Recurrence in unipotent groups and ergodic nonabelian group extensions

LetT be a measure-preserving and ergodic transformation of a standard probability space (X,S, μ) and letf:X → SUT _d (ℝ) be a Borel map into the group of unipotent upper triangulard ×d matrices. We modify an argument in [12] to obtain a sufficient condition for the recurrence of the random walk defined byf, in terms of the asymptotic behaviour of the distributions of the suitably scaled mapsf(n,x)=(fT ⁿ⁻¹·fT ⁿ⁻²…fT·f). We give examples of recurrent cocycles with values in the continuous Heisenberg group H₁(ℝ)=SUT₃(ℝ), and we use a recurrent cocycle to construct an ergodic skew-product extension of an irrational rotation by the discrete Heisenberg group H₁(ℤ)=SUT₃(ℤ). The author was partially supported by the FWF research project P16004-MAT.     

Some properties of the range of super-Brownian motion

We consider a super-Brownian motion X. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the ɛ-neighborhood for the range of the Brownian snake, and as a consequence we derive the analogous result for the range of super-Brownian motion and for the support of the integrated super-Brownian excursion. Then we prove the support of X _t is capacity-equivalent to [0, 1]² in ℝ^d, d≥ 3, and the range of X, as well as the support of the integrated super-Brownian excursion are capacity-equivalent to [0, 1]⁴ in ℝ^d, d≥ 5. Received: 7 April 1998 / Revised version: 2 October 1998     

Approximation of the effective conductivity of ergodic media by periodization

 This paper is concerned with the approximation of the effective conductivity σ(A, μ) associated to an elliptic operator ∇ _xA (x,η)∇ _x where for xℝ ^d , d≥1, A(x,η) is a bounded elliptic random symmetric d×d matrix and η takes value in an ergodic probability space (X, μ). Writing A ^N (x, η) the periodization of A(x, η) on the torus T ^d _N of dimension d and side N we prove that for μ-almost all η

The Dichotomy Between Traces on d-sets F in R^n and the Density of D（R^n／Г） in Function Spaces

A space Apq^s （R^n） with A ： B or A = F and s ∈R, 0 〈 p, q 〈 ∞ either has a trace in Lp（Г）, where Г is a compact d-set in R^n with 0 〈 d 〈 n, or D（R^n／Г） is dense in it. Related dichotomy numbers are introduced and calculated.     

Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

Consider a non-symmetric generalized diffusion X(⋅) in ℝ ^d determined by the differential operator $A(\mbox{\boldmath{$A(\mbox{\boldmath{. In this paper the diffusion process is approximated by Markov jump processes X _n (⋅), in homogeneous and isotropic grids G _n ⊂ℝ ^d , which converge in distribution in the Skorokhod space D([0,∞),ℝ ^d ) to the diffusion X(⋅). The generators of X _n (⋅) are constructed explicitly. Due to the homogeneity and isotropy of grids, the proposed method for d≥3 can be applied to processes for which the diffusion tensor $\{a_{ij}(\mbox{\boldmath{$\{a_{ij}(\mbox{\boldmath{ fulfills an additional condition. The proposed construction offers a simple method for simulation of sample paths of non-symmetric generalized diffusion. Simulations are carried out in terms of jump processes X _n (⋅). For piece-wise constant functions a _ij on ℝ ^d and piece-wise continuous functions a _ij on ℝ² the construction and principal algorithm are described enabling an easy implementation into a computer code.     

Hausdorff measures of different dimensions are not Borel isomorphic

We show that Hausdorff measures of different dimensions are not Borel isomorphic; that is, the measure spaces (ℝ, B, H ^s ) and (ℝ, B, H ^t ) are not isomorphic if s ≠ t, s, t ∈ [0, 1], where B is the σ-algebra of Borel subsets of ℝ and H ^d is the d-dimensional Hausdorff measure. This answers a question of B. Weiss and D. Preiss. To prove our result, we apply a random construction and show that for every Borel function ƒ: ℝ → ℝ and for every d ∈ [0, 1] there exists a compact set C of Hausdorff dimension d such that ƒ(C) has Hausdorff dimension ≤ d. We also prove this statement in a more general form: If A ⊂ ℝⁿ is Borel and ƒ: A → ℝ^m is Borel measurable, then for every d ∈ [0, 1] there exists a Borel set B ⊂ A such that dim B = d·dim A and dim ƒ(B) ≤ d·dim ƒ (A). Partially supported by the Hungarian Scientific Research Fund grant no. T 49786.     

