Harnack Inequalities for some Lévy Processes

In this paper we prove Harnack inequality for nonnegative functions which are harmonic with respect to random walks in ℝ ^d . We give several examples when the scale invariant Harnack inequality does not hold. For any α ∈ (0,2) we also prove the Harnack inequality for nonnegative harmonic functions with respect to a symmetric Lévy process in ℝ ^d with a Lévy density given by $c|x|^{-d-\alpha}1_{\{|x|\leq 1\}}+j(|x|)1_{\{|x|>1\}}$c|x|^{-d-\alpha}1_{\{|x|\leq 1\}}+j(|x|)1_{\{|x|>1\}}, where 0 ≤ j(r) ≤ cr ^{− d − α} , ∀ r > 1, for some constant c. Finally, we establish the Harnack inequality for nonnegative harmonic functions with respect to a subordinate Brownian motion with subordinator with Laplace exponent ϕ(λ) = λ ^α/2ℓ(λ), λ > 0, where ℓ is a slowly varying function at infinity and α ∈ (0,2).     

Almost sure asymptotics for the continuous parabolic Anderson model

We consider the parabolic Anderson problem ∂ _t u = κΔu + ξ(x)u on ℝ₊×ℝ ^d with initial condition u(0,x) = 1. Here κ > 0 is a diffusion constant and ξ is a random homogeneous potential. We concentrate on the two important cases of a Gaussian potential and a shot noise Poisson potential. Under some mild regularity assumptions, we derive the second-order term of the almost sure asymptotics of u(t, 0) as t→∞. Received: 26 July 1999 / Revised version: 6 April 2000 / Published online: 22 November 2000     

Parabolic problems for the Anderson model

Summary. This is a continuation of our previous work [6] on the investigation of intermittency for the parabolic equation (∂/∂t)u=Hu on ℝ₊×ℤ ^d associated with the Anderson Hamiltonian H=κΔ+ξ(·) for i.i.d. random potentials ξ(·). For the Cauchy problem with nonnegative homogeneous initial condition we study the second order asymptotics of the statistical moments <u(t,0) ^p > and the almost sure growth of u(t,0) as t→∞. We point out the crucial role of double exponential tails of ξ(0) for the formation of high intermittent peaks of the solution u(t,·) with asymptotically finite size. The challenging motivation is to achieve a better understanding of the geometric structure of such high exceedances which in one or another sense provide the essential contribution to the solution. Received: 10 December 1996 / In revised form: 30 September 1997     

On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets

We consider natural Laplace operators on random recursive affine nested fractals based on the Sierpinski gasket and prove an analogue of Weyl’s classical result on their eigenvalue asymptotics. The eigenvalue counting function N(λ) is shown to be of order λ ^ds/2 as λ→∞ where we can explicitly compute the spectral dimension d _s . Moreover the limit N(λ) λ ^−ds/2 will typically exist and can be expressed as a deterministic constant multiplied by a random variable. This random variable is a power of the limiting random variable in a suitable general branching process and has an interpretation as the volume of the fractal. Received: 22 January 1999 / Revised version: 2 September 1999 /?Published online: 30 March 2000     

O(dlog?N)-Quantics Approximation of N-d Tensors in High-Dimensional Numerical Modeling

In the present paper, we discuss the novel concept of super-compressed tensor-structured data formats in high-dimensional applications. We describe the multifolding or quantics-based tensor approximation method of O(dlog N)-complexity (logarithmic scaling in the volume size), applied to the discrete functions over the product index set {1,…,N}^⊗d , or briefly N-d tensors of size N ^d , and to the respective discretized differential-integral operators in ℝ ^d . As the basic approximation result, we prove that a complex exponential sampled on an equispaced grid has quantics rank 1. Moreover, a Chebyshev polynomial, sampled over a Chebyshev Gauss–Lobatto grid, has separation rank 2 in the quantics tensor format, while for the polynomial of degree m over a Chebyshev grid the respective quantics rank is at most 2m+1. For N-d tensors generated by certain analytic functions, we give a constructive proof of the O(dlog Nlog ε ⁻¹)-complexity bound for their approximation by low-rank 2-(dlog N) quantics tensors up to the accuracy ε>0. In the case ε=O(N ^−α ), α>0, our approach leads to the quantics tensor numerical method in dimension d, with the nearly optimal asymptotic complexity O(d/αlog ² ε ⁻¹). From numerical examples presented here, we observe that the quantics tensor method has proved its value in application to various function related tensors/matrices arising in computational quantum chemistry and in the traditional finite element method/boundary element method (FEM/BEM). The tool apparently works.     

