Some matrix functional equations

We investigate the pair of matrix functional equations G(x)F(y) = G(xy) and G(x)G(y) = F(y/x), featuring the two independent scalar variables x and y and the two N×N matrices F(z) andG(z) (with N an arbitrary positive integer and the elements of these two matrices functions of the scalar variable z). We focus on the simplest class of solutions, i.e., on matrices all of whose elements are analytic functions of the independent variable. While in the scalar (N = 1) case this pair of functional equations only possess altogether trivial constant solutions, in the matrix (N > 1) case there are nontrivial solutions. These solutions satisfy the additional pair of functional equations F(x)G(y) = G(y/x) andF(x)F(y) = F(xy), and an endless hierarchy of other functional equations featuring more than two independent variables.     

Random process in a homogeneous Gaussian field

We consider a random process in a spatial-temporal homogeneous Gaussian field V (q , t) with the mean E V = 0 and the correlation function W(|q ? q′|, |t ? t′|) ≡ E[V (q, t)V (q′, t′)], where \( \bold{q} \in {\mathbb{R}^d} \), \( t \in {\mathbb{R}^{+} } \), and d is the dimension of the Euclidean space \( {\mathbb{R}^d} \). For a “density” G(r, t) of the familiar model of a physical system averaged over all realizations of the random field V, we establish an integral equation that has the form of the Dyson equation. The invariance of the equation under the continuous renormalization group allows using the renormalization group method to find an asymptotic expression for G(r, t) as r → ∞ and t → ∞.     

Searching for a Best Least Absolute Deviations Solution of an Overdetermined System of Linear Equations Motivated by Searching for a Best Least Absolute Deviations Hyperplane on the Basis of Given Data

We consider the problem of searching for a best LAD-solution of an overdetermined system of linear equations Xa=z, X∈?^m×n, m≥n, \(\mathbf{a}\in \mathbb{R}^{n}, \mathbf {z}\in\mathbb{R}^{m}\). This problem is equivalent to the problem of determining a best LAD-hyperplane x?a ^T x, x∈? ⁿ on the basis of given data \((\mathbf{x}_{i},z_{i}), \mathbf{x}_{i}= (x_{1}^{(i)},\ldots,x_{n}^{(i)})^{T}\in \mathbb{R}^{n}, z_{i}\in\mathbb{R}, i=1,\ldots,m\), whereby the minimizing functional is of the form

$F(\mathbf{a})=\|\mathbf{z}-\mathbf{Xa}\|_1=\sum_{i=1}^m|z_i-\mathbf {a}^T\mathbf{x}_i|.$

An iterative procedure is constructed as a sequence of weighted median problems, which gives the solution in finitely many steps. A criterion of optimality follows from the fact that the minimizing functional F is convex, and therefore the point a ^?∈? ⁿ is the point of a global minimum of the functional F if and only if 0∈?F(a ^?).

Motivation for the construction of the algorithm was found in a geometrically visible algorithm for determining a best LAD-plane (x,y)?αx+βy, passing through the origin of the coordinate system, on the basis of the data (x _i ,y _i ,z _i ),i=1,…,m.     

Limit theorems for supremum of Gaussian processes over a random interval

Let {X(t), t ≥ 0} be a centered stationary Gaussian process with correlation r(t)such that 1-r(t) is asymptotic to a regularly varying function. With T being a nonnegative random variable and independent of X(t), the exact asymptotics of P(sup_(t∈[0,T])X(t) x) is considered, as x →∞.     

Existence and nonuniqueness of solutions to a functional-differential equation

We examine the functional-differential equation Δu(x) — div(u(H(x))f (x)) = 0 on a torus which is a generalization of the stationary Fokker-Planck equation. Under sufficiently general assumptions on the vector field f and the map H, we prove the existence of a nontrivial solution. In some cases the subspace of solutions is established to be multidimensional.     

