Penultimate limiting forms in extreme value theory

Summary Let {X _n}_n≧1 be a sequence of independent, identically distributed random variables. If the distribution function (d.f.) ofM _n=max (X ₁,…,X _n), suitably normalized with attraction coefficients {α_n}_n≧1(α_n>0) and {b _n}_n≧1, converges to a non-degenerate d.f.G(x), asn→∞, it is of interest to study the rate of convergence to that limit law and if the convergence is slow, to find other d.f.'s which better approximate the d.f. of(M _n−b_n)/a_n thanG(x), for moderaten. We thus consider differences of the formF ⁿ(a_nx+b_n)−G(x), whereG(x) is a type I d.f. of largest values, i.e.,G(x)≡Λ(x)=exp (-exp(−x)), and show that for a broad class of d.f.'sF in the domain of attraction of Λ, there is a penultimate form of approximation which is a type II [Ф _α(x)=exp (−x^−α), x>0] or a type III [Ψ _α(x)= exp (−(−x)^α), x<0] d.f. of largest values, much closer toF ⁿ(a_nx+b_n) than the ultimate itself.     

On a singular integral on product spaces

We show that if K(x,y)=Ω(x,y)/|x|ⁿ|y|^m is a Calder n-Zygmund kerned on Rⁿ×R^m, where Ω∈L²(Sⁿ⁻¹×S^m−1) and b(x,y) is any bounded function which is radial with x∈Rⁿ and y∈R^m respectively, then b(x,y)K(x,y) is the kernel of a convolution operator which is bounded on L^p(Rⁿ×R^m) for 1<p<∞ and n≧2, m≧2. Project supported by NSFC     

Moments of randomly stopped sums-revisited

Conditions are obtained for (*)E|S _T |^γ<∞, γ>2 whereT is a stopping time and {S _n=∑ ₁ ⁿ ,X _j ℱ _n ,n⩾1} is a martingale and these ensure when (**)X _n ,n≥1 are independent, mean zero random variables that (*) holds wheneverET ^γ/2<∞, sup _n≥1 E|X _n |^γ<∞. This, in turn, is applied to obtain conditions for the validity ofE|S _k,T |^γ<∞ and of the second moment equationES _k,T ² =σ ² EΣ _j=k ^T S _k−1,j−1 ² where and {X _n , n≥1} satisfies (**) and ,n≥1. The latter is utilized to elicit information about a moment of a stopping rule. It is also shown for i.i.d. {X _n , n≥1} withEX=0,EX ²=1 that the a.s. limit set of {(n log logn)^−k/2 S _k,n ,n≥k} is [0,2 ^k/2/k!] or [−2 ^k/2/k!] according ask is even or odd and this can readily be reformulated in terms of the corresponding (degenerate kernel)U-statistic .     

Record values and the exponential distribution

A sequence {X _n,n≧1} of independent and identically distributed random variables with continuous cumulative distribution functionF(x) is considered.X _j is a record value of this sequence ifX _j>max (X ₁, …,X _j−1). Let {X _L(n) n≧0} be the sequence of such record values. Some properties ofX _L(n) andX _L(n)−X_L(n−1) are studied when {X _n,n≧1} has the exponential distribution. Characterizations of the exponential distribution are given in terms of the sequence {X _L(n),n≧0} The work was partly completed when the author was at the Department of Statistics, University of Brasilia, Brazil.     

On some nonlinear boundary-value problems in cylindrical domains

The paper deals with a linear elliptic second-order equation in divergent form in a semi-infinite cylinder Ω=Ω×[0,∞), where Ω is a bounded domain, Ω⊂ℝⁿ⁻¹, 0≤x_n<∞. The solution under consideration satisfies the nonlinear boundary condition, ∂u/∂v+a₀∣u∣^q−1u=0, where ϖ/ϖν is the differentiation along the external conormal a₀=const>0, q=const. The asymptotic behavior of the solution for x_n→+∞ is studied. Bibliography: 15 titles. Dedicated to O. A. Oleinik The investigations described in this paper were supported in part by the Russian Foundation for Basic Research, project No. 93-011-16035, and by the International Science Foundation, grant MIE000. Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 19, pp. 000-000, 0000.     

Random markov processes and uniform martingales

It is shown here that a certain generalization of ann-step Markov chain is equivalent to the uniform convergence of the martingale {P(X ₀|X ₋₁ X ₋₂···X _−n)} _n=1 ^∞ . Ergodic and probabilistic properties of this process are explored. This work was initiated at SUNY/Albany.     

