Measure preserving transformations of multidimensional stable Lévy processes

Let ξ(t), t ∈ [0, 1], be an α-stable Lévy process in ℝ^d. Denote by {ie4563-01} the measure generated by ξ in the Skorokhod space {ie4563-02}. Under some conditions on the spectral measure of the process ξ, we construct a group of {ie4563-03}-preserving transformations of {ie4563-04}. Bibliography: 12 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 351, 2007, pp. 242–252.     

An inequality relating to triple product integrals of laguerre functions

IfL _n(x) is thenth Laguerre polynomial and {ie45-1}, then we can expand the functions {ie45-2} over (0, ∞) in terms of the set {ie45-3}, i.e., {ie45-4}. In this paper we prove, an old-standing conjecture that (−1) ^tK_rt>0 for 0≦t≦r (r=0,1,…); i.e., that, in the sense defined by Trench, the set {ie45-5} is alternating with respect to the set {ie45-6}.     

On exposed functions in Bernstein spaces

For σ > 0, the Bernstein space {ie427-01} consists of those L ¹(ℝ) functions whose Fourier transforms are supported by [−σ, σ]. Since {ie427-02} is separable and dual to some Banach space, the closed unit ball {ie427-03} of {ie427-04} has sufficiently large sets of both exposed and strongly exposed points: {ie427-05} coincides with the closed convex hull of its strongly exposed points. We investigate some properties of exposed points, construct several examples, and obtain as corollaries relations between the sets of exposed, strongly exposed, weak* exposed, and weak* strongly exposed points of {ie427-06}.     

Multipliers for logarithmic Cauchy integrals in the ball

Let B _n denote the unit ball in \mathbbC \mathbb{C} ⁿ , n ≥ 1. Let K \mathcal{K} ₀(n) denote the class of functions defined for z ∈ B _n as a constant plus the integral of the kernel log(1/(1 −〈z, ζ〉)) against a complex Borel measure on the sphere {ζ ∈ \mathbbC \mathbb{C} ⁿ ,: |ζ| = 1}. Properties of holomorphic functions g such that fg ∈ K \mathcal{K} ₀(n) for all f ∈ K \mathcal{K} ₀(n) are studied. The extended Cesàro operators are investigated on the spaces K \mathcal{K} ₀(n), n ≥ 1. Bibliography: 15 titles.     

Stability preservation theorems

The basic result of the paper is the main theorem worded as follows. Let {ie155-01} be a valued field such that {ie155-02} has characteristic p > 0 and let {ie155-03} be an extension of valued fields satisfying the following conditions: (i) there exists a set {ie155-04} for which {ie155-05} is a separating transcendence basis for a field {ie155-06} over F_R; (ii) Γ _R is p-pure in {ie155-07}, i.e., {ie155-08} does not contain elements of order p; (iii) there exists a set B₁ ⊂ F₀^× such that the family {ie155-09} is linearly independent in the elementary p-group {ie155-10}; (iv) F₀ is algebraic over F(B₀ ⋃ B₁). Then the property of being stable for {ie155-11} implies being stable for {ie155-12}. Supported by the Council for Grants (under RF President) and State Aid of Leading Scientific Schools (grant NSh-344.2008.1) and by RFBR (grant No. 08-01-00442-a). __________ Translated from Algebra i Logika, Vol. 47, No. 3, pp. 269–287, May–June, 2008.     

Estimation and detection of a function from tensor product spaces

We observe an unknown function of d variables ƒ(t), t ∈ [0, 1]^d, in the white Gaussian noise of level ε > 0. We assume that {ie4526-01}, where {ie4526-02} is a ball in the Hilbert space {ie4526-03} of tensor product structure. Under minimax setup, we consider two problems: estimate ƒ (for quadratic losses) and detect ƒ, i.e., test the null hypothesis H₀: ƒ = 0 against the alternatives {ie4526-04}. We are interested in the case {ie4526-05}. We study sharp, rate, and log-asymptotics (as ε → 0 and d → ∞) in the problems. In particular, we show that log-asymptotics are essentially different for d ≪ log ε⁻¹ and d ≫ log ε⁻¹. Bibliography: 19 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 351, 2007, pp. 180–218.     

The region of values of a system of functionals in the class of typically real functions

Let T_R be the class of functions that are regular and typically real in the disk E={z:⋱z⋱<1}. For this class, the region of values of the system {f(z₀), f(r)} for z₀ ∈ ℝ, r∈(-1,1) is studied. The sets D_r={f(z₀):f∈T_R, f(r)=a} for −1≤r≤1 and Δ_r={(c₂, c₃): f ∈ T_R, −f(−r)=a} for 0<r≤1 are found, where aε(r(1+r)⁻², r(1−r)⁻²) is an arbitrary fixed number. Bibliography: 11 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 226, 1996, pp. 69–79.     

