First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

Oscillation theorems for second-order half-linear differential equations

Oscillation criteria for the second-order half-linear differential equation

[r(t)|ξ′(t)|⁻¹ ξ′(t)]′ + p(t)|ξ(t)|⁻¹ξ(t)=0, t t₀

are established, where > 0 is a constant and exists for t [t₀, ∞). We apply these results to the following equation:

where , D = (D₁,…, D_N), Ω_a = x ^N : |x| ≥ a} is an exterior domain, and c C([a, ∞), ), n > 1 and N ≥ 2 are integers. Here, a > 0 is a given constant.     

An extension theorem for t-designs

In 1994, van Trung (Discrete Math. 128 (1994) 337–348) [9] proved that if, for some positive integers d and h, there exists an S_λ(t,k,v) such that

then there exists an S_λ(v−t+1)(t,k,v+1) having v+1 pairwise disjoint subdesigns S_λ(t,k,v). Moreover, if B_i and B_j are any two blocks belonging to two distinct such subdesigns, then d|B_i∩B_j|<k−h. In 1999, Baudelet and Sebille (J. Combin. Des. 7 (1999) 107–112) proved that if, for some positive integers, there exists an S_λ(t,k,v) such that

where m=min{s,v−k} and n=min{i,t}, then there exists an

having pairwise disjoint subdesigns S_λ(t,k,v). The purpose of this paper is to generalize these two constructions in order to produce a new recursive construction of t-designs and a new extension theorem of t-designs.     

Asymptotic behavior of a nonlinear delay difference equation

This paper considers a class of nonlinear difference equations

Δ₃y_n + ƒ(n, y_n, y_n−r) = 0, n N (n₀)

. A necessary and sufficient condition for the existence of a bounded nonoscillatory solution is given.     

A note on the stationarity of a threshold first-order bilinear process

In the present note we study the threshold first-order bilinear model

X(t)=aX(t−1)+(b₁1_{X(t−1)<c}+b₂1_{X(t−1)c})X(t−1)e(t−1)+e(t), tεN

where {e(t), tεN} is a sequence of i.i.d. absolutely continuous random variables, X(0) is a given random variable and a, b₁, b₂ and c are real numbers. Under suitable conditions on the coefficients and lower semicontinuity of the densities of the noise sequence, we provide sufficient conditions for the existence of a stationary solution process to the present model and of its finite moments of order p.     

A two-sided estimate in the Hsu-Robbins-Erdös law of large numbers

Let X₁, X₂, … be independent identically distributed random variables. Then, Hsu and Robbins (1947) together with Erdös (1949, 1950) have proved that

,

if and only if E[X²₁] < ∞ and E[X₁] = 0. We prove that there are absolute constants C₁, C₂ (0, ∞) such that if X₁, X₂, … are independent identically distributed mean zero random variables, then

c₁λ⁻² E[X₁²·1_{|X1|λ}]S(λ)C₂λ⁻² E[X₁²·1_{|X1|λ}]

,

for every λ > 0.     

A theorem on independence

Suppose we are given a family of sets , where S(j) = ∩^k_i=1 H_i(j), and suppose each collection of sets H_i(j₁),…,H_i(j_k+1) has a lower bound under the partial ordering defined by inclusion, then the maximal size of an independent subcollection of is k. For example, for a fixed collection of half-spaces H₁,…,H_k in , we define to be the collection of all sets of the form

where χ_i, I=1,…, k are points in . Then the maximal size of an independent collection of such sets us k. This leads to a proof of the bound of 2d due to Rényi et al. (1951) for the maximum size of an independent family of rectangles in with sides parallel to the coordinate axes, and to a bound of d+1 for the maximum size of an independent family of simplices in with sides parallel to given hyperplanes H₁,…,H_d+1.     

