Weighted Inequalities for the Generalized Maximal Operator in Martingale Spaces

The generalized maximal operator M in martingale spaces is considered. For 1 < p ≤ q < ∞, the authors give a necessary and sufficient condition on the pair ([^(m)]\hat \mu , v) for M to be a bounded operator from martingale space L ^p (v) into L ^q ([^(m)]\hat \mu ) or weak-L ^q ([^(m)]\hat \mu ), where [^(m)]\hat \mu is a measure on Ω × ℕ and v a weight on Ω. Moreover, the similar inequalities for usual maximal operator are discussed.     

Local Whittle likelihood estimators and tests for non-Gaussian stationary processes

In this paper, we propose a local Whittle likelihood estimator for spectral densities of non-Gaussian processes and a local Whittle likelihood ratio test statistic for the problem of testing whether the spectral density of a non-Gaussian stationary process belongs to a parametric family or not. Introducing a local Whittle likelihood of a spectral density f _θ (λ) around λ, we propose a local estimator [^(q)] = [^(q)] (l){\hat{\theta } = \hat{\theta } (\lambda ) } of θ which maximizes the local Whittle likelihood around λ, and use f_{[^(q)] (l)} (l){f_{\hat{\theta } (\lambda )} (\lambda )} as an estimator of the true spectral density. For the testing problem, we use a local Whittle likelihood ratio test statistic based on the local Whittle likelihood estimator. The asymptotics of these statistics are elucidated. It is shown that their asymptotic distributions do not depend on non-Gaussianity of the processes. Because our models include nonlinear stationary time series models, we can apply the results to stationary GARCH processes. Advantage of the proposed estimator is demonstrated by a few simulated numerical examples.     

On the errors committed by sequences of estimator functionals

Consider a sequence of estimators [^(q)] _n\hat \theta _n which converges almost surely to θ ₀ as the sample size n tends to infinity. Under weak smoothness conditions, we identify the asymptotic limit of the last time [^(q)] _n\hat \theta _n is further than ɛ away from θ ₀ when ɛ → 0⁺. These limits lead to the construction of sequentially fixed width confidence regions for which we find analytic approximations. The smoothness conditions we impose is that [^(q)] _n\hat \theta _n is to be close to a Hadamard-differentiable functional of the empirical distribution, an assumption valid for a large class of widely used statistical estimators. Similar results were derived in Hjort and Fenstad (1992) for the case of Euclidean parameter spaces; part of the present contribution is to lift these results to situations involving parameter functionals. The apparatus we develop is also used to derive appropriate limit distributions of other quantities related to the far tail of an almost surely convergent sequence of estimators, like the number of times the estimator is more than ɛ away from its target. We illustrate our results by giving a new sequential simultaneous confidence set for the cumulative hazard function based on the Nelson-Aalen estimator and investigate a problem in stochastic programming related to computational complexity.     

On counting twists of a character appearing in its associated Weil representation

Consider an irreducible, admissible representation π of GL(2,F) whose restriction to GL(2,F)⁺ breaks up as a sum of two irreducible representations π ₊ + π −. If π = r _θ , the Weil representation of GL(2,F) attached to a character θ of K ^* does not factor through the norm map from K to F, then c ? [^(K^*)]\chi\in \widehat{K^*} with (c. q^-1)| _{F ^*} =w _K/F(\chi . \theta ^{-1})\vert _{ F^{ * }}=\omega _{ {K/F}} occurs in r _{θ  +} if and only if e(qc^-1,y₀)=e([`(q)]c^-1,y₀)=1\epsilon(\theta\chi^{-1},\psi_0)=\epsilon(\overline \theta\chi^{-1},\psi_0)=1 and in r _θ− if and only if both the epsilon factors are − 1. But given a conductor n, can we say precisely how many such χ will appear in π? We calculate the number of such characters at each given conductor n in this work.     

