Limit distribution of the last exit time for stationary random sequences

Summary For a strictly stationary random sequence (X _i) _i0 we find sufficient conditions such that the distribution of the last exit time t = max{i X _i>i} (>0) tends weakly to a nondegenerate limit distribution as 0.     

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 .     

Excesses of systems of exponential functions

Conditions on the closeness of real sequences {_n} and {_n} are studied which imply the equality of the excesses of the systems {exp(i_nx)} and {exp(i_nx)} in the space L²(–a, a). A theorem is formulated in terms of the difference of the sequences {_n} and {_n} enumerating the functions. In the corollaries of the theorem, conditions are given in terms of the behavior of the difference _n–_n0. An example is constructed showing that the condition _n–_n0 alone is not sufficient for equality of the excesses.Translated from Matematicheskie Zametki, Vol. 22, No. 6, pp. 803–814, December, 1977.     

Hypercyclic and chaotic convolution operators associated with the Dunkl operator on <Emphasis Type=”Bold”>C</Emphasis>

Summary We show that there exist infinitely many positive integers m not of the form n-&ohgr;(n) for any positive integer n. Here, &ohgr;(n) stands for the number of distinct prime factors of n. A similar result holds with &ohgr;(n) replaced by the total number of prime factors of n (counting multiplicities), or by the number of divisors of n.     

∑II∑ threshold formulas

A II formula has the form, where eachL is either a variable or a negated variable. In this paper we study the computation of threshold functions by II formulas. By combining the proof of the Fredman-Komlós bound [5, 10] and a counting argument, we show that fork andn large andkn/2, every II formula computing the threshold functionT _k ⁿ has size at least exp . Fork andn large andkn ^2/3, we show that there exist II formulas for computingT _k ⁿ with size at most exp .     

φ-Factors for Function Seminorms

Let (, A, ) be a measure space, a function seminorm on M, the space of measurable functions on , and M the space {f M : (f) < }. Every Borel measurable function : [0, ) [0, ) induces a function : M M by (f)(x) = (|f(x)|). We introduce the concepts of -factor and -invariant space. If is a -subadditive seminorm function, we give, under suitable conditions over , necessary and sufficient conditions in order that M be invariant and prove the existence of -factors for . We also give a characterization of the best -factor for a -subadditive function seminorm when is -finite. All these results generalize those about multiplicativity factors for function seminorms proved earlier.     

The existence of probability measures with specified projections

Let X and Y be locally compact-compact topological spaces, F X×Y is closed, and P(F) is the set of all Borel probability measures on F. For us to find, for the pair of probability measures (_x, _y P (X)×P(Y), a probability measure P(F) such that _X = _X ^–1 , _Y = _Y ^–1 it is necessary and sufficient that, for any pair of Borel sets A X, B Y for which (A× B) F=Ø, the condition _XA+ _YB 1 holds.Translated from Matematicheskie Zametki, Vol. 14, No. 4, pp. 573–576, October, 1973.     

On contiguity of probability measures corresponding to semimartingales

, (ⁿ), - (P ⁿ ), P ⁿ (A ⁿ )>0P ⁿ (A ⁿ )0,n. [15] - , . , P ⁿ P ⁿ T ⁿ T ⁿ .     

On equivalence of rearrangements of the Haar system in dyadic Hardy and BMO spaces

H={h ₁,I } — , . : , I ¦(I)¦=¦I¦, ¦I¦ — I. H H ={h _(I),I} . , , . L ^p .

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Dedicated to Professor B. Szökefalvi-Nagy on his 75th birthday

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This research was supported in part by MTA-NSF Grants INT-8400708 and 8620153.     

The local limit problem and Hölder-continuity

Summary The local limit problem is investigated for sequences (p _n ) of probability densities with stable limit densitiesq having characteristic exponent (0, 2).It is shown that certain continuity-properties (Hölder-continuity) are necessary and - under appropriate additional conditions-sufficient for asn. In this sence the speed of convergence is also studied.     

On the asymptotic behaviour of first passage times for transient random walk

Summary Let _x denote the time at which a random walk with finite positive mean first passes into (x, ), wherex0. This paper establishes the asymptotic behaviour of Pr { _x >n} asn for fixedx in two cases. In the first case the left hand tail of the step-distribution is regularly varying, and in the second the step-distribution satisfies a one-sided Cramér type condition. As a corollary, it follows that in the first case Pr { _x >n}/Pr{ ₀ >n} coincides with the limit of the same quantity for recurrent random walk satisfying Spitzer's condition, but in the second case the limit is more complicated.     

Sub-Ramsey numbers for arithmetic progressions

Letm 3 andk 1 be two given integers. Asub-k-coloring of [n] = {1, 2,...,n} is an assignment of colors to the numbers of [n] in which each color is used at mostk times. Call an arainbow set if no two of its elements have the same color. Thesub-k-Ramsey number sr(m, k) is defined as the minimumn such that every sub-k-coloring of [n] contains a rainbow arithmetic progression ofm terms. We prove that((k – 1)m ²/logmk) sr(m, k) O((k – 1)m ² logmk) asm , and apply the same method to improve a previously known upper bound for a problem concerning mappings from [n] to [n] without fixed points.Research supported in part by Allon Fellowship and by a Bat Sheva de-Rothschild grant.Research supported in part by the AKA Research Fund of the Hungarian Academy of Sciences, grant No. 1-3-86-264.     