à propos de l’indice de composition des nombres

 We define the index of composition λ(n) of an integer n ⩾ 2 as λ(n) = log n/log γ(n), where γ(n) stands for the product of the primes dividing n, and first establish that λ and 1/λ both have asymptotic mean value 1. We then establish that, given any ɛ > 0 and any integer k ⩾ 2, there exist infinitely many positive integers n such that . Considering the distribution function F(z,x) := #{n < x : λ(n) > z}, we prove that, given 1 < z < 2 and ɛ > 0, then, if x is sufficiently large,

Some Extremal Functions in Fourier Analysis, III

We obtain the best approximation in L ¹(ℝ), by entire functions of exponential type, for a class of even functions that includes e ^−λ|x|, where λ>0, log |x| and |x| ^α , where −1<α<1. We also give periodic versions of these results where the approximating functions are trigonometric polynomials of bounded degree.     

On Closed Weingarten Surfaces

We investigate closed surfaces in Euclidean 3-space satisfying certain functional relations κ = F(λ) between the principal curvatures κ, λ. In particular we find analytic closed surfaces of genus zero where F is a quadratic polynomial or F(λ) = cλ²ⁿ⁺¹. This generalizes results by H. Hopf on the case where F is linear and the case of ellipsoids of revolution where F(λ) = cλ³.     

On Closed Weingarten Surfaces

We investigate closed surfaces in Euclidean 3-space satisfying certain functional relations κ = F(λ) between the principal curvatures κ, λ. In particular we find analytic closed surfaces of genus zero where F is a quadratic polynomial or F(λ) = cλ²ⁿ⁺¹. This generalizes results by H. Hopf on the case where F is linear and the case of ellipsoids of revolution where F(λ) = cλ³.     

Instances of the Conjecture of Chang

We consider various forms of the Conjecture of Chang. Part A constitutes an introduction. Donder and Koepke have shown that if ρ is a cardinal such that ρ ≧ ω₁, and (ρ⁺⁺,ρ⁺↠(ρ⁺, ρ), then 0⁺ exists. We obtain the same conclusion in Part B starting from some other forms of the transfer hypothesis. As typical corollaries, we get: Theorem A.Assume that there exists cardinals λ, κ, such that λ ≧ K ⁺ ≧ω₂ and (λ⁺, λ)↠(K ⁺,K. Then 0⁺ exists. Theorem B.Assume that there exists a singularcardinal κ such that(K ⁺,K↠(ω₁, ω₀. Then 0⁺ exists. Theorem C.Assume that (λ ⁺⁺, λ). Then 0⁺ exists (also ifK=ω ₀. Remark. Here, as in the paper of Donder and Koepke, “O⁺ exists” is a matter of saying that the hypothesis is strictly stronger than “L(μ) exists”. Of course, the same proof could give a few more sharps overL(μ), but the interest is in expecting more cardinals, coming from a larger core model. Theorem D.Assume that (λ ⁺⁺, λ)↠(K ⁺, K) and thatK≧ω ₁. Then 0⁺ exists. Remark 2. Theorem B is, as is well-known, false if the hypothesis “κ is singular” is removed, even if we assume thatK≧ω ₂, or that κ is inaccessible. We shall recall this in due place. Comments. Theorem B and Remark 2 suggest we seek the consistency of the hypothesis of the form:K ⁺, K↠(ω_n +1, ω_n), for κ singular andn≧0. 0266 0152 V 3 The consistency of several statements of this sort—a prototype of which is (N _ω+1,N _ω)↠(ω₁, ω₀) —have been established, starting with an hypothesis slightly stronger than: “there exists a huge cardinal”, but much weaker than: “there exists a 2-huge cardinal”. These results will be published in a joint paper by M. Magidor, S. Shelah, and the author of the present paper.     

