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     

An approximation property of lacunary sequences

Let f ₁ and f ₂ be two positive numbers of the field , and let f _n+2 = f _n+1 + f _n for each n ≥ 1. Let us denote by {x} the fractional part of a real number x. We prove that, for each ξ ∉ K, the inequality {ξf _n } > 2/3 holds for infinitely many positive integers n. On the other hand, we prove a result which implies that there is a transcendental number ξ such that {ξf _n } < 39/40 for each n ≥ 1. Moreover, it is shown that, for every a > 1, there is an interval of positive numbers that contains uncountably many numbers ξ such that {a ⁿ } 6 min 2/(a − 1), (34a ² − 32a + 7)/(9(2a − 1)²) for each n > 1. Here, the minimum is strictly smaller than 1 for each a > 1. In contrast, by an old result of Weyl, for any a > 1, the sequence {ξa ⁿ }, n = 1, 2, ..., is uniformly distributed in [0, 1] (and so everywhere dense in [0, 1]) for almost all real numbers ξ.     

Transient phenomena for random walks in the absence of the expected value of jumps

Let ξ, ξ₁, ξ₂, ... be independent identically distributed random variables, and S _n :=Σ _j=1 ⁿ ,ξ _j , $ \bar S $ \bar S := sup _n≥0 S _n . If Eξ = −a < 0 then we call transient those phenomena that happen to the distribution $ \bar S $ \bar S as a → 0 and $ \bar S $ \bar S tends to infinity in probability. We consider the case when Eξ fails to exist and study transient phenomena as a → 0 for the following two random walk models:

Positive linear operators generated by analytic functions

Let φ be a power series with positive Taylor coefficients {a _k } _k=0^∞ and non-zero radius of convergence r ≤ ∞. Let ξ _x , 0 ≤ x < r be a random variable whose values α _k , k = 0, 1, …, are independent of x and taken with probabilities a _k x ^k /φ(x), k = 0, 1, …. The positive linear operator (A _φ f)(x):= E[f(ξ _x )] is studied. It is proved that if E(ξ _x ) = x, E(ξ _x ²) = qx ² + bx + c, q, b, c ∈ R, q > 0, then A _φ reduces to the Szász-Mirakyan operator in the case q = 1, to the limit q-Bernstein operator in the case 0 < q < 1, and to a modification of the Lupaş operator in the case q > 1.     

Statistical Problems Related to Irrational Rotations

Let be random variables as functions of β in the probability space [0,1) with the Lebesgue measure, where is considered to be an unknown parameter which we want to estimate from the observation ξ :=ξ₁, ξ₂...ξ _m . Let an observation ξ be given, which is a finite Sturmian sequence. We determine the likelihood function P _α(ξ) as a function of parameter α, and obtain the maximum likelihood estimator as the relative frequency of 1s in a minimal cycle of ξ, where a factor η of ξ is called a minimal cycle if ξ is a factor of η^∞ and η has the minimum length among them. We also obtain a minimum sufficient statistics. The sample mean (ξ₁ + ξ₂ + ... + ξ _m )/m which is an unbiased estimator of α is not admissible if m=6 or m ≥ 8 since it is not based on the minimum sufficient statistics.     

Integer parts of powers of rational numbers

We prove that the sequence [ξ(5/4)ⁿ], n=1,2, . . . , where ξ is an arbitrary positive number, contains infinitely many composite numbers. A corresponding result for the sequences [(3/2)ⁿ] and [(4/3)ⁿ],n=1,2, . . . , was obtained by Forman and Shapiro in 1967. Furthermore, it is shown that there are infinitely many positive integers n such that ([ξ(5/4)ⁿ],6006)>1, where 6006=2·3·7·11·13. Similar results are obtained for shifted powers of some other rational numbers. In particular, the same is proved for the sets of integers nearest to ξ(5/3)ⁿ and to ξ(7/5)ⁿ, n∈ℕ. The corresponding sets of possible divisors are also described.     