Some Ore-type Results for Matching and Perfect Matching in <Emphasis Type="Italic">k</Emphasis>-uniform Hypergraphs

Let S₁ and S₂ be two (k-1)-subsets in a k-uniform hypergraph H. We call S₁ and S₂ strongly or middle or weakly independent if H does not contain an edge e ∈ E(H) such that S₁ ∩ e ≠∅ and S₂ ∩ e ≠∅ or e ⊆ S₁ ∪ S₂ or e ⊇ S₁ ∪ S₂, respectively. In this paper, we obtain the following results concerning these three independence. (1) For any n ≥ 2k²-k and k ≥ 3, there exists an n-vertex k-uniform hypergraph, which has degree sum of any two strongly independent (k-1)-sets equal to 2n-4(k-1), contains no perfect matching; (2) Let d ≥ 1 be an integer and H be a k-uniform hypergraph of order n ≥ kd+(k-2)k. If the degree sum of any two middle independent (k-1)-subsets is larger than 2(d-1), then H contains a d-matching; (3) For all k ≥ 3 and sufficiently large n divisible by k, we completely determine the minimum degree sum of two weakly independent (k-1)-subsets that ensures a perfect matching in a k-uniform hypergraph H of order n.     

The game of n-times nim

The following game is considered. The first player can take any number of stones, but not all the stones, from a single pile of stones. After that, each player can take at most n-times as many as the previous one. The player first unable to move loses and his opponent wins. Let f₁,f₂,… be an initial sequence of stones in increasing order, such that the second player has a winning strategy when play begins from a pile of size f_i. It is proved that there exist constants c=c(n) and k₀=k₀(n) such that f_k+1=f_k+f_k−c for all k>k₀, and lim_n→∞ c(n)/(nlogn)=1.     

The connectivity of a graph on uniform points on [0,1]

A random graph G_n(x) is constructed on independent random points U₁,…,U_n distributed uniformly on [0,1]^d, d1, in which two distinct such points are joined by an edge if the l_∞-distance between them is at most some prescribed value 0<x<1. The connectivity distance c_n, the smallest x for which G_n(x) is connected, is shown to satisfy

(1)

For d2, the random graph G_n(x) behaves like a d-dimensional version of the random graphs of Erdös and Rényi, despite the fact that its edges are not independent: c_n/d_n→1, a.s., as n→∞, where d_n is the largest nearest-neighbor link, the smallest x for which G_n(x) has no isolated vertices.     

A formula for the number of Latin squares

We establish an explicit formula for the number of Latin squares of order n:

, where B_n is the set of n×n(0,1) matrices, σ₀(A is the number of zero elements of the matrix A and per A is the permanent of the matrix A.     

On the Glivenko–Cantelli theorem for generalized empirical processes based on strong mixing sequences

Given \s{X_i, i 1\s} as non-stationary strong mixing (n.s.s.m.) sequence of random variables (r.v.'s) let, for 1 i n and some γ ε [0, 1],

F₁(x)=γP(X_i<x)+(1-γ)P(X_ix)

and

I_i(x)=γI(X_i<x)+(1-γ)I(X_ix)

. For any real sequence \s{C_i\s} satisfying certain conditions, let

.

In this paper an exponential type of bound for P(D_n ), for any >0, and a rate for the almost sure convergence of D_n are obtained under strong mixing. These results generalize those of Singh (1975) for the independent and non-identically distributed sequence of r.v.'s to the case of strong mixing.     

Full quadrature sums for pth powers of polynomials with Freud weights

In this paper, we provide a solution of the quadrature sum problem of R. Askey for a class of Freud weights. Let r> 0, b (− ∞, 2]. We establish a full quadrature sum estimate

1 p < ∞, for every polynomial P of degree at most n + rn^1/3, where W² is a Freud weight such as exp(−¦x¦), > 1, λ_jn are the Christoffel numbers, x_jn are the zeros of the orthonormal polynomials for the weight W², and C is independent of n and P. We also prove a generalisation, and that such an estimate is not possible for polynomials P of degree M = m(n) if m(n) = n + ξ_nn^1/3, where ξ_n → ∞ as n → ∞. Previous estimates could sum only over those x_jn with ¦x_jn¦ σx_1n, some fixed 0 < σ < 1.     

Weak convergence to the multiple Stratonovich integral

We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processes

in the space , where fL²([0,T]ⁿ) is a given function, and {η(t)}_>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t₁,…,t_n)=1_{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t₁,…,t_n)=f₁(t₁)f_n(t_n)1_{t1<t2<<tn}, with f_iL²([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f.     

Cycle-saturated graphs of minimum size

A graph G is called C_k-saturated if G contains no cycles of length k but does contain such a cycle after the addition of any new edge. Bounds are obtained for the minimum number of edges in C_k-saturated graphs for all k ≠ 8 or 10 and n sufficiently large. In general, it is shown that the minimum is between n + c₁n/k and n + c₂n/k for some positive constants c₁ and C₂. Our results provide an asymptotic solution to a 15-year-old problem of Bollobás.     