Dilation of Newton Polytope and <Emphasis Type="Italic">p</Emphasis>-adic Estimate

Let f(X) be a polynomial in n variables over the finite field  \mathbbF_q\mathbb{F}_{q}. Its Newton polytope Δ(f) is the convex closure in ℝ ⁿ of the origin and the exponent vectors (viewed as points in ℝ ⁿ ) of monomials in f(X). The minimal dilation of Δ(f) such that it contains at least one lattice point of $\mathbb{Z}_{>0}^{n}$\mathbb{Z}_{>0}^{n} plays a vital pole in the p-adic estimate of the number of zeros of f(X) in  \mathbbF_q\mathbb{F}_{q}. Using this fact, we obtain several tight and computational bounds for the dilation which unify and improve a number of previous results in this direction.     

Nonsingular transformations of a class of tempered Lévy processes

Let ξ(t), t ∈ [0, 1], be a tempered stable process. By {ie4447-01} we denote the law of ξ in the Skorokhod space {ie4447-02}. For the measure {ie4447-03}, we construct the group of nonsingular transformations of {ie4447-04}. Bibliography: 10 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 351, 2007, pp. 38–53.     

On the strong law of large numbers for dependent random variables

Let {X _n} _n ^=1/∞ be a sequence of random variables with partial sumsS _n, and let {ie241-1} be the σ-algebra generated byX ₁,…,X _n. Letf be a function fromR toR and suppose {ie241-2}. Under conditions off and moment conditions on theX' _ns, we show thatS _n/n converges a.e. (almost everywhere). We give several applications of this result. Research supported by N.S.F. Grant MCS 77-26809     

On generalized shift bases for the wiener disc algebra

LetW(D) denote the set of functionsf(z)=Σ _n=0 ^∞ A _n Z ⁿ a _nzⁿ for which Σ_n=0 ^∞|a _n |<+∞. Given any finite set lcub;f _i (z)rcub; _i=1 ⁿ inW(D) the following are equivalent: (i) The generalized shift sequence lcub;f ₁(z)z ^kn ,f ₂(z)z ^kn+1, …,f _n (z)z ^(k+1)n−1rcub; _k=0 ^∞ is a basis forW(D) which is equivalent to the basis lcub;z ^m rcub; _m=0 ^∞ . (ii) The generalized shift sequence is complete inW(D), (iii) The function has no zero in |z|≦1, wherew=e ^2πiti /n.     

Linear methods for approximation of some classes of holomorphic functions from the Bergman space

We construct a linear method {ie910-01} for the approximation (in the unit disk) of classes of holomorphic functions {ie910-02} that are the Hadamard convolutions of the unit balls of the Bergman space A _p with reproducing kernels {ie910-03}. We give conditions for ψ under which the method {ie910-04} approximates the class {ie910-05} in the metrics of the Hardy space H _s and the Bergman space A _s , 1 ≤ s ≤ p, with an error that coincides in order with the value of the best approximation by algebraic polynomials. Translated from in Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 6, pp. 783–795, June, 2008.     

A Freiheitssatz for products of groups

Denote byB a class of solvable groups having a finite normal series with torsion-free Abelian factors, and by % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfKttLearuqr1ngBPrgarmWu51MyVXgatC% vAUfeBSjuyZL2yd9gzLbvyNv2CaeHbd9wDYLwzYbItLDharyavP1wz% ZbItLDhis9wBH5garqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbb% L8F4rqqrFfpeea0xe9Lq-Jc9vqaqpepm0xbba9pwe9Q8fs0-yqaqpe% pae9pg0FirpepeKkFr0xfr-xfr-xb9adbaqaaeGaciGaaiaabeqaam% aaeaqbaaGcbaWefv3ySLgzgjxyRrxDYbqehuuDJXwAKbIrYf2A0vNC% aGGbaiqb-fa8czaaraaaaa!475E!\[\bar \mathfrak{B}\] a class of groups every finitely generated subgroup of which is approximated by {ie193-3}. We prove that if {ie193-4} is a free product with relations of groups A₁,…,A_n in the class {ie193-5}, where n>m and all relations are taken from the Cartesian subgroups, then there exist distinct indices i₁,…,i_n-m such that gp(A_i1,…,Ai_n-m)=A_i1 *…* Ai_n-m. A similar fact is established for solvable products with relations. Supported by RFFR grant No. 99-01-00567. Translated fromAlgebra i Logika, Vol. 38, No. 3, pp. 354–367, May–June, 1999.     

