Asymptotic expansions of the Robbins-Monro process

Assume that the function values f(x) of an unknown regression function f: ℝ → ℝ can be observed with some random error V. To estimate the zero ϑ of f, Robbins and Monro suggested to run the recursion X _n+1 = X _n − a/n Y _n with Y _n = f(X _n ) − V _n . Under regularity assumptions, the normalized Robbins-Monro process, given by (X _n+1 − ϑ)/√Var(X _n+1, is asymptotically standard normal. In this paper Edgeworth expansions are presented which provide approximations of the distribution function up to an error of order o(1/√n) or even o(1/n). As corollaries asymptotic confidence intervals for the unknown parameter ϑ are obtained with coverage probability errors of order O(1/n). Further results concern Cornish-Fisher expansions of the quantile function, an Edgeworth correction of the distribution function and a stochastic expansion in terms of a bivariate polynomial in 1/√n and a standard normal random variable. The proofs of this paper heavily rely on recently published results on Edgeworth expansions for approximations of the Robbins-Monro process.      

Edgeworth expansions for stochastic approximation theory

To estimate the root ϑ of an unknown regression function f: ℝ → ℝ the iterative Robbins-Monro method X _n+1 = X _n − a/nY _n with noisy observations Y _n = f(X _n ) + V _n of f(X _n ) can be used. It is well known that X _n − ϑ can be approximated by a weighted sum of the observation errors V _n . As recently shown this approximation can be improved by adding quadratic and cubic forms in the observation errors. This paper presents valid Edgeworth expansions of the distribution function of the approximating sequence up to a remainder term of order o(1/√n) or even o(1/n).      

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.     

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.     

Possible limit laws for entrance times of an ergodic aperiodic dynamical system

LetG denote the set of decreasingG: ℝ→ℝ withGэ1 on ]−∞,0], and ƒ ₀ ^∞ G(t)dt⩽1. LetX be a compact metric space, andT: X→X a continuous map. Let μ denone aT-invariant ergodic probability measure onX, and assume (X, T, μ) to be aperiodic. LetU⊂X be such that μ(U)>0. Let τ _U (x)=inf{k⩾1:T ^k xεU}, and defineG _U (t)=1/u(U)u({xεU:u(U)τU(x)>t),tεℝ We prove that for μ-a.e.x∈X, there exists a sequence (U _n ) _n≥1 of neighbourhoods ofx such that {x}=∩ _n U _n , and for anyG ∈G, there exists a subsequence (n _k ) _k≥1 withG _{U n k} ↑U weakly. We also construct a uniquely ergodic Toeplitz flowO(x ^∞,S, μ), the orbit closure of a Toeplitz sequencex ^∞, such that the above conclusion still holds, with moreover the requirement that eachU _n be a cylinder set. In memory of Anzelm Iwanik     

Moderate Deviations for Random Sums of Heavy-Tailed Random Variables

Let {Xn;n≥ 1} be a sequence of independent non-negative random variables with common distribution function F having extended regularly varying tail and finite mean μ = E（X1） and let {N（t）; t ≥0} be a random process taking non-negative integer values with finite mean λ（t） = E（N（t）） and independent of {Xn; n ≥1}. In this paper, asymptotic expressions of P（（X1 ＋… ＋XN（t）） -λ（t）μ 〉 x） uniformly for x ∈[γb（t）, ∞） are obtained, where γ〉 0 and b（t） can be taken to be a positive function with limt→∞ b（t）/λ（t） = 0.     

Global Connectivity And Expansion: Long Cycles and Factors In f-Connected Graphs

Given a function f : ℕ→ℝ, call an n-vertex graph f-connected if separating off k vertices requires the deletion of at least f(k) vertices whenever k≤(n−f(k))/2. This is a common generalization of vertex connectivity (when f is constant) and expansion (when f is linear). We show that an f-connected graph contains a cycle of length linear in n if f is any linear function, contains a 1-factor and a 2-factor if f(k)≥2k+1, and contains a Hamilton cycle if f(k)≥2(k+1)². We conjecture that linear growth of f suffices to imply hamiltonicity.     

