Reconstruction of a wiener field from its realizations on a curve

Let w(x, y), x 0 and y 0 be a Wiener field on the plane; be a curve given parametrically x=x() and y=y(), [0, 1], where x() is a positive, continuous, nondecreasing function; y() is a positive, continuous, nonincreasing function. A best estimate in the mean-square sense is constructed for w(u, v)(u, v) , based on the values w(x, y), (x, y) and its error is found.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 87–93, 1988.     

Parameter-dependent renewal theorems with applications

Let ₁, ₂, ... be a sequence of i.i.d. random variables with positive mean and finite variance and letr(b), b0, be real numbers tending to 0 asb . Definings _n=₁+...+_n andS _n=S_n(b)=s_n+r(b)n, the stopping time =(b)=inf {n>/1:S_n >b} whereb=b(b) , will be considered with special regard to the excess over the boundaryR _b=s+r(b)–b. It turns out that the limiting distribution ofR _b is the same as in the caser(b)0 for allb. Proving this, Blackwell's renewal theorem and its integral version have to be established first in the above stated situation. Finally, an expansion ofE to vanishing terms asb will be provided and applied to some examples arising in economics.

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Zusammenfassung Seien ₁, ₂, ... unabhängige identisch verteilte Zufallsgrößen mit positivem Erwartungswert und endlicher Varianz sowier(b), b0, reelle Zahlen mitr(b)0 für b. Sei ferners ₁, s₂, ... der zugehörige Summenprozeß,S _n= S_n(b)=s_n+r(b)n fürn1 und =(b)=inf {n1: S_n>b, wobeib=b(b) fürb . Es wird gezeigt, daß die asymptotische Verteilung des ExzessesR _b=s +r(b) –b mit der im Fallr(·)0 übereinstimmt. Dazu werden sowohl das Blackwellsche Erneuerungstheorem als auch seine Integralversion in der vorher beschriebenen parameterabhängigen Situation geeignet formuliert und bewiesen. Als Folgerung ergibt sich dann eine asymptotische Entwicklung vonE(b) fürb bis zu Termen o(1). Anh- and einiger Beispiele aus dem ökonomischen Bereich wird schließlich noch aufgezeigt, wo Approximationen fürE(b) von Interesse sein können.

     

τ-Pseudocompact Mappings

We consider the problem of extending the notion of -pseudocompactness from spaces to continuous mappings, obtain conditions under which the product of -pseudocompact mappings is -pseudocompact. Since any space X can be considered as a continuous mapping from X into a singleton, we obtain consequences of the theorems on multiplicativity of -pseudocompactness for spaces. Thus, we study the notion of -pseudocompact mapping and some its properties similar to those of a pseudocompact space as well as consequences of the obtained assertions for spaces.     

Multi-E-Reflective and Bireflective Subcategories of Partial Algebras

A category PAlg() of partial algebras of a given type will be introduced. Then we will present a categorical concept in order to characterize those subcategories of PAlg(), which are closed under the formation of various kinds of subobjects. We will also give a characterization for bireflective subcategories of PAlg(), which enables us to show, that the subcategory Alg() consisting of all total algebras of type is the smallest bireflective subcategory of PAlg().     

Niveaumengenräume holomorpher Abbildungen und nullte Bildgarben

In this paper we study spaces of level sets of holomorphic mappings. We give an elementary (i.e. we are using elementary means) proof of a theorem a special case of which is the following statement: Let : XY be a holomorphic mapping of the irreducible normal complex space into the reduced complex space Y, which degenerates nowhere; the last condition means in the present case all -level sets having the same dimension; a -level set is a connected component of a fibre ^–1(Q), Q (X). Then the space Z of -level sets is a quasicomplex space and the natural mapping : XZ which maps each P X onto the -level set to which P belongs is open. If we substitute the assumption degenerating nowhere by the assumption having compact level sets, we get a space Z of level sets, which is a complex space. - The first part of this statement is a generalisation of a theorem of K. Stein, the second part is a special case of a theorem of H. Cartan and a well known theorem of H. Grauert on proper mappings. We will use our theorem in order to give a new proof of Grauert's theorem in a subsequent paper.     

Links between the Slater Index and the Ryser Index of Tournaments

Given a tournament T, the Slater index i(T) of T is the minimum number of arcs that must be reversed to make T transitive. The Ryser index (T) of T, defined from the out-degrees of T, measures a remoteness between T and the transitive tournaments of same order. In this paper, we study some links between i(T) and (T). More precisely, calling I(n, ) the maximum value of i(T) over the set of tournaments on n vertices and such that (T)=, we compute an upper bound of I(n,) for every value of . Then we use this upper bound to study a conjecture stated by J.-C. Bermond on the regularity (i.e., the fact that all the out-degrees are equal or almost equal) of the tournaments with a maximum Slater index by showing that the out-degrees of such tournaments cannot be too far from the ones of the regular tournaments.     

