On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Consider a regular diffusion process X with finite speed measure m. Denote the normalized speed measure by μ. We prove that the uniform law of large numbers holds if the class has an envelope function that is μ-integrable, or if is bounded in L _p(μ) for some p>1. In contrast with uniform laws of large numbers for i.i.d. random variables, we do not need conditions on the ‘size’ of the class in terms of bracketing or covering numbers. The result is a consequence of a number of asymptotic properties of diffusion local time that we derive. We apply our abstract results to improve consistency results for the local time estimator (LTE) and to prove consistency for a class of simple M-estimators. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the Iwasawa Theory of p-Adic Lie Extensions

In this paper, the new techniques and results concerning the structure theory of modules over noncommutative Iwasawa algebras are applied to arithmetic: we study Iwasawa modules over p-adic Lie extensions k of number fields k 'up to pseudo-isomorphism'. In particular, a close relationship is revealed between the Selmer group of Abelian varieties, the Galois group of the maximal Abelian unramified p-extension of k as well as the Galois group of the maximal Abelian p-extension unramified outside S where S is a certain finite setof places of k. Moreover, we determine the Galois module structure of local units and other modules arising from Galois cohomology.     

On the chaotic behavior of a generalized logistic p-adic dynamical system

In the paper we describe basin of attraction p-adic dynamical system G(x)=(ax)²(x+1). Moreover, we also describe the Siegel discs of the system, since the structure of the orbits of the system is related to the geometry of the p-adic Siegel discs.     

On Spectral Synthesis for Contractive p-Norms and Besov Spaces

We prove that spectral synthesis is possible for a general function space F _p with a contractive p-norm, namely, any quasi-continuous function in F _p vanishing q.e. outside an open set G can be approximated in this norm by continuous functions in F _p with compact support in G. The result is applied to contractive Besov spaces over d-sets in R ^N and censored stable processes over N-sets.     

On the Existence of Multiple Periodic Solutions for the Vector <Emphasis Type="Italic">p</Emphasis>-Laplacian via Critical Point Theory

We study the vector p-Laplacian

Limit theorems for probability measures on simply connected nilpotent lie groups

LetX ₁,X ₂,... be i.i.d. random variables with values in a simply connected nilpotent Lie groupG. Assume the laws of to be weakly convergent to a probability measure onG, _n Aut(G), and (k _n)_n strictly increasing in. In this paper we want to characterize the possible limit laws. We obtain that every limit law is continuously embeddable and we prove a kind of functional limit theorem. Further, we study the connections between two different concepts of stability (resp. semistability) and limit laws. Finally, we describe the various domains of attraction of measures (resp. of convolution semigroups).     

On the p—Local Rank of Finite Groups

In this paper,we shall mainly study the p-solvable finite group in terms of p-local rank,and a group theoretic characterization will be given of finite p-solvabel groups with p-local rank two.Theorem A Let G be a finite p-solvable group with p-local rank plr(G)=2 and Op(G)=1.If P is a Sylow p-subgrounp of G,then P has a normal subgroup Q such that P/Q is cyclic or a generalized quaternion 2-group and the p-rank of Q is at most two.Theorem B Let G be a finite p-solvable group with Op(G)=1.Then the p-length lp(G)≤plr(G);if in addition plr(G)=lp (G) and p≥5 is odd,then plr(G)=0 or 1.     

Partial Sum Process for Records

Suppose the upper records from a sequence of i.i.d. random variables is in the domain of attraction of a normal distribution. Consider the D(0,1]-valued process {Z_n(·)} constructed by usual interpolation of the partial sums of the records. We prove that under some mild conditions, {Z_n} converges to a limiting Gaussian process in D(0,1]. As a consequence, the partial sums of records is asymptotically normal. AMS 2000 Subject Classification Primary—60F17 Secondary—60G70     

On the technique for passing to the limit in nonlinear elliptic equations

We consider the problem of passing to the limit in a sequence of nonlinear elliptic problems. The “limit” equation is known in advance, but it has a nonclassical structure; namely, it contains the p-Laplacian with variable exponent p = p(x). Such equations typically exhibit a special kind of nonuniqueness, known as the Lavrent’ev effect, and this is what makes passing to the limit nontrivial. Equations involving the p(x)-Laplacian occur in many problems of mathematical physics. Some applications are included in the present paper. In particular, we suggest an approach to the solvability analysis of a well-known coupled system in non-Newtonian hydrodynamics (“stationary thermo-rheological viscous flows”) without resorting to any smallness conditions.     

On the asymptotics of solutions of the Lane-Emden problem for the p-Laplacian

In this paper we consider the Lane–Emden problem adapted for the p-Laplacian

On Korovkin Type Theorem in the Space of Locally Integrable Functions

It is shown that a Korovkin type theorem for a sequence of linear positive operators acting in weighted space L _p,w (loc) does not hold in all this space and is satisfied only on some subspace.     