Correlation structure of intermittency in the parabolic Anderson model

Consider the Cauchy problem ∂u(x, t)/∂t = ℋu(x, t) (x∈ℤ^d, t≥ 0) with initial condition u(x, 0) ≡ 1 and with ℋ the Anderson Hamiltonian ℋ = κΔ + ξ. Here Δ is the discrete Laplacian, κ∈ (0, ∞) is a diffusion constant, and ξ = {ξ(x): x∈ℤ ^d } is an i.i.d.random field taking values in ℝ. G?rtner and Molchanov (1990) have shown that if the law of ξ(0) is nondegenerate, then the solution u is asymptotically intermittent. In the present paper we study the structure of the intermittent peaks for the special case where the law of ξ(0) is (in the vicinity of) the double exponential Prob(ξ(0) > s) = exp[−e ^{s /θ}] (s∈ℝ). Here θ∈ (0, ∞) is a parameter that can be thought of as measuring the degree of disorder in the ξ-field. Our main result is that, for fixed x, y∈ℤ ^d and t→∈, the correlation coefficient of u(x, t) and u(y, t) converges to ∥w _ρ∥⁻² _ℓ2Σ_{z ∈ℤd} w _ρ(x+z)w _ρ(y+z). In this expression, ρ = θ/κ while w _ρ:ℤ^d→ℝ⁺ is given by w _ρ = (v _ρ)^{⊗ d} with v _ρ: ℤ→ℝ⁺ the unique centered ground state (i.e., the solution in ℓ²(ℤ) with minimal l ²-norm) of the 1-dimensional nonlinear equation Δv + 2ρv log v = 0. The uniqueness of the ground state is actually proved only for large ρ, but is conjectured to hold for any ρ∈ (0, ∞). empty It turns out that if the right tail of the law of ξ(0) is thicker (or thinner) than the double exponential, then the correlation coefficient of u(x, t) and u(y, t) converges to δ _{x, y} (resp.the constant function 1). Thus, the double exponential family is the critical class exhibiting a nondegenerate correlation structure. Received: 5 March 1997 / Revised version: 21 September 1998     

À propos de l’indice de composition des nombres

 We define the index of composition λ(n) of an integer n ⩾ 2 as λ(n) = log n/log γ(n), where γ(n) stands for the product of the primes dividing n, and first establish that λ and 1/λ both have asymptotic mean value 1. We then establish that, given any ɛ > 0 and any integer k ⩾ 2, there exist infinitely many positive integers n such that . Considering the distribution function F(z,x) := #{n < x : λ(n) > z}, we prove that, given 1 < z < 2 and ɛ > 0, then, if x is sufficiently large,

On weak mixing in lattice models

Summary. For lattice models on ℤ ^d , weak mixing is the property that the influence of the boundary condition on a finite decays exponentially with distance from that region. For a wide class of models on ℤ², including all finite range models, we show that weak mixing is a consequence of Gibbs uniqueness, exponential decay of an appropriate form of connectivity, and a natural coupling property. In particular, on ℤ², the Fortuin-Kasteleyn random cluster model is weak mixing whenever uniqueness holds and the connectivity decays exponentially, and the q-state Potts model above the critical temperature is weak mixing whenever correlations decay exponentially, a hypothesis satisfied if q is sufficiently large. Ratio weak mixing is the property that uniformly over events A and B occurring on subsets Λ and Γ, respectively, of the lattice, |P(A∩B)/P(A)P(B)−1| decreases exponentially in the distance between Λ and Γ. We show that under mild hypotheses, for example finite range, weak mixing implies ratio weak mixing. Received: 27 August 1996 / In revised form: 15 August 1997     

Antichains in partially ordered sets of singular cofinality

In their paper from 1981, Milner and Sauer conjectured that for any poset , if , then P must contain an antichain of size κ. We prove that for λ > cf(λ) = κ, if there exists a cardinal μ < λ such that cov(λ, μ, κ, 2) = λ, then any poset of cofinality λ contains λ ^κ antichains of size κ. The hypothesis of our theorem is very weak and is a consequence of many well-known axioms such as GCH, SSH and PFA. The consistency of the negation of this hypothesis is unknown.      

Contact processes on scale-free networks

We investigate the contact process on random graphs generated from the configuration model for scale-free complex networks with the power law exponent β E （2, 3]. Using the neighborhood expansion method, we show that, with positive probability, any disease with an infection rate λ 〉 0 can survive for exponential time in the number of vertices of the graph. This strongly supports the view that stochastic scale-free networks are remarkably different from traditional regular graphs, such as, Z^d and classical Erdos-Renyi random graphs.     

