On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements

Let {Y _i ;−∞<i<∞} be a doubly infinite sequence of independent random elements taking values in a separable real Banach space and stochastically dominated by a random variable X. Let {a _i ;−∞<i<∞} be an absolutely summable sequence of real numbers and set V _i =∑ _k=−∞^∞ a _i+k Y _i ,i≥1. In this paper, we derive that if and E|X| ^μ log  ^ρ |X|<0, for some μ (0<μ<2, μ≠1) and ρ>0 then for all ε>0. This work was partially supported by the Korean Research Foundation Grant funded by the Korean Government (KRF-2006-353-C00006, KRF-2006-251-C00026).     

Some Arithmetical Properties of the Generating Power Series for the Sequence {ζ(2k+1)}k=1 ∞

Let f_odd(z):= ∑^∞ _k=1ζ(2k + 1)z^2k be the power series with the values of the Riemann ζ function at odd integers as coefficients. This function can be analytically continued to a meromorphic function over C. We prove that 1 and the values of f_odd at rational points with relatively prime denominators are linearly independent over ―Q. Some arithmetical properties of the sequence {ζ(2k+1)} _k=1 ^∞ are deduced. This revised version was published online in June 2006 with corrections to the Cover Date.     

ℓ<Superscript>1</Superscript>-spreading models in mixed Tsirelson spacemodels in mixed Tsirelson space

Suppose that (F _n ) _n=1 ^∞ is a sequence of regular families of finite subsets of ℝ and (θ _n ) _n=1 ^∞ is a nonincreasing null sequence in (0,1). The mixed Tsirelson spaceT[(θ _n ,F _n ) _n=1 ^∞ ] is the completion ofc ₀₀ with respect to the implicitly defined norm , where the last supremum is taken over all sequences (E _i ) _i=1 ^k in [ℕ]^<∞ such that maxE _i<minE _i +1 and . Necessary and sufficient conditions are obtained for the existence of higher order ℓ¹-spreading models in every subspace generated by a subsequence of the unit vector basis ofT[(θ _n ,F _n ) _n=1 ^∞ ].     

Series and product representations for some mathematical constants

We present several series and product representations for γ, π, and other mathematical constants. One of our results states that, for all real numbers μ s>0, we have

On stationary queue length distributions for G/M/s/r queues

Consider aG/M/s/r queue, where the sequence{A _n } _n=– of nonnegative interarrival times is stationary and ergodic, and the service timesS _n are i.i.d. exponentially distributed. (SinceA _n =0 is possible for somen, batch arrivals are included.) In caser < , a uniquely determined stationary process of the number of customers in the system is constructed. This extends corresponding results by Loynes [12] and Brandt [4] forr= (with=ES₀/EA₀<s) and Franken et al. [9], Borovkov [2] forr=0 ors=. Furthermore, we give a proof of the relation min(i, s)¯p(i)=p(i–1), 1ir + s, between the time- and arrival-stationary probabilities¯p(i) andp(i), respectively. This extends earlier results of Franken [7], Franken et al. [9].     

Asymptotic formula for the decay of correlations in the stochastic model of planar rotators at high temperature

We consider the stochastic model of planar rotators x(t)={x_k(t), k∈Z^d}, t≥0, x_k(t)∈T¹, at high temperature. For the decay of correlations <f_A(x(0)), g_A+k(t) (x(t))>, the asymptotic formula is obtained at t→∞, k(t)→∞, k(t)∈Z^d. The basic methods we used are the spectral analysis of the Markov semigroup generator and the saddle-point method. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 112, No. 1, pp. 67–80.     

