Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities

This paper is concerned with the optimal stopping problem for discrete time multiparameter stochastic processes with the index set Nd. The optimal stopping value of a discrete time multiparameter integrable stochastic process whose negative part is uniformly integrable, is lower semicontinuous for the topology of convergence in distribution. The multiparameter version of prophet inequality for the one-parameter optimal stopping problem is formulated and the lower semicontinuity property of the optimal stopping value is applied to the multiparameter prophet inequality.     

On multiparameter distributions of order k

A multiparameter negative binomial distribution of order k is obtained by compounding the extended (or multiparameter) Poisson distribution of order k by the gamma distribution. A multiparameter logarithmic series distribution of order k is derived next, as the zero truncated limit of the first distribution. Finally a few genesis schemes and interrelationships are established for these three multiparameter distributions of order k. The present work extends several properties of distributions of order k.     

Relationship Between Quantum and Poisson Structures of Odd Dimensional Euclidean Spaces

It is shown that the prime and primitive spectra of the multiparameter quantized algebra of odd-dimensional euclidean spaces are homeomorphic to the Poisson prime and Poisson primitive spectra of the multiparameter Poisson algebra of odd-dimensional euclidean spaces in the case when the multiplicative subgroup of a base field generated by the parameters is torsion free. As a corollary, it is shown that the prime and primitive spectra of the multiparameter quantized algebra of odd-dimensional euclidean spaces are topological quotients of the prime and maximal spectra of the corresponding commutative polynomial ring.     

Degenerate bifurcation giving rise to a cycle in multiparameter problems in hydrodynamics

An algorithm for constructing the Lyapunov-Schmidt series in multiparameter problems with quadratic non-linearity is proposed, which enables a degenerate bifurcation of cycle generation to be investigated using the Weierstrass preparation theorem. The use of this algorithm to study multiparameter problems of hydrodynamics, namely, Kolmogorov flow and the Couette-Poiseuille flow in a plane channel is considered.     

THE UNFOLDING OF EQUIVARIANT BIFURCATION PROBLEMS WITH PARAMETERS SYMMETRY

In this paper versal unfolding theorem of multiparameter equivaxiant bifurcation problem with parameter symmetry is given. The necessary and sufficient condition that unfolding of multiparameter equivariant bifurcation problem with parameter symmetry factors through another is given. The corresponding results in [1]-[6] are generalized.     

On the Equivalence of Multiparameter Gaussian Processes

Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that are equivalent in law to the Brownian sheet and to the fractional Brownian sheet. We survey multiparameter analogues of the Hitsuda, Girsanov and Shepp representations. As an application, we study a special type of stochastic equation with linear noise.      

Some properties of multiparameter random fields

We study some properties of multiparameter random fields, namely, the problems of absolute continuity of measures and averaging in the multiparameter case. For a special stochastic system, we present inequalities of large deviations.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 12, pp. 1609–1621, December, 1995.     

Multiparameter spectral theory in Hilbert space

The object of this paper is to present a unified approach to multiparameter spectral theory of linear operators in Hilbert space. The theory is applicable to both bounded and unbounded operators and has application in the study of multiparameter spectral problems of ordinary differential operators. The main results include a Parseval equality and an eigenfunction expansion theorem.     

Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise

The problem of nonlinear filtering of multiparameter random fields, observed in the presence of a long-range dependent spatial noise, is considered. When the observation noise is modelled by a persistent fractional Wiener sheet, several pathwise representations of the optimal filter are derived. The representations involve series of multiple stochastic integrals of different types and are particularly important since the evolution equations, satisfied by the best mean-square estimate of the signal random field, have a complicated analytical structure and fail to be proper (measure-valued) stochastic partial differential equations. Several of the above optimal filter representations involve a new family of strong martingale transforms associated to the multiparameter fractional Brownian sheet; the latter martingale family is of independent interest in fractional stochastic calculus of multiparameter random fields.     

Second Root Vectors for Multiparameter Eigenvalue Problems of Fredholm Type

A class of multiparameter eigenvalue problems involving (generally) non self-adjoint and unbounded operators is studied. A basis for the second root subspace, at eigenvalues of Fredholm type, is computed in terms of the underlying multiparameter system. A self-adjoint version of this result is given under a weak definiteness condition, and Sturm-Liouville and finite-dimensional examples are considered.

     

Modifications of the ΔW-q Factorization Method for Multiparameter Polynomial Matrices and Their Properties

Properties of the method of ΔW-q factorization of multiparameter polynomial matrices are analyzed. Modifications of the method, used in solving spectral and other multiparameter problems of algebra, are discussed. Bibliogrhaphy: 11 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 309, 2004, pp. 154–165.     