Boundedness of maximal,potential type,and singular integral operators in the generalized variable exponent Morrey type spaces

We consider generalized Morrey type spaces M^{p( ·),q( ·),w( ·)}( W) {\mathcal{M}^{p\left( \cdot \right),\theta \left( \cdot \right),\omega \left( \cdot \right)}}\left( \Omega \right) with variable exponents p(x), θ(r) and a general function ω(x, r) defining a Morrey type norm. In the case of bounded sets W ì \mathbbRⁿ \Omega \subset {\mathbb{R}^n} , we prove the boundedness of the Hardy–Littlewood maximal operator and Calderón–Zygmund singular integral operators with standard kernel. We prove a Sobolev–Adams type embedding theorem M^{p( ·),q₁( ·),w₁( ·)}( W) ? M^{q( ·),q₂( ·),w₂( ·)}( W) {\mathcal{M}^{p\left( \cdot \right),{\theta_1}\left( \cdot \right),{\omega_1}\left( \cdot \right)}}\left( \Omega \right) \to {\mathcal{M}^{q\left( \cdot \right),{\theta_2}\left( \cdot \right),{\omega_2}\left( \cdot \right)}}\left( \Omega \right) for the potential type operator I ^α(·) of variable order. In all the cases, we do not impose any monotonicity type conditions on ω(x, r) with respect to r. Bibliography: 40 titles.     

On the global well-posedness of a class of Boussinesq�CNavier�CStokes systems

In this paper we consider the following 2D Boussinesq–Navier–Stokes systems

Best bilinear approximations of the classes $ S_{p,\theta }^\Omega B $ of periodic functions of many variables

We obtain exact-order estimates for the best bilinear approximations of the classes S_p,q^W B S_{p,\theta }^\Omega B of periodic functions of many variables in the space L _q under certain restrictions on the parameters p, q, and θ.     

Tilted Edgeworth expansions for asymptotically normal vectors

We obtain the Edgeworth expansion for P(n^1/2([^(q)]-q) < x){P(n^{1/2}(\hat{\theta}-\theta) < x)} and its derivatives, and the tilted Edgeworth (or saddlepoint or small sample) expansion for P([^(q)] < x){P(\hat{\theta} < x)} and its derivatives where [^(q)]{\hat{\theta}} is any vector estimate having the standard cumulant expansions in powers of n^-1{n^{-1}} .     

On Approximate Spectral Factorization of Matrix Functions

It is proved that if positive definite matrix functions (i.e. matrix spectral densities) S _n , n=1,2,… , are convergent in the L ₁-norm, ||S_n-S||_L1? 0\|S_{n}-S\|_{L_{1}}\to 0, and ò₀^2plogdetS_n(e^iq) dq?ò₀^2plogdetS(e^iq) dq\int_{0}^{2\pi}\log \mathop{\mathrm{det}}S_{n}(e^{i\theta})\,d\theta\to\int_{0}^{2\pi}\log \mathop{\mathrm{det}}S(e^{i\theta})\,d\theta, then the corresponding (canonical) spectral factors are convergent in L ₂, ||S⁺_n-S⁺||_L2? 0\|S^{+}_{n}-S^{+}\|_{L_{2}}\to 0. The formulated logarithmic condition is easily seen to be necessary for the latter convergence to take place.     

Interpolation of Banach Lattices and Factorization of p-Convex and q-Concave Operators

We extend a result of ?estakov to compare the complex interpolation method [X ₀, X ₁]_θ with Calderón-Lozanovskii’s construction ${{{{X^{1-\theta}_{0}X^{\theta}_{1}}}}}We extend a result of Šestakov to compare the complex interpolation method [X ₀, X ₁]_θ with Calderón-Lozanovskii’s construction X^1-q₀X^q₁{{{{X^{1-\theta}_{0}X^{\theta}_{1}}}}}, in the context of abstract Banach lattices. This allows us to prove that an operator between Banach lattices T : E → F which is p-convex and q-concave, factors, for any q ? (0, 1){{{{\theta \in (0, 1)}}}}, as T =  T ₂ T ₁, where T ₂ is ( (\fracpq+ (1 - q)p ){{\left({\frac{p}{{\theta + (1 - \theta)p}}} \right)}}-convex and T ₁ is (\fracq1 - q ){{\left({\frac{q}{{1 - \theta }}} \right)}}-concave.     

