Some dimension results for super-Brownian motion

Summary The Dawson-Watanabe super-Brownian motion has been intensively studied in the last few years. In particular, there has been much work concerning the Hausdorff dimension of certain remarkable sets related to super-Brownian motion. We contribute to this study in the following way. Let (Y _t)_t0 be a super-Brownian motion on ^d (d2) andH be a Borel subset of ^d . We determine the Hausdorff Dimension of {t0; SuppY _tHØ}, improving and generalizing a result of Krone. We also obtain a new proof of a result of Tribe which gives, whend4, the Hausdorff dimension of SuppY _t as a function of the dimension ofB.     

Characterization of {v μ+1 + 2v μ,v μ + 2v μ − 1;t,q}-min · hypers and its applications to error-correcting codes

Recently, Hamada [5] characterized all {v ₂ + 2v ₁,v ₁ + 2v ₀;t,q}-min · hypers for any integert 2 and any prime powerq 3 wherev _l = (q ^l – 1)/(q – 1) for any integerl 0. The purpose of this paper is to characterize all {v _{+ 1} + 2v ,v + 2v _{– 1};t,q}-min · hypers for any integerst, and any prime powerq such thatt 3, 2 t – 1 andq 5 and to characterize all (n, k, d; q)-codes meeting the Griesmer bound (1.1) for the casek 3, d = q ^k-1 – (2q ^-1 +q ) andq 5 using the results in Hamada [3, 4, 5].     

Inequalities for moments of tails of random variables,with a queueing application

Summary For a non-negative random variable X and 1 such that EX<, E(X-Y) ⁺ /{E(X-y) ₊}⁺ is monotonic-decreasing in y, and hence no smaller than EX . Inequalities for E(X-Y) ₊ E(, 1, y, z0) are also given. This relation enables an inequality of Kingman for the mean waiting time in a stationary GI/G/1 queue to be sharpened.Work done as Visiting Fellow, Department of Statistics, University of Melbourne     

Continuity of the eigenvalues of self-adjoint operators with respect to the strong operator topology

Let T_n, T, and S be self-adjoint operators such that T_n converges to T in the sense of strong resolvent convergence. If S is bounded from below, _e(S) (–,O) = Ø, and T_n S for all n, then the negative eigenvalues of T_n converge to the negative eigenvalues of T. The corresponding eigenfunctions converge in norm. This generalizes a result due to T. Kato, where T_n T is assumed, and a recent result of the author for the case T_n T_n+1.     

The limiting behaviour of the last exit time for sequences of independent,identically distributed random variables

Summary Let {X _k , k0} be i.i.d. random variables with EX ⁺< and define t =max{k0: X _k > k} if such a k exists and =0 else, the last exit time of the sequence X _k for fixed >0. We discuss weak limit laws for t as 0; in particular the limit distributions, the stability and the relative stability.This work is partially supported by a grant of the Schweizerischer Nationalfonds zur Förderung der wissenschaftlichen Forschung, while the author was at the University of Pittsburgh, USAHerrn Prof. L. Schmetterer zu seinem 60. Geburtstag gewidmet     

Stochastically monotone Markov Chains

Summary A real-valued discrete time Markov Chain {X _n} is defined to be stochastically monotone when its one-step transition probability function pr {X _n+1y¦ X _n=x} is non-increasing in x for every fixed y. This class of Markov Chains arises in a natural way when it is sought to bound (stochastically speaking) the process {X _n} by means of a smaller or larger process with the same transition probabilities; the class includes many simple models of applied probability theory. Further, a given stochastically monotone Markov Chain can readily be bounded by another chain {Y _n}, with possibly different transition probabilities and not necessarily stochastically monotone, and this is of particular value when the latter process leads to simpler algebraic manipulations. A stationary stochastically monotone Markov Chain {X _n} has cov(f(X ₀), f(X _n)) cov(f(X ₀), f(X _n+1))0 (n =1, 2,...) for any monotonic function f(·). The paper also investigates the definition of stochastic monotonicity on a more general state space, and the properties of integer-valued stochastically monotone Markov Chains.     

The Long Dimodules Category and Nonlinear Equations

Let H be a bialgebra and _H L^H be the category of Long H-dimodules defined, for a commutative and co-commutative H, by F. W. Long and studied in connection with the Brauer group of a so-called H-dimodule algebra. For a commutative and co-commutative H, _H L^H =_H YD^H (the category of Yetter–Drinfel'd modules), but for an arbitrary H, the categories _H L^H and _H YD^H are basically different. Keeping in mind that the category _H YD^H is deeply involved in solving the quantum Yang–Baxter equation, we study the category _H L^H of H-dimodules in connection with what we have called the D-equation: R¹² R²³ = R²³ R¹², where R End_k(M M) for a vector space M over a field k. The main result is a FRT-type theorem: if M is finite-dimensional, then any solution R of the D-equation has the form R = R_{(M, , )}, where (M, , ) is a Long D(R)-dimodule over a bialgebra D(R) and R_{(M, , )} is the special map R_{(M, , )}(m n) : = n₁ m n₀. In the last section, if C is a coalgebra and I is a coideal of C, we introduce the notion of D-map on C, that is a k-bilinear map : C C / I k satisfying a condition which ensures on the one hand that, for any right C-comodule, the special map R is a solution of the D-equation and, on the other, that, in the finite case, any solution of the D-equation has this form.     