Asymptotic Behavior of the Maximum of Sums of I.I.D. Random Variables along Monotone Blocks

Let {X_i, Y_i}_i=1,2,... be an i.i.d. sequence of bivariate random vectors with P(Y₁ = y) = 0 for all y. Put M_n(j) = max_0≤k≤n-j (X_k+1 + ... X_k+j)I_k,j, where I_k,k+j = I{Y_k+1 < ⋯ < Y_k+j} denotes the indicator function for the event in brackets, 1 ≤ j ≤ n. Let L_n be the largest index l ≤ n for which I_k,k+l = 1 for some k = 0, 1, ..., n - l. The strong law of large numbers for “the maximal gain over the longest increasing runs,” i.e., for M_n(L_n) has been recently derived for the case where X₁ has a finite moment of order 3 + ε, ε > 0. Assuming that X₁ has a finite mean, we prove for any a = 0, 1, ..., that the s.l.l.n. for M(L_n - a) is equivalent to EX ₁ ^3+a I{X₁ > 0} < ∞. We derive also some new results for the a.s. asymptotics of L_n. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 179–189.     

Biorthogonal bases and multiple interpolation in weighted Hardy spaces

Let {z_k=x_k+iy_k} be a sequence on upper half plane and {s_i} be the number of appearence of z_k in {z₁,z₂,...,z_k}. Suppose sup s_i<+∞. Let ω(x) be a weight belonging to A^∞ and . We Consider the weighted Hardy space and operator T_p mapping f(z)∈H _+w ^p into a sequence defined by , 0<p≤+∞, j=1,2,.... Then T_p(H _+w ^p )=l^p if and only if {z_k} is uniformly separated. Besides the effective solution for interpolation is obtained. Supported by National Science Foundation of China and Shanghai Youth Science Foundation     

Bispectral and (\mathfrak{gl}_{N},\mathfrak{gl}_{M}) dualities

Let be a space of quasipolynomials of dimension N=N ₁+⋅⋅⋅+N _n . We define the regularized fundamental operator of V as the polynomial differential operator D=∑ _i=0 ^N A _N−i (x)∂ _x ⁱ annihilating V and such that its leading coefficient A ₀ is a polynomial of the minimal possible degree. We apply a suitable integral transformation to V to construct a space of quasipolynomials whose regularized fundamental operator is the differential operator ∑ _i=0 ^N u ⁱ A _N−i (∂ _u ). Our integral transformation corresponds to the bispectral involution on the space of rational solutions (vanishing at infinity) of the KP hierarchy. As a corollary of the properties of the integral transformation, we obtain a correspondence between critical points of the two master functions associated with the -dual Gaudin models and also between the corresponding Bethe vectors. The research of E. M. was supported in part by the NSF (Grant No. DMS-0140460). The research of A. V. was supported in part by the NSF (Grant No. DMS-0244579).     

Extremely weakly unconditionally convergent series

It is proved that if Σ _i=1 ^∞ X _i is a non-convergent series in a Banach spaceX such that Σ _i=1 ^∞ |f(X _i )|<∞ for all extreme pointsf of the unit ball ofX*, thenX contains a subspace isomorphic toc ₀, improving a result of Bessaga and Pelczynski. The proof uses Fonf’s result that Lindenstrauss-Phelps spaces contain isomorphs ofc ₀. Supported in part by NSF-MCS-8002393.     

The game for the speed of convergence in repeated games of incomplete information

We consider an infinitely repeated two-person zero-sum game with incomplete information on one side, in which the maximizer is the (more) informed player. Such games have value v _∞ (p) for all 0≤p≤1. The informed player can guarantee that all along the game the average payoff per stage will be greater than or equal to v _∞ (p) (and will converge from above to v _∞ (p) if the minimizer plays optimally). Thus there is a conflict of interest between the two players as to the speed of convergence of the average payoffs-to the value v _∞ (p). In the context of such repeated games, we define a game for the speed of convergence, denoted SG _∞ (p), and a value for this game. We prove that the value exists for games with the highest error term, i.e., games in which v _n (p)− v _∞ (p) is of the order of magnitude of . In that case the value of SG _∞ (p) is of the order of magnitude of . We then show a class of games for which the value does not exist. Given any infinite martingale 𝔛^∞={X _k }^∞ _k=1, one defines for each n : V _n (𝔛^∞) ≔E∑ⁿ _k=1 |X _k+1 − X _k|. For our first result we prove that for a uniformly bounded, infinite martingale 𝔛^∞, V _n (𝔛^∞) can be of the order of magnitude of n ^1/2−ε, for arbitrarily small ε>0. Received January 1999/Final version April 2002     

