Time-space polynomial martingales cenerated by a discrete-time martingale

We investigate, for a given martingaleM={M _n: n0}, the conditions for the existence of polynomialsP(·,·) of two variables, time and space, and of arbitrary degree in the latter, such that{P(n, M _n)} is a martingale for the natural filtration ofM. Denoting by the vector space of all such polynomials, we ask, in particular, when such a sequence can be chosen so as to span . A complete necessary and sufficient condition is obtained in the case whenM has independent increments. For generalM, we obtain a necessary condition which entails, under mild additional hypotheses, thatM is necessarily Markovian. Considering a slightly more general class of polynomials than we obtain necessary and sufficient conditions in the case of general martingales also. It is moreover observed that in most of the cases, the set determines the law of the martingale in a certain sense.The research of this author was supported by the National Board of Higher Mathematics, Bombay, India.     

Arithmetic and other properties of certain Delphic semigroups. II

Summary This paper continues [2]. We show that the sets of infinitely divisible elements of the Delphic semigroups ⁺ (of positive renewal sequences) and P (of standard p-functions) are additively convex, and do a Choquet analysis in each case. We draw up the (M, m) diagram for members of , and deduce from it that the product topology on is metrizable. Finally we look at the arithmetic of , showing that the simples are residual in it, and partially identifying I ₀, the set of infinitely divisible elements without simple factors. Many examples are given.I am indebted to Professor D. G. Kendall for his constant help and encouragement in the course of the research leading to this paper and [2].     

Perfect cocycles through stochastic differential equations

Summary We prove that if is a random dynamical system (cocycle) for whicht(t, )x is a semimartingale, then it is generated by a stochastic differential equation driven by a vector field valued semimartingale with stationary increment (helix), and conversely. This relation is succinctly expressed as semimartingale cocycle=exp(semimartingale helix). To implement it we lift stochastic calculus from the traditional one-sided time to two-sided timeT= and make this consistent with ergodic theory. We also prove a general theorem on the perfection of a crude cocycle, thus solving a problem which was open for more than ten years.This article was processed by the author using the latex style filepljour Im from Springer-Verlag.     

The variation of a stable path is stable

Summary Let X(t) be a separable symmetric stable process of index . Let P be a finite partition of [0,1], and a collection of partitions. The variation of a path X(t) is defined in three ways in terms of the sum collection . Under certain conditions on and on the parameters and , the distribution of the variation is shown to be a stable law. Under other conditions the distribution of the variational sum converges to a stable distribution.The author wishes to thank Prof. J. Chover for several helpful suggestions.     

Ultrafilter translations

We develop a method for extending results about ultrafilters into a more general setting. In this paper we shall be mainly concerned with applications to cardinality logics. For example, assumingV=L, Gödel's Axiom of Constructibility, we prove that if > then the logic with the quantifier there exist many is (,)-compact if and only if either is weakly compact or is singular of cofinality<. As a corollary, for every infinite cardinals and , there exists a (,)-compact non-(,)-compact logic if and only if either < orcf<cf or < is weakly compact.Counterexamples are given showing that the above statements may fail, ifV=L is not assumed.However, without special assumptions, analogous results are obtained for the stronger notion of [,]-compactness.     

Elementary Abelian Covers of Graphs

Let _G (X) be the set of all (equivalence classes of) regular covering projections of a given connected graph X along which a given group G Aut X of automorphisms lifts. There is a natural lattice structure on _G (X), where _{1 2} whenever ₂ factors through ₁. The sublattice _G () of coverings which are below a given covering : X^~ X naturally corresponds to a lattice _G () of certain subgroups of the group of covering transformations. In order to study this correspondence, some general theorems regarding morphisms and decomposition of regular covering projections are proved. All theorems are stated and proved combinatorially in terms of voltage assignments, in order to facilitate computation in concrete applications.For a given prime p, let _G ^p (X) _G (X) denote the sublattice of all regular covering projections with an elementary abelian p-group of covering transformations. There is an algorithm which explicitly constructs _G ^p (X) in the sense that, for each member of _G ^p (X), a concrete voltage assignment on X which determines this covering up to equivalence, is generated. The algorithm uses the well known algebraic tools for finding invariant subspaces of a given linear representation of a group. To illustrate the method two nontrival examples are included.     

Simplicial Cohomology with Coefficients in Symmetric Categorical Groups

In this paper we introduce and study a cohomology theory {H ⁿ (–,A)} for simplicial sets with coefficients in symmetric categorical groups A. We associate to a symmetric categorical group A a sequence of simplicial sets {K(A,n)} _n0, which allows us to give a representation theorem for our cohomology. Moreover, we prove that for any n3, the functor K(–,n) is right adjoint to the functor _n , where _n (X ) is defined as the fundamental groupoid of the n-loop complex ⁿ (X ). Using this adjunction, we give another proof of how symmetric categorical groups model all homotopy types of spaces Y with _i (Y)=0 for all in,n+1 and n3; and also we obtain a classification theorem for those spaces: [–,Y]H ⁿ (–, _n (Y)).     