On the existence of invariant probability measures

Let (X,A) be a measureable space andT:X →X a measurable mapping. Consider a family ℳ of probability measures onA which satisfies certain closure conditions. IfA ₀⊂A is a convergence class for ℳ such that, for everyA ∈A ₀, the sequence ((1/n) Σ _i ^=0/n−1 1 _A ∘T ⁱ) converges in distribution (with respect to some probability measurev ∈ ℳ), then there exists aT-invariant element in ℳ. In particular, for the special case of a topological spaceX and a continuous mappingT, sufficient conditions for the existence ofT-invariant Borel probability measures with additional regularity properties are obtained.     

Classification of Refinable Splines in ℝ d

A refinable spline in ℝ ^d is a compactly supported refinable function whose support can be decomposed into simplices such that the function is a polynomial on each simplex. The best-known refinable splines in ℝ ^d are the box splines. Refinable splines play a key role in many applications, such as numerical computation, approximation theory and computer-aided geometric design. Such functions have been classified in one dimension in Dai et al. (Appl. Comput. Harmon. Anal. 22(3), 374–381, 2007), Lawton et al. (Comput. Math. 3, 137–145, 1995). In higher dimensions Sun (J. Approx. Theory 86, 240–252, 1996) characterized those splines when the dilation matrices are of the form A=mI, where m∈ℤ and I is the identity matrix. For more general dilation matrices the problem becomes more complex. In this paper we give a complete classification of refinable splines in ℝ ^d for arbitrary dilation matrices A∈M _d (ℤ).     

Maximal subspaces for solutions of the second order abstract cauchy problem

For a continuous, increasing function ω: R → R \{0} of finite exponential type, this paper introduces the set Z(A, ω) of all x in a Banach space X for which the second order abstract differential equation (2) has a mild solution such that [ω(t)]-1u(t,x) is uniformly continues on R , and show that Z(A, ω) is a maximal Banach subspace continuously embedded in X, where A ∈ B(X) is closed. Moreover, A|z(A,ω) generates an O(ω(t))strongly continuous cosine operator function family.     

On the hot spots of a catalytic super-Brownian motion

Consider the catalytic super-Brownian motion X ^ϱ (reactant) in ℝ ^d , d≤3, which branching rates vary randomly in time and space and in fact are given by an ordinary super-Brownian motion ϱ (catalyst). Our main object of study is the collision local time L = L _[ϱ,Xϱ] (d(s,x) )of catalyst and reactant. It determines the covariance measure in themartingale problem for X ^ϱ and reflects the occurrence of “hot spots” of reactant which can be seen in simulations of X ^ϱ. In dimension 2, the collision local time is absolutely continuous in time, L(d(s,x) ) = ds K _s (dx). At fixed time s, the collision measures K _s (dx) of ϱ _s and X _s ^ϱ have carrying Hausdorff dimension 2. Spatial marginal densities of L exist, and, via self-similarity, enter in the long-term randomergodic limit of L (diffusiveness of the 2-dimensional model). We alsocompare some of our results with the case of super-Brownian motions withdeterministic time-independent catalysts. Received: 2 December 1998 / Revised version: 2 February 2001 / Published online: 9 October 2001     

On the stability of solutions to quadratic programming problems

We consider the parametric programming problem (Q _p ) of minimizing the quadratic function f(x,p):=x ^T Ax+b ^T x subject to the constraint Cx≤d, where x∈ℝ ⁿ , A∈ℝ ^n×n , b∈ℝ ⁿ , C∈ℝ ^m×n , d∈ℝ ^m , and p:=(A,b,C,d) is the parameter. Here, the matrix A is not assumed to be positive semidefinite. The set of the global minimizers and the set of the local minimizers to (Q _p ) are denoted by M(p) and M ^loc (p), respectively. It is proved that if the point-to-set mapping M ^loc (·) is lower semicontinuous at p then M ^loc (p) is a nonempty set which consists of at most ? _m,n points, where ? _m,n = is the maximal cardinality of the antichains of distinct subsets of {1,2,...,m} which have at most n elements. It is proved also that the lower semicontinuity of M(·) at p implies that M(p) is a singleton. Under some regularity assumption, these necessary conditions become the sufficient ones. Received: November 5, 1997 / Accepted: September 12, 2000?Published online November 17, 2000     

Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces

Summary.   Let X,X ₁,X ₂,… be a sequence of i.i.d. random vectors taking values in a d-dimensional real linear space ℝ ^d . Assume that E X=0 and that X is not concentrated in a proper subspace of ℝ ^d . Let G denote a mean zero Gaussian random vector with the same covariance operator as that of X. We investigate the distributions of non-degenerate quadratic forms ℚ[S _N ] of the normalized sums S _N =N ^−1/2(X ₁+⋯+X _N ) and show that

A nilpotent Roth theorem

Let T and S be invertible measure preserving transformations of a probability measure space (X, ℬ, μ). We prove that if the group generated by T and S is nilpotent, then exists in L ²-norm for any u, v∈L ^∞(X, ℬ, μ). We also show that for A∈ℬ with μ(A)>0 one has . By the way of contrast, we bring examples showing that if measure preserving transformations T, S generate a solvable group, then (i) the above limits do not have to exist; (ii) the double recurrence property fails, that is, for some A∈ℬ, μ(A)>0, one may have μ(A∩T _-n A∩S ^{- n} A)=0 for all n∈ℕ. Finally, we show that when T and S generate a nilpotent group of class ≤c, in L ²(X) for all u, v∈L ^∞(X) if and only if T×S is ergodic on X×X and the group generated by T ^-1 S, T ^-2 S ²,..., T ^-c S ^c acts ergodically on X. Oblatum 19-V-2000 & 5-VII-2001?Published online: 12 October 2001     

Spectral Conditions for Strong Local Nondeterminism and Exact Hausdorff Measure of Ranges of Gaussian Random Fields

Let X={X(t),t∈ℝ ^N } be a Gaussian random field with values in ℝ ^d defined by

Almost automorphic solutions to integral equations on the line

Given a∈L ¹(ℝ) and A the generator of an L ¹-integrable family of bounded and linear operators defined on a Banach space X, we prove the existence of almost automorphic solution to the semilinear integral equation u(t)=∫ _−∞ ^t a(t−s)[Au(s)+f(s,u(s))]ds for each f:ℝ×X→X almost automorphic in t, uniformly in x∈X, and satisfying diverse Lipschitz type conditions. In the scalar case, we prove that a∈L ¹(ℝ) positive, nonincreasing and log-convex is already sufficient.     

Kernel regression estimation for continuous spatial processes

We investigate here a kernel estimate of the spatial regression function r(x) = E(Y _u | X _u = x), x ∈ ℝ^d, of a stationary multidimensional spatial process { Z _u = (X _u, Y _u), u ∈ ℝ ^N }. The weak and strong consistency of the estimate is shown under sufficient conditions on the mixing coefficients and the bandwidth, when the process is observed over a rectangular domain of ℝ^N. Special attention is paid to achieve optimal and suroptimal strong rates of convergence. It is also shown that this suroptimal rate is preserved by using a suitable spatial sampling scheme.      

Dichotomies between uniform hyperbolicity and zero Lyapunov exponents for SL(2, ℝ) cocycles

We consider the linear cocycle (T, A) induced by a measure preserving dynamical system T : X → X and a map A: X → SL(2, ℝ). We address the dependence of the upper Lyapunov exponent of (T, A) on the dynamics T when the map A is kept fixed. We introduce explicit conditions on the cocycle that allow to perturb the dynamics, in the weak and uniform topologies, to make the exponent drop arbitrarily close to zero. In the weak topology we deduce that if X is a compact connected manifold, then for a C^r (r ≥ 1) open and dense set of maps A, either (T, A) is uniformly hyperbolic for every T, or the Lyapunov exponents of (T, A) vanish for the generic measurable T. For the continuous case, we obtain that if X is of dimension greater than 2, then for a C^r (r ≥ 1) generic map A, there is a residual set of volume-preserving homeomorphisms T for which either (T, A) is uniformly hyperbolic or the Lyapunov exponents of (T, A) vanish. *Partially supported by CNPq-Profix and Franco-Brazilian cooperation program in Mathematics.     

Consistency of a nonparametric conditional quantile estimator for random fields

Given a stationary multidimensional spatial process (Z _i = (X _i , Y _i ) ∈ ℝ ^d × ℝ, i ∈ ℤ ^N ), we investigate a kernel estimate of the spatial conditional quantile function of the response variable Y _i given the explicative variable X _i . Almost complete convergence and consistency in L ^2r norm (r ∈ ℕ*) of the kernel estimate are obtained when the sample considered is an α-mixing sequence.