On moments of the maximum of partial sums of moving average processes under dependence assumptions

Let {Y i;∞ < i < ∞} be a doubly infinite sequence of identically distributed-mixing random variables and let {a i;∞ < i < ∞} be an absolutely summable sequence of real numbers.In this paper we study the moments of sup(1 ≤ r < 2,p > 0) under the conditions of some moments.     

Ordered overlaps in disordered mean-field models

Let M(N) be a sequence of integers with M→∞ as N→∞ and M=o(N). For bounded i.i.d. r.v. ξ _i ^k and bounded i.i.d. r.v. σ _i , we study the large deviation of the family of (ordered) scalar products X ^k =N ⁻¹∑ _{i =1} ^N σ _i ξ _i ^k ,k≤M, under the distribution conditioned on the ξ _i ^k 's. To get a full large deviation principle, it is necessary to specify also the total norm(∑ _{k ≤ M} (X ^k )²)^1/2, which turns to be associated with some extra Gaussian distribution. Our results apply to disordered, mean-field systems, including generalized Hopfield models in the regime of a sublinear number of patterns. We build also a class of examples where this norm is the crucial order parameter. Received: 6 April 1999 / Revised version: 29 May 2000 /?Published online: 24 July 2001     

The weak and strong asymptotic equivalence relations and the generalized inverse<Superscript>*</Superscript>

We discuss the relationship between the weak and strong asymptotic equivalence relations and the generalized inverse in the class A \mathcal {A} of all nondecreasing unbounded positive functions on a half-axis [a,+∞) (a > 0). As a main result, we prove a proper characterization of the functional class R _∞ ∩ A \mathcal {A} , where R _∞ is the class of all rapidly varying functions. Also, we prove a characterization of the functional class PI ^* ∩ A \mathcal {A} .     

Large Deviation Principles for Moving Average Processes of Real Stationary Sequences

Let X _k =∑ _i=−∞^∞ a _i ξ _k−i ,k≥1, be the moving average processes, where (ξ _i ) _i∈ℤ is a sequence of real stationary random variables. Under the assumptions that the large deviation principle (LDP) for real stationary sequence holds, LDP for the moving average processes of real stationary sequence is established.      

On the discounted global CLT for some weakly dependent random variables

In this paper, we consider L ₁ upper bounds in the global central limit theorem for the sequence of r.v.’s (not necessarily stationary) satisfying the ψ-mixing condition. In a particular case, under the finiteness of the third absolute moments of summands A _i and that of the series ∑ _r⩾1 r ² φ(r), we obtain bounds of order O(n ^−1/2) for Δ _n1:= ∫ _−∞ ^∞ |ℙ{A ₁ + ⋯ + A _n < x} − Φ(x)|dx, where is the standard normal distribution function, and ψ is the function participating in the definition of the ψ-mixing condition. Moreover, we apply the obtained results to get the convergence rate in the so-called discounted global CLT for a sequence of r.v.’s, satisfying the ψ-mixing condition. The bounds obtained provide convergence rates in the discounted global CLT of the same order as in the case of i.i.d. summands with a finite third absolute moment, i.e., of order O((1 − υ)^1/2), where υ is a discount factor, 0 < υ < 1. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 4, pp. 584–597, October–December, 2006.     

A generalization of the Gagliardo inequality

Consider functions u₁, u₂,..., u_n ∈ D(ℝ^k) and assume that we are given a certain set of linear combinations of the form ∑_{i, j} a _ij ^(l) ∂_ju_i. Sufficient conditions in terms of coefficients a _ij ^(l) are indicated under which the norms are controlled in terms of the L¹-norms of these linear combinations. These conditions are mostly transparent if k = 2. The classical Gagliardo inequality corresponds to a single function u₁ = u and the collection of its partial derivatives ∂₁u,..., ∂_ku. Bibliography: 2 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 345, 2007, pp. 120–139.     

