Convergence in measure with respect to a matrix-valued measure and some matrix completion problems

For a matrix-valued measure M we introduce a notion of convergence in measure M, which generalizes the notion of convergence in measure with respect to a scalar measure and takes into account the matrix structure of M. Let S be a subset of the set of matrices of given size. It is easy to see that the set of S-valued measurable functions is closed under convergence in measure with respect to a matrix-valued measure if and only if S is a ρ-closed set, i.e. if and only if SP is closed for any orthoprojector P. We discuss the behaviour of ρ-closed sets under operations of linear algebra and the ρ-closedness of particular classes of matrices.     

On the integral with respect to the tensor product of two random measures

A Fubini-type formula for the integral with respect to the tensor product of two random measures is established in an intrinsic way. This permits one to consider a convolution product. The results are applied to a stationary continuous random function (which may be multiplicatively written with two stationary components) and to principal component analysis in the frequency domain.     

Brush spaces and the fixed point property

We introduce the notions of a brush space and a weak brush space. Each of these spaces has a compact connected core with attached connected fibers and may be either compact or non-compact. Many spaces, both in the Hausdorff non-metrizable setting and in the metric setting, have realizations as (weak) brush spaces. We show that these spaces have the fixed point property if and only if subspaces with core and finitely many fibers have the fixed point property. This result generalizes the fixed point result for generalized Alexandroff/Urysohn Squares in Hagopian and Marsh (2010) [4]. We also look at some familiar examples, with and without the fixed point property, from Bing (1969) [1], Connell (1959) [3], Knill (1967) [7] and note the brush space structures related to these examples.     

On the number of lines in planar spaces

SupposeS is a planar space withv>4 points and letq be the positive real number such thatv=q ³+q²+q+1. Assuming a weak non-degeneracy condition, we shall show thatS has at least (q²+1)(q²+q+1) lines with equality iffq is a prime power andS=PG(3,q).     

An F. and M. Riesz theorem for planar vector fields

We prove that solutions of the homogeneous equation Lu=0, where L is a locally integrable vector field with smooth coefficients in two variables possess the F. and M. Riesz property. That is, if is an open subset of the plane with smooth boundary, satisfiesLu=0 on , has tempered growth at the boundary, and its weak boundary value is a measure , then is absolutely continuous with respect to Lebesgue measure on the noncharacteristic portion of . Received March 10, 2000 / Published online April 12, 2001     

On the spectra of a Cantor measure

We analyze all orthonormal bases of exponentials on the Cantor set defined by Jorgensen and Pedersen in J. Anal. Math. 75 (1998) 185-228. A complete characterization for all maximal sets of orthogonal exponentials is obtained by establishing a one-to-one correspondence with the spectral labelings of the infinite binary tree. With the help of this characterization we obtain a sufficient condition for a spectral labeling to generate a spectrum (an orthonormal basis). This result not only provides us an easy and efficient way to construct various of new spectra for the Cantor measure but also extends many previous results in the literature. In fact, most known examples of orthonormal bases of exponentials correspond to spectral labelings satisfying this sufficient condition. We also obtain two new conditions for a labeling tree to generate a spectrum when other digits (digits not necessarily in {0,1,2,3}) are used in the base 4 expansion of integers and when bad branches are allowed in the spectral labeling. These new conditions yield new examples of spectra and in particular lead to a surprizing example which shows that a maximal set of orthogonal exponentials is not necessarily an orthonormal basis.     

On submodular function minimization

Earlier work of Bixby, Cunningham, and Topkis is extended to give a combinatorial algorithm for the problem of minimizing a submodular function, for which the amount of work is bounded by a polynomial in the size of the underlying set and the largest function value (not its length). Research partially supported by a grant from the Natural Sciences and Engineering Research Council of Canada.     

Compound Poisson approximation for unbounded functions on a group,with application to large deviations

Summary A second order error bound is obtained for approximating h d by h d , where is a convolution of measures andQ a compound Poisson measure on a measurable abelian group, and the functionh is not necessarily bounded. This error bound is more refined than the usual total variation bound in the sense that it contains the functionh. The method used is inspired by Stein's method and hinges on bounding Radon-Nikodym derivatives related to . The approximation theorem is then applied to obtain a large deviation result on groups, which in turn is applied to multivariate Poisson approximation.Research of the second author was supported by Schweizerischer Nationalfonds     

Integration by Parts for Perron Type Integrals of Order 1 and 2 in Riesz Spaces

A Perron-type integral of order 1 and 2 for Riesz-space-valued functions is investigated. Some versions of integration by parts formula for this integral are proved for both orders. Supported by RFFI-0.5.01.00206.     

