The problem of conformal transformations of a circle into nonoverlapping regions

Let a, a0, a, be a fixed point in the z-plane, (a, 0, ), the class of all systemsf _k()_l ³ of functions z=f ^k(), k=1, 2, 3, of which the first two map conformally and in a s ingle-sheeted manner the circle ¦¦<1, and the third maps in a similar manner the region ¦¦>1, into pair-wise nonintersecting regions B_k, k=1, 2, 3, containing the points a, 0, and , respectively, so thatf ₁(0)=a,f ₂(0)=0 andf ₃()=. The region of values (a, 0, ) of the system M(¦f ₁'(0)¦, ¦f ₂'(0)¦, 1/¦f ₃'()¦) in the class (a, 0, ) is determined.Translated from Matematicheskie Zametki, Vol. 6, No. 4, pp. 417–424, October, 1969.     

Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

Limiting behavior of weighted central paths in linear programming

We study the limiting behavior of the weighted central paths{(x(), s())} > 0 in linear programming at both = 0 and = . We establish the existence of a partition (B ,N ) of the index set { 1, ,n } such thatx _i() ands _j () as fori B , andj N , andx _N (),s _B () converge to weighted analytic centers of certain polytopes. For allk 1, we show that thekth order derivativesx ^(k) () ands ^(k) () converge when 0 and . Consequently, the derivatives of each order are bounded in the interval (0, ). We calculate the limiting derivatives explicitly, and establish the surprising result that all higher order derivatives (k 2) converge to zero when .     

Bounded projections and duality on spaces of holomorphic functions in the unit ball ofℂ n

In this paper three Banach spacesA ₀(),A andA ¹() of functions holomorphic in the unit ballB of ⁿ are defined. We exhibit bounded projections fromC ₀(B) ontoA ₀(), fromL ¹(B) ontoA ¹(), and fromL(B) ontoA(). Using these projections, we show thatA ₀()* A ¹() andA ¹()* A().Supported in part by the National Natural Science Foundation of China.     

Characterization,structure and analysis on abelian ℒ∞ groups

An abelian topological group is an group if and only if it is a locally -compactk-space and every compact subset in it is contained in a compactly generated locally compact subgroup. Every abelian groupG is topologically isomorphic to G ₀ where ₀ andG ₀ is an abelian group where every compact subset is contained in a compact subgroup. Intrinsic definitions of measures, convolution of measures, measure algebra,L ₁-algebra, Fourier transforms of abelian groups are given and their properties are studied.     

Random Walks Crossing High Level Curved Boundaries

Let {S _n} be a random walk, generated by i.i.d. increments X _i which drifts weakly to in the sense that as n . Suppose k0, k1, and E|X ₁|^1\k = if k>1. Then we show that the probability that S. crosses the curve nan ^K before it crosses the curve n –an ^k tends to 1 as a . This intuitively plausible result is not true for k = 1, however, and for 1/2 <k<1, the converse results are not true in general, either. More general boundaries g(n) than g(n) = n ^k are also considered, and we also prove similar results for first passages out of regions like { (n, y): n1, |y| (a + n) ^k } as a .     

On the Rate of Clustering to the Strassen Set for Increments of the Uniform Empirical Process

We obtain outer rates of clustering in the functional laws of the iterated logarithm of Deheuvels and Mason⁽¹¹⁾ and Deheuvels,⁽⁷⁾ which describe local oscillations of empirical processes. Considering increment sizes a _n 0 such that na _n and na _n(log n)^–7/3 we show that the sets of properly rescaled increment functions cluster with probability one to the _n-enlarged Strassen ball in B(0, 1) endowed with the uniform topology, where _n 0 may be chosen so small as (log (1/a _n) + log log n)^–2/3 for any sufficiently large . This speed of coverage is reduced for smaller a _n.     

Vergleich zweierS ∞-Methoden zur Lösung der Neutronentransportgleichung

Zusammenfassung Es wird eine semi-analytische Methode (S _/0) zur Lösung der monoenergetischen Transportgleichung entwickelt. Diese Methode wird mit der bekanntenS ¹ -Methode verglichen. Bei Anwendung letzterer auf Reaktorabschirmungen können negative Flüsse vorkommen. Dieser unphysikalische Effekt wird durch die neue Methode vollständig vermieden. Numerische Ergebnisse zeigen die Begrenzungen der Anwendbarkeit vonS ¹ und bestätigen die numerische Stabilität vonS ⁰ .

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A semianalytic method (S ⁰ ) is presented for solving the monoenergetic multi-region transport equation. This method is compared with results fromS ¹ -theory given in the literature. Application ofS ¹ -theory to reactor shields may lead to negative neutron fluxes and to flux oscillations. These unphysical effects are completely avoided by the new method. Numerical results demonstrate the limitation ofS ¹ and confirm the numerical stability ofS ⁰ .

