On pathwise behavior of multiserver queues

In this paper, by exploiting recent results on the pathwise behavior of the workload process in single server, work conserving queues of theG/G/1/ type, we show that the workload of multiserver, work conserving queues ofG/G/m/ (m<) (andG/G/) queues satisfies an o(t) growth condition, provided that the time average of the work brought into the system is less thanm form < (and finite form=).     

Distribution of the supremum of sums of independent variables with negative drift

Let {_n} be a sequence of identically distributed independent random variables,M₁=<0,M ₁ ² <;S ₀=0,S _n =₁+₂,+...+ _{n, n}1;¯ S=sup {S _n n=0.} The asymptotic behavior ofP(¯ St) as t is studied. If _t ^P (₁x dx=0((t)), thenP(¯ St)– 1/¦¦ _t P (₁x dx=0((t)) (t) is a positive function, having regular behavior at infinity.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 763–770, November, 1977.The author thanks B. A. Rogozin for the formulation of the problem and valuable remarks.     

Infinitesimal obstructions to weakly mixing

Let ^t be the flow (parametrized with respect to arc length) of a smooth unit vector field v on a closed Riemannian manifold M ⁿ , whose orbits are geodesics. Then the (n-1)-plane field normal to v, v, is invariant under d ^t and, for each x M, we define a smooth real function _x (t) : (1 + _i (t)), where the _i(t) are the eigenvalues of AA ^T, A being the matrix (with respect to orthonormal bases) of the non-singular linear map d^2t , restricted to v at the point _x ^-t M ⁿ.Among other things, we prove the Theorem (Theorem II, below). Assume v is also volume preserving and that _x ^' (t) 0 for all x M and real t; then, if _x ^t : M M is weakly missng for some t, it is necessary that vx 0 at all x M.     

New Hadamard matrices and conference matrices obtained via Mathon's construction

We give a formulation, via (1, –1) matrices, of Mathon's construction for conference matrices and derive a new family of conference matrices of order 59^2t+1 + 1,t 0. This family produces a new conference matrix of order 3646 and a new Hadamard matrix of order 7292. In addition we construct new families of Hadamard matrices of orders 69^2t+1 + 2, 109^2t+1 + 2, 8499 ^t ,t 0;q ²(q + 3) + 2 whereq 3 (mod 4) is a prime power and 1/2(q + 5) is the order of a skew-Hadamard matrix); (q + 1)q ²9 ^t ,t 0 (whereq 7 (mod 8) is a prime power and 1/2(q + 1) is the order of an Hadamard matrix). We also give new constructions for Hadamard matrices of order 49 ^t 0 and (q + 1)q ² (whereq 3 (mod 4) is a prime power).This work was supported by grants from ARGS and ACRB.Dedicated to the memory of our esteemed friend Ernst Straus.     

Positive Solutions for a Singular Nonlinear Problem on a Bounded Domain in R 2

For a bounded regular Jordan domain in R ², we introduce and study a new class of functions K() related on its Green function G. We exploit the properties of this class to prove the existence and the uniqueness of a positive solution for the singular nonlinear elliptic equation u+(x,u)=0, in D(), with u=0 on and uC(), where is a nonnegative Borel measurable function in ×(0,) that belongs to a convex cone which contains, in particular, all functions (x,t)=q(x)t ^–,>0 with nonnegative functions qK(). Some estimates on the solution are also given.     

Isometries of symmetric operator spaces associated with AFD factors of typeII and symmetric vector-valued spaces

If is a surjective isometry of the separable symmetric operator spaceE(M, ) associated with the approximately finite-dimensional semifinite factorM and if · _E(M,) is not proportional to · _{L 2}, then there exist a unitary operatorUM and a Jordan automorphismJ ofM such that(x)=UJ(x) for allxME(M, ). We characterize also surjective isometries of vector-valued symmetric spacesF((0, 1), E(M, )).Research supported by the Australian Research Council     

Invariance Principles for Paced Record Times and Applications

Let {Y_n:n0} be a sequence of independent and identically distributed random variables with continuous distribution function, and let {N(t):t0} be a point process. In this paper, making use of strong invariance principles, we establish limit laws for the paced record process {X(t):t0} based on {Y_n:n0} and {N(t):t0}. We consider as applications of our main results, the case of the classical and paced record models. We conclude by extensions of our theorems to non-homogeneous record processes.     

