On the nuclearity of a dual space with the convergence in probability topology

Summary Let be a probability measure on a separable locally convex Fréchet space E and let s denote the topology on E of the convergence in . Then (E, s ) is nuclear iff ((E', s ))=1.     

Covering a convex body by smaller homothetic copies

Let a convex bodyAE ⁿ be covered bys smaller homothetic copies with coefficients ₁, ..., _s , respectively. It is conjectured that ₁ + ...+ _s n. This conjecture is confirmed in two cases:n is arbitrary ands=n+1;s is arbitrary andn=2.     

Riesz Exponential Families on Symmetric Cones

Let E be a simple Euclidean Jordan algebra of rank r and let be its symmetric cone. Given a Jordan frame on E, the generalized power _s (– ^–1) defined on – is the Laplace transform of some positive measure R _s on E if and only if s is in a given subset of R ^r . The aim of this paper is to study the natural exponential families (NEFs) F(R _s ) associated to the measures R _s . We give a condition on s so that R _s generates a NEF, we calculate the variance function of F(R _s ) and we show that a NEF F on E is invariant by the triangular group if and only if there exists s in such that either F=F(R _s ) or F is the image of F(R _s ) under the map x–x.     

A Criterion for Convergence of Weak Greedy Algorithms

We find a class V of sequences such that the condition V is necessary and sufficient for convergence of weak greedy algorithm with weakness sequence for each f and all Hilbert spaces H and dictionaries D. We denote by V the class of sequences x={x _{k k=1} , x _k 0, k=1,2,..., with the following property: there exists a sequence 0=q ₀<q ₁< such that _s=1 2 ^s /q _s )< and _s=1 2^–s _k=1 ^q s ^x _k ²<, where q _s :=q _s –q _s–1.     

Matrix Transformations Between Some Vector-Valued Sequence Spaces

In this paper, we give necessary and sufficient conditions for infinite matrices mapping from the Nakano vector-valued sequence space (X, p) into any BK-space, and by using this result, we obtain the matrix characterizations from (X, p) into the sequence spaces (Y), c₀(Y, q), c(Y), _s(Y), E_r(Y), and F_r(Y), where p = (p_k) and q = (q_k) are bounded sequences of positive real numbers such that p_k 1 for all k N, r 0, and s 1.AMS Subject Classification (2000): 46A45     

Parameter-dependent renewal theorems with applications

Let ₁, ₂, ... be a sequence of i.i.d. random variables with positive mean and finite variance and letr(b), b0, be real numbers tending to 0 asb . Definings _n=₁+...+_n andS _n=S_n(b)=s_n+r(b)n, the stopping time =(b)=inf {n>/1:S_n >b} whereb=b(b) , will be considered with special regard to the excess over the boundaryR _b=s+r(b)–b. It turns out that the limiting distribution ofR _b is the same as in the caser(b)0 for allb. Proving this, Blackwell's renewal theorem and its integral version have to be established first in the above stated situation. Finally, an expansion ofE to vanishing terms asb will be provided and applied to some examples arising in economics.

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Zusammenfassung Seien ₁, ₂, ... unabhängige identisch verteilte Zufallsgrößen mit positivem Erwartungswert und endlicher Varianz sowier(b), b0, reelle Zahlen mitr(b)0 für b. Sei ferners ₁, s₂, ... der zugehörige Summenprozeß,S _n= S_n(b)=s_n+r(b)n fürn1 und =(b)=inf {n1: S_n>b, wobeib=b(b) fürb . Es wird gezeigt, daß die asymptotische Verteilung des ExzessesR _b=s +r(b) –b mit der im Fallr(·)0 übereinstimmt. Dazu werden sowohl das Blackwellsche Erneuerungstheorem als auch seine Integralversion in der vorher beschriebenen parameterabhängigen Situation geeignet formuliert und bewiesen. Als Folgerung ergibt sich dann eine asymptotische Entwicklung vonE(b) fürb bis zu Termen o(1). Anh- and einiger Beispiele aus dem ökonomischen Bereich wird schließlich noch aufgezeigt, wo Approximationen fürE(b) von Interesse sein können.

