On a characterization of the exponential distribution by spacings

Summary LetX be a non-negative random variable with probability distribution functionF. SupposeX _i,n (i=1,…,n) is theith smallest order statistics in a random sample of sizen fromF. A necessary and sufficient condition forF to be exponential is given which involves the identical distribution of the random variables (n−i)(X _i+1,n−X_i,n) and (n−j)(X _j+1,n−X_j,n) for somei, j andn, (1≦i<j<n). The work was partly completed when the author was at the Dept. of Statistics, University of Brasilia, Brazil.     

Divisibility properties of certain recurrent sequences

Let g and m be two positive integers, and let F be a polynomial with integer coefficients. We show that the recurrent sequence x₀ = g, x_n = x _n−1 ⁿ + F(n), n = 1, 2, 3,…, is periodic modulo m. Then a special case, with F(z) = 1 and with m = p > 2 being a prime number, is considered. We show, for instance, that the sequence x₀ = 2, x_n = x _n−1 ⁿ + 1, n = 1, 2, 3, …, has infinitely many elements divisible by every prime number p which is less than or equal to 211 except for three prime numbers p = 23, 47, 167 that do not divide x_n. These recurrent sequences are related to the construction of transcendental numbers ζ for which the sequences [ζ^n!], n = 1, 2, 3, …, have some nice divisibility properties. Bibliography: 18 titles. Published in Zapiski Nauchnykh Seminarov POMI, Vol. 322, 2005, pp. 76–82.     

Concerning the order of approximation of periodic continuous functions by trigonometric interpolation polynomials

Letx _kn=2θk/n,k=0,1 …n−1 (n odd positive integer). LetR _n(x) be the unique trigonometric polynomial of order 2n satisfying the interpolatory conditions:R _n(x_kn)=f(x_kn),R _n ^(j)(x_kn)=0,j=1,2,4,k=0,1…,n−1. We setw ₂(t,f) as the second modulus of continuity off(x). Then we prove that |R _n(x)-f(x)|=0(nw₂(1/nf)). We also examine the question of lower estimate of ‖R _n-f‖. This generalizes an earlier work of the author.     

On sharp conditions for the global stability of a difference equation satisfying the Yorke condition

Continuing our previous investigations, we give simple sufficient conditions for the global stability of the zero solution of the difference equation x _n+1 = qx _n + ƒ_n(x _n, …, x _n−k), n ∈ ℤ, where the nonlinear functions ƒ_n satisfy the Yorke condition. For every positive integer k, we represent the interval (0, 1] as the union of [(2k + 2)/3] disjoint subintervals, and, for q from each subinterval, we present a global-stability condition in explicit form. The conditions obtained are sharp for the class of equations satisfying the Yorke condition. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 1, pp. 73–80, January, 2008.     

On convergence of a generalized Pál interpolation process

Let f∈C _[−1,1] ^″ (r≥1) and R_n(f,α,β,x) be the generalized Pál interpolation polynomials satisfying the conditions R_n(f,α,β,x_k)=f(x_k),R_n ^′(f,α,β,x_k)=f′(x_k)(k=1,2,…,n), where {x_k} are the roots of n-th Jacobi polynomial P_n(α,β,x),α,β>−1 and {x _k ^″ } are the roots of (1−x²)P_n″(α,β,x). In this paper, we prove that holds uniformly on [0,1]. In Memory of Professor M. T. Cheng Supported by the Science Foundation of CSBTB and the Natural Science Foundatioin of Zhejiang.     

Positive values of non-homogeneous indefinite quadratic forms of type (1, 4)

Let Г_r,n—r denote the infimum of all number Г > 0 such that for any real indefinite quadratic form inn variables of type (r, n—r), determinantD ≠ 0 and real numbers c₁; c₂,…, c_n, there exist integersx ₁,x₂,…,x_n satisfying 0 < Q(x₁+c₁,x₂ + c₂,…,x_n + c_n) ≤(Г|Z > |)^1/n. All the values of Г_r,n—r are known except for г_1,4. Earlier it was shown that 8 ≤Г_1,4 ≤16. Here we improve the upper bound to get Г_1,4 < 12.     