Exact Distribution of the Occurrence Number for K-tuples Over an Alphabet of Non-Equal Probability Letters

A nucleotide sequence can be considered as a realization of the non-equal-probability independently and identically distributed (niid) model. In this paper we derive the exact distribution of the occurrence number for each K-tuple with respect to the niid model by means of the Goulden-Jackson cluster method. An application of the probability function to get exact expectation curves [9] is presented, accompanied by comparison between the exact approach and the approximate solution.Received October 31, 2004     

The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix

Let W_n be n×n Hermitian whose entries on and above the diagonal are independent complex random variables satisfying the Lindeberg type condition. Let T_n be n×n nonnegative definitive and be independent of W_n. Assume that almost surely, as n→∞, the empirical distribution of the eigenvalues of T_n converges weakly to a non-random probability distribution.Let . Then with the aid of the Stieltjes transforms, we show that almost surely, as n→∞, the empirical distribution of the eigenvalues of A_n also converges weakly to a non-random probability distribution, a system of two equations determining the Stieltjes transform of the limiting distribution. Important analytic properties of this limiting spectral distribution are then derived by means of those equations. It is shown that the limiting spectral distribution is continuously differentiable everywhere on the real line except only at the origin and that a necessary and sufficient condition is available for determining its support. At the end, the density function of the limiting spectral distribution is calculated for two important cases of T_n, when T_n is a sample covariance matrix and when T_n is the inverse of a sample covariance matrix.     

Confined Banach spaces

We discuss smoothness of theWeyl functional calculus and use it to prove that every C*-algebra is a confined Banach space. Received: 17 August 2005     

Ideal convergent subseries in Banach spaces

Abstract

Assume that is an ideal on ?, and ∑_n x_n is a divergent series in a Banach space X. We study the Baire category, and the measure of the set A() := {t ∈ {0, 1}^?: ∑_n t(n)x_n is -convergent}. In the category case, we assume that has the Baire property and ∑_n x_n is not unconditionally convergent, and we deduce that A() is meager. We also study the smallness of A() in the measure case when the Haar probability measure λ on {0, 1}^? is considered. If is analytic or coanalytic, and ∑_n x_n is -divergent, then λ(A()) = 0 which extends the theorem of Dindo?, ?alát and Toma. Generalizing one of their examples, we show that, for every ideal on ?, with the property of long intervals, there is a divergent series of reals such that λ(A(Fin)) = 0 and λ(A()) = 1.     

Concentration of measure and isoperimetric inequalities in product spaces

The concentration of measure phenomenon in product spaces roughly states that, if a set A in a product Ω^N of probability spaces has measure at least one half, “most” of the points of Ωn are “close” to A. We proceed to a systematic exploration of this phenomenon. The meaning of the word “most” is made rigorous by isoperimetrictype inequalities that bound the measure of the exceptional sets. The meaning of the work “close” is defined in three main ways, each of them giving rise to related, but different inequalities. The inequalities are all proved through a common scheme of proof. Remarkably, this simple approach not only yields qualitatively optimal results, but, in many cases, captures near optimal numerical constants. A large number of applications are given, in particular to Percolation, Geometric Probability, Probability in Banach Spaces, to demonstrate in concrete situations the extremely wide range of application of the abstract tools. Dedicated to Vitali Milman     

Noncommutative Orlicz spaces associated to a state II

We introduce and study the noncommutative Orlicz spaces associated to a normal faithful state on a semifinite von Neumann algebra. We also prove some convergence theorems for the (unbounded) trace measurable operators.     

Pfaffian structures and critical problems in finite symplectic spaces

Just as matroids abstract the algebraic properties of determinants in a vector space, Pfaffian structures abstract the algebraic properties of Pfaffians or skew-symmetric determinants in a symplectic space (that is, a vector space with an alternating bilinear form). This is done using an exchange-augmentation axiom which is a combinatorial version of a Laplace expansion or straightening identity for Pfaffians. Using Pfaffian structures, we study a symplectic analogue of the classical critical problem: given a setS of non-zero vectors in a non-singular symplectic spaceV of dimension2m, find its symplectic critical exponent, that is, the minimum of the set {m?dim(U):U∩S=0}, whereU ranges over all the (totally) isotropic subspaces disjoint fromS. In particular, we derive a formula for the number of isotropic subspaces of a given dimension disjoint from the setS by Möbius inversion over the order ideal of isotropic flats in the lattice of flats of the matroid onS given by linear dependence. This formula implies that the symplectic critical exponent ofS depends only on its matroid and Pfaffian structure; however, it may depend on the dimension of the symplectic spaceV.     

On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices

Let X_n be n×N containing i.i.d. complex entries and unit variance (sum of variances of real and imaginary parts equals 1), σ>0 constant, and R_n an n×N random matrix independent of X_n. Assume, almost surely, as n→∞, the empirical distribution function (e.d.f.) of the eigenvalues of converges in distribution to a nonrandom probability distribution function (p.d.f.), and the ratio tends to a positive number. Then it is shown that, almost surely, the e.d.f. of the eigenvalues of converges in distribution. The limit is nonrandom and is characterized in terms of its Stieltjes transform, which satisfies a certain equation.     

On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

Let (X_m,n)_(m,n)∈Z² be a C^p-valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z². In the case of a “rational order”, we give the spectral distribution of the resulting evanescent component and prove that for two different rational orders, the resulting evanescent components are mutually orthogonal.     

On the convergence to the multiple Wiener-Itô integral

We study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Cameron-Martin space, that converges weakly to a standard Brownian motion in C₀([0,T]). Using these processes, we construct a family that converges weakly, in the sense of the finite dimensional distributions, to the multiple Wiener-Itô integral process of a function f∈L²(n[0,T]). We prove also the weak convergence in the space C₀([0,T]) to the second-order integral for two important families of processes that converge to a standard Brownian motion.