     

Localization of the spectrum of certain non-self-adjoint operators

Let the self-adjoint operator A and the bounded operator B be specified in Hilbert space We let denote the spectral family of the operator A. If (E – E _N ) B ₂+E–_NB ² 0 npnN , then in the complex plane z=+ there will exist the curve ¦ ¦ =f (), limf () = 0 for ± such that the entire spectrum of the operator A+B lies within the region ¦ ¦ f(). In particular, the condition of the theorem will be satisfied when B is a completely continuous operator.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 415–420, April, 1968.The author expresses his appreciation to R. S. Ismagilov for his discussion of the results.     

Characterizations of the Poisson process as a renewal process via two conditional moments

Given two independent positive random variables, under some minor conditions, it is known that fromE(X^rX+Y)=a(X+Y)^r andE(X^sX+Y)=b(X+Y)^s, for certain pairs ofr ands, wherea andb are two constants, we can characterizeX andY to have gamma distributions. Inspired by this, in this article we will characterize the Poisson process among the class of renewal processes via two conditional moments. More precisely, let {A(t), t0} be a renewal process, with {S _k, k1} the sequence of arrival times, andF the common distribution function of the inter-arrival times. We prove that for some fixedn andk, kn, ifE(S _k ^r A(t)=n)=at^r andE(S _k ^s A(t)=n)=bt^s, for certain pairs ofr ands, wherea andb are independent oft, then {A(t), t0} has to be a Poisson process. We also give some corresponding results about characterizingFto be geometric whenF is discrete.Support for this research was provided in part by the National Science Council of the Republic of China, Grant No. NSC 81-0208-M110-06.     

Generalized Variation of Mappings with Applications to Composition Operators and Multifunctions

We study (set-valued) mappings of bounded -variation defined on the compact interval I and taking values in metric or normed linear spaces X. We prove a new structural theorem for these mappings and extend Medvedev's criterion from real valued functions onto mappings with values in a reflexive Banach space, which permits us to establish an explicit integral formula for the -variation of a metric space valued mapping. We show that the linear span GV (I;X) of the set of all mappings of bounded -variation is automatically a Banach algebra provided X is a Banach algebra. If h:I× X Y is a given mapping and the composition operator is defined by (f)(t)=h(t,f(t)), where tI and f:I X, we show that :GV (I;X) GV (I;Y) is Lipschitzian if and only if h(t,x)=h₀(t)+h₁(t)x, tI, xX. This result is further extended to multivalued composition operators with values compact convex sets. We prove that any (not necessarily convex valued) multifunction of bounded -variation with respect to the Hausdorff metric, whose graph is compact, admits regular selections of bounded -variation.     

Large-Deviation Local Theorem for Additive Functionals of a Markov Gaussian Field. I

We prove a local limit theorem (LLT) on Cramer-type large deviations for sums S _V = _t V ( _t ), where _t , t Z , 1, is a Markov Gaussian random field, V Z , and is a bounded Borel function. We get an estimate from below for the variance of S _V and construct two classes of functions , for which the LLT of large deviations holds.     

Homothetic floating bodies

We show that a convex bodyK in ⁿ is homothetic to an ellipsoid if there is a sequence { _k }k converging to 0 so thatK is homothetic to its floating bodiesK _k.Supported by NSF grant DMS-9108003.     

On a fixed-point theorem on locally convex linear topological spaces

Iff is a self mapping on a closed convex subsetK of a separated quasicomplete locally convex linear topological spaceE such that (i)E is strictly convex, (ii)f (K) is contained in a compact subset ofK and (iii)f satisfies a contraction condition, then it is shown that for eachxK, the sequence of {U ⁿ (x)} _n =1 of iterates, whereU KK is defined byU (y)=f(y)+(1-) y, yK, converges to a fixed point off.     

The order of the differentials in the Atiyah-Hirzebruch spectral sequence

LetF _* be the homology theory corresponding to a spectrumF and consider the Atiyah-Hirzebruch spectral sequenceE _s,t ² H _s (X; _t F) F _s+t (X) for a bounded below spectrum (or CW-complex)X. This paper shows that the images of the differentials d _s,t ^r :E _s,t ^r E _s ^{–r,t+r–1r} in this spectral sequence are always torsion groupsof finite exponent and that this exponent isbounded in a very universal way: we prove the existence of integersR _r forr2 such thatR _r d _s,t ^r =0 for any spectrumF, for any bounded below spectrumX and for all integersr2,s andt. The interesting point is that these upper boundsR _r for the additive order of the differentials d _s,t ^r dependonly onr, and that the result holds without any hypothesis on the spectrumF. In certain special cases, this implies that the spectral sequence collapses and even that the extension problems given by itsE -term are trivial.     