Asymptotic behavior of solutions for a class of retarded difference equations

Consider the retarded difference equationx _n −x _n−1 =F(−f(x _n )+g(x _n−k )), wherek is a positive integer,F,f,g:R→R are continuous,F andf are increasing onR, anduF(u)>0 for allu≠0. We show that whenf(y)≥g(y) (resp. f(y)≤g(y)) fory∈R, every solution of (*) tends to either a constant or −∞ (resp. ∞) asn→∞. Furthermore, iff(y)≡g(y) fory∈R, then every solution of (*) tends to a constant asn→∞. Project supported by NNSF (19601016) of China and NSF (97-37-42) of Hunan     

On the replications of certain multiplicative designs

Bounds on the number of row sums in ann×n, non-singular (0,1)-matrixA sarisfyingA ^tA=diag (k ₁-λ₁,…,k _n-λ_n),k _j>λ_j>0,λ₁=…=λ_e,λ_e+1=…=λ_n are obtained which extend previous results for such matrices.     

Asymptotic separation for independent trajectories of Markov processes

We say that n independent trajectories ξ₁(t),…,ξ _n (t) of a stochastic process ξ(t)on a metric space are asymptotically separated if, for some ɛ > 0, the distance between ξ _i (t _i ) and ξ _j (t _j ) is at least ɛ, for some indices i, j and for all large enough t ₁,…,t _n , with probability 1. We prove sufficient conitions for asymptotic separationin terms of the Green function and the transition function, for a wide class of Markov processes. In particular,if ξ is the diffusion on a Riemannian manifold generated by the Laplace operator Δ, and the heat kernel p(t, x, y) satisfies the inequality p(t, x, x) ≤ Ct ^−ν/2 then n trajectories of ξ are asymptotically separated provided . Moreover, if for some α∈(0, 2)then n trajectories of ξ^(α) are asymptotically separated, where ξ^(α) is the α-process generated by −(−Δ)^α/2. Received: 10 June 1999 / Revised version: 20 April 2000 / Published online: 14 December 2000 RID="*" ID="*" Supported by the EPSRC Research Fellowship B/94/AF/1782 RID="**" ID="**" Partially supported by the EPSRC Visiting Fellowship GR/M61573     

Characterization of polynomials and divided difference

For distinct points x₁,x₂,…,x_n in ℛ (the reals), letϕ[x₁, x₂,…,x_n] denote the divided difference ofϕ. In this paper, we determine the general solutionϕ,g: ℛ → ℛ of the functional equationϕ[x₁,x₂,…,x_n] =g(x₁,+ x₂ + … + x_n) for distinct x₁,x₂,…, x_n in ℛ without any regularity assumptions on the unknown functions.     

On (a, b)-consecutive petersen graphs

The generalized Petersen graphsP(n,k), n≥3, 1≤k<n/2, consist of an outern-cyclex _o x ₁ x ₂...x _n−1 , a set ofn spokesx _i y _i (0≤i≤n−1), andn inner edgesy _i y _i +k with indices taken modulon. This paper deals with (a,b)-consecutive labelings of generalized Petersen graphP(n,k).     

The perfectB-splines and a time-optimal control problem

Letx _v =cos (πν/n) (v=0, 1, …,n). It is shown that theB-splineM(x)=M(x; x ₀ ,x ₁ ,…, x _n ) is such thatM _n ⁽ⁿ⁾ (x) has a constant absolute value (=2 ⁿ⁻² (n−1)!) in [−1, 1]. Its integralf ₀(x)=∫ ₋₁ ^x M(t)dt is shown to have an optimal property that allows to solveexplicitly a certain time-optimal control problem.     