To solving spectral problems for multiparameter polynomial matrices

An approach to solving spectral problems for multiparameter polynomial matrices based on passing to accompanying pencils of matrices is described. Also reduction of spectral problems for multiparameter pencils of complex matrices to the corresponding real problems is considered. Bibliography: 6 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 323, 2006, pp. 212–231.     

Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes

This paper concerns the optimal stopping problem for discrete time multiparameter stochastic processes with the index set Nd. In the classical optimal stopping problems, the comparisons between the expected reward of a player with complete foresight and the expected reward of a player using nonanticipating stop rules, known as prophet inequalities, have been studied by many authors. Ratio comparisons between these values in the case of multiparameter optimal stopping problems are studied by Krengel and Sucheston (1981) [9] and Tanaka (2007, 2006) [14] and [15]. In this paper an additive comparison in the case of finite stage multiparameter optimal stopping problems is given.     

Some Singular Sample Path Properties of a Multiparameter Fractional Brownian Motion

We obtain a spectral representation and compute the small ball probabilities for a (non-increment stationary) multiparameter extension of the fractional Brownian motion. We derive from these results a Chung-type law of the iterated logarithm at the origin and exhibit the singular behaviour of this multiparameter fractional Brownian motion, as it behaves very differently at the origin and away from the axes. A functional version of this Chung-type law is also provided.     

An approach to solving multiparameter algebraic problems

An approach to solving the following multiparameter algebraic problems is suggested: (1) spectral problems for singular matrices polynomially dependent on q≥2 spectral parameters, namely: the separation of the regular and singular parts of the spectrum, the computation of the discrete spectrum, and the construction of a basis that is free of a finite regular spectrum of the null-space of polynomial solutions of a multiparameter polynomial matrix; (2) the execution of certain operations over scalar and matrix multiparameter polynomials, including the computation of the GCD of a sequence of polynomials, the division of polynomials by their common divisor, and the computation of relative factorizations of polynomials; (3) the solution of systems of linear algebraic equations with multiparameter polynomial matrices and the construction of inverse and pseudoinverse matrices. This approach is based on the so-called ΔW-q factorizations of polynomial q-parameter matrices and extends the method for solving problems for one- and two-parameter polynomial matrices considered in [1–3] to an arbitrary q≥2. Bibliography: 12 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 229, 1995, pp. 191–246. Translated by V. N. Kublanovskaya.     

Capelli identity on multiparameter quantum linear groups

A quantum Capelli identity is given on the multiparameter quantum general linear group based on the (p _ij , u)-condition. The multiparameter quantum Pfaffan of the (p _ij , u)-quantum group is also introduced and the transformation under the congruent action is given. Generalization to the multiparameter hyper-Pfaffan and relationship with the quantum minors are also investigated.     

On Some Properties of Polynomial Bases of Subspaces over the Field of Rational Functions in Several Variables

Spaces of multiparameter rational vectors, i.e., of vectors whose components are rational functions in several variables, and polynomial bases of their subspaces are considered. The conjecture that any subspace in the space of multiparameter rational vectors possesses a free polynomial basis, i.e., a basis such that the associated basis multiparameter polynomial matrix has no finite regular spectrum, is disproved by an example. Some consequences of this fact are indicated. Simpler proofs of some properties of the singular spectra of basis polynomial matrices corresponding to the null-spaces of a singular polynomial matrix are presented. Bibliography: 5 titles.     

Multiparameter ratio ergodic theorems for semigroups

After one-parameter treatment of ratio ergodic theorems for semigroups, we formulate the Sucheston a.e. convergence principle of continuous parameter type. This principle plays an effective role in proving some multiparameter generalizations of Chacon?s type continuous ratio ergodic theorems for semigroups and of Jacobs? type continuous random ratio ergodic theorems for quasi-semigroups. In addition, a continuous analogue of the Brunel–Dunford–Schwartz ergodic theorem is given of sectorially restricted averages for a commutative family of semigroups. We also formulate a local a.e. convergence principle of Sucheston?s type. The local convergence principle is effective in proving multiparameter local ergodic theorems. In fact, a multiparameter generalization of Akcoglu–Chacon?s local ratio ergodic theorem for semigroups of positive linear contractions on _L1$L_1$ is proved. Moreover, some multiparameter martingale theorems are obtained as applications of convergence principles.     

Stäckel transform of Lax equations

We construct a map between Lax equations for pairs of Liouville integrable Hamiltonian systems related by a multiparameter Stäckel transform. Using this map, we construct Lax representation for a wide class of separable systems by applying the multiparameter Stäckel transform to Lax equations of suitably chosen systems from a seed class. For a given separable system, we obtain in this way a set of nonequivalent Lax equations parameterized by an arbitrary function of the spectral parameter, as it is in the case of a related seed system.