O’Brien (J. Appl. Prob. 17:539–545, 1980) showed that as n → ∞, R _n →0 almost surely iff is finite. Here we show that, provided either (1) is finite, or (2) 1 − F (t) is a regularly varying function with index ρ < − 1, then . An integral representation for the expected ratio is derived, and lower and upper asymptotic bounds are developed to obtain the result. Since is often known or estimated asymptotically, this result quantifies the rate of convergence of the ratio’s expected value. The result is applied to the performance of multiprocessor scheduling.      

From light tails to heavy tails through multiplier

Let X and Y be two independent nonnegative random variables, of which X has a distribution belonging to the class or for some γ ≥ 0 and Y is unbounded. We study how their product XY inherits the tail behavior of X. Under some mild technical assumptions we prove that the distribution of XY belongs to the class or accordingly. Hence, the multiplier Y builds a bridge between light tails and heavy tails.      

On the minimality of the p-harmonic ma p $$x/\|x\|$$ for weighted energy

In this paper, we study the minimality of the map for the weighted energy functional , where is a continuous function. We prove that for any integer and any non-negative, non-decreasing continuous function f, the map minimizes E _f,p among the maps in which coincide with on . The case p = 1 has been already studied in [Bourgoin J.-C. Calc. Var. (to appear)]. Then, we extend results of Hong (see Ann. Inst. Poincaré Anal. Non-linéaire 17: 35–46 (2000)). Indeed, under the same assumptions for the function f, we prove that in dimension n ≥  7 for any real with , the map minimizes E _f,p among the maps in which coincide with on .      

Necessary and sufficient conditions for tight equi-difference conflict-avoiding codes of weight three

A conflict-avoiding code (CAC) C of length n and weight k is a collection of k-subsets of such that holds for any , , where . A CAC with maximum code size for given n and k is called optimal. Furthermore, an optimal CAC C is said to be tight equi-difference if holds and any codeword has the form . The concept of a CAC is motivated from applications in multiple-access communication systems. In this paper, we give a necessary and sufficient condition to construct tight equi-difference CACs of weight k = 3 and characterize the code length n’s admitting the condition through a number theoretical approach.      

Extremes of Shepp statistics for the Wiener process

Define , where W(·) is a standard Wiener process. We study the maximum of Y up to time T: and de termine an asymptotic expression for when u→ ∞. Further we establish the limiting Gumbel distribution of M _T when T→ ∞ and present the corresponding normalization sequence.      

Non-linear sampling recovery based on quasi-interpolant wavelet representations

We investigate a problem of approximate non-linear sampling recovery of functions on the interval expressing the adaptive choice of n sampled values of a function to be recovered, and of n terms from a given family of functions Φ. More precisely, for each function f on , we choose a sequence of n points in , a sequence of n functions defined on and a sequence of n functions from a given family Φ. By this choice we define a (non-linear) sampling recovery method so that f is approximately recovered from the n sampled values f(ξ ¹), f(ξ ²),..., f(ξ ⁿ ), by the n-term linear combination

Extremes of Shepp statistics for Gaussian random walk

Let (ξ _i , i ≥ 1) be a sequence of independent standard normal random variables and let be the corresponding random walk. We study the renormalized Shepp statistic and determine asymptotic expressions for when u,N and T→ ∞ in a synchronized way. There are three types of relations between u and N that give different asymptotic behavior. For these three cases we establish the limiting Gumbel distribution of when T,N→ ∞ and present corresponding normalization sequences.      

On limit laws for sums of Pfeifer records

The problem of determining limiting distributions for sums of records has been studied by several authors who have considered a variety of assumptions sufficient to ensure that sums of records properly normalized will converge to a non-degenerate distribution. As a parallel to these endeavors, it is of interest to establish conditions under which the sum of Pfeifer records, properly normalized, converges. Pfeifer records are defined under the assumption that initial observations are i.i.d. with common survival function and following the (n−1)-th record value the observations are assumed to have survival function ,n=1,2,.... The study of the asymptotic behavior of sums of Pfeifer records constitutes a natural generalization of work on sums of classical records. The present paper introduces conditions under which the limit distribution of sums of Pfeifer records is non-degenerate.      

Multi-bump Bound States of Schrödinger Equations with a Critical Frequency

We consider existence and qualitative properties of standing wave solutions $\Psi(x,t) = e^{-iEt/h}u(x)We consider existence and qualitative properties of standing wave solutions to the nonlinear Schr?dinger equation with E being a critical frequency in the sense that inf . We verify that if the zero set of W − E has several isolated points x _i () near which W − E is almost exponentially flat with approximately the same behavior, then for h > 0 small enough, there exists, for any integer k, , a standing wave solution which concentrates simultaneously on , where is any given subset of . This generalizes the result of Byeon and Wang in 3 (Arch Rat Mech Anal 165: 295–316, 2002).Supported by the Alexander von Humboldt foundation and NSFC(No:10571069).     

On the Circumference of 2-Connected $$\mathcal{P}_{3}$$-Dominated Graphs

Let G be a connected graph. For at distance 2, we define , and , if then . G is quasi-claw-free if it satisfies , and G is P ₃-dominated() if it satisfies , for every pair (x, y) of vertices at distance 2. Certainly contains as a subclass. In this paper, we prove that the circumference of a 2-connected P ₃-dominated graph G on n vertices is at least min or , moreover if then G is hamiltonian or , where is a class of 2-connected nonhamiltonian graphs.     

A representation of bivariate extreme value distributions via norms on \mathbb{R}^{2}

It is known that a bivariate extreme value distribution (EVD) with reverse exponential margins can be represented as , , where is a suitable norm on . We prove in this paper the converse implication, i.e., given an arbitrary norm on , , , defines an EVD with reverse exponential margins, if and only if the norm satisfies for the condition . This result is extended to bivariate EVDs with arbitrary margins as well as to extreme value copulas. By identifying an EVD , , with the unit ball corresponding to the generating norm , we obtain a characterization of the class of EVDs in terms of compact and convex subsets of .     

Estimates for functionals by deviations of the Riesz sums in seminormed spaces

Suppose that (X, p) is a sermonized space, is a linearly independent system of elements in X, is a sequence of linear bounded functionals such that c _k (x _l ) = δ _kl ,

Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

We construct extremal stochastic integrals of a deterministic function with respect to a random Fréchet () sup-measure. The measure is sup-additive rather than additive and is defined over a general measure space , where is a deterministic control measure. The extremal integral is constructed in a way similar to the usual stable integral, but with the maxima replacing the operation of summation. It is well-defined for arbitrary , and the metric metrizes the convergence in probability of the resulting integrals.This approach complements the well-known de Haan's spectral representation of max-stable processes with Fréchet marginals. De Haan's representation can be viewed as the max-stable analog of the LePage series representation of stable processes, whereas the extremal integrals correspond to the usual stable stochastic integrals. We prove that essentially any strictly stable process belongs to the domain of max-stable attraction of an Fréchet, max-stable process. Moreover, we express the corresponding Fréchet processes in terms of extremal stochastic integrals, involving the kernel function of the stable process. The close correspondence between the max-stable and stable frameworks yields new examples of max-stable processes with non-trivial dependence structures.This research was partially supported by a fellowship of the Horace H. Rackham School of Graduate Studies at the University of Michigan and the NSF Grant DMS-0505747 at Boston University.