A solution of Hadwiger's covering problem for zonoids

For a convex body M ⁿ byb(M) the least integerp is denoted, such that there are bodiesM ₁, ...,M _p each of which is homothetic toM with a positive ratiok<1 andM ₁...M _p M. H. Martini has proved [7] thatb(M)<-3·2 ^n–2 for every zonotope M ⁿ , which is not a parallelotope.In the paper this Martini's result is extended to zonoids. In the proof some notions and facts of real functions theory are used (points of density, approximative continuity).     

A lower closure theorem for abstract control problems withL p-bounded controls

A lower closure theorem for an abstract control problem is proved. The functional isJ(,u)= _G f ⁰(t, (M)(t),u(t))dt and the state equations areN(t)=f(t, (M)(t),u(t)). It is shown that, if {( _k ,u _k)} is a sequence of admissible controlsu _k and corre-sponding trajectories _k such that lim infJ( _k ,u _k)<+ and such that _k weakly,M _k M strongly,N _k N weakly, and {u _k} is bounded in someL _p norm, then there is a controlu such that (,u) is admissible and lim infJ( _k ,u _k)J(,u).Dedicated to Professor M. R. HestenesThis research was supported by the National Science Foundation, Grant No. GP-33551X.     

Differentiability of Inverse Operators and Limit Theorems for Inverse Functions

Let H be a map from a set SR ^d to R ^d . For tR ^d let _H (t) denote the distance from t to the set H(S). Consider sequences {s _n} _n1 in S such that . Any limit point of any such sequence (finite or infinite) is considered as a possible value of the inverse H ^–1(t). Any map defined in such a way will be called an SC-inverse (a selected closest inverse) to H. In the paper we study differentiability of the nonlinear operator at H=G, where G is a one-to-one map from S onto a set TR ^d with good analytic properties (specifically, a diffeomorphism). We establish compact differentiability of this operator tangentially to continuous functions and introduce a family of norms such that it is Fréchet differentiable with respect to them. We also obtain optimal bounds for the remainder of the differentiation, extending to the multivariate case recent results of Dudley. These differentiability results are applied to random maps , which could be statistical estimators of an unknown map G. For a function J on R ^d , let (J) _T be its restriction to T. It is shown that for a diffeomorphism G and for an increasing sequence of positive numbers {a _n } _n1 weak convergence of the sequence {a _n (G _n – G)} _n1 (locally in S) is equivalent to weak convergence of the sequence (locally in T) along with the convergence of the sequence to 0 in probability (locally uniformly in S). The equivalence holds for all SC-inverses and all double SC-inverses and it extends to the multivariate case a theorem of Vervaat. Moreover, each of these equivalent statements implies a kind of Taylor expansion of the SC-inverse at G (locally uniformly in T) where inv(A) denotes the inverse of a nonsingular linear transformation A in R ^d . Such limit theorems for functional inverses can be used to study asymptotic behavior of statistical estimators defined implicitly (as solutions of equations involving the empirical distribution P _n ). We show how to apply this approach to get asymptotic normality of M-estimators in the multivariate case under minimal assumptions. We consider an extension of the quantile function to the multivariate case related to M-parameters of a distribution P in R ^d (an M-quantile function)and use limit theorems for functional inverses to study limit behavior of the empirical M-quantile process. We also show how to use these theorems to study asymptotics of regression quantiles.     

Über eine Verallgemeinerung der Nicoletti-Aufgabe für Funktional-Differentialgleichungen mit voreilendem Argument

We consider a functional differential equation (1) (t)=F(t,) fort[0,+) together with a generalized Nicoletti condition (2)H()=. The functionF: [0,+)×C ⁰[0,+)B is given (whereB denotes the Banach space) and the value ofF (t, ) may depend on the values of (t) fort[0,+);H: C ⁰[0,+)B is a given linear operator and B. Under suitable assumptions we show that when the solution :[0,+)B satisfies a certain growth condition, then there exists exactly one solution of the problem (1), (2).     

