A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory

In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process Xn =-μ ∞∑j=-∞ψn-jεj, where {ε, εn; -∞＜ n ＜ ∞}is a sequence of independent, identically distributed random variables with zero mean, μ＞0 is a constant and the coefficients {ψi;-∞＜ i ＜∞} satisfy 0 ＜∞∑j=-∞|jψj| ＜∞. Under the conditions that the distribution function of |ε| has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{supn≥0(-nμ ∞∑j=-∞εjβnj) ＞ x}is discussed. Then the result is applied to ultimate ruin probability.     

Uniform persistence for Lotka–Volterra-type delay differential systems

Consider the uniform persistence (permanence) of models governed by the following Lotka–Volterra-type delay differential system:

where each r_i(t) is a nonnegative continuous function on [0,+∞), r_i(t)0, each a_i0 and τ_ij^k(t)t, 1i,jn, 0km.In this paper, we establish sufficient conditions of the uniform persistence and contractivity for solutions (and global asymptotic stability). In particular, we extend the results in Wang and Ma (J. Math. Anal. Appl. 158 (1991) 256) for a predator–prey system and Lu and Takeuchi (Nonlinear Anal. TMA 22 (1994) 847) for a competitive system in the case n=2, to the above system with n2.     

RELATIVE WIDTH OF SMOOTH CLASSES OF MULTIVARIATE PERIODIC FUNCTIONS WITH RESTRICTIONS ON ITERATED LAPLACE DERIVATIVES IN THE L2-METRIC

For two subsets W and V of a Banach space X, let Kn(W, V, X) denote the relative Kolmogorov n-width of W relative to V defined by Kn (W, V, X) := inf sup Ln f∈W g∈V∩Ln inf ‖f-g‖x,where the infimum is taken over all n-dimensional linear subspaces Ln of X. Let W2(△r) denote the class of 2w-periodic functions f with d-variables satisfying ∫[-π,π]d |△rf(x)|2dx ≤ 1,while △r is the r-iterate of Laplace operator △. This article discusses the relative Kolmogorov n-width of W2(△r) relative to W2(△r) in Lq([-r, πr]d) (1 ≤ q ≤∞), and obtain its weak asymptotic result.     

Anti-periodic solutions for a class of nonlinear th-order differential equations with delays

In this paper, we use the Leray–Schauder degree theory to establish new results on the existence and uniqueness of anti-periodic solutions for a class of nonlinear nth-order differential equations with delays of the form

x⁽ⁿ⁾(t)+f(t,x⁽ⁿ⁻¹⁾(t))+g(t,x(t−τ(t)))=e(t).

     

Existence of multiple positive solutions for nonlinear m-point boundary-value problems

In this paper, we afford some sufficient conditions to guarantee the existence of multiple positive solutions for the nonlinear m-point boundary-value problem for the one-dimensional p-Laplacian

(φ_p(u^′))^′+f(t,u)=0, t(0,1),

     

Lower bounds for the merit factors of trigonometric polynomials from Littlewood classes

With the notation ,

we prove the following result.Theorem 1. Assume that p is a trigonometric polynomial of degree at most n with real coefficients that satisfies

||p||_L2(K)An^1/2 and ||p′||_L2(K)Bn^3/2.

Then

M₄(p)−M₂(p)M₂(p)

with

We also prove that

and

M₂(p)−M₁(p)10⁻³¹M₂(p)

for every , where denotes the collection of all trigonometric polynomials of the form

     

On existence of singular solutions

In the paper sufficient conditions are given under which the differential equation y⁽ⁿ⁾=f(t,y,…,y⁽ⁿ⁻²⁾)g(y⁽ⁿ⁻¹⁾) has a singular solution y :[T,τ)→R, τ<∞ fulfilling

     

Blow-up analysis for a system of heat equations with nonlinear flux which obey different laws

We consider a system of heat equations u_t=Δu and v_t=Δv in Ω×(0,T) completely coupled by nonlinear boundary conditions

We prove that the solutions always blow up in finite time for non-zero and non-negative initial values. Also, the blow-up only occurs on ∂Ω with

for p,q>0, 0≤α<1 and 0≤β<p.     

Local convergence of some iterative methods for generalized equations

We study generalized equations of the following form:

(render)

0f(x)+g(x)+F(x),

where f is Fréchet differentiable in a neighborhood of a solution x^* of (*) and g is Fréchet differentiable at x^* and where F is a set-valued map acting in Banach spaces. We prove the existence of a sequence (x_k) satisfying

which is super-linearly convergent to a solution of (*). We also present other versions of this iterative procedure that have superlinear and quadratic convergence, respectively.     

Entropy numbers of Sobolev embeddings of radial Besov spaces

Let be the radial subspace of the Besov space . We prove the independence of the asymptotic behavior of the entropy numbers

from the difference s₀−s₁ as long as the embedding itself is compact. In fact, we shall show that

This is in a certain contrast to earlier results on entropy numbers in the context of Besov spaces B_p,q^s(Ω) on bounded domains Ω.     

Hardy–Sobolev critical elliptic equations with boundary singularities

Unlike the non-singular case s=0, or the case when 0 belongs to the interior of a domain Ω in (n3), we show that the value and the attainability of the best Hardy–Sobolev constant on a smooth domain Ω,

when 0<s<2, , and when 0 is on the boundary ∂Ω are closely related to the properties of the curvature of ∂Ω at 0. These conditions on the curvature are also relevant to the study of elliptic partial differential equations with singular potentials of the form:

where f is a lower order perturbative term at infinity and f(x,0)=0. We show that the positivity of the sectional curvature at 0 is relevant when dealing with Dirichlet boundary conditions, while the Neumann problems seem to require the positivity of the mean curvature at 0.     