Positive definite functions and stable random vectors

We say that a random vector X = (X ₁, …, X _n ) in ℝ ⁿ is an n-dimensional version of a random variable Y if, for any a ∈ ℝ ⁿ , the random variables Σa _i X _i and γ(a)Y are identically distributed, where γ: ℝ ⁿ → [0,∞) is called the standard of X. An old problem is to characterize those functions γ that can appear as the standard of an n-dimensional version. In this paper, we prove the conjecture of Lisitsky that every standard must be the norm of a space that embeds in L ₀. This result is almost optimal, as the norm of any finite-dimensional subspace of L _p with p ∈ (0, 2] is the standard of an n-dimensional version (p-stable random vector) by the classical result of P. Lèvy. An equivalent formulation is that if a function of the form f(‖ · ‖ _K ) is positive definite on ℝ ⁿ , where K is an origin symmetric star body in ℝ ⁿ and f: ℝ → ℝ is an even continuous function, then either the space (ℝ ⁿ , ‖·‖ _K ) embeds in L ₀ or f is a constant function. Combined with known facts about embedding in L ₀, this result leads to several generalizations of the solution of Schoenberg’s problem on positive definite functions.     

A simple formula for an analogue of conditional wiener integrals and its applications II

Let C[0, T] denote the space of real-valued continuous functions on the interval [0, T] with an analogue w _ϕ of Wiener measure and for a partition 0 = t ₀ < t ₁ < ... < t _n < t _n+1 = T of [0, T], let X _n : C[0, T] → ℝ ⁿ⁺¹ and X ⁿ⁺¹: C[0, T] → ℝ ⁿ⁺² be given by X _n (x) = (x(t ₀), x(t ₁), ..., x(t _n )) and X _n+1(x) = (x(t ₀), x(t ₁), ..., x(t _n+1)), respectively. In this paper, using a simple formula for the conditional w _ϕ-integral of functions on C[0, T] with the conditioning function X _n+1, we derive a simple formula for the conditional w _ϕ-integral of the functions with the conditioning function X _n . As applications of the formula with the function X _n , we evaluate the conditional w _ϕ-integral of the functions of the form F _m (x) = ∫₀ ^T (x(t)) ^m for x ∈ C[0, T] and for any positive integer m. Moreover, with the conditioning X _n , we evaluate the conditional w _ϕ-integral of the functions in a Banach algebra which is an analogue of the Cameron and Storvick’s Banach algebra . Finally, we derive the conditional analytic Feynman w _ϕ-integrals of the functions in .      

Dini Set-Valued Directional Derivative in Locally Lipschitz Vector Optimization

The present paper studies the following constrained vector optimization problem: min  _C f(x), g(x)∈−K, h(x)=0, where f:ℝ ⁿ →ℝ ^m , g:ℝ ⁿ →ℝ ^p and h:ℝ ⁿ →ℝ ^q are locally Lipschitz functions and C⊂ℝ ^m , K⊂ℝ ^p are closed convex cones. In terms of the Dini set-valued directional derivative, first-order necessary and first-order sufficient conditions are obtained for a point x ⁰ to be a w-minimizer (weakly efficient point) or an i-minimizer (isolated minimizer of order 1). It is shown that, under natural assumptions (given by a nonsmooth variant of the implicit function theorem for the equality constraints), the obtained conditions improve some given by Clarke and Craven. Further comparison is done with some recent results of Khanh, Tuan and of Jiiménez, Novo.     

On the behavior of solutions of a semilinear parabolic or elliptic equation satisfying a nonlinear boundary condition in a cylindrical domain

One considers a semilinear parabolic equation u _t = Lu − a(x)f(u) or an elliptic equation u _tt + Lu − a(x)f(u) = 0 in a semi-infinite cylinder Ω × ℝ₊ with the nonlinear boundary condition , where L is a uniformly elliptic divergent operator in a bounded domain Ω ∈ ℝⁿ; a(x) and b(x) are nonnegative measurable functions in Ω. One studies the asymptotic behavior of solutions of such boundary-value problems for t → ∞. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 26, pp. 368–389, 2007.     

Existence, uniqueness and stability of C m solutions of iterative functional equations

In this paper we discuss a relatively general kind of iterative functional equation G(x,f(x), ...,f ⁿ (x)) = 0 (for allx ∈J), whereJ is a connected closed subset of the real number axis ℝ,G∈C ^m (J ⁿ⁺¹, ℝ) andn ≥ 2. Using the method of approximating fixed points by small shift of maps, choosing suitable metrics on functional spaces and finding a relation between uniqueness and stability of fixed points of maps of general spaces, we prove the existence, uniqueness and stability ofCm solutions of the above equation for any integer m ≥ 0 under relatively weak conditions, and generalize related results in reference in different aspects.     