Runge–Kutta convolution quadrature for operators arising in wave propagation

An error analysis of Runge–Kutta convolution quadrature is presented for a class of non-sectorial operators whose Laplace transform satisfies, besides the standard assumptions of analyticity in a half-plane Re s > σ ₀ and a polynomial bound \operatornameO(|s|^m₁){\operatorname{O}(|s|^{\mu_1})} there, the stronger polynomial bound \operatornameO(s^m₂){\operatorname{O}(s^{\mu_2})} in convex sectors of the form |\operatorname*arg s| ￡ p/2-q{|\operatorname*{arg} s| \leq \pi/2-\theta} for θ > 0. The order of convergence of the Runge–Kutta convolution quadrature is determined by μ ₂ and the underlying Runge–Kutta method, but is independent of μ ₁. Time domain boundary integral operators for wave propagation problems have Laplace transforms that satisfy bounds of the above type. Numerical examples from acoustic scattering show that the theory describes accurately the convergence behaviour of Runge–Kutta convolution quadrature for this class of applications. Our results show in particular that the full classical order of the Runge–Kutta method is attained away from the scattering boundary.     

Approximation by de la Vallée-Poussin operators on the classes of functions locally summable on the real axis

For the least upper bounds of deviations of the de la Vallée-Poussin operators on the classes [^(L)]_b^y \hat{L}_\beta^\psi of rapidly vanishing functions ψ in the metric of the spaces [^(L)]_p {\hat{L}_p} , 1 ≤ p ≤ ∞, we establish upper estimates that are exact on some subsets of functions from [^(L)]_p {\hat{L}_p} .     

Best m-ter m approxi mation of the classes$$ B_{\infty, \theta }^r $$ of functions of many variables by polyno mials in the haar syste m

We obtain an exact-order estimate for the best m-term approximation of the classes B_{￥, q}^r B_{\infty, \theta }^r of periodic functions of many variables by polynomials in the Haar system in the metric of the space L _q , 1 < q < ∞.     

Extinction of solutions of semilinear higher order parabolic equations with degenerate absorption potential

We study the first vanishing time for solutions of the Cauchy–Dirichlet problem for the 2m-order (m ≥ 1) semilinear parabolic equation ${u_t + Lu + a(x) |u|^{q-1}u=0,\,0 < q < 1}We study the first vanishing time for solutions of the Cauchy–Dirichlet problem for the 2m-order (m ≥ 1) semilinear parabolic equation u_t + Lu + a(x) |u|^q-1u=0, 0 < q < 1{u_t + Lu + a(x) |u|^{q-1}u=0,\,0 < q < 1} with a(x) ≥ 0 bounded in the bounded domain W ì \mathbb R^N{\Omega \subset \mathbb R^N}. We prove that if N 1 2m{N \ne 2m} and ò₀¹ s^-1 (meas\nolimits {x ? W: |a(x)| ￡ s })^q ds < ￥, q = min(\frac2mN,1){\int_0^1 s^{-1} (\mathop{\rm meas}\nolimits \{x \in \Omega : |a(x)| \leq s \})^\theta {\rm d}s < \infty,\ \theta=\min\left(\frac{2m}N,1\right)}, then the solution u vanishes in a finite time. When N = 2m, the same property holds if ${\int_0^1 s^{-1} \left( \mathop{\rm meas}\nolimits \{x \in \Omega : |a(x)| \leq s \} \right) \ln \left( \mathop{\rm meas}\nolimits \{x \in \Omega : |a(x)| \leq s \} \right) {\rm d}s > - \infty}${\int_0^1 s^{-1} \left( \mathop{\rm meas}\nolimits \{x \in \Omega : |a(x)| \leq s \} \right) \ln \left( \mathop{\rm meas}\nolimits \{x \in \Omega : |a(x)| \leq s \} \right) {\rm d}s > - \infty}.     