On weighted approximations in D[0, 1] with applications to self-normalized partial sum processes

Let X,X ₁,X ₂,… be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in D[0, 1] for the partial sum processes {S _[nt], 0 ≦ t ≦ 1} where S _n = Σ _j=1 ⁿ X _j , under the assumption that X belongs to the domain of attraction of the normal law. The conclusions then are used to establish similar results for the sequence of self-normalized partial sum processes {S _[nt]=V _n , 0 ≦ t ≦ 1}, where V _n ² = Σ _j=1 ⁿ X _j ² . L _p approximations of self-normalized partial sum processes are also discussed.     

On integrability in the LIL for degenerateU-statistics

It is shown by example that square integrability of the kennelh of a completely degenerateU-statistic is not a necessary condition for the law of the iterated logarithm to hold. Necessary integrability conditions are given onh which are in a sense the strongest possible. Sufficient conditions for a degenerateU-statistic of order 2 to satisfy the LIL, weaker than square integrability of the kernel, are also given.Research partially supported by NSF Grant No. DMS-93-00725. Part of this author's work was done at the University of Bielefeld, supported by the Deutsche Forschungsgemeinshaft, Sonderforschungbereich 343, Diskrete Structuren in der Mathematik.Research partially supported by the Army Research Office and the National Security Agency.     

On the riemann zeta-function and the divisor problem

Let Δ(x) denote the error term in the Dirichlet divisor problem, and E(T) the error term in the asymptotic formula for the mean square of . If with , then we obtain

A Tauberian Theorem for Ergodic Averages,Spectral Decomposability,and the Dominated Ergodic Estimate for Positive Invertible Operators

Suppose that (,) is a -finite measure space, and 1 < p < . Let T:L^p( L ^p() be a bounded invertible linear operator such that T and T ^–1 are positive. Denote by _n(T) the nth two-sided ergodic average of T, taken in the form of the nth (C,1) mean of the sequence {T^j+T^–j}_{j =1} . Martín-Reyes and de la Torre have shown that the existence of a maximal ergodic estimate for T is characterized by either of the following two conditions: (a) the strong convergence of E_n(T)_n=1 ; (b) a uniform A _p p estimate in terms of discrete weights generated by the pointwise action on of certain measurable functions canonically associated with T. We show that strong convergence of the (C,2) means of {T^j+T^–j}_j=1 already implies (b). For this purpose the (C,2) means are used to set up an `averaged' variant of the requisite uniform A _p weight estimates in (b). This result, which can be viewed as a Tauberian-Type replacement of (C,1) means by (C,2) means in (a), leads to a spectral-theoretic characterization of the maximal ergodic estimate by application of a recent result of the authors establishing the strong convergence of the (C,2)-weighted ergodic means for all trigonometrically well-bounded operators. This application also serves to equate uniform boundedness of the rotated Hilbert averages of T with the uniform boundedness of the ergodic averages E_n(T)_{n = 1} .     

On the tvGARCH(1,1) model: Existence, CLT, and tail index

We study the properties of the tvGARCH(1, 1) model (1.8) with logistic coefficients. We obtain conditions for the existence of an L ^p -bounded solution (p ⩾ 0) of Eq. (1.8). For p ⩾ 4, we prove an exponential decay of the lagged correlation function and the central limit theorem for partial sums of the squared tvGARCH(1, 1) process under similar conditions as in the stationary case. In the second part of the paper, we study the (weak) tail index of the tvGARCH(1, 1) model.     

Three nontrivial solutions for the -Laplacian with a nonsmooth potential

We consider a nonlinear elliptic problem driven by the partial p-Laplacian and with a nonsmooth potential (hemivariational inequality). Using variational techniques based on nonsmooth analysis and degree theoretic arguments for operators of the monotone type, we establish the existence of at least three distinct nontrivial smooth solutions.     

On the Rate of Convergence of Lp Norms in the Central Limit Theorem for Independent Random Variables

We present the upper and lower bounds of the L _p norms _np of order n ^-1 for all p, 1 p , in the central limit theorem for independent identically distributed random variables with the finite fourth and zero first and third moments of summands. The proof of the upper estimates of the norms _np is based on a linear differential equation formed from the characteristic function of the sum of independent random variables.     

Multiple nontrivial solutions for nonlinear periodic problems with the p-Laplacian

We consider a nonlinear periodic problem driven by the scalar p-Laplacian with a nonsmooth potential (hemivariational inequality). Using the degree theory for multivalued perturbations of (S)₊-operators and the spectrum of a class of weighted eigenvalue problems for the scalar p-Laplacian, we prove the existence of at least three distinct nontrivial solutions, two of which have constant sign.     

On ordered categories as a framework for fuzzification of algebraic and topological structures

Using the framework of ordered categories, the paper considers a generalization of the fuzzification machinery of algebraic structures introduced by Rosenfeld as well as provides a new approach to fuzzification of topological structures, which amounts to fuzzifying the underlying “set” of a structure in a suitably compatible way, leaving the structure itself crisp. The latter machinery allows the so-called “double fuzzification”, i.e., a fuzzification of something that is already fuzzified.