Self-similar extremal processes

Given an extremal process X: [0,∞)→[0,∞)^d with lower curve C and associated point process N={(t_k, X_k):k≥0}, t_k distinct and X_k independent, given a sequence ζ _n =(τ _n , ξ _n ), n≥1, of time-space changes (max-automorphisms of [0,∞)^d+1), we study the limit behavior of the sequence of extremal processes Y_n(t)=ξ _n ^-1 ○ X ○ τ_n(t)=C_n(t) V max {ξ _n ^-1 ○ X_k: t_k ≤ τ_n(t){ ⇒ Y under a regularity condition on the norming sequence ζ_n and asymptotic negligibility of the max-increments of Y_n. The limit class consists of self-similar (with respect to a group η_α=(σ_α, L_α), α>0, of time-space changes) extremal processes. By self-similarity here we mean the property L_α ○ Y(t) ₌ ^d Y ○ α_α(t) for all α>0. The univariate marginals of Y are max-self-decomposable. If additionally the initial extremal process X is assumed to have homogeneous max-increments, then the limit process is max-stable with homogeneous max-increments. Supported by the Bulgarian Ministry of Education and Sciences (grant No. MM 234/1996). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

Transversal fluctuations for increasing subsequences on the plane

Consider a realization of a Poisson process in ℝ² with intensity 1 and take a maximal up/right path from the origin to (N, N) consisting of line segments between the points, where maximal means that it contains as many points as possible. The number of points in such a path has fluctuations of order N ^χ, where χ = 1/3, [BDJ]. Here we show that typical deviations of a maximal path from the diagonal x = y is of order N ^ξ with ξ = 2/3. This is consistent with the scaling identity χ = 2ξ− 1 which is believed to hold in many random growth models. Received: 16 April 1999 / Revised version: 5 July 1999 / Published online: 14 February 2000     

Tight Beltrami fields with symmetry

Let M be a compact orientable Seifered fibered 3-manifold without a boundary, and α an S ¹-invariant contact form on M. In a suitable adapted Riemannian metric to α, we provide a bound for the volume Vol(M) and the curvature, which implies the universal tightness of the contact structure ξ = ker α.      

Prime and composite numbers as integer parts of powers

We study prime and composite numbers in the sequence of integer parts of powers of a fixed real number. We first prove a result which implies that there is a transcendental number ξ>1 for which the numbers [ξ^{n !}], n =2,3, ..., are all prime. Then, following an idea of Huxley who did it for cubics, we construct Pisot numbers of arbitrary degree such that all integer parts of their powers are composite. Finally, we give an example of an explicit transcendental number ζ (obtained as the limit of a certain recurrent sequence) for which the sequence [ζⁿ], n =1,2,..., has infinitely many elements in an arbitrary integer arithmetical progression. This revised version was published online in June 2006 with corrections to the Cover Date.     

Temperature inversion symmetry in gauge-Higgs unification models

We study the temperature inversion symmetry R → 1/T for the finite-temperature effective potential of the N=1, d=5 supersymmetric SU(3) _c ×SU(3) _w model on the orbifold S ¹ /Z ₂ . For the value of the Wilson line parameter α = 1 (SU(2) _L breaks to U′(1)), we show that the effective potential contains a symmetric part and an antisymmetric part under ξ → 1/ξ, ξ = RT. For α = 0 (SU(2) _L is preserved in this case), we find that the only contribution to the effective potential that breaks the temperature inversion symmetry comes from the fermions in the fundamental representation of the gauge group with the Z ₂ parities (+, +) or (−,−). This is interesting because it implies that the bulk effective potential corresponding to models with fundamental fermions localized at a fixed point in the orbifold (and models with no bulk fundamental fermions) has the temperature inversion symmetry. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 159, No. 1, pp. 109–130, April, 2009.     

Nearly flat almost monotone measures are big pieces of lipschitz graphs

A concentrated (ξ, m) almost monotone measure inR ⁿ is a Radon measure Φ satisfying the two following conditions: (1) Θ ^m (Φ,x)≥1 for every x ∈spt (Φ) and (2) for everyx ∈R ⁿ the ratioexp [ξ(r)]r^−mΦ(B(x,r)) is increasing as a function of r>0. Here ξ is an increasing function such thatlim _r→0-ξ(r)=0. We prove that there is a relatively open dense setReg (Φ) ∋spt (Φ) such that at each x∈Reg(Φ) the support of Φ has the following regularity property: given ε>0 and λ>0 there is an m dimensional spaceW ⊂R ⁿ and a λ-Lipschitz function f from x+W into x+W^‖ so that (100-ε)% ofspt(Φ) ∩B (x, r) coincides with the graph of f, at some scale r>0 depending on x, ε, and λ.     