Quadrature formulae connected to σ-orthogonal polynomials

Let dλ(t) be a given nonnegative measure on the real line , with compact or infinite support, for which all moments exist and are finite, and μ₀>0. Quadrature formulas of Chakalov–Popoviciu type with multiple nodes

where σ=σ_n=(s₁,s₂,…,s_n) is a given sequence of nonnegative integers, are considered. A such quadrature formula has maximum degree of exactness d_max=2∑_ν=1ⁿs_ν+2n−1 if and only if

The proof of the uniqueness of the extremal nodes τ₁,τ₂,…,τ_n was given first by Ghizzetti and Ossicini (Rend. Mat. 6(8) (1975) 1–15). Here, an alternative simple proof of the existence and the uniqueness of such quadrature formulas is presented. In a study of the error term R(f), an influence function is introduced, its relevant properties are investigated, and in certain classes of functions the error estimate is given. A numerically stable iterative procedure, with quadratic convergence, for determining the nodes τ_ν, ν=1,2,…,n, which are the zeros of the corresponding σ-orthogonal polynomial, is presented. Finally, in order to show a numerical efficiency of the proposed procedure, a few numerical examples are included.     

RELATIONS BETWEEN PACKING PREMEASURE AND MEASURE ON METRIC SPACE

Let X be a metric space andμa finite Borel measure on X. Let pμq,t and pμq,t be the packing premeasure and the packing measure on X, respectively, defined by the gauge (μB(x,r))q(2r)t, where q, t∈R. For any compact set E of finite packing premeasure the authors prove: (1) if q≤0 then pμq,t(E)=pμq,t(E);(2)if q>0 andμis doubling on E then pμq,t(E) and pμq,t(E) are both zero or neither.     

Permanence and global stability in a Lotka-Volterra predator-prey system with delays

Consider the permanence and global asymptotic stability of models governed by the following Lotka-Volterra-type system:

, with initial conditions

x_i(t) = φ_i(t) ≥ o, t ≤ t₀, and φ_i(t₀) > 0. 1 ≤ i ≤n

. We define x₀(t) = x_n+1(t)≡0 and suppose that φ_i(t), 1 ≤ i ≤ n, are bounded continuous functions on [t₀, + ∞) and γ_i, α_i, c_i > 0,γ_i,j ≥ 0, for all relevant i,j.Extending a technique of Saito, Hara and Ma[1] for n = 2 to the above system for n ≥ 2, we offer sufficient conditions for permanence and global asymptotic stability of the solutions which improve the well-known result of Gopalsamy.     

Estimates for n-widths of the Hardy-type operators (Addendum to “Improved estimates for the approximation numbers of the Hardy-type operators”)

Consider the Hardy-type operator T : L^p(a,b)→L^p(a,b),-∞a<b∞, which is defined by

It is shown that

where ρ_n(T) stands for any of the following: the Kolmogorov n-width, the Gel’fand n-width, the Bernstein n-width or the nth approximation number of T.     

Dissecting the Stanley partition function

Let p(n) denote the number of unrestricted partitions of n. For i=0, 2, let p_i(n) denote the number of partitions π of n such that . Here denotes the number of odd parts of the partition π and π^′ is the conjugate of π. Stanley [Amer. Math. Monthly 109 (2002) 760; Adv. Appl. Math., to appear] derived an infinite product representation for the generating function of p₀(n)-p₂(n). Recently, Swisher [The Andrews–Stanley partition function and p(n), preprint, submitted for publication] employed the circle method to show that

(i)

and that for sufficiently large n

(ii)

In this paper we study the even/odd dissection of the Stanley product, and show how to use it to prove (i) and (ii) with no restriction on n. Moreover, we establish the following new result:

Two proofs of this surprising inequality are given. The first one uses the Göllnitz–Gordon partition theorem. The second one is an immediate corollary of a new partition inequality, which we prove in a combinatorial manner. Our methods are elementary. We use only Jacobi's triple product identity and some naive upper bound estimates.     

BV solutions to a degenerate parabolic equation for image denoising

In this article, the authors consider equation ut = div(ψ(Гu)A(|Du|2)Du) -(u- I), where ψ is strictly positive and Г is a known vector-valued mapping, A: R → R is decreasing and A(s) ～ 1/√a as s → ∞. This kind of equation arises naturally from image denoising. For an initial datum I ∈ BVloc ∩ L∞, the existence of BV solutions to the initial value problem of the equation is obtained.     

Marcinkiewicz–Zygmund strong laws for -statistics of weakly dependent observations

We prove the Marcinkiewicz–Zygmund Strong Law of Large Numbers for U-statistics of strictly stationary, absolutely regular observations (ξ_i)_i≥1. Under suitable moment conditions and conditions on the mixing rate, we show that

for some γ≥0, in the non-degenerate case, and

in the degenerate case.     

Remark on a double-inequality for the Riemann zeta function

Let ζ be the Riemann zeta function and δ(x)=1/(2^x-1). For all x>0 we have

(1-δ(x))ζ(x)+αδ(x)<ζ(x+1)<(1-δ(x))ζ(x)+βδ(x),