An extension of the fenchel theorem

We give an extension of the Fenchel-Borsuk result by introducing the total absolute torsion-curvature KT() for regular curves whose tangent indicatrix is a piecewise regular curve (-closed curves). We prove that KT() is low bounded by 2 and we give a geometric characterization for the -closed curves whose KT() is minimal.     

Hypercubic 4 and 5-Designs from Double-Error-Correcting BCH Codes

An ordered orthogonal array OOA(, k, n) is a binary 2 ^k × n matrix with the property that for each complete -set of columns, each possible -tuple occurs in exactly 2 ^k– rows of those columns (for definition of a complete -set, see below). Constructions of OOA(, k, n) for = 4 and = 5 are given.     

Folgenräume als universelle Generatoren für Klassen lokalkonvexer Räume

Motivated by the known characterizations of equicontinuity in the dual of a Schwartz space, a nuclear space, or a strongly nuclear space,we introduce the concepts of a -sequence and of a ()-sequence in the dual of an arbitrary lcs [E,], and we investigate the corresponding topologies and ₍₎ on E of uniform convergence on these sequences. Here is a normal sequence space such that . Under favorable enough conditions on , including the nuclearity of its normal topology , [,] acts as a universal generator for those lcs [E,] which satisfy =. Under somewhat weaker assumptions on , [,₍₎] is a universal generator for the lcs [E,] with =₍₎. These results cover e.g. the cases of -nuclear spaces and of nuclear spaces known from the recent literature. As an application we show that every non-trivial ultrabornological lcs is representable as an inductive limit of isomorphic copies of [, ( , )], where is any nuclear power series space of infinite type with stable exponent sequence.     

Das Zeitverhalten von einfachen offenen exponentiellen Warteschlangensystemen mit unendlich vielen Warteplätzen

Zusammenfassung Die zeitabhängige (instationäre) Lösung für die Zustandswahrscheinlichkeiten und für einige Kenngrößen von Warteschlangensystemen mit einer Bedienungsstation, unendlich vielen Warteplätzen, exponentiellem Zu- und Abgang und beliebigem Anfangszustand wird bestimmt. Die ZustandswahrscheinlichkeitenP _v (), d. h. die Wahrscheinlichkeiten für Einheiten im System zur Zeit, ergeben sich als Integrale, in denen modifizierteSessel-Funktionen 1. Art auftreten. Der ErwartungswertL () und die VarianzV() der Zahl von Einheiten im System lassen sich als Integrale darstellen, in denen nur die ZustandswahrscheinlichkeitP ₀() auftritt.Für<1 und erreichen die Systeme einen stationären Zustand (für den die Lösung bekannt ist); für1 und giltP _v ()0 für alle, L(),V().Ist>1, dann wachsenL() undV() für große linear mit; ihre Asymptoten werden berechnet. Ist=1, dann wachsenL() und die Standardabweichung() für große mit ; einfache Näherungsformeln werden gefunden.

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Summary The time dependent solution is determined for the state probabilities and for some characteristic values of queuing systems with a single server, an infinite number of waiting places, exponentially distributed inter-arrival and service times, and any initial state. The state probabilitiesP _v (), i.e. the probabilities for units in the system at time, are given in the form of integrals in which modifiedBessel functions of the first kind occur. Integrating the state probalityP ₀() over leads to the meanL() and the varianceV() of the number of units in the system.For<1 and the systems tend to a steady state (for which the solution is known); for1 and we haveP _v ()0 for all, L(),V().If>1 asymptotic expansions for large are found givingL() andV() proportional to. If=1 simple approximate formulas for large are obtained givingL() and the standard deviation() proportional to .

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Vorgel. v.:J. Nitsche.     

Noetherian Equations for Matrices

Let L|K be a finite Galois extension. Using central simple algebras we deal with the crossed representations of G = Gal(L|K) over L which are defined as mappings X of G into GL_n(L) satisfying X = X X. The last equation is the Noetherian equation in case n=1. Furtheron, more general crossed projective representations are considered which obey an equation X X = Xf_, where f_, L.     

Discrete Spectrum of Differential Operators in Spectral Gaps under Nonnegative Perturbations of High Order

Let A be a self-adjoint elliptic second-order differential operator, let (, ) be an inner gap in the spectrum of A, and let B(t) = A + tW ^* W, where W is a differential operator of higher order. Conditions are obtained under which the spectrum of the operator B(t) in the gap (, ) is either discrete, or does not accumulate to the right-hand boundary of the spectral gap, or is finite. The quantity N(, A, W, ), (, ), > 0 (the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to ) is considered. Estimates of N(, A, W, ) are obtained. For the perturbation W ^* W of a special form, the asymptotics of N(, A, W, ) as + is given. Bibliography: 5 titles.     