Lower functions for asymmetric Lévy processes

Summary Let {X _t } be a ¹ process with stationary independent increments and its Lévy measurev be given byv{yy>x}=x ^–L ₁ (x), v{yy<–x}=x ^–L ₂ (x) whereL ₁,L ₂ are slowly varying at 0 and and 0<1. We construct two types of a nondecreasing functionh(t) depending on 0<<1 or =1 such that lim inf a.s. ast 0 andt for some positive finite constantC.This research is partialy supported by a grant from Korea University     

Linear cyclic codes of wordlength v over GF(q s ) which are also linear cyclic codes of wordlength sv over GF(q)

Any nonsingular linear transformation : GF(q^s) GF(q^s) can be used to treat a linear cyclic code of wordlength v over GF(q^s) as a linear code () of Wordlength sv over GF(q). This paper determines those linear cyclic codes and transformations for which the resulting linear code () is also cyclic.     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

Inner functions and related spaces of pseudocontinuable functions

Let be an inner function, let C, ¦¦=1. Then the harmonic function [(+)]/(–)] is the Poisson integral of a singular measure D. N. Clark's known theorem enables us to identify in a natural manner the space H² H² with the space L² ( ).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 7–33, 1989.     

Symmetric balanced ternary designs with ϱ1 = 1 or 2

Summary We prove the following two non-existence theorems for symmetric balanced ternary designs. If ₁ = 1 and 0 (mod 4) then eitherV = + 1 or 4₂ – + 1 is a square and (4₂ – + 1) divides ² – 1. If ₁ = 2 thenV = ((m + 1)/2) ² + 2,K = (m ² + 7)/4 and = ((m – 1)/2)² + 1 wherem 3 (mod 4). An example belonging to the latter series withV = 18 is constructed.     

Extremes of a Gaussian Process and the Constant H α

Consider a triangular array of standard Gaussian random variables {_n,i, i 0, n 1} such that {_n,i, i 0} is a stationary normal sequence for each n 1. Let _n,k = corr(_n,i,_n,i+k). If (1-_n,k)log n _k (0,) as n for some k, then the locations where the extreme values occur cluster and the limiting distribution of the maxima is still the Gumbel distribution as in the stationary or i.i.d. case, but shifted by a parameter measuring the clustering. Triangular arrays of Gaussian sequences are used to approximate a continuous Gaussian process X(t), t 0. The cluster behavior of the random sequence refers to the behavior of the extremes values of the continuous process. The relation is analyzed. It reveals a new definition of the constants H used for the limiting distribution of maxima of continuous Gaussian processes and provides further understanding of the limit result for these extremes.     

Spectral properties of certain operators on Hardy spaces of planar regions

If G is any region in the complex plane and H^P (G), 1p, denotes the Hardy space of analytic functions on G, then the principal aim of this paper is to present the spectral properties of the multiplication operators M defined on H^P(G) by Mf=f, where is any bounded analytic function on G. In order to do this, the speccial case in which G is bounded and (z)=z is studied in detail. In addition an operator called the truncation operator that is not a multilication operator and acts on the Hardy spaces of regions of the form /K for a compact set K is studied.Dedicated to the memory of my brotherThis research was partially supported by National Science Foundation grant MCS 83-204-26.     

Local controllability of observables in finite and infinite dimensional nonlinear control systems

LetA, be evolution operators (possibly nonlinear) which act within a Banach spaceB andu(·) a measurable, real valued, control function. We study control systems of the form _t /t=A _t +u(t) _t , ₀= B. An observation of this system is defined to be a continuous linear mapg:B ^k . Our main result gives a computable sufficient condition to assure that fort > 0 and sufficiently small, the observation of the reference solution (which corresponds tou(t)0) at timet is interior to the set of observations of all solutions at timet. An example to illustrate the theory is the local controllability, via tension, of various observations of a vibrating string.This research was supported by NSF Grant MCS 76-04419 A01.     

Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process

The limiting distribution of the normalized periodogram ordinate is used to test for unit roots in the first-order autoregressive model _st= _s-1,t+_s,t-1- _s-1,t-1+_st. Moreover, for the sequence _n = e ^c/n , _n = e ^d/n of local Pitman-type alternatives, the limiting distribution of the normalized periodogram ordinate is shown to be a linear combination of two independent chi-square random variables whose coefficients depend on c and d. This result is used to tabulate the asymptotic power of a test for various values of c and d. A comparison is made between the periodogram test and a spatial domain test.