On mappings preserving pentagons

Summary We introduce a new characterization of linear isometries. More precisely, we prove that if a one-to-one mapping f:<span style='font-size:10.0pt;font-family:"Lucida Sans Unicode"'>ℝⁿ→ℝⁿ(2<span style='font-size:10.0pt;font-family:"Lucida Sans Unicode"'>≦n<<span style='font-size:10.0pt;font-family:"Lucida Sans Unicode"'>∞) maps every regular pentagon of side length a> 0 onto a pentagon with side length b> 0, then there exists a linear isometry I :<span style='font-size:10.0pt;font-family:"Lucida Sans Unicode"'>ℝⁿ→ℝⁿup to translation such that f(x) = (b/a) I(x).     

Asymptotic behavior of solutions to viscous conservation laws with slowly varying external forces

This paper considers the existence and large time behavior of solutions to the convection-diffusion equation u _t −Δu+b(x)·∇(u|u| ^{q −1})=f(x, t) in ℝ ⁿ ×[0,∞), where f(x, t) is slowly decaying and q≥1+1/n (or in some particular cases q≥1). The initial condition u ₀ is supposed to be in an appropriate L ^p space. Uniform and nonuniform decay of the solutions will be established depending on the data and the forcing term.This work is partially supported by an AMO Grant     

A counterexample in copositive approximation

The present paper gives a converse result by showing that there exists a functionf ∈C _[−1,1], which satisfies that sgn(x)f(x) ≥ 0 forx ∈ [−1, 1], such that {fx75-1} whereE _n ⁽⁰⁾ (f, 1) is the best approximation of degreen tof by polynomials which are copositive with it, that is, polynomialsP withP(x(f(x) ≥ 0 for allx ∈ [−1, 1],E _n(f) is the ordinary best polynomial approximation off of degreen.     

Uniformity over primes of tamely ramified splittings

We fix a prime p and let f(X) vary over all monic integer polynomials of fixed degree n. Given any possible shape of a tamely ramified splitting of p in an extension of degree n, we prove that there exists a rational function φ(X)∈ℚ(X) such that the density of the monic integer polynomials f(X) for which the splitting of p has the given shape in ℚ[X]/f(X) is φ(p) (here reducible polynomials can be neglected). As a corollary, we prove that, for p≥n, the density of irreducible monic polynomials of degree n in ℤ _p [X] is the value at p of a rational function φ _n (X)∈ℚ(X). All rational functions involved are effectively computable. Received: 15 September 1998 / Revised version: 21 October 1999     

Existence of solutions of certain quasilinear elliptic equations in ℝN without conditions at infinity

This paper deals with conditions for the existence of solutions of the equations

Superstability of the generalized orthogonality equation on restricted domains

Chmielinski has proved in the paper [4] the superstability of the generalized orthogonality equation |〈f(x), f(y)〉| = |〈x,y〉|. In this paper, we will extend the result of Chmielinski by proving a theorem: LetD _n be a suitable subset of ℝⁿ. If a function f:D _n → ℝⁿ satisfies the inequality ∥〈f(x), f(y)〉| |〈x,y〉∥ ≤ φ(x,y) for an appropriate control function φ(x, y) and for allx, y ∈ D _n, thenf satisfies the generalized orthogonality equation for anyx, y ∈ D _n.     

Cantor set and interpolation

In 1998, Y. Benyamini published interesting results concerning interpolation of sequences using continuous functions ℝ → ℝ. In particular, he proved that there exists a continuous function ℝ → ℝ which in some sense “interpolates” all sequences (x _n ) _n∈ℤ ∈ [0, 1]^ℤ “simultaneously.” In 2005, M.R. Naulin and C. Uzcátegui unified and generalized Benyamini’s results. In this paper, the case of topological spaces X and Y with an Abelian group acting on X is considered. A similar problem of “simultaneous interpolation” of all “generalized sequences” using continuous mappings X → Y is posed. Further generalizations of Naulin-Uncátegui theorems, in particular, multidimensional analogues of Benyamini’s results are obtained.     

A Generalized Cubic Functional Equation

In this paper, we determine the general solution of the functional equation f1 （2x ＋ y） ＋ f2（2x - y） = f3（x ＋ y） ＋ f4（x - y） ＋ f5（x） without assuming any regularity condition on the unknown functions f1,f2,f3, f4, f5 ： R→R. The general solution of this equation is obtained by finding the general solution of the functional equations f（2x ＋ y） ＋ f（2x - y） = g（x ＋ y） ＋ g（x - y） ＋ h（x） and f（2x ＋ y） - f（2x - y） = g（x ＋ y） - g（x - y）. The method used for solving these functional equations is elementary but exploits an important result due to Hosszfi. The solution of this functional equation can also be determined in certain type of groups using two important results due to Szekelyhidi.