Decrease rate of the probabilities ofε-deviations for the means of stationary processes

The asymptotic behavior asn → ∞ of the normed sumsσn =n ⁻¹ Σ _k ⁼⁰ⁿ⁻¹ Xk for a stationary processX = (X _n ,n ∈ ℤ) is studied. For a fixedε > 0, upper estimates for P(sup _k≥n |σ _k | ≥ε) asn → ∞ are obtained. Translated fromMatematicheskie Zametki, Vol. 64, No. 3, pp. 366–372, September, 1998.     

The hyperspace of the regions below continuous maps with the fell topology

For a Tychonoff space X,we use ↓USC F(X) and ↓C F(X) to denote the families of the hypographs of all semi-continuous maps and of all continuous maps from X to I = [0,1] with the subspace topologies of the hyperspace Cld F(X × I) consisting of all non-empty closed sets in X × I endowed with the Fell topology.In this paper,we shall show that there exists a homeomorphism h:↓USC F(X) → Q = [1,1] ω such that h(↓CF(X))=c0 = {(xn)∈Q| lim n→∞ x n = 0} if and only if X is a locally compact separable metrizable space and the set of isolated points is not dense in X.     

Counting points in hypercubes and convolution measure algebras

It is shown that ifA andB are non-empty subsets of {0, 1} ⁿ (for somenεN) then |A+B|≧(|A||B|)^α where α=(1/2) log₂ 3 here and in what follows. In particular if |A|=2 ^n-1 then |A+A|≧3 ^n-1 which anwers a question of Brown and Moran. It is also shown that if |A| = 2 ^n-1 then |A+A|=3 ^n-1 if and only if the points ofA lie on a hyperplane inn-dimensions. Necessary and sufficient conditions are also given for |A +B|=(|A||B|)^α. The above results imply the following improvement of a result of Talagrand [7]: ifX andY are compact subsets ofK (the Cantor set) withm(X),m(Y)>0 then λ(X+Y)≧2(m(X)m(Y))^α wherem is the usual measure onK and λ is Lebesgue measure. This also answers a question of Moran (in more precise terms) showing thatm is not concentrated on any proper Raikov system.     

Factorization for non-nevanlinna classes of analytic functions

A generalization of the Blaschke product is constructed. This product enables one to factor out the zeros of the members of certain non-Nevanlinna classes of functions analytic in the unit disc, so that the remaining (non-vanishing) functions still belong to the same class. This is done for the classesA ⁻ⁿ (0<n<∞) andB ⁻ⁿ (0<n<2) defined as follows:f ∈A ⁻ⁿ iff |f(z)|≦C _f (1−|z|)⁻ⁿ ,f ∈B ⁻ⁿ iff |f(z)|≦exp {C _f (1−|z|)⁻ⁿ }, whereC _f depends onf.     

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

Measure concentration for a class of random processes

Summary.   Let X={X _i } _{i =−∞} ^∞ be a stationary random process with a countable alphabet and distribution q. Let q ^∞(·|x _{− k} ⁰) denote the conditional distribution of X ^∞=(X ₁,X ₂,…,X _n ,…) given the k-length past:

On a Delay Reaction-Diffusion Difference Equation of Neutral Type

In this paper, we first consider a delay difference equation of neutral type of the form: Δ(y _n + py _n−k + q _n y _n−l = 0 for n∈ℤ⁺(0) (1*) and give a different condition from that of Yu and Wang (Funkcial Ekvac, 1994, 37(2): 241–248) to guarantee that every non-oscillatory solution of (1*) with p = 1 tends to zero as n→∞. Moreover, we consider a delay reaction-diffusion difference equation of neutral type of the form: Δ₁(u _n,m + pu _n−k,m ) + q _n,m u _n−l,m = a ²Δ² ₂ u _{n +1, m−1} for (n,m) ∈ℤ⁺ (0) ×Ω, (2*) study various cases of p in the neutral term and obtain that if p≥−1 then every non-oscillatory solution of (2*) tends uniformly in m∈Ω to zero as n→∞; if p = −1 then every solution of (2*) oscillates and if p < −1 then every non-oscillatory solution of (2*) goes uniformly in m∈Ω to infinity or minus infinity as n→∞ under some hypotheses. Received July 14, 1999, Revised August 10, 2000, Accepted September 30, 2000     

<Emphasis Type="Italic">L</Emphasis><Superscript>∞</Superscript> Estimates of solution for <Emphasis Type="Italic">m</Emphasis>-Laplacian parabolic equation with a nonlocal term

In this paper, we consider the global existence, uniqueness and L ^∞ estimates of weak solutions to quasilinear parabolic equation of m-Laplacian type u _t − div(|∇u| ^m−2∇u) = u|u| ^β−1 ∫_Ω |u| ^α dx in Ω × (0,∞) with zero Dirichlet boundary condition in tdΩ. Further, we obtain the L ^∞ estimate of the solution u(t) and ∇u(t) for t > 0 with the initial data u ₀ ∈ L ^q (Ω) (q > 1), and the case α + β < m − 1.     

