A Change-of-Variable Formula with Local Time on Curves

Let be a continuous semimartingale and let be a continuous function of bounded variation. Setting and suppose that a continuous function is given such that F is C^1,2 on and F is on . Then the following change-of-variable formula holds: where is the local time of X at the curve b given by and refers to the integration with respect to . A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping.     

Divergence of a Random Walk Through Deterministic and Random Subsequences

Let {S _n} _n0 be a random walk on the line. We give criteria for the existence of a nonrandom sequence n _i for which respectively We thereby obtain conditions for to be a strong limit point of {S _n} or {S _n /n}. The first of these properties is shown to be equivalent to for some sequence a _i , where T(a) is the exit time from the interval [–a,a]. We also obtain a general equivalence between and for an increasing function fand suitable sequences n _i and a _i. These sorts of properties are of interest in sequential analysis. Known conditions for and (divergence through the whole sequence n) are also simplified.     

The Expected Number of Local Maxima of a Random Algebraic Polynomial

In this work we obtain an asymptotic estimate for the expected number of maxima of the random algebraic polynomial , where a _j (j=0, 1,...,n–1) are independent, normally distributed random variables with mean and variance one. It is shown that for nonzero , the expected number of maxima is asymptotic to log n, when n is large.     

Spin Models and Strongly Hyper-Self-Dual Bose-Mesner Algebras

We introduce the notion of hyper-self-duality for Bose-Mesner algebras as a strengthening of formal self-duality. Let denote a Bose-Mesner algebra on a finite nonempty set X. Fix p X, and let and denote respectively the dual Bose-Mesner algebra and the Terwilliger algebra of with respect to p. By a hyper-duality of , we mean an automorphism of such that for all ; and is a duality of . is said to be hyper-self-dual whenever there exists a hyper-duality of . We say that is strongly hyper-self-dual whenever there exists a hyper-duality of which can be expressed as conjugation by an invertible element of . We show that Bose-Mesner algebras which support a spin model are strongly hyper-self-dual, and we characterize strong hyper-self-duality via the module structure of the associated Terwilliger algebra.     

Phase retrieval for probability measures on abelian groups

IfX is a locally compact abelian group, a probability measure onX and its Fourier transform, the mapping | | is obviously not injective. The aim of this article is to find conditions under which the identification of given | | is possible up to a shift and a central symmetry.Research partially supported by the Swiss National Science Foundation.     

Almost periodic compactifications of group extensions

Let and be groups and let be an extension of by . Given a property of group compactifications, one can ask whether there exist compactifications and of N and K such that the universal -compactification of G is canonically isomorphic to an extension of by . We prove a theorem which gives necessary and sufficient conditions for this to occur for general properties and then apply this result to the almost periodic and weakly almost periodic compactifications of G.     

Attracting properties for one dimensional flows of a general barotropic viscous fluid. Periodic flows

Summary We consider the motion of a barotropic compressible fluid in a one dimensional bounded region with impermeable boundary, see equation (1.1). Here, u(t, q) denotes the velocity and v(t, q) the specific volume. The quantity log v(t, q) measures the displacement of v(t, q) with respect to the equilibrium v 1. For the sake of brevity we denote here different norms by the simbol . We show that there is a positive constant r₀=r₀(), a small ball B₁ (r) (with radius R₁ (r), ), and a large ball B(r) (with radius R(r), ) such that the following holds, for each r [0, r₀ [(i) If f(t) < r for all t 0, and if (u(0), log v(0))R(r) (i.e. (u(0), log v(0)) B(r)) then, for sufficiently large values of t, (u(t), log v(t))R₁ (r); (ii) The solutions starting at time t=0 from the large ball B(r) have all the same asymptotic behaviour (see (1.11)); (iii) If f is T-periodic then there is a (unique) T-periodic solution (u(t), log v(t)) inside the small ball B₁ (r). This periodic solution atracts all solutions which intersect the large ball B(r). Periodic solutions had been previously studied only for very specific pressure laws, namely p(v)-log v and p(v)-v^–1.     

Majorants and Extreme Points of Unit Balls in Bernstein Spaces

The Bernstein space B ^p () (1 $$ " align="middle" border="0"> 0) is the set of functions from L ^p( ) having Fourier transforms (in the sense of generalized functions) with supports in the compact segment [- , ]. Every function f has an analytic continuation onto the complex plane, which is an entire function of exponential type . The spaces B ^p ()\, are conjugate Banach spaces. Therefore, the closed unit ball in B ^p () has a rich set of extreme (boundary) points: coincides with the weakly ^* closed convex hull of its extreme points. Since, for 1< p< , B ^p () is a uniformly convex space, only the balls and have nontrivially arranged sets of extreme points. In this paper, in terms of zeros of entire functions, we obtain necessary and sufficient conditions of extremeness for functions from .     

Nontrivial Phase Transition in a Continuum Mirror Model

We consider a Poisson point process on with intensity , and at each Poisson point we place a two sided mirror of random length and orientation. The length and orientation of a mirror is taken from a fixed distribution, and is independent of the lengths and orientations of the other mirrors. We ask if light shone from the origin will remain in a bounded region. We find that there exists a with 0 < < for which, if < , light leaving the origin in all but a countable number of directions will travel arbitrariliy far from the origin with positive probability. Also, if > , light from the origin will almost surely remain in a bounded region.     