The Homomorphism Lattice Induced by a Finite Algebra

Each finite algebra A induces a lattice L _A via the quasi-order → on the finite members of the variety generated by A, where B →C if there exists a homomorphism from B to C. In this paper, we introduce the question: ‘Which lattices arise as the homomorphism lattice L _A induced by a finite algebra A?’ Our main result is that each finite distributive lattice arises as L _Q , for some quasi-primal algebra Q. We also obtain representations of some other classes of lattices as homomorphism lattices, including all finite partition lattices, all finite subspace lattices and all lattices of the form L ⊕1, where L is an interval in the subgroup lattice of a finite group.     

An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions

We obtain an integro-local limit theorem for the sum S(n) = ξ(1)+?+ξ(n) of independent identically distributed random variables with distribution whose right tail varies regularly; i.e., it has the form P(ξ≥t) = t ^?β L(t) with β > 2 and some slowly varying function L(t). The theorem describes the asymptotic behavior on the whole positive half-axis of the probabilities P(S(n) ∈ [x, x + Δ)) as x → ∞ for a fixed Δ > 0; i.e., in the domain where the normal approximation applies, in the domain where S(n) is approximated by the distribution of its maximum term, as well as at the “junction” of these two domains.     

A generalization of the maximal-spacings in several dimensions and a convexity test.

The notion of maximal-spacing in several dimensions was introduced and studied by Deheuvels (Probab. Theory Related Fields 64(4), 411–424, 1983), for data uniformly distributed on the unit cube. Later on, Janson (Ann. Prob. 15, 274–280, 1987) extended the results to data uniformly distributed on any bounded set, and obtained a very fine result, namely, he derived the asymptotic distribution of different maximal-spacings notions. These results have been very useful in many statistical applications. We extend Janson’s results to the case where the data are generated from a Hölder continuous density that is bounded from below and whose support is bounded. As an application, we develop a convexity test for the support of a distribution.     

Asymptotic distribution of singular values of powers of random matrices

Let x be a complex random variable such that \( {\mathbf{E}}x = 0,\,{\mathbf{E}}{\left| x \right|^2} = 1 \), and \( {\mathbf{E}}{\left| x \right|^4} < \infty \). Let \( {x_{ij}},i,j \in \left\{ {1,2, \ldots } \right\} \), be independent copies of x. Let \( {\mathbf{X}} = \left( {{N^{ - 1/2}}{x_{ij}}} \right) \), 1≤i,j≤N, be a random matrix. Writing X ^? for the adjoint matrix of X, consider the product X ^m X ^?m with some m ∈{1,2,...}. The matrix X ^m X ^?m is Hermitian positive semidefinite. Let λ₁,λ₂,...,λ _N be eigenvalues of X ^m X ^?m (or squared singular values of the matrix X ^m ). In this paper, we find the asymptotic distribution function \( {G^{(m)}}(x) = {\lim_{N \to \infty }}{\mathbf{E}}F_N^{(m)}(x) \) of the empirical distribution function \( F_N^{(m)}(x) = {N^{ - 1}}\sum\nolimits_{k = 1}^N {\mathbb{I}\left\{ {{\lambda_k} \leqslant x} \right\}} \), where \( \mathbb{I}\left\{ A \right\} \) stands for the indicator function of an event A. With m=1, our result turns to a well-known result of Marchenko and Pastur [V. Marchenko and L. Pastur, The eigenvalue distribution in some ensembles of random matrices, Math. USSR Sb., 1:457–483, 1967].     

Geometric Realizations of Lusztig’s Symmetries of Symmetrizable Quantum Groups

Let U be the quantum group and f be the Lusztig’s algebra associated with a symmetrizable generalized Cartan matrix. The algebra f can be viewed as the positive part of U. Lusztig introduced some symmetries T _i on U for all i ∈ I. Since T _i (f) is not contained in f, Lusztig considered two subalgebras _i f and ⁱ f of f for any i ∈ I, where _i f={x ∈ f | T _i (x) ∈ f} and \({^{i}\mathbf {f}}=\{x\in \mathbf {f}\,\,|\,\,T^{-1}_{i}(x)\in \mathbf {f}\}\). The restriction of T _i on _i f is also denoted by \(T_{i}:{_{i}\mathbf {f}}\rightarrow {^{i}\mathbf {f}}\). The geometric realization of f and its canonical basis are introduced by Lusztig via some semisimple complexes on the variety consisting of representations of the corresponding quiver. When the generalized Cartan matrix is symmetric, Xiao and Zhao gave geometric realizations of Lusztig’s symmetries in the sense of Lusztig. In this paper, we shall generalize this result and give geometric realizations of _i f, ⁱ f and \(T_{i}:{_{i}\mathbf {f}}\rightarrow {^{i}\mathbf {f}}\) by using the language ’quiver with automorphism’ introduced by Lusztig.     

