Relationship between the Hadamard Theorem on Three Disks and Certain Problems of Polynomial Approximation of Analytic Functions

By using the classical Hadamard theorem, we obtain an exact (in a certain sense) inequality for the best polynomial approximations of an analytic function f(z) from the Hardy space H _p, p 1, in disks of radii , ₁, and ₂, 0 < ₁ < < ₂ < 1.     

The Hilbert–Poincaré Series for Some Algebras of Invariants of Cyclic Groups

Let be a linear representation of a finite group over a field of characteristic 0. Further, let R be the corresponding algebra of invariants, and let P (t) be its Hilbert–Poincaré series. Then the series P (t) represents a rational function (t)/(t). If R is a complete intersection, then (t) is a product of cyclotomic polynomials. Here we prove the inverse statement for the case where is an almost regular (in particular, regular) representation of a cyclic group. This yields an answer to a question of R. Stanley in this very special case. Bibliography: 3 titles.     

The k-record processes are i.i.d.

Let X ₁, X ₂, ... be i.i.d. positive random variables, and let _n be the initial rank of X _n (that is, the rank of X _n among X ₁, ..., X _n). Those observations whose initial rank is k are collected into a point process N ^k on ⁺, called the k-record process. The fact that {itN^k; k=1, 2, ... are independent and identically distributed point processes is the main result of the paper. The proof, based on martingales, is very rapid. We also show that given N ¹, ..., N ^k, the lifetimes in rank k of all observations of initial rank at most k are independent geometric random variables.These results are generalised to continuous time, where the analogue of the i.i.d. sequence is a time-space Poisson process. Initially, we think of this Poisson process as having values in ⁺, but subsequently we extend to Poisson processes with values in more general Polish spaces (for example, Brownian excursion space) where ranking is performed using real-valued attributes.     

The Descent Monomials and a Basis for the Diagonally Symmetric Polynomials

Let R(X) = Q[x ₁, x ₂, ..., x _n] be the ring of polynomials in the variables X = {x ₁, x ₂, ..., x _n} and R*(X) denote the quotient of R(X) by the ideal generated by the elementary symmetric functions. Given a S _n, we let g In the late 1970s I. Gessel conjectured that these monomials, called the descent monomials, are a basis for R*(X). Actually, this result was known to Steinberg [10]. A. Garsia showed how it could be derived from the theory of Stanley-Reisner Rings [3]. Now let R(X, Y) denote the ring of polynomials in the variables X = {x ₁, x ₂, ..., x _n} and Y = {y ₁, y ₂, ..., y _n}. The diagonal action of S _n on polynomial P(X, Y) is defined as Let R (X, Y) be the subring of R(X, Y) which is invariant under the diagonal action. Let R *(X, Y) denote the quotient of R (X, Y) by the ideal generated by the elementary symmetric functions in X and the elementary symmetric functions in Y. Recently, A. Garsia in [4] and V. Reiner in [8] showed that a collection of polynomials closely related to the descent monomials are a basis for R *(X, Y). In this paper, the author gives elementary proofs of both theorems by constructing algorithms that show how to expand elements of R*(X) and R *(X, Y) in terms of their respective bases.     

Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation

Sensitivity of a posterior quantity (f, P) to the choice of the sampling distribution f and prior P is considered. Sensitivity is measured by the range of (f, P) when f and P vary in nonparametric classes ^f and ^P respectively. Direct and iterative methods are described which obtain the range of (f, P) over f ^f when prior P is fixed, and also the overall range over f ^f and P ^P . When multiple i.i.d. observations X ₁,...,X _k are observed from f, the posterior quantity (f, P) is not a ratio-linear function of f. A method of steepest descent is proposed to obtain the range of (f, P). Several examples illustrate applications of these methods.     

Self-normalized central limit theorem for sums of weakly dependent random variables

Let {X _n,n1} be a strictly stationary sequence of weakly dependent random variables satisfyingEX _n=,EX _n ² <,Var S _n /n² and the central limit theorem. This paper presents two estimators of ². Their weak and strong consistence as well as their rate of convergence are obtained for -mixing, -mixing and associated sequences.Supported by a NSF grant and a Taft travel grant. Department of Mathematical Sciences, University of Cincinnati, Cincinnati, Ohio 45221-0025.Supported by a Taft Post-doctoral Fellowship at the University of Cincinnati and by the Fok Yingtung Education Foundation of China. Hangzhou University, Hangzhou, Zhejiang, P.R. China and Department of Mathematics, National University of Singapore, Singapore 0511.     