On the Oscillation of Second Order Neutral Differential Equations of Emden-Fowler Type

Some oscillation criteria are established by the averaging technique for the second order neutral delay differential equation of Emden-Fowler type (a(t)x￠(t))￠+q₁(t)| y(t-s₁)|^a sgn y(t-s₁) +q₂(t)| y(t-s₂)|^b sgn y(t-s₂)=0,    t 3 t₀,(a(t)x'(t))'+q_1(t)| y(t-\sigma_1)|^{\alpha}\,{\rm sgn}\,y(t-\sigma_1) +q_2(t)| y(t-\sigma_2)|^{\beta}\,{\rm sgn}\,y(t-\sigma_2)=0,\quad t \ge t_0, where x(t) = y(t) + p(t)y(t − τ), τ, σ₁ and σ₂ are nonnegative constants, α > 0, β > 0, and a, p, q ₁, q₂ ? C([t₀, ￥), \Bbb R)q_2\in C([t_0, \infty), {\Bbb R}) . The results of this paper extend and improve some known results. In particular, two interesting examples that point out the importance of our theorems are also included.     

Best M-Term trigonometric approximations of the classes $$ B_{p,\theta }^\Omega $$ of periodic functions of many variables

We obtain exact order estimates for the best M -term trigonometric approximations of the classes B_p,q^W B_{p,\theta }^\Omega of periodic functions of many variables in the space L _q .     

The stability of the elliptic equilibrium of planar quasi-periodic Hamiltonian systems

In this paper, we study the planar Hamiltonian system  = J (A(θ)x + ▽f(x, θ)), θ = ω, x ∈ R2 , θ∈ Td , where f is real analytic in x and θ, A(θ) is a 2 × 2 real analytic symmetric matrix, J = (1-1 ) and ω is a Diophantine vector. Under the assumption that the unperturbed system  = JA(θ)x, θ = ω is reducible and stable, we obtain a series of criteria for the stability and instability of the equilibrium of the perturbed system.     

Spectral theorem for multipliers on {L_{\omega}^{2}(\mathbb{R})}

We study the spectrum σ(M) of the multipliers M which commute with the translations on weighted spaces ${L_{\omega}^{2}(\mathbb{R})}We study the spectrum σ(M) of the multipliers M which commute with the translations on weighted spaces L_w²(\mathbbR){L_{\omega}^{2}(\mathbb{R})} For operators M in the algebra generated by the convolutions with f ? C_c(\mathbb R){\phi \in {C_c(\mathbb {R})}} we show that [`(m(W))] = s(M){\overline{\mu(\Omega)} = \sigma(M)}, where the set Ω is determined by the spectrum of the shift S and μ is the symbol of M. For the general multipliers M we establish that [`(m(W))]{\overline{\mu(\Omega)}} is included in σ(M). A generalization of these results is given for the weighted spaces L²_w(\mathbb R^k){L^2_{\omega}(\mathbb {R}^{k})} where the weight ω has a special form.     

On the irrationality measure for certain series

Let K be either the rational number field \Bbb Q{\Bbb Q} or an imaginary quadratic field. We give irrationality results for the number q = ?_n=1^￥rⁿ/(qⁿ-r^l)\theta=\sum_{n=1}^{\infty}{r^n}/(q^n-r^l), where q (∣q∣ > 1) is an integer in K, r∈ K ^× (∣r∣ < ∣q∣), and 1 ￡ l ? \Bbb Z1\le l\in{\Bbb Z} with q ⁿ ≠ r ^l (n ≥ 1).     

Rectifiability of metric flat chains and fractional masses

We prove that every real flat chain T of finite mass in a complete separable metric space E is rectifiable when \mathbbM^a (T) < + ￥ {\mathbb{M}^\alpha }(T) < + \infty for some α ∈ [0, 1), where \mathbbM^a (T) {\mathbb{M}^\alpha }(T) is the α-mass of T. Bibliography: 12 titles.