Asymptotic Density and the Asymptotics of Partition Functions

Let A be a set of positive integers with gcd (A) = 1, and let p _A (n) be the partition function of A. Let c ₀ = 2/3. If A has lower asymptotic density and upper asymptotic density , then lim inf log p _A (n)/c ₀ n and lim sup log p _A (n)/c ₀ n . In particular, if A has asymptotic density > 0, then log p _A (n) c₀n. Conversely, if > 0 and log p _A (n) c ₀ n, then the set A has asymptotic density .     

On recurrence

Summary LetT be a non-singular ergodic automorphism of a Lebesgue space (X,L,) and letf: X be a measurable function. We define the notion of recurrence of such a functionf and introduce the recurrence setR(f)={:f– is recurrent}. If , then R()={0}, but in general recurrence sets can be very complicated. We prove various conditions for a number to lie in R(f) and, more generally, forR(f) to be non-empty. The results in this paper have applications to the theory of random walks with stationary increments.     

An Inequality Involving the Local Eigenvalues of a Distance-Regular Graph

Let denote a distance-regular graph with diameter D 3, valency k, and intersection numbers a _i, b _i, c _i. Let X denote the vertex set of and fix x X. Let denote the vertex-subgraph of induced on the set of vertices in X adjacent X. Observe has k vertices and is regular with valency a ₁. Let _{1 2} ··· _k denote the eigenvalues of and observe ₁ = a ₁. Let denote the set of distinct scalars among ₂, ₃, ..., _k . For let mult denote the number of times appears among ₂, ₃,..., _k . Let denote an indeterminate, and let p ₀, p₁, ...,p _D denote the polynomials in [] satisfying p ₀ = 1 andp _i = c _i+1 p _i+1 + (a _i – c _i+1 + c _i)p _i + b _i p _i–1 (0 i D – 1),where p _–1 = 0. We show where we abbreviate = –1 – b ₁(1+)^–1. Concerning the case of equality we obtain the following result. Let T = T(x) denote the subalgebra of Mat _X ( ) generated by A, E*₀, E*₁, ..., E* _D , where A denotes the adjacency matrix of and E* _i denotes the projection onto the ith subconstituent of with respect to X. T is called the subconstituent algebra or the Terwilliger algebra. An irreducible T-module W is said to be thin whenever dimE* _i W 1 for 0 i D. By the endpoint of W we mean min{i|E* _i W 0}. We show the following are equivalent: (i) Equality holds in the above inequality for 1 i D – 1; (ii) Equality holds in the above inequality for i = D – 1; (iii) Every irreducible T-module with endpoint 1 is thin.     

Über den algorithmischen Nachweis von Ungleichungen I

We shall develop a method to prove inequalities in a unified manner. The idea is as follows: It is quite often possible to find a continuous functional : ⁿ , such that the left- and the right-hand side of a given inequality can be written in the form (u)(v) for suitable points,v=v(u). If one now constructs a map ^{n n} , which is functional increasing (i.e. for each x ⁿ (which is not a fixed point of ) the inequality (x)<((x)) should hold) one specially gets the chain (u)( u))( ²(u))... ⁿ (u)). Under quite general conditions one finds that the sequence { ⁿ (u)} _n converges tov=v(u). As a consequence one obtains the inequality (u)(v).     

Necessary and sufficient conditions for the convergence of convolution products of non-identical distributions on finite abelian semigroups

Given a sequence of probability measures ( _n ) on a finite abelian semigroup, we present necessary and sufficient conditions which guarantee the weak convergence of the convolution products _{k,n k+1}*···* _n (k<n), asn for allk0. These conditions are verifiable in the sense that they are based entirely on the individual measures in the sequence ( _n ).     

Black holes on the plane drawn by a Wiener process

Summary We say that the discD()R ², of radius , located around the origin isp-covered in timeT by a Wiener processW(·) if for anyzD() there exists a 0tT such thatW(t) is a point of the disc of radiusp, located aroundz. The supremum of those 's (0) is studied for which,D() isp-covered inT.     

On the Projections of Multivalued Maps

This paper considers analogues of the Helmholtz projections of the set of selections of a piecewise smooth multivalued map , n2. It is shown that, for mn–1 (m=1), the closure of the projection of on the subspace of gradient fields (solenoidal vector fields) is a convex set. For the general case, there are given point-wise conditions on the values of the map which ensure that the closure of the projection of contains the zero element. Possible applications to optimal control problems are discussed.     

Second-Order Subexponential Sequences and the Asymptotic Behavior of Their De Pril Transform

Suppose that { f(n), n N ₀ } is a sequence of positive real numbers and suppose that the sequence { a(n), n N ₀ } is given by a(0) = 0, and, for n 1, by the convolution equation nf(n) = a* f(n). The resulting sequence is denoted by a(n) = _f (n) and is called the De Pril transform of { f(n), n N ₀ } . In this paper, we consider first- and second-order asymptotic behavior of { _{f (n), n N 0} } for a large class of subexponential sequences { f(n), n N ₀ } . We also discuss some applications.