Deriving hydrodynamic equations for lattice systems

We study the dynamics of lattice systems in ℤ^d, d ≥ 1. We assume that the initial data are random functions. We introduce the family of initial measures {μ₀^ɛ, ɛ > 0}. The measures μ₀^ɛ are assumed to be locally homogeneous or “slowly changing” under spatial shifts of the order o(ɛ⁻¹ ) and inhomogeneous under shifts of the order ɛ⁻¹ . Moreover, correlations of the measures μ₀^ɛ decrease uniformly in ɛ at large distances. For all τ ∈ ℝ \ 0, r ∈ ℝ^d, and κ > 0, we consider distributions of a random solution at the instants t = τ/ɛ^κ at points close to [r/ɛ] ∈ ℤ^d. Our main goal is to study the asymptotic behavior of these distributions as ɛ → 0 and to derive the limit hydrodynamic equations of the Euler and Navier-Stokes type.     

Periodicity of the Spectrum of a Finite Union of Intervals

A set Ω, of Lebesgue measure 1, in the real line is called spectral if there is a set Λ of real numbers such that the exponential functions e _λ (x)=exp (2πiλx), λ∈Λ, form a complete orthonormal system on L ²(Ω). Such a set Λ is called a spectrum of Ω. In this note we present a simplified proof of the fact that any spectrum Λ of a set Ω which is finite union of intervals must be periodic. The original proof is due to Bose and Madan.     

Discretization of Compact Riemannian Manifolds Applied to the Spectrum of Laplacian

For κ ⩾ 0 and r₀ > 0 let ℳ(n, κ, r₀) be the set of all connected, compact n-dimensional Riemannian manifolds (Mⁿ, g) with Ricci (M, g) ⩾ −(n−1) κ g and Inj (M) ⩾ r₀. We study the relation between the kth eigenvalue λ_k(M) of the Laplacian associated to (Mⁿ,g), Δ = −div(grad), and the kth eigenvalue λ_k(X) of a combinatorial Laplacian associated to a discretization X of M. We show that there exist constants c, C > 0 (depending only on n, κ and r₀) such that for all M ∈ ℳ(n, κ, r₀) and X a discretization of for all k < |X|. Then, we obtain the same kind of result for two compact manifolds M and N ∈ ℳ(n, κ, r₀) such that the Gromov–Hausdorff distance between M and N is smaller than some η > 0. We show that there exist constants c, C > 0 depending on η, n, κ and r₀ such that for all . Mathematics Subject Classification (2000): 58J50, 53C20 Supported by Swiss National Science Foundation, grant No. 20-101 469     

Diffusion approximation for the convection-diffusion equation with random drift

We consider the asymptotic behavior of the solutions ofscaled convection-diffusion equations ∂ _t u _ɛ (t, x) = κΔ _x (t, x) + 1/ɛV(t/ɛ²,xɛ) ·∇ _x u _ɛ (t, x) with the initial condition u _ɛ(0,x) = u ₀(x) as the parameter ɛ↓ 0. Under the assumptions that κ > 0 and V(t, x), (t, x) ∈R ^d is a d-dimensional,stationary, zero mean, incompressible, Gaussian random field, Markovian and mixing in t we show that the laws of u _ɛ(t,·), t≥ 0 in an appropriate functional space converge weakly, as ɛ↓ 0, to a δ-type measureconcentrated on a solution of a certain constant coefficient heat equation. Received: 23 March 2000 / Revised version: 5 March 2001 / Published online: 9 October 2001     

Differential sobordination and Bazilevič functions

LetM(z)=z ⁿ +…,N(z)=z ⁿ +… be analytic in the unit disc Δ and let λ(z)=N(z)/zN′(z). The classical result of Sakaguchi-Libera shows that Re(M′(z)/N′(z))<0 implies Re(M(z)/N(z))>0 in Δ whenever Re(λ(z))>0 in Δ. This can be expressed in terms of differential subordination as follows: for anyp analytic in Δ, withp(0)=1,p(z)+λ(z)zp′(z)<1+z/1−z impliesp(z)<1+z/1−z, for Reλ(z)>0,z∈Δ. In this paper we determine different type of general conditions on λ(z),h(z) and ϕ(z) for which one hasp(z)+λ(z)zp′(z)<h(z) impliesp(z)<ϕ(z)<h(z) z∈Δ. Then we apply the above implication to obtain new theorems for some classes of normalized analytic funotions. In particular we give a sufficient condition for an analytic function to be starlike in Δ.