Generating Uniform Random Vectors in Z p k : The General Case

We consider the rate of convergence of the Markov chain X _n+1=A X _n +B _n (mod p), where A is an integer matrix with nonzero eigenvalues, and {B _n } _n is a sequence of independent and identically distributed integer vectors, with support not parallel to a proper subspace of Q ^k invariant under A. If for all eigenvalues λ _i of A, then n=O((ln p)²) steps are sufficient and n=O(ln p) steps are necessary to have X _n sampling from a nearly uniform distribution. Conversely, if A has the eigenvalues λ _i that are roots of positive integer numbers, |λ ₁|=1 and |λ _i |>1 for all , then O(p ²) steps are necessary and sufficient.      

The stable mapping class group and Q(ℂP∞+)

In [T2] it was shown that the classifying space of the stable mapping class groups after plus construction ℤ×BΓ⁺ _∞ has an infinite loop space structure. This result and the tools developed in [BM] to analyse transfer maps, are used here to show the following splitting theorem. Let Σ^∞(ℂP ^∞ ₊)^∧ _p ≃E ₀∨...∨E _p-2 be the “Adams-splitting” of the p-completed suspension spectrum of ℂP ^∞ ₊. Then for some infinite loop space W _p ,?(ℤ×BΓ⁺ _∞)^∧ _p ≃Ω^∞(E ₀)×...×Ω^∞(E _p-3 )×W _p ?where Ω^∞ E _i denotes the infinite loop space associated to the spectrum E _i . The homology of Ω^∞ E _i is known, and as a corollary one obtains large families of torsion classes in the homology of the stable mapping class group. This splitting also detects all the Miller-Morita-Mumford classes. Our results suggest a homotopy theoretic refinement of the Mumford conjecture. The above p-adic splitting uses a certain infinite loop map?α_∞:ℤ×BΓ⁺ _∞?Ω^∞ℂP ^∞ _-1?that induces an isomorphims in rational cohomology precisely if the Mumford conjecture is true. We suggest that α_∞ might be a homotopy equivalence. Oblatum 2-VIII-1999 & 28-III-2001?Published online: 18 June 2001     

Sur le problème de Plateau pour un quadrilatère variable qui peut acquérir un point double

Résumé Soit Γ un quadrilatère variable, dont deux c?tés opposés A₂A₃, A₁A₄ sont dans les plans x₃=c, x₃=−c. Quand c tend vers0, Γ tend vers un quadrilatèreΓ ⁰ présentant un point double, A⁰. Le travail étudie la représentation conforme sur le demi-plan R(ix)<0 (ou sur le cercle - unité) de la surface minimale ∑ passant par Γ. Il montre (§ I) que si les affixes x de A₁, A₂, A₄ sont 0, 1, ∞, l'affixe de A₃ sera ɛ⁻², où ɛ tend vers 0 avec c. Il étudie (§ II) l'allure pour ɛ tendant vers 0 des intégrales canoniques de l'équation linéaire du problème. La forme de la relation entre ɛ et c est indiquée au n^o 19; on montre que dans la région de striction ɛ |x| reste borné et que la surface ∑ y est assimilable à une surface minimale simple: la surface de vis à filet carré. La représentation conforme de l'une des deux régions de ∑ qui tendent à se séparer l'une de l'autre tend à envahir tout le demi-plan (ou tout le cercle-unité). Les représentations conformes de ∑ pour c>0 et c<0 ne sont pas analytiquement distinctes (n⁰ 20). A titre d'exemple, on étudie (n⁰ 21) le cas où ∑ possède un axe de symétrie. A M. Enrico Bompiani pour son Jubilé scientifique