A note on the illumination of convex bodies

LetKE ^d be a convex body and letl _r(K) denote the minimum number ofr-dimensional affine subspaces ofE ^d lying outsideK with which it is possible to illuminateK, where 0rd–1. We give a new proof of the theorem thatl _r(K)(d+1)/(r+1) with equality for smoothK.The work was supported by Hung. Nat. Found. for Sci . Research No. 326-0213 and 326-0113.     

The measure of a translated ball in uniformly convex spaces

Let (E, ¦·¦) be a uniformly convex Banach space with the modulus of uniform convexity of power type. Let be the convolution of the distribution of a random series inE with independent one-dimensional components and an arbitrary probability measure onE. Under some assumptions about the components and the smoothness of the norm we show that there exists a constant such that |{·<t}–{·+r<t}|r ^q , whereq depends on the properties of the norm. We specify it in the case ofL spaces, >1.     

Invariance of asymptotic stability of perturbed linear systems on Hilbert space

The questions of stabilizability of structurally perturbed or uncertain linear systems in Hilbert space of the form are considered. The operatorA is assumed to be the infinitesimal generator of aC ₀-semigroup of contractionsT(t),t0, in a Hilbert spaceX;B is a bounded linear operator from another Hilbert spaceU toX; and {P(r),r } is a family of bounded or unbounded perturbations ofA inX, where is an arbitrary set, not necessarily carrying any topology. Sufficient conditions are presented that guarantee controllability and stabilizability of the perturbed system, given that the unperturbed system has similar properties. In particular, it is shown that, for certain classes of perturbations, weak and strong stabilizability properties are preserved for the same state feedback operator.This work was supported in part by the Natural Science and Engineering Research Council of Canada under Grant No. A7109.     

Über Tuttes Cages

An undirected graph of valencyd and girth is called a (d, )-cage if its automorphism group acts transitively on the set of alls-paths in ands(+1)/2. We discuss an elementary construction of two known families of cages which allows us to prove easily some facts about their automorphism groups. We give, for example, a new proof of the fact that the automorphism group ofSp ₄(2 ⁿ ) contains elements which are not induced by Sp ₄(2 ⁿ ).     

Generalized sentinels defined via least squares

We address the problem of monitoring a linear functional (c, x)_Eof an unknown vectorx of a Hilbert spaceE, the available data being the observationz, in a Hilbert spaceF, of a vectorAx depending linearly onx through some known operatorA(E; F). WhenE=E ₁×E ₂,c=(c ₁ 0), andA is injective and defined through the solution of a partial differential equation, Lions ([6]–[8]) introduced sentinelssF such that (s, Ax)_Fis sensitive to x₁ E ₁ but insensitive to x₂ E₂. In this paper we prove the existence, in the general case, of (i) a generalized sentinel (s, ) ×E, where F withF dense in 80, such that for anya priori guess x₀ ofx, we have s, Ax + (, x₀)_E=(c, x)_E, where x is the least-squares estimate ofx closest tox ₀, and (ii) a family of regularized sentinels (s _n , _n ) F×E which converge to (s, ). Generalized sentinels unify the least-squares approach (by construction !) and the sentinel approach (whenA is injective), and provide a general framework for the construction of sentinels with special sensitivity in the sense of Lions [8]).     

Accurate estimates of deviations of spline approximations to classes of differentiable functions

We derive the approximation on [0, 1] of functionsf(x) by interpolating spline-functions s_r(f; x) of degree 2r+1 and defect r+1 (r=1, 2,...). Exact estimates for ¦f(x)–s_r(f; x) ¦ and f(x)–s_r(f; x)|_c on the class W^mH for m=1, r=1, 2, ..., and m=2, 3, r=1 for the case of convex (t),are derived.Translated from Matematicheskie Zametki, Vol. 9, No. 5, pp. 483–494, May, 1971.     

Pairs of non-intersecting random flats

Summary Let A _r,A _s,1r+sn-1, be independent isotropic uniform random r- resp. s-flats meeting a n-dimensional convex body K. It is shown that the probability that the points realizing the distance of A _rand A _sbelong to K is maximal if and only if K is a ball.