Coupling of the GB set property for ergodic averages

Let (Y,,,T) be an ergodic dynamical system. LetA be an nonempty subset ofL ²() such that , whereA=sup{||sȒt||₂ ,s, tA} andN(A, u) is the smallest number ofL ²()-open balls of radiusu, centered inA, enough to coverA. Let . We prove as a consequence of a more general result, thatC(A) is aGB subset ofL ²().     

A structure theorem for weak buildings of spherical type

Following earlier work of Tits [8], this paper deals with the structure of buildings which are not necessarily thick; that is, possessing panels (faces of codimension 1) which are contained in two chambers, only. To every building , there is canonically associated a thick building whose Weyl group W( ) can be considered as a reflection subgroup of the Weyl group W() of . One can reconstruct from together with the embedding W( ) W(). Conversely, if is any thick building and W any reflection group containing W( ) as a reflection subgroup, there exists a weak building with Weyl group W and associated thick building .     

Lattices of interpretability types of varieties

Let be the set of all primes, the field of all algebraic numbers, and Z the set of square-free natural numbers. We consider partially ordered sets of interpretability types such as , and , where AD is a variety of -divisible Abelian groups with unique taking of the pth root _p(x) for every p , is a variety of -modules over a normal field , contained in , and G_n is a variety of n-groupoids defined by a cyclic permutation (12 ...n). We prove that , and are distributive lattices, with and where ub and ub_f are lattices (w.r.t. inclusion) of all subsets of the set and of finite subsets of , respectively.Deceased.__________Translated from Algebra i Logika, Vol. 44, No. 2, pp. 198–210, March–April, 2005.     

Nonnegative Hall Polynomials

The number of subgroups of type and cotype in a finite abelian p-group of type is a polynomialg with integral coefficients. We prove g has nonnegative coefficients for all partitions and if and only if no two parts of differ by more than one. Necessity follows from a few simple facts about Hall-Littlewood symmetric functions; sufficiency relies on properties of certain order-preserving surjections that associate to each subgroup a vector dominated componentwise by . The nonzero components of (H) are the parts of , the type of H; if no two parts of differ by more than one, the nonzero components of – (H) are the parts of , the cotype of H. In fact, we provide an order-theoretic characterization of those isomorphism types of finite abelian p-groups all of whose Hall polynomials have nonnegative coefficients.     

Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

In this paper we study the behavior of sums of a linear process associated to a strictly stationary sequence with values in a real separable Hilbert space and are linear operators from H to H. One of the results is that satisfies the CLT provided are i.i.d. centered having finite second moments and . We shall provide an example which shows that the condition on the operators is essentially sharp. Extensions of this result are given for sequences of weak dependent random variables under minimal conditions.     

Random rotations of the Wiener path

Summary Let (W, H, ) be an abstract Wiener space and letR(w) be a strongly measurable random variable with values in the set of isometries onH. Suppose that Rh is smooth in the Sobolev sense and that it is a quasi-nilpotent operator onH for everyhH. It is shown that (R(w)h) is again a Gaussian (0, |h| _H ² )-random variable. Consequently, if (e _i ,i)W ^* is a complete, orthonormal basis ofH, then defines a measure preserving transformation, a rotation, onW. It is also shown that if for some strongly measurable, operator valued (onH) random variableR, (R(w+k)h) is (0, |h| _H ² )-Gaussian for allk, hH, thenR is an isometry and Rh is quasi-nilpotent for allHH. The relation between the stochastic calculi for these Wiener pathsw and , as well as the conditions of the inverbibility of the map are discussed and the problem of the absolute continuity of the image of the Wiener measure under Euclidean motion on the Wiener space (i.e. composed with a shift) is studied.The research of the second author was supported by the Fund for the Promotion of Research at the TechnionDedicated to the memory of Albert Badrikian     

On sequences of Dirichlet polynomials uniformly bounded on half planes

Given and a sequence of Dirichlet polynomials estimates for the coefficientsa _n are proved if {_n} is uniformly bounded on a region containing a half plane. Thereby a result is obtained which is an analogue of a known result for polynomials, that is for theA-transforms of the geometric sequence; moreover a Jentzsch type theorem for {_n(z)} is derived.     

The Law of the Logarithm for Weighted Sums of Independent Random Variables

Let X,X _n ;n1 be a sequence of real-valued i.i.d. random variables with E(X)=0. Assume B(u) is positive, strictly increasing and regularly-varying at infinity with index 1/2<1. Set b _n =B(n),n1. If

Uniform and universal Glivenko-Cantelli classes

A class of measurable functions on a probability space is called a Glivenko-Cantelli class if the empirical measuresP _n converge to the trueP uniformly over almost surely. is a universal Glivenko-Cantelli class if it is a Glivenko-Cantelli Cantelli class for all lawsP on a measurable space, and a uniform Glivenko-Cantelli class if the convergence is also uniform inP. We give general sufficient conditions for the Glivenko-Cantelli and universal Glivenko-Cantelli properties and examples to show that some stronger conditions are not necessary. The uniform Glivenko-Cantelli property is characterized, under measurability assumptions, by an entropy condition.     

Multiple Wick Product Chaos Processes

Let u(x) xR ^q be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=. Let p _x, (·) be the density of an R ^q valued canonical normal random variable with mean x and variance and let {G _x, ; (x, )R ^q ×[0,1 ]} be the mean zero Gaussian process with covariance