Critical points of essential norms of singular integral operators in weighted spaces

We show that for any simple piecewise Ljapunov contour there exists a power weight such that the essential norm |S | in the spaceL ₂(, ) does not depend on the angles of the contour and it is given by formula (2). All such weights are described. For the union =₁₂ of two simple piecewise Lyapunov curves we prove that the essential norm |S | inL ₂() is minimal if both ₁ and ₂ are smooth in some neighborhoods of the common points. It is the case when the norm |S | in the spaceL ₂() as well as inL ₂(, ) does not depend on the values of the angles and it can be calculated by formula (5).     

Global properties of solutions to 1D-viscous compressible barotropic fluid equations with density dependent viscosity

The Navier-Stokes equations for compressible barotropic fluid in 1D with the mass force under zero velocity boundary conditions are studied. We prove the uniform upper and lower bounds for the density as well as the uniform in time L ²()-estimates for _x and u _x (u is the velocity). Moreover, a collection of the decay rate estimates for - (with being the stationary density) and u in ²()-norm and H ¹()-norm as time t are established. The results are given for general state function p() (but mainly monotone) and viscosity coefficient µ() of arbitrarily fast (or slow) growth as well as for the large data.     

Spitzer's condition and ladder variables in random walks

Summary Spitzer's condition holds for a random walk if the probabilities _n =P{ _n > 0} converge in Cèsaro mean to , where 0<<1. We answer a question which was posed both by Spitzer [12] and by Emery [5] by showing that whenever this happens, it is actually true that n converges to . This also enables us to give an improved version of a result in Doney and Greenwood [4], and show that the random walk is in a domain of attraction, without centering, if and only if the first ladder epoch and height are in a bivariate domain of attraction.     

The broken sample problem

Suppose that (X_i,Y_i),i=1,2, ... ,n, are iid. random vectors with uniform marginals and a certain joint distribution F, where is a parameter with =_o corresponds to the independence case. However, the Xs and Ys are observed separately so that the pairing information is missing. Can be consistently estimated? This is an extension of a problem considered in (1980) which focused on the bivariate normal distribution with being the correlation. In this paper we show that consistent discrimination between two distinct parameter values ₁ and ₂ is impossible if the density f of F is square integrable and the second largest singular value of the linear operator is strictly less than 1 for =₁ and ₂. We also consider this result from the perspective of a bivariate empirical process which contains information equivalent to that of the broken sample.Dedicated to Professor Xiru Chen on His 70th BirthdayMathematics Subject Classification (2000): primary: 60F99, 62F12Research supported by NSFC Grant 201471000 and the NUS Grant R-155-000-040-112.Research supported by the Texas Advanced Research Program.     

Properties of solutions of linear functional-differential equations depending on a parameter

On the segment 0 t1 we study the equation A(d/dt, )x(t) + [F()x](t)=f(t), whereA (d/dt, ) x=x( ⁿ )+A ₁ x(^n–1 +...+ ⁿ A _n x, the matrices A₁,...,A_n are of size m × m, x is an unknown and f a given function with values in the m-dimensional space ^m , F() is a linear operator acting from a Hölder space to a Lebesgue space of vectorfunctions with values in ^m and depending on a complex parameter . We find the set of those at which a one-to-one correspondence is established between the solutions of the given equation and the solutions of the equation A(d/dt, )x(t)=0.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 9, pp. 1213–1231, September, 1991.     

Holomorphe Funktionen auf Gebieten über Banach-Räumen zu vorgegebenen Konvergenzradien

Given a function: ₊ on a domain spread over an infinite dimensional complex Banach space E with a Schauder basis such that -log is plurisubharmonic and d (d denotes the boundary distance on ) one can find a holomorphic function f: with _f, where _f is the radius of convergence of f. If, in addition, is locally Lipschitz continuous with constant 1, f can be chosen so that (3M)^–1 _f, where M is the basis constant of E. In the particular case of E= ₁ there are holomorphic functions f on with= _f.     