Uniform estimates for order statistics and Orlicz functions

We establish uniform estimates for order statistics: Given a sequence of independent identically distributed random variables ξ ₁, … , ξ _n and a vector of scalars x = (x ₁, … , x _n ), and 1 ≤ k ≤ n, we provide estimates for \mathbb E   k-min_{1 ￡ i ￡ n} |x_ix_i|{\mathbb E \, \, k-{\rm min}_{1\leq i\leq n} |x_{i}\xi _{i}|} and \mathbb E k-max_{1 ￡ i ￡ n}|x_ix_i|{\mathbb E\,k-{\rm max}_{1\leq i\leq n}|x_{i}\xi_{i}|} in terms of the values k and the Orlicz norm ||y_x||_M{\|y_x\|_M} of the vector y _x  = (1/x ₁, … , 1/x _n ). Here M(t) is the appropriate Orlicz function associated with the distribution function of the random variable |ξ ₁|, G(t) = \mathbb P ({ |x₁| ￡ t}){G(t) =\mathbb P \left(\left\{ |\xi_1| \leq t\right\}\right)}. For example, if ξ ₁ is the standard N(0, 1) Gaussian random variable, then G(t) = ?{\tfrac2p}ò₀^t e^-\fracs22ds {G(t)= \sqrt{\tfrac{2}{\pi}}\int_{0}^t e^{-\frac{s^{2}}{2}}ds }  and M(s)=?{\tfrac2p}ò₀^se^-\frac12t2dt{M(s)=\sqrt{\tfrac{2}{\pi}}\int_{0}^{s}e^{-\frac{1}{2t^{2}}}dt}. We would like to emphasize that our estimates do not depend on the length n of the sequence.     

Symmetric block bases of sequences with large average growth

We show that if 0<ε≦1, 1≦p<2 andx ₁, …,x _n is a sequence of unit vectors in a normed spaceX such thatE ‖∑ _l ⁿ ε_i x _l‖≧n ^1/p, then one can find a block basisy ₁, …,y _m ofx ₁, …,x _n which is (1+ε)-symmetric and has cardinality at leastγn ^2/p-1(logn)⁻¹, where γ depends on ε only. Two examples are given which show that this bound is close to being best possible. The first is a sequencex ₁, …,x _n satisfying the above conditions with no 2-symmetric block basis of cardinality exceeding 2n ^2/p-1. This sequence is not linearly independent. The second example is a sequence which satisfies a lowerp-estimate but which has no 2-symmetric block basis of cardinality exceedingCn ^2/p-1(logn)^4/3, whereC is an absolute constant. This applies when 1≦p≦3/2. Finally, we obtain improvements of the lower bound when the spaceX containing the sequence satisfies certain type-condition. These results extend results of Amir and Milman in [1] and [2]. We include an appendix giving a simple counterexample to a question about norm-attaining operators.     

Reducing system of parameters and the Cohen-Macaulay property

Let R be a local ring and let (x ₁, …, x _r) be part of a system of parameters of a finitely generated R-module M, where r < dim_R M. We will show that if (y ₁, …, y _r) is part of a reducing system of parameters of M with (y ₁, …, y _r) M = (x ₁, …, x _r) M then (x ₁, …, x _r) is already reducing. Moreover, there is such a part of a reducing system of parameters of M iff for all primes P ε Supp M ∩ V _R(x ₁, …, x _r) with dim_R R/P = dim_R M − r the localization M _P of M at P is an r-dimensional Cohen-Macaulay module over R _P. Furthermore, we will show that M is a Cohen-Macaulay module iff y _d is a non zero divisor on M/(y ₁, …, y _d−1) M, where (y ₁, …, y _d) is a reducing system of parameters of M (d:= dim_R M).     

On simultaneous approximation to a differentiable function and its derivative by inverse Pal-Type interpolation polynomials

Let ξ_{n −1} < ξ_{n −2} < ξ_{n − 2} < ... < ξ₁ be the zeros of the the (n−1)-th Legendre polynomial P_n−1(x) and −1=x_n<x_n−1<...<x₁=1, the zeros of the polynomial . By the theory of the inverse Pal-Type interpolation, for a function f(x)∈C _[−1,1] ¹ , there exists a unique polynomial R_n(x) of degree 2n−2 (if n is even) satisfying conditions R_n(f, ξ_k) = f (ε_k) (1 ⩽ k ⩽ n −1); R¹ _n(f,x_k)=f¹(x_k)(1≤k≤n). This paper discusses the simultaneous approximation to a differentiable function f by inverse Pal-Type interpolation polynomial {R_n(f, x)} (n is even) and the main result of this paper is that if f∈C _[1,1] ^r , r≥2, n≥r+2, and n is even then |R¹ _n(f,x)−f¹(x)|=0(1)|W_n(x)|h(x)·n^3−r·E_2n−r−3(f^(r)) holds uniformly for all x∈[−1,1], where .     