Invariance of closed convex sets and domination criteria for semigroups

Let a and b be two positive continuous and closed sesquilinear forms on the Hilbert space H=L ²(, ). Denote by T=T(t) _t0and S=S(t) _t0the semigroups generated by a and b on H. We give criteria in terms of a and b guaranteeing that the semigroup T is dominated by S, i.e. |T(t)f|S(t)|f| for all t0 and fH. The method proposed uses ideas on invariance of closed convex sets of H under semigroups. Applications to elliptic operators and concrete examples are given.     

Existence,uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces

Summary A class of stochastic evolution equations with additive noise and weakly continuous drift is considered. First, regularity properties of the corresponding Ornstein-Uhlenbeck transition semigroupR _t are obtained. We show thatR _t is a compactC ₀-semigroup in all Sobolev spacesW ^n,p which are built on its invariant measure . Then we show the existence, uniqueness, compactness and smoothing properties of the transition semigroup for semilinear equations inL ^p() spaces and spacesW ^1,p . As a consequence we prove the uniquencess of martingale solutions to the stochastic equation and the existence of a unique invariant measure equivalent to . It is shown also that the density of this measure with respect to is inL ^p() for allp1.This work was done during the first author's stay at UNSW supported by ARC Grant 150.346 and the second author's stay at ód University supported by KBN Grant 2.1020.91.01     

Sample path behaviour in connection with generalized arcsine laws

Summary LetG=(G(t),t0) be the process of last passage times at some fixed point of a Markov process. The Dynkin-Lamperti theorem provides a necessary and sufficient condition forG(t)/t to converge in law ast to some non-degenerate limit (which is then a generalized arcsine law). Under this condition, we give a simple integral test that characterizes the lower-functions ofG. We obtain a similar result forA ⁺=(A ⁺ (t),t0), the time spent in [0, ) by a real-valued diffusion process, in connection with Watanabe's recent extension of Lévy's second arcsine law.     

A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics

Summary A bounded law of the iterated logarithm for martingales with values in a separable Hilbert space H is proved. It is then applied to prove invariance principles for U-statistics for independent identically distributed (-valued) random variables {X _j , j1} and a kernel h: ^m H, m2, which is degenerate for the common distribution function of X _j , j1. This extends to general m results of an earlier paper on this subject and even gives new results in the case H=.     

A phase transition for the coupled branching process

Summary We consider a particular Markov process _t ^u on ^S ,S= ⁿ . The random variable _t ^u (x) is interpreted as the number of particles atx at timet. The initial distribution of this process is a translation invariant measure withf(x)d<. The evolution is as follows: At rateb(x) a particle is born atx but moves instantaneously toy chosen with probabilityq(x, y). All particles at a site die at ratepd withp[0, 1],d, ⁺ and individual particles die independently from each other at rate (1–p)d. Every particle moves independently of everything else according to a continuous time random walk.We are mainly interested in the caseb=d andn3. The process exhibits a phase transition with respect to the parameterp: Forp<p ^* all weak limit points of ( _t ^µ ) ast still have particle density (x)d. Forp>p ^*, _t ^µ ) converges ast to the measure concentrated on the configuration identically 0. We calculatep ^* as well asp ⁽ⁿ⁾ , the points with the property that the extremal invariant measures have forp>p ⁽ⁿ⁾ infiniten-th moment of (x) and forp<p ⁽ⁿ⁾ finiten-th moment. We show the case 1>p ^*>p⁽²⁾>p⁽³⁾...p ⁽ⁿ⁾ >0, p⁽ⁿ⁾0 occurs for suitable values of the other parameters. Forp<p ⁽²⁾ we prove the system has a one parameter set of extremal invariant measures and we determine their domain of attraction. Part I contains statements of all results but only the proofs of the results about the process for values ofp withp<p ⁽²⁾ and the behaviour of then-th moments andp ⁽ⁿ⁾ .     

Points cônes du mouvement brownien plan,le cas critique

Summary LetB=(B _t,t0) be a planar Brownian motion and let >0. For anyt0, the pointz=B _t is called a one-sided cone point with angle if there exist >0 and a wedgeW(,z) with vertexz and angle such thatB _sW(,z) for everys[t, t+]. Burdzy and Shimura have shown independently that one-sided cone points with angle exist when >/2 but not when      

On the existence of wave operators for the Klein-Gordon equation

The problem of existence of wave operators for the Klein-Gordon equation ( _t ² –+²+iV_1t+V₂)u(x,t)=0 (x R ⁿ,t R, n3, >0) is studied where V₁ and V₂ are symmetric operators in L₂(R ⁿ) and it is shown that conditions similar to those of Veseli-Weidmann (Journal Functional Analysis 17, 61–77 (1974)) for a different class of operators are also sufficient for the Klein-Gordon equation.     