Multi-Faithful Spanning Trees of Infinite Graphs

For an end and a tree T of a graph G we denote respectively by m() and m _T () the maximum numbers of pairwise disjoint rays of G and T belonging to , and we define tm() := min{m _T(): T is a spanning tree of G}. In this paper we give partial answers — affirmative and negative ones — to the general problem of determining if, for a function f mapping every end of G to a cardinal f() such that tm() f() m(), there exists a spanning tree T of G such that m _T () = f() for every end of G.     

Weak convergence of probability measures relative to incompatible topology and σ-field with applications to renewal theory

Summary Necessary and sufficient conditions are given in order that a sequence of probability measures, weakly convergent relative to a given topology ₀ and associated -field ( ₀), are weakly convergent (and satisfy a continuity theorem) relative to the ( ₀)-measurable functions which are continuous in some finer topology ₁, even if does not extend to ( ₀). These conditions are shown to be applicable to a sequence of translated renewal measures. Alternate conditions (tightness, uniformity of weak convergence) are investigated and shown to be inappropriate.This research was partially supported by UMC Summer Faculty Research Fellowships     

Über den algorithmischen Nachweis von Ungleichungen I

We shall develop a method to prove inequalities in a unified manner. The idea is as follows: It is quite often possible to find a continuous functional : ⁿ , such that the left- and the right-hand side of a given inequality can be written in the form (u)(v) for suitable points,v=v(u). If one now constructs a map ^{n n} , which is functional increasing (i.e. for each x ⁿ (which is not a fixed point of ) the inequality (x)<((x)) should hold) one specially gets the chain (u)( u))( ²(u))... ⁿ (u)). Under quite general conditions one finds that the sequence { ⁿ (u)} _n converges tov=v(u). As a consequence one obtains the inequality (u)(v).     

On the Fell topology

Let 2 ^X denote the closed subsets of a Hausdorff topological space <X, {gt}>. The Fell topology _F on 2 ^X has as a subbase all sets of the form {A 2 ^X :A V 0}, whereV is an open subset ofX, plus all sets of the form {A 2 ^X :A W}, whereW has compact complement. The purpose of this article is two-fold. First, we characterize first and second countability for _F in terms of topological properties for . Second, we show that convergence of nets of closed sets with respect to the Fell topology parallels Attouch-Wets convergence for nets of closed subsets in a metric space. This approach to set convergence is highly tractable and is well-suited for applications. In particular, we characterize Fell convergence of nets of lower semicontinuous functions as identified with their epigraphs in terms of the convergence of sublevel sets.     

On Generalized (σ,τ)-Derivations

We generalize the notion of (,)-derivation of Nakajima and Bresar. We define the generalized (,)-derivations, generalized Jordan (,)-derivations, and generalized Lie (,)-derivations, We study interrelations between these classes of derivations as well as their homological properties.     

Über eine Verallgemeinerung des Plateauschen Problems

Let T be the domain in ^N defined by the inequalities O < ₁ < ... < _N < +. Put _N+k = /2(1+k) (k=1,2,3), _N+4=₁+2, and denote byF() the set of functions x=x(u,v)=(x¹(u,v),...,x^p(u,v)), (p2) of class , where B is the unit disk u²+v²<1, which maps the circular arcs _k={w=eⁱ:_k<<_K+1} (k=1,..., N+3) into the straight lines containing the edges a_k, a_k+1 (a_N+4=a₁) of a polygon IR^p. Then we show that the function ()= _inf ^xF() D(x) is analytic in T. This generalizes and sharpens an unproved result of I. Marx and M. Shiffman (see [4]).

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Hans Lewy und Charles B. Morrey gewidmet     

Modular Transformations of Ramanujan's Fifth and Seventh Order Mock Theta Functions

In his last letter to Hardy, Ramanujan defined 17 functions F(q), where |q| < 1. He called them mock theta functions, because as q radially approaches any point e ^2ir (r rational), there is a theta function F _r(q) with F(q) – F _r(q) = O(1). In this paper we obtain the transformations of Ramanujan's fifth and seventh order mock theta functions under the modular group generators + 1 and –1/, where q = e ⁱ. The transformation formulas are more complex than those of ordinary theta functions. A definition of the order of a mock theta function is also given.     

On the two-gap elliptic potentials

The-parametrized family of two-gap elliptic potentials is constructed so that (i) 0<<1, (ii) for rational values of such potentials are elliptic (i.e., double-periodic), (iii) within the limit0 this family degenerates to the soliton potential, (iv) within the limit1 this family degenerates to the one-gap Lamé potential.Dedicated to the memory of J.-L. Verdier