Measure concentration for a class of random processes

Summary.   Let X={X _i } _{i =−∞} ^∞ be a stationary random process with a countable alphabet and distribution q. Let q ^∞(·|x _{− k} ⁰) denote the conditional distribution of X ^∞=(X ₁,X ₂,…,X _n ,…) given the k-length past:

Completely monotone multisequences, symmetric probabilities and a normal limit theorem

Let G _n,k be the set of all partial completely monotone multisequences of ordern and degreek, i.e., multisequencesc _n(β₁,β₂,…, β _k ), β₁,β₂,…, β_k = 0,1,2,…, β₁+β₂ + … +β _k ≤n,c _n(0,0,…, 0) = 1 and whenever β₀ ≤n - (β₁ + β₂ + … + β _k ) where Δc _n(β₁,β₂,…, β _k ) =c _n(β₁ + 1, β₂,…, β _k )+c _n(β₁,β₂+1,…, β _k )+…+c _n (β₁,β₂,…, β _k +1) -c _n(β₁,β₂,…, β _k ). Further, let Π _n,k be the set of all symmetric probabilities on {0,1,2,…,k} ⁿ . We establish a one-to-one correspondence between the sets G _n,k and Π _n,k and use it to formulate and answer interesting questions about both. Assigning to G _n,k the uniform probability measure, we show that, asn→∞, any fixed section {it{c_n}(β₁,β₂,…, β _k ), 1 ≤ Σβ _i ≤m}, properly centered and normalized, is asymptotically multivariate normal. That is, converges weakly to MVN[0, Σ _m ]; the centering constantsc ₀(β₁, β₂,…, β _k ) and the asymptotic covariances depend on the moments of the Dirichlet (1, 1,…, 1; 1) distribution on the standard simplex inR ^k.     

Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment

Summary We consider a model of random walk on ℤ^ν, ν≥2, in a dynamical random environment described by a field ξ={ξ _t (x): (t,x)∈ℤ^ν+1}. The random walk transition probabilities are taken as P(X _{t +1}= y|X _t = x,ξ _t =η) =P ₀( y−x)+ c(y−x;η(x)). We assume that the variables {ξ _t (x):(t,x) ∈ℤ^ν+1} are i.i.d., that both P ₀(u) and c(u;s) are finite range in u, and that the random term c(u;·) is small and with zero average. We prove that the C.L.T. holds almost-surely, with the same parameters as for P ₀, for all ν≥2. For ν≥3 there is a finite random (i.e., dependent on ξ) correction to the average of X _t , and there is a corresponding random correction of order to the C.L.T.. For ν≥5 there is a finite random correction to the covariance matrix of X _t and a corresponding correction of order to the C.L.T.. Proofs are based on some new L ^p estimates for a class of functionals of the field. Received: 4 January 1996/In revised form: 26 May 1997     

Inverting the Satake map for <Emphasis Type="Italic">Sp</Emphasis><Subscript><Emphasis Type="Italic">n</Emphasis></Subscript> and applications to Hecke operators

By compatibly grading the p-part of the Hecke algebra associated to Sp _n (ℤ) and the subring of ℚ[x ₀^±1,…,x _n ^±1] invariant under the associated Weyl group, we produce a matrix representation of the Satake isomorphism restricted to the corresponding finite dimensional components. In particular, using the elementary divisor theory of integral matrices, we show how to determine the entries of this matrix representation restricted to double cosets of a fixed similitude. The matrix representation is upper-triangular, and can be explicitly inverted. To address the specific question of characterizing families of Hecke operators whose generating series have “Euler” products, we define (n+1) families of polynomial Hecke operators t _k ⁿ (p ^ℓ ) (in ℚ[x ₀^±1,…,x _n ^±1]) for Sp _n whose generating series ∑t _k ⁿ (p ^ℓ )v ^ℓ are rational functions of the form q _k (v)⁻¹, where q _k is a polynomial in ℚ[x ₀^±1,…,x _n ^±1][v] of degree (2 ⁿ if k=0). For k=0 and k=1 the form of the polynomial is essentially that of the local factors in the spinor and standard zeta functions. For k>1, these appear to be new expressions. Taking advantage of the generating series and our ability to explicitly invert the Satake isomorphism, we explicitly compute the classical operators with the analogous properties in the case of genus 2. It is of interest to note that these operators lie in the full, but not generally the integral, Hecke algebra.