Algebraic relations for reciprocal sums of odd terms in Fibonacci numbers

In this paper, we prove the algebraic independence of the reciprocal sums of odd terms in Fibonacci numbers ∑ _n=1^∞ F _2n−1⁻¹, ∑ _n=1^∞ F _2n−1⁻², ∑ _n=1^∞ F _2n−1⁻³ and write each ∑ _n=1^∞ F _2n−1^−s (s≥4) as an explicit rational function of these three numbers over ℚ. Similar results are obtained for various series including the reciprocal sums of odd terms in Lucas numbers.      

Prime and composite integers close to powers of a number

We prove that, for any real numbers ξ ≠ 0 and ν, the sequence of integer parts [ξ2 ⁿ  + ν], n = 0, 1, 2, . . . , contains infinitely many composite numbers. Moreover, if the number ξ is irrational, then the above sequence contains infinitely many elements divisible by 2 or 3. The same holds for the sequence [ξ( − 2) ⁿ  + ν _n ], n = 0, 1, 2, . . . , where ν ₀, ν ₁, ν ₂, . . . all lie in a half open real interval of length 1/3. For this, we show that if a sequence of integers x ₁, x ₂, x ₃, . . . satisfies the recurrence relation x _n+d  = cx _n  + F(x _n+1, . . . , x _n+d-1) for each n  ≥  1, where c ≠ 0 is an integer, F(z₁,...,z_d-1) ? \mathbb Z[z₁,...,z_d-1],{F(z_1,\dots,z_{d-1}) \in \mathbb {Z}[z_1,\dots,z_{d-1}],} and lim _{n→ ∞}|x _n | = ∞, then the number |x _n | is composite for infinitely many positive integers n. The proofs involve techniques from number theory, linear algebra, combinatorics on words and some kind of symbolic computation modulo 3.     

A note on the median of a distribution

Summary LetF be a distribution function over the real line. DefineR _p(y)=∫|x−y|^pdF(x) forp≧1. Forp>1 there is a unique minimizer ofR _p(·), sayγ _p. Under mild conditions onF it is shown that exists and that the limit is a median. Thus, one could use this limit as a definition of a unique median. Also it is shown that whereR is the right extremity ofF andL is the left extremity ofF provided that −∞<L≦R<∞. A similar result is available ifL=−∞,R=∞, yetF has symmetric tails.     

Almost sure central limit theorems for random functions

Let {Xn,-∞< n <∞} be a sequence of independent identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn =∑k=1∞Xk, and Tn = Tn(X1,…,Xn) be a random function such that Tn = ASn Rn, where supn E|Rn| <∞and Rn = o(n~(1/2)) a.s., or Rn = O(n1/2-2γ) a.s., 0 <γ< 1/8. In this paper, we prove the almost sure central limit theorem (ASCLT) and the function-typed almost sure central limit theorem (FASCLT) for the random function Tn. As a consequence, it can be shown that ASCLT and FASCLT also hold for U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models, power sums, product-limit estimators of a continuous distribution, product-limit estimators of a quantile function, etc.     

Some results related to interpolation on hardy spaces of regular martingales

Let (Ω,F, P) be a probability space and {F _n}_n≥0 a regular increasing sequence of sub-σ-fields ofF. LetH ₁(Ω) be the usual Hardy space ofF _n-martingales. We show that the couple (H ₁(Ω),L _∞(Ω)) is a partial retract of (L ₁(Ω),L _∞(Ω)). It is also proved that (L _p(Ω),BMO(Ω)) is a partial retract of (L _p(Ω),L _∞(Ω)) for all 1<p<∞.     

Coefficients of nonvanishing functions inH ∞

LesB denote the class of functions analytic in the unit disc ofC which satisfy 0<|f(z)|<1. It is proved that there exists a numberc<1 such that iff∈B and iff(z)=Σ _n=0 ^∞ a _n z ⁿ , then |a _n |<c forn>=1.