Extension of the Zorn lemma to general nontransitive binary relations

Let be an irreflexive (strict) binary relation on a nonempty setX. Denote the completion of by , i.e.,yx ifxy does not hold. An elementx ^* X is said to be a maximal element of onX ifx ^* x, xX. In this paper, an extension of the Zorn lemma to general nontrasitive binary relations (may lack antisymmetry) is established and is applied to prove existence of maximal elements for general nontrasitive (reflexive or irreflexive) binary relations on nonempty sets without assuming any topological conditions or linear structures. A necessary and sufficient condition has been also established to completely characterize the existence of maximal elements for general irreflexive nontrasitive binary relations. This is the first such result available in the literature to the best of our knowledge. Many recent known existence sults in the literature for vector optimization are shown to be special cases of our result.This work was supported in part by AFSOR Grant 91-0097.The author is grateful to the referees and Professor P. L. Yu for their comments and suggestions that led to this improved paper.     

Solutions of external boundary problems for small values of the spectral parameter

The present paper is concerned with some properties of the resolvent kernel of the perturbed operator (–)^m on Rⁿ, where 2m>n3, n is odd, for small values of the spectral parameter. Results are applied to asymptotics of solutions of corresponding parabolic problems as t.Dedicated to the memory of David Milman     

Zur Lototsky — Transformation über kompakten Räumen von Wahrscheinlichkeitsmassen

As is well known, the theory of the classical Bernstein polynomials is connected with the theory of probability on the one hand and with the theory of matrix transformations and summability on the other hand. It is the purpose of the present paper to define and to investigate the Lototsky method of summability on the space of Radon probability measures on a compact topological space T. By the aid of an extended version of the Bohman-Korovkin approximation theorem we shall prove a convergence theorem for the sequence (L_n,,P)_n1 of so-called Lototsky-Schnabl operators, having as its sequence of ray functions. By specializing in an appropriate manner the underlying space T as well as the matrix P of weights, we shall deduce from this general theorem a result concerning the approximation properties of the sequence (L_n,)_n1 of Lototsky-Bernstein operators acting on the space of real-valued functions which are continuous on a compact N-simplex.     

The Darling-Erdős theorem for sums of I.I.D. random variables

Summary We obtain a general Darling-Erds type theorem for the maximum of appropriately normalized sums of i.i.d. mean zero r.v.'s with finite variances. We infer that the Darling-Erds theorem holds in its classical formulation if and only ifE[X ² 1 {|X|t}]=o((loglogt)^-1) ast. Our method is based on an extension of the truncation techniques of Feller (1946) to non-symmetric r.v.'s. As a by-product we are able to reprove fundamental results of Feller (1946) dealing with lower and upper classes in the Hartman-Wintner LIL.     

Attracting properties for one dimensional flows of a general barotropic viscous fluid. Periodic flows

Summary We consider the motion of a barotropic compressible fluid in a one dimensional bounded region with impermeable boundary, see equation (1.1). Here, u(t, q) denotes the velocity and v(t, q) the specific volume. The quantity log v(t, q) measures the displacement of v(t, q) with respect to the equilibrium v 1. For the sake of brevity we denote here different norms by the simbol . We show that there is a positive constant r₀=r₀(), a small ball B₁ (r) (with radius R₁ (r), ), and a large ball B(r) (with radius R(r), ) such that the following holds, for each r [0, r₀ [(i) If f(t) < r for all t 0, and if (u(0), log v(0))R(r) (i.e. (u(0), log v(0)) B(r)) then, for sufficiently large values of t, (u(t), log v(t))R₁ (r); (ii) The solutions starting at time t=0 from the large ball B(r) have all the same asymptotic behaviour (see (1.11)); (iii) If f is T-periodic then there is a (unique) T-periodic solution (u(t), log v(t)) inside the small ball B₁ (r). This periodic solution atracts all solutions which intersect the large ball B(r). Periodic solutions had been previously studied only for very specific pressure laws, namely p(v)-log v and p(v)-v^–1.     

Monotonie bei den Quadraturverfahren von Gauß und Newton-Cotes

Summary LetQ _n be the quadrature rule of Gauss or Newton-Cotes withn abscissas. It is proven here, thatf ⁽²ⁿ⁾0 impliesQ _n ^G [f]Q _m ^G [f] (for allm>n) andQ _2n–1 ^NC [f]Q _2n ^NC [f]Q _2n+1 ^NC [f]. It follows that the sequenceQ _n[f] (n=1, 2, ...) is monotone, if all derivatives off are positive.