On Sets of Planes in Projective Spaces Intersecting Mutually in One Point

Let be a projective space. In this paper we consider sets of planes of such that any two planes of intersect in exactly one point. Our investigation will lead to a classification of these sets in most cases. There are the following two main results:- If is a set of planes of a projective space intersecting mutually in one point, then the set of intersection points spans a subspace of dimension 6. There are up to isomorphism only three sets where this dimension is 6. These sets are related to the Fano plane.- If is a set of planes of PG(d,q) intersecting mutually in one point, and if q3, 3(q²+q+1), then is either contained in a Klein quadric in PG(5,q), or is a dual partial spread in PG(4,q), or all elements of pass through a common point.     

Computing on-line the lattice of maximal antichains of posets

We consider the on-line computation of the lattice of maximal antichains of a finite poset . This on-line computation satisfies what we call the linear extension hypothesis: the new incoming vertex is always maximal in the current subposet of . In addition to its theoretical interest, this abstraction of the lattice of antichains of a poset has structural properties which give it interesting practical behavior. In particular, the lattice of maximal antichains may be useful for testing distributed computations, for which purpose the lattice of antichains is already widely used. Our on-line algorithm has a run time complexity of , where |P| is the number of elements of the poset, , |MA(P)| is the number of maximal antichains of and (P) is the width of . This is more efficient than the best off-line algorithms known so far.     

Generalizations of Tarski's fixed point theorem for order varieties of complete meet semilattices

A poset P is -conditionally complete ( a cardinal) if every set X P all of whose subsets of cardinality < have an upper bound has a least upper bound. For we characterize the subposets of a -complete poset which can occur as the set of fixed points of some montonic function on P. This yields a generalization of Tarski's fixed point theorem. We also show that for every the class of -conditionally complete posets forms an order variety and we exhibit a simple generating poset for each such class.Research supported in part by NSERC while the author was visiting Professor Ivo Rosenberg at the Université de Montreal.Research supported in part by NSF-grant DMS-8703743.     

First order properties of random posets

Let =(n,p) be a binary relation on the set [n]={1, 2, ..., n} such that (i,i) for every i and (i,j) with probability p, independently for each pair i,j [n], where i<j. Define as the transitive closure of and denote poset ([n], ) by R(n, p). We show that for any constant p probability of each first order property of R(n, p) converges as n .     

Maximal polynomial subordination to univalent functions in the unit disk

Let C be a simply connected domain, 0, and let _n,nN, be the set of all polynomials of degree at mostn. By _n() we denote the subset of polynomials p _n withp(0)=0 andp(D), whereD stands for the unit disk {z: |z|<1}, and=" by=">we denote the maximal range of these polynomials. Letf be a conformal mapping fromD onto ,f(0)=0. The main theme of this note is to relate _n (or some important aspects of it) to the imagesf _s (D), wheref _s (z):=f[(1–s)z], 0s<1. for=" instance=" we=" prove=" the=" existence=" of=" a=" universal=">c ₀ such that, forn2c ₀,     

Classification of integral trees

A finite poset Q is called integral over a field k if there exists an ASL (algebra with straightening laws) domain on Q{–} over k. We classify all trees (rank one connected posets without cycles) which are integral over an infinite field.     

On maximal ranges of polynomial spaces in the unit disk

Let be a domain in C, 0, and let _n ⁰ () be the set of polynomials of degreen such thatP(0)=0 andP(D), whereD denotes the unit disk. The maximal range _n is then defined to be the union of all setsP(D),P _n ⁰ (). We derive necessary and, in the case of ft convex, sufficient conditions for extremal polynomials, namely those boundaries whose ranges meet _n . As an application we solve explicitly the cases where is a half-plane or a strip-domain. This also implies a number of new inequalities, for instance, for polynomials with positive real part inD. All essential extremal polynomials found so far in the convex cases are univalent inD. This leads to the formulation of a problem. It should be mentioned that the general theory developed in this paper also works for other than polynomial spaces.Communicated by J. Milne Anderson.     

Patching ideal families on℘ kλ

Ideal families defined on a cardinalk often exhibit reflection properties. IfC k is a club, for example, thenC is a club-in- club-in-k often. In this paper we generalize this notion to ideal families defined on _k and exhibit some examples.     

A note on a set-mapping problem of Hajnal and Máté

It is consistent that there exists a set mappingF with <F(, )< for + 2 >w ₂ with no uncountable free sets.Research supported by Hungarian National Research Fund No. 1805 and 1908.     

Parametrized Partitions of Products of Finite Sets*

For every infinite sequence of positive integers and every Borel partition c : ×[]{0, 1} there is H[] and a sequence of subsets of , with |H_i|=m_i for every i, such that c is constant on .* Research partially supported by CNRS-FONACIT Project PI 2000001471. This author thanks the University of Paris VII for hospitality.     

Maximum antichains in the product of chains

Let P be the poset k ₁ × ... × k _n , which is a product of chains, where n1 and k ₁ ... k _n 2. Let . P is known to have the Sperner property, which means that its maximum ranks are maximum antichains. Here we prove that its maximum ranks are its only maximum antichains if and only if either n=1 or M1. This is a generalization of a classical result, Sperner's Theorem, which is the case k ₁= ... =k _n =2. We also determine the number and location of the maximum ranks of P.Research supported in part by the National Science Foundation 10/25/83.     

A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.