Cartesian Closed Extensions of Subcategories of CONT

In this paper we give a uniform way of proving cartesian closedness for many new subcategories of continuous posets. We define C-P to be the category of continuous posets whose D–completions are isomorphic to objects from C, where C is a subcategory of the category CONT of domains. The main result is that if C is a cartesian closed full subcategory of ALG _⊥ or BC, then C-P is also a cartesian closed subcategory of the category CONTP of continuous posets and Scott continuous functions. In particular, we have the following cartesian closed categories : BC-P, LAT-P, aL-P, aBC-P, B-P, aLAT-P, ω -B-P, ω -aLAT-P, etc.     

Homogenization of a nonstationary model equation of electrodynamics

In L ₂(?₃;?₃), we consider a self-adjoint operator ? _ε , ε > 0, generated by the differential expression curl η(x/ε)^?1 curl??ν(x/ε) div. Here the matrix function η(x) with real entries and the real function ν(x) are periodic with respect to some lattice, are positive definite, and are bounded. We study the behavior of the operators cos(τ? _ε ^1/2 ) and ? _ε ^?1/2 sin(τ? _ε ^1/2 ) for τ ∈ ? and small ε. It is shown that these operators converge to cos(τ(?⁰)^1/2) and (?₀)^?1/2 sin(τ(?₀)^1/2), respectively, in the norm of the operators acting from the Sobolev space H ^s (with a suitable s) to ?₂. Here ?⁰ is an effective operator with constant coefficients. Error estimates are obtained and the sharpness of the result with respect to the type of operator norm is studied. The results are used for homogenizing the Cauchy problem for the model hyperbolic equation ? _τ ² v _ε = ?? _ε v _ε , div v _ε = 0, appearing in electrodynamics. We study the application to a nonstationary Maxwell system for the case in which the magnetic permeability is equal to 1 and the dielectric permittivity is given by the matrix η(x/ε).     

Hitting and martingale characterizations of one-dimensional diffusions

The main theorem of the paper is that, for a large class of one-dimensional diffusions (i. e. strong Markov processes with continuous sample paths): if x(t) is a continuous stochastic process possessing the hitting probabilities and mean exit times of the given diffusion, then x(t) is Markovian, with the transition probabilities of the diffusion. For a diffusion x(t) with natural boundaries at ± ∞, there is constructed a sequence π _n (t, x) of functions with the property that the π _n (t, x (t)) are martingales, reducing in the case of the Brownian motion to the familiar martingale polynomials. It is finally shown that if a stochastic process x (t) is a martingale with continuous paths, with the additional property that

$$\mathop \smallint \limits_0^{x\left( t \right)} m\left( {0,y} \right]dy - t$$     

A generalized mean value property for polyharmonic functions

A well known property of a harmonic function in a ball is that its value at the centre equals the mean of its values on the boundary. Less well known is the more general property that its value at any point x equals the mean over all chords through x of its values at the ends of the chord, linearly interpolated at x. In this paper we show that a similar property holds for polyharmonic functions of any order when linear interpolation is replaced by two-point Hermite interpolation of odd degree.     

Hereditary,Additive and Divisible Classes in Epireflective Subcategories of Top

Hereditary coreflective subcategories of an epireflective subcategory A of Top such that I ₂ ? A (here I ₂ is the two-point indiscrete space) were studied in [4]. It was shown that a coreflective subcategory B of A is hereditary (closed under the formation subspaces) if and only if it is closed under the formation of prime factors. The main problem studied in this paper is the question whether this claim remains true if we study the (more general) subcategories of A which are closed under topological sums and quotients in A instead of the coreflective subcategories of A. We show that this is true if A ? Haus or under some reasonable conditions on B. E.g., this holds if B contains either a prime space, or a space which is not locally connected, or a totally disconnected space or a non-discrete Hausdorff space. We touch also other questions related to such subclasses of A. We introduce a method extending the results from the case of non-bireflective subcategories (which was studied in [4]) to arbitrary epireflective subcategories of Top. We also prove some new facts about the lattice of coreflective subcategories of Top and ZD.     