Identification of the Optimal Active Set in a Noninterior Continuation Method for LCP

This paper concerns about the possibility of identifying the active set in a noninterior continuation method for solving the standard linear complementarity problem based on the algorithm and theory presented by Burke and Xu (J. Optim. Theory Appl. 112 (2002) 53). It is shown that under the assumptions of P-matrix and nondegeneracy, the algorithm requires at most Olog(₀₀/)) iterations to find the optimal active set, where ₀ is the width of the neighborhood which depends on the initial point, ₀> 0 is the initial smoothing parameter, is a positive number which depends on the problem and the initial point, and is a small positive number which depends only on the problem.     

Extremes of a Gaussian Process and the Constant H α

Consider a triangular array of standard Gaussian random variables {_n,i, i 0, n 1} such that {_n,i, i 0} is a stationary normal sequence for each n 1. Let _n,k = corr(_n,i,_n,i+k). If (1-_n,k)log n _k (0,) as n for some k, then the locations where the extreme values occur cluster and the limiting distribution of the maxima is still the Gumbel distribution as in the stationary or i.i.d. case, but shifted by a parameter measuring the clustering. Triangular arrays of Gaussian sequences are used to approximate a continuous Gaussian process X(t), t 0. The cluster behavior of the random sequence refers to the behavior of the extremes values of the continuous process. The relation is analyzed. It reveals a new definition of the constants H used for the limiting distribution of maxima of continuous Gaussian processes and provides further understanding of the limit result for these extremes.     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Quasi-coherence of Hardy spaces in several complex variables

In this paper, we prove that the Hardy spaceH ^p (), 1p<, over a strictly pseudoconvex domain in ⁿ with smooth boundary is quasi-coherent. More precisely, we show that Toeplitz tuplesT with suitable symbols onH ^p () have property (). This proof is based on a well known exactness result for the tangential Cauchy-Riemann complex.     

Some observations on the distribution of values of continued fractions

Summary There have been many studies of the values taken on by continued fractionsK(a _n /1) when its elements are all in a prescribed setE. The set of all values taken on is the limit regionV(E). It has been conjectured that the values inV(E), are taken on with varying probabilities even when the elementsa _n are uniformly distributed overE. In this article, we present the first concrete evidence that this is indeed so. We consider two types of element regions: (A)E is an interval on the real axis. Our best results are for intervals [–(1–), (1–)], 0 <1/2. (B)E is a disk in the complex plane defined byE={z:|z|(1–)}., 0<1/2.     

The eigenvalues of the Sinyukov mapping for geodesically equivalent metrics are globally ordered

Suppose all geodesics of two Riemannian metrics g and defined on a (connected, geodesically complete) manifold M ⁿ coincide. At each point x M ⁿ , consider the common eigenvalues ₁, ₂, ... , _n of the two metrics (we assume that _{1 2 n}) and the numbers . We show that the numbers _i are ordered over the entire manifold: for any two points x and y in M the number _k(x) is not greater than _k+1(y). If _k(x)= _k+1(y), then there is a point z M _n such that _k(z)= _k+1(z). If the manifold is closed and all the common eigenvalues of the metrics are pairwise distinct at each point, then the manifold can be covered by the torus.Translated from Matematicheskie Zametki, vol. 77, no. 3, 2005, pp. 412–423.Original Russian Text Copyright © 2005 by V. S. Matveev.This revised version was published online in April 2005 with a corrected issue number.     

On the Heyde Theorem for Finite Abelian Groups

It is well-known Heyde's characterization theorem for the Gaussian distribution on the real line: if _j are independent random variables, _j , _j are nonzero constants such that _i ± _j ^–1 _j 0 for all i j and the conditional distribution of L ₂=_{1 1} + ··· + _{n n} given L ₁=_{1 1} + ··· + _{n n} is symmetric, then all random variables _j are Gaussian. We prove some analogs of this theorem, assuming that independent random variables take on values in a finite Abelian group X and the coefficients _j , _j are automorphisms of X.     

Further results on the covering radii of the Reed-Muller codes

LetR(r, m) by therth order Reed-Muller code of length2 ^m , and let (r, m) be its covering radius. We obtain the following new results on the covering radius ofR(r, m): 1. (r+1,m+2) 2(r, m)+2 if 0rm–2. This improves the successive use of the known inequalities (r+1,m+2)2(r+1,m+1) and (r+1,m+1) (r, m).2.(2, 7)44. Previously best known upper bound for (2, 7) was 46. 3. The covering radius ofR(1,m) inR(m–1,m) is the same as the covering radius ofR(1,m) inR(m–2,m) form4.