Notes on combinatorial set theory

We shall prove some unconnected theorems: (1) (G.C.H.) \omega _{\alpha + 1} \to \left( {\omega _\alpha + \xi } \right)_2^2 when ℵ_α is regular, │ξ│⁺<ωα. (2) There is a Jonsson algebra in ℵ_α+n, and \aleph _{a + n} \not \to \left[ {\aleph _{a + n} } \right]_{\aleph _{a + n} }^{n + 1} if 2^{\aleph _{ - - } } = \aleph _{a + n} \cdot (3) If λ>ℵ₀ is a strong limit cardinal, then among the graphs with ≦λ vertices each of valence <λ there is a universal one. (4)(G.C.H.) If f is a set mapping on \omega _{a + 1} (ℵ_α regular) │f(x)∩f(y│<ℵ_α, then there is a free subset of order-type ζ for every ζ<ω_α+1.     

Ordering Trees with Nearly Perfect Matchings by Algebraic Connectivity

Let T2k＋1 be the set of trees on 2k＋1 vertices with nearly perfect matchings and α（T） be the algebraic connectivity of a tree T. The authors determine the largest twelve values of the algebraic connectivity of the trees in T2k＋1. Specifically, 10 trees T2,T3,... ,T11 and two classes of trees T（1） and T（12） in T2k＋1 are introduced. It is shown in this paper that for each tree T^′1,T^″1∈T（1）and T^′12,T^″12∈T（12） and each i,j with 2≤i〈j≤11,α（T^′1）=α（T^″1）〉α（Tj）〉α（T^′12）=α（T^″12）.It is also shown that for each tree T with T∈T2k＋1／（T（1）∪{T2,T3,…,T11}∪T（12））,α（T^′12）〉α（T）.     

Precise asymptotic formulas for variational eigencurves of semilinear two-parameter elliptic eigenvalue problems

We consider the two-parameter nonlinear eigenvalue problem?−Δu = μu − λ(u + u ^p + f(u)), u > 0 in Ω, u = 0 on ∂Ω,?where p>1 is a constant and μ,λ>0 are parameters. We establish the asymptotic formulas for the variational eigencurves λ=λ(μ,α) as μ→∞, where α>0 is a normalizing parameter. We emphasize that the critical case from a viewpoint of the two-term asymptotics of the eigencurve is p=3. Moreover, it is shown that p=5/3 is also a critical exponent from a view point of the three-term asymptotics when Ω is a ball or an annulus. This sort of criticality for two-parameter problems seems to be new. Received: February 9, 2002; in final form: April 3, 2002?Published online: April 14, 2003     

On the Bethe-Sommerfeld conjecture for higher-order elliptic operators

 We consider the elliptic operator P(D)+V in ℝ ^d , d≥2 where P(D) is a constant coefficient elliptic pseudo-differential operator of order 2ℓ with a homogeneous convex symbol P(ξ), and V is a real periodic function in L ^∞(ℝ ^d ). We show that the number of gaps in the spectrum of P(D)+V is finite if 4ℓ>d+1. If in addition, V is smooth and the convex hypersurface {ξℝ ^d :P(ξ)=1} has positive Gaussian curvature everywhere, then the number of gaps in the spectrum of P(D)+V is finite, provided 8ℓ>d+3 and 9≥d≥2, or 4ℓ>d−3 and d≥10. Received: 10 October 2001 / Published online: 28 March 2003 Mathematics Subject Classification (1991): 35J10 Research supported in part by NSF Grant DMS-9732894.     