Σ-Definability of countable structures over real numbers, complex numbers, and quaternions

We study Σ-definability of countable models over hereditarily finite {ie193-01} superstructures over the field ℝ of reals, the field ℂ of complex numbers, and over the skew field ℍ of quaternions. In particular, it is shown that each at most countable structure of a finite signature, which is Σ-definable over {ie193-02} with at most countable equivalence classes and without parameters, has a computable isomorphic copy. Moreover, if we lift the requirement on the cardinalities of the classes in a definition then such a model can have an arbitrary hyperarithmetical complexity, but it will be hyperarithmetical in any case. Also it is proved that any countable structure Σ-definable over {ie193-03}, possibly with parameters, has a computable isomorphic copy and that being Σ-definable over {ie193-04} is equivalent to being Σ-definable over {ie193-05}. Supported by RFBR-DFG, grant No. 06-01-04002 DFGa. __________ Translated from Algebra i Logika, Vol. 47, No. 3, pp. 335–363, May–June, 2008.     

Addendum to “An extension of an inequality of Hoeffding to unbounded random variables”: The non-i.i.d. case

Let S _n = X ₁ + ⋯ + X _n be a sum of independent random variables such that 0 ⩽ X _k ⩽ 1 for all k. Write {ie237-01} and q = 1 − p. Let 0 < t < q. In our recent paper [3], we extended the inequality of Hoeffding ([6], Theorem 1) {fx237-01} to the case where X _k are unbounded positive random variables. It was assumed that the means {ie237-02} of individual summands are known. In this addendum, we prove that the inequality still holds if only an upper bound for the mean {ie237-03} is known and that the i.i.d. case where {ie237-04} dominates the general non-i.i.d. case. Furthermore, we provide upper bounds expressed in terms of certain compound Poisson distributions. Such bounds can be more convenient in applications. Our inequalities reduce to the related Hoeffding inequalities if 0 ⩽ X _k ⩽ 1. Our conditions are X _k ⩾ 0 and {ie237-05}. In particular, X _k can have fat tails. We provide as well improvements comparable with the inequalities in Bentkus [2]. The independence of X _k can be replaced by super-martingale type assumptions. Our methods can be extended to prove counterparts of other inequalities in Hoeffding [6] and Bentkus The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No T-25/08.     

Solvability of elliptic functional-differential equations with compressions of the arguments in weighted spaces

In the paper, the equation

<Emphasis Type="Italic">Φ</Emphasis>-Variation of a bifractional Brownian motion

Let B _H,K = {B _H,K (t)} _t⩾0 be a bifractional Brownian motion with parameters H ∈ (0, 1) and K ∈ (0, 1]. For a function Φ: [0, ∞) → [0, ∞) and for a partition κ = {t _i }_n ⁱ⁼⁰ of an interval [0, T] with T > 0, let {ie418-01}. We prove that, for a suitable Φ depending on H and K, {ie418-02} almost surely. The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-16/08     

Atomic hardy-type spaces between <Emphasis Type="Italic">H</Emphasis><Superscript>1</Superscript> and <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript> on metric spaces with non-doubling measures

Let ( Y,d,dl )\left( {\mathcal{Y},d,d\lambda } \right) be (ℝ ⁿ , |·|, μ), where |·| is the Euclidean distance, μ is a nonnegative Radon measure on ℝ ⁿ satisfying the polynomial growth condition, or the Gauss measure metric space (ℝ ⁿ , |·|, d _λ ), or the space (S, d, ρ), where S ≡ ℝ ⁿ ⋉ ℝ⁺ is the (ax + b)-group, d is the left-invariant Riemannian metric and ρ is the right Haar measure on S with exponential growth. In this paper, the authors introduce and establish some properties of the atomic Hardy-type spaces { X_s ( Y ) }_{0 < s \leqslant ￥}\left\{ {X_s \left( \mathcal{Y} \right)} \right\}_{0 < s \leqslant \infty } and the BMO-type spaces { BMO( Y, s ) }_{0 < s \leqslant ￥}\left\{ {BMO\left( {\mathcal{Y}, s} \right)} \right\}_{0 < s \leqslant \infty }. Let H ¹ ( Y )\left( \mathcal{Y} \right) be the known atomic Hardy space and L ₀¹ ( Y )\left( \mathcal{Y} \right) the subspace of f ∈ L ¹ ( Y )\left( \mathcal{Y} \right) with integral 0. The authors prove that the dual space of X _s ( Y )\left( \mathcal{Y} \right) is BMO( Y,s )BMO\left( {\mathcal{Y},s} \right) when s ∈ (0,∞), X _s ( Y )\left( \mathcal{Y} \right) = H ¹ ( Y )\left( \mathcal{Y} \right) when s ∈ (0, 1], and X _∞ ( Y )\left( \mathcal{Y} \right) = L ₀¹ ( Y )\left( \mathcal{Y} \right) (or L ¹ ( Y )\left( \mathcal{Y} \right)). As applications, the authors show that if T is a linear operator bounded from H ¹ ( Y )\left( \mathcal{Y} \right) to L ¹ ( Y )\left( \mathcal{Y} \right) and from L ¹ ( Y )\left( \mathcal{Y} \right) to L ^1,∞ ( Y )\left( \mathcal{Y} \right), then for all r ∈ (1,∞) and s ∈ (r,∞], T is bounded from X _r ( Y )\left( \mathcal{Y} \right) to the Lorentz space L ^1,s ( Y )\left( \mathcal{Y} \right), which applies to the Calderón-Zygmund operator on (ℝ ⁿ , |·|, μ), the imaginary powers of the Ornstein-Uhlenbeck operator on (ℝ ⁿ , |·|, d _γ ) and the spectral operator associated with the spectral multiplier on (S, d, ρ). All these results generalize the corresponding results of Sweezy, Abu-Shammala and Torchinsky on Euclidean spaces.     