Jacobi-Sobolev-type orthogonal polynomials: Second-order differential equation and zeros

We obtain an explicit expression for the Sobolev-type orthogonal polynomials {Q_n} associated with the inner product

, where p(x) = (1 − x)(1 + x)^β is the Jacobi weight function, ,β> − 1, A₁,B₁,A₂,B₂0 and p, q P, the linear space of polynomials with real coefficients. The hypergeometric representation (₆F₅) and the second-order linear differential equation that such polynomials satisfy are also obtained. The asymptotic behaviour of such polynomials in [−1, 1] is studied. Furthermore, we obtain some estimates for the largest zero of Q_n(x). Such a zero is located outside the interval [−1, 1]. We deduce his dependence of the masses. Finally, the WKB analysis for the distribution of zeros is presented.     

Two theorems on Euclidean distance matrices and Gale transform

We present a characterization of those Euclidean distance matrices (EDMs) D which can be expressed as D=λ(E−C) for some nonnegative scalar λ and some correlation matrix C, where E is the matrix of all ones. This shows that the cones

where is the elliptope (set of correlation matrices) and is the (closed convex) cone of EDMs.

The characterization is given using the Gale transform of the points generating D. We also show that given points , for any scalars λ₁,λ₂,…,λ_n such that

∑_j=1ⁿλ_jp^j=0, ∑_j=1ⁿλ_j=0,

we have

∑_j=1ⁿλ_jpⁱ−p^j2= forall i=1,…,n,

for some scalar independent of i.     

Gowers norms and pseudorandom measures of subsets

Let $A \subset {{\Bbb Z}_N}$, and ${f_A}(s) = \left\{ {\begin{array}{*{20}{l}}{1 - \frac{{|A|}}{N},}&{{\rm{for}}\;s \in A,}\\{ - \frac{{|A|}}{N},}&{{\rm{for}}\;s \notin A.}\end{array}} \right.$ We define the pseudorandom measure of order k of the subset A as follows, P_k(A, N) = $\begin{array}{*{20}{c}}{\max }\\D\end{array}$|$\mathop \Sigma \limits_{n \in {\mathbb{Z}_N}}$f_A(n + c₁)f_A(n + c₂) … f_A(n + c_k)|, where the maximum is taken over all D = (c₁, c₂, . . . , c_k) ∈ ${\mathbb{Z}^k}$ with 0 ≤ c₁ < c₂ < … < c_k ≤ N - 1. The subset A ⊂ ${{\mathbb{Z}_N}}$ is considered as a pseudorandom subset of degree k if P_k(A, N) is “small” in terms of N. We establish a link between the Gowers norm and our pseudorandom measure, and show that “good” pseudorandom subsets must have “small” Gowers norm. We give an example to suggest that subsets with “small” Gowers norm may have large pseudorandom measure. Finally, we prove that the pseudorandom subset of degree L(k) contains an arithmetic progression of length k, where L(k) = 2·lcm(2, 4, . . . , 2|$\frac{k}{2}$|), for k ≥ 4, and lcm(a₁, a₂, . . . , a_l) denotes the least common multiple of a₁, a₂, . . . , a_l.     

Aspects of semiorders within interval orders

Let s_k(n) be the largest integer such that every n-point interval order with no antichain of more than k points includes an s_k(n)-point semiorder. When k = 1, s₁(n) = n since all interval orders with no two-point antichains are chains. Given (c₁,...,c₅) = (1, 2, 3, 4), it is shown that s₂(n) = c_n for n 4, s₃(n) = c_n for n 5, and for all positive n, s₂ (n+4) =s₂(n)+3, s₃(n+5) = s₃(n)+3. Hence s₂ has a repeating pattern of length 4 [1, 2, 3, 3; 4, 5, 6, 6; 7, 8, 9, 9;...], and s₃ has a repeating pattern of length 5 [1, 2, 3, 3, 4; 4, 5, 6, 6, 7; 7, 8, 9, 9, 10;...].

Let s(n) be the largest integer such that every n-point interval order includes an s(n)-point semiorder. It was proved previously that for even n from 4 to 14, and that s(17) = 9. We prove here that s(15) = s(16) = 9, so that s begins 1, 2, 3, 3, 4, 4,..., 8, 8, 9, 9, 9. Since s(n)/n→0, s cannot have a repeating pattern.