On the distribution of powers of a complex number

Let α be a complex number of modulus strictly greater than 1, and let ξ ≠ 0 and ν be two complex numbers. We investigate the distribution of the sequence ξ α ⁿ  + ν, n = 0, 1, 2, . . . , modulo ${\mathbb{Z}[i],}Let α be a complex number of modulus strictly greater than 1, and let ξ ≠ 0 and ν be two complex numbers. We investigate the distribution of the sequence ξ α ⁿ  + ν, n = 0, 1, 2, . . . , modulo \mathbbZ[i],{\mathbb{Z}[i],} where i=?{-1}{i=\sqrt{-1}} and \mathbbZ[i]=\mathbbZ+i\mathbbZ{\mathbb{Z}[i]=\mathbb{Z}+i\mathbb{Z}} is the ring of Gaussian integers. For any z ? \mathbbC,{z\in \mathbb{C},} one may naturally call the quantity z modulo \mathbbZ[i]{\mathbb{Z}[i]} the fractional part of z and write {z} for this, in general, complex number lying in the unit square S:={z ? \mathbbC:0 ￡ \mathfrakR(z),\mathfrakJ(z) < 1 }{S:=\{z\in\mathbb{C}:0\leq \mathfrak{R}(z),\mathfrak{J}(z) <1 \}}. We first show that if α is a complex non-real number which is algebraic over \mathbbQ{\mathbb{Q}} and satisfies |α| > 1 then there are two limit points of the sequence {ξ α ⁿ  +ν}, n = 0, 1, 2, . . . , which are ‘far’ from each other (in terms of α only), except when α is an algebraic integer whose conjugates over \mathbbQ(i){\mathbb{Q}(i)} all lie in the unit disc |z| ≤  1 and x ? \mathbbQ(a,i).{\xi\in\mathbb{Q}(\alpha,i).} Then we prove a result in the opposite direction which implies that, for any fixed a ? \mathbbC{\alpha\in\mathbb{C}} of modulus greater than 1 and any sequence z_n ? \mathbbC,n=0,1,2,...,{z_n\in\mathbb{C},n=0,1,2,\dots,} there exists x ? \mathbbC{\xi \in \mathbb{C}} such that the numbers ξ α ⁿ −z _n , n = 0, 1, 2, . . . , all lie ‘far’ from the lattice \mathbbZ[i]{\mathbb{Z}[i]}. In particular, they all can be covered by a union of small discs with centers at (1+i)/2+\mathbbZ[i]{(1+i)/2+\mathbb{Z}[i]} if |α| is large.     

Representation ofL p-norms and isometric embedding inL p-spaces

For fixed 1≦p<∞ theL _p-semi-norms onR ⁿ are identified with positive linear functionals on the closed linear subspace ofC(R ⁿ ) spanned by the functions |<ξ, ·>| ^p , ξ∈R ⁿ . For every positive linear functional σ, on that space, the function Φ_σ:R ⁿ →R given by Φ_σ is anL _p-semi-norm and the mapping σ→Φ_σ is 1-1 and onto. The closed linear span of |<ξ, ·>| ^p , ξ∈R ⁿ is the space of all even continuous functions that are homogeneous of degreep, ifp is not an even integer and is the space of all homogeneous polynomials of degreep whenp is an even integer. This representation is used to prove that there is no finite list of norm inequalities that characterizes linear isometric embeddability, in anyL _p unlessp=2. Supported by the National Science Foundation MCS-79-06634 at U.C. Berkeley.     

Bounds and monotonicity for the generalized Robin problem

We consider the principal eigenvalue λ ₁^Ω(α) corresponding to Δu = λ (α) u in W, \frac?u?v = au \Omega, \frac{\partial u}{\partial v} = \alpha u on ∂Ω, with α a fixed real, and W ì Rⁿ\Omega \subset {\mathcal{R}}^n a C ^0,1 bounded domain. If α > 0 and small, we derive bounds for λ ₁^Ω(α) in terms of a Stekloff-type eigenvalue; while for α > 0 large we study the behavior of its growth in terms of maximum curvature. We analyze how domain monotonicity of the principal eigenvalue depends on the geometry of the domain, and prove that domains which exhibit domain monotonicity for every α are calibrable. We conjecture that a domain has the domain monotonicity property for some α if and only if it is calibrable.     

Global behavior of the branch of positive solutions for nonlinear Sturm–Liouville problems

We consider the nonlinear Sturm–Liouville problem