Asymptotics of Recurrence Relation Coefficients,Hankel Determinant Ratios,and Root Products Associated with Laurent Polynomials Orthogonal with Respect to Varying Exponential Weights

Let Λ^ℝ denote the linear space over ℝ spanned by z ^k , k∈ℤ. Define the real inner product 〈⋅,⋅〉 _L :Λ^ℝ×Λ^ℝ→ℝ, , N∈ℕ, where V satisfies: (i) V is real analytic on ℝ∖{0}; (ii) lim  _{| x |→∞}(V(x)/ln (x ²+1))=+∞; and (iii) lim  _{| x |→0}(V(x)/ln (x ⁻²+1))=+∞. Orthogonalisation of the (ordered) base with respect to 〈⋅,⋅〉 _L yields the even degree and odd degree orthonormal Laurent polynomials (OLPs) : φ _2n (z)=∑ _k=−n ⁿ ξ _k ⁽²ⁿ⁾ z ^k , ξ _n ⁽²ⁿ⁾>0, and φ _2n+1(z)=∑ _k=−n−1 ⁿ ξ _k ⁽²ⁿ⁺¹⁾ z ^k , ξ _−n−1⁽²ⁿ⁺¹⁾>0. Associated with the even degree and odd degree OLPs are the following two pairs of recurrence relations: z φ _2n (z)=c _2n ^♯ φ _2n−2(z)+b _2n ^♯ φ _2n−1(z)+a _2n ^♯ φ _2n (z)+b _2n+1 ^♯ φ _2n+1(z)+c _2n+2 ^♯ φ _2n+2(z) and z φ _2n+1(z)=b _2n+1 ^♯ φ _2n (z)+a _2n+1 ^♯ φ _2n+1(z)+b _2n+2 ^♯ φ _2n+2(z), where c ₀ ^♯ =b ₀ ^♯ =0, and c _2k ^♯ >0, k∈ℕ, and z ⁻¹ φ _2n+1(z)=γ _2n+1 ^♯ φ _2n−1(z)+β _2n+1 ^♯ φ _2n (z)+α _2n+1 ^♯ φ _2n+1(z)+β _2n+2 ^♯ φ _2n+2(z)+γ _2n+3 ^♯ φ _2n+3(z) and z ⁻¹ φ _2n (z)=β _2n ^♯ φ _2n−1(z)+α _2n ^♯ φ _2n (z)+β _2n+1 ^♯ φ _2n+1(z), where β ₀ ^♯ =γ ₁ ^♯ =0, β ₁ ^♯ >0, and γ _2l+1 ^♯ >0, l∈ℕ. Asymptotics in the double-scaling limit N,n→∞ such that N/n=1+o(1) of the coefficients of these two pairs of recurrence relations, Hankel determinant ratios associated with the real-valued, bi-infinite strong moment sequence , and the products of the (real) roots of the OLPs are obtained by formulating the even degree and odd degree OLP problems as matrix Riemann-Hilbert problems on ℝ, and then extracting the large-n behaviours by applying the non-linear steepest-descent method introduced in (Ann. Math. 137(2):295–368, [1993]) and further developed in (Commun. Pure Appl. Math. 48(3):277–337, [1995]) and (Int. Math. Res. Not. 6:285–299, [1997]).      

Estimation of the product of inner radii of partially nonoverlapping domains

We present new results on the maximization of products of positive powers of inner radii for several special systems of domains in the extended complex plane {ie1176-01} with respect to points of finite sets such that any two different points z ₁, z ₂ ∈ ℂ \ {0} of such a set lie on different rays that emerge from the origin of coordinates. Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 7, pp. 1004–1008, July, 2008.