The lattice of extensions of the minimal logic

In this article, we survey the results on the lattice of extensions of the minimal logic Lj, a paraconsistent analog of the intuitionistic logic Li. Unlike the well-studied classes of explosive logics, the class of extensions of the minimal logic has an interesting global structure. This class decomposes into the disjoint union of the class Int of intermediate logics, the class Neg of negative logics with a degenerate negation, and the class Par of properly paraconsistent extensions of the minimal logic. The classes Int and Neg are well studied, whereas the study of Par can be reduced to some extent to the classes Int and Neg.     

Densest Geodesic Ball Packings to <Emphasis Type="Bold">S</Emphasis><Superscript>2</Superscript> × <Emphasis Type="Bold">R</Emphasis> space groups generated by screw motions

In this paper we study the locally optimal geodesic ball packings with equal balls to the S ² × R space groups having rotation point groups and their generators are screw motions. We determine and visualize the densest simply transitive geodesic ball arrangements for the above space groups; moreover, we compute their optimal densities and radii. The densest packing is derived from the S ² × R space group 3qe. I. 3 with packing density ≈0.7278. E. Molnár has shown in [9] that the Thurston geometries have an unified interpretation in the real projective 3-sphere \({\mathcal{PS}^3}\). In our work we shall use this projective model of S ² × R geometry.     

Rational frames of minimal twist along space curves under specified boundary conditions

An adapted orthonormal frame (f₁(ξ),f₂(ξ),f₃(ξ)) on a space curve r(ξ), ξ ∈ [ 0, 1 ] comprises the curve tangent \(\mathbf {f}_{1}(\xi ) =\mathbf {r}^{\prime }(\xi )/|\mathbf {r}^{\prime }(\xi )|\) and two unit vectors f₂(ξ),f₃(ξ) that span the normal plane. The variation of this frame is specified by its angular velocity Ω = Ω₁f₁ + Ω₂f₂ + Ω₃f₃, and the twist of the framed curve is the integral of the component Ω₁ with respect to arc length. A minimal twist frame (MTF) has the least possible twist value, subject to prescribed initial and final orientations f₂(0),f₃(0) and f₂(1),f₃(1) of the normal–plane vectors. Employing the Euler–Rodrigues frame (ERF) — a rational adapted frame defined on spatial Pythagorean–hodograph curves — as an intermediary, an exact expression for an MTF with Ω₁ = constant is derived. However, since this involves rather complicated transcendental terms, a construction of rational MTFs is proposed by the imposition of a rational rotation on the ERF normal–plane vectors. For spatial PH quintics, it is shown that rational MTFs compatible with the boundary conditions can be constructed, with only modest deviations of Ω₁ about the mean value, by a rational quartic normal–plane rotation of the ERF. If necessary, subdivision methods can be invoked to ensure that the rational MTF is free of inflections, or to more accurately approximate a constant Ω₁. The procedure is summarized by an algorithm outline, and illustrated by a representative selection of computed examples.     

Hitting Times of Bessel Processes

Let $T_1^{(\mu)}$ be the first hitting time of the point 1 by the Bessel process with index μ?∈?? starting from x?>?1. Using an integral formula for the density $q_x^{(\mu)}(t)$ of $T_1^{(\mu)}$ , obtained in Byczkowski and Ryznar (Stud Math 173(1):19–38, 2006), we prove sharp estimates of the density of $T_1^{(\mu)}$ which exhibit the dependence both on time and space variables. Our result provides optimal uniform estimates for the density of the hitting time of the unit ball by the Brownian motion in ? ⁿ , which improve existing bounds. Another application is to provide sharp estimates for the Poisson kernel for half-spaces for hyperbolic Brownian motion in real hyperbolic spaces.