     

Isotropic random walks in a tree

Summary Let T be an infinite homogeneous tree of order a+1. We study Markov chains {X _n} in T whose transition functions p(x, y)=A[d(x,y)] depend only on the shortest distance between x and y in the graph. The graph T can be represented as a symmetric space of a p-adic matrix group; we prove a series of results using essentially the spherical functions of this symmetric space. Theorem 1. d(X _n,x) n a.s., where >0 if A(0) 1, X ₀=x. Assuming {X _n} is strongly aperiodic, Theorem 2. p ₂(x, y)CRⁿ/n^3/2 for fixed x, y where R=(d) A(d)<1, and if E[d(X₁, X₀)²]<, Theorem 3. R(1–u, x, y) = (1–u)ⁿp_n(x, y)=Ca^–d[exp(–du/)+o_d(1)] as d=d(x,y) uniformly for 0u2. Using Theorem 3, we calculate the Martin boundary Dirichlet kernel of p(x, y) on T, which turns out to be independent of {itA(d)}. We also consider a stepping-stone model of a randomly-mating-and-migrating population on the nodes of T. If initially all individuals are distinct, then in generation n approximately half of the individuals of a given type are within n of a typical one and essentially all are within 2n.This work was partially supported by the National Science Foundation under grant number MCS 75-08098-A01For the academic year 1977–78: Department of Mathematics GN-50, University of Washington, Seattle, Washington 98195 USA     

Linear operators generated by stochastic processes

Let X_t(0 t < ) be a homogeneous stochastically continuous stochastic process with independent increments; (, A, P) be the corresponding probability space; p, q1 be fixed numbers. Necessary and sufficient conditions are found for a stochastic integral defined on finite-valued functions to be extendable to a bounded operator from L_p (0, ) to L_q() (p q).Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 7–13, 1988.     

Limit theorems for multitype continuous time Markov branching processes

Summary Let X(t)=(X ₁ (t), X ₂ (t), , X _t (t)) be a k-type (2k<) continuous time, supercritical, nonsingular, positively regular Markov branching process. Let M(t)=((m _ij (t))) be the mean matrix where m _ij (t)=E(X _j (t)¦X _r (0)= _ir for r=1, 2, , k) and write M(t)=exp(At). Let be an eigenvector of A corresponding to an eigenvalue . Assuming second moments this paper studies the limit behavior as t of the stochastic process . It is shown that i) if 2 Re >₁, then · X(t)e{–t¦ converges a.s. and in mean square to a random variable. ii) if 2 Re ₁ then [ · X(t)] f(v · X(t)) converges in law to a normal distribution where f(x)=(x) ^–1 if 2 Re <₁ and f(x)=(x log x)^–1 if 2 Re =₁, ₁ the largest real eigenvalue of A and v the corresponding right eigenvector.Research supported in part under contracts N0014-67-A-0112-0015 and NIH USPHS 10452 at Stanford University.     

A relation between spline approximation and the problem of the approximation of one class by another

An investigation of the approximation in L_q(–, ) of differentiable functions whose k-th derivatives belong to L_p(–, ), by splines S_m (x) with nonfixed nodes, under the extra assumption that the norms in L_s(–, ) of theirl-th derivatives have a common bound. A relation is established with the problem of approximating functions of one class by functions of another class.Translated from Matematicheskie Zametki, Vol. 9, No. 5, pp. 501–510, May, 1971.     

The absolute convergence of weighted sums of dependent sequences of random variables

Summary The sum a _n X _n of a weighted series of a sequence {X _n } of identically distributed (not necessarily independent) random variables (r.v.s.) is a.s. absolutely convergent if for some in 0<1, ¦a _n ¦ < and E¦X _n ¦ < ; if a _n =z ⁿ for some ¦z¦<1 then it suffices that E(log¦X _n ¦)₊<. Examples show that these sufficient conditions are not necessary. For mutually independent {X _n } necessary conditions can be given: the a.s. absolute convergence of X _n z ⁿ (all ¦z¦<1) then implies E(log¦X _n ¦)₊ < , while if the X _n are non-negative stable r.v.s. of index , ¦a _n X _n ¦< if and only if ¦a _n ¦ < .     

On the convergence of orthogonal series to +∞

For any sequence of numbers _n0, _n=1 a _n ² =, a uniformly bounded orthonormal system of continuous functions _n(x) which is complete in L₂ (0, 1), and a sequence of numbers b_n(0< b_na_n) are constructed such that _n=1 ^Emphasis> b_nn(x)= everywhere on (0, 1).Translated from Matematicheskie Zametki, Vol. 11, No. 5, pp. 499–508, May, 1972.     

Numerical computation of least constants for the Sobolev inequality

Summary Least constantsc for the well-known Sobolev inequality fcf _{m, G} ,fH ^m (G) are obtained in closed form by a reproducing kernel technique, where the Sobolev spaceH ^m (G) for a domainG in ⁿ is defined as the completion ofC ^m (G) with respect to the Sobolev norm given by , where is the norm ofL ₂ (G) and is the supremum norm onG. Numerical values for the case whereG is the ⁿ are given.     

Stop times in fock space stochastic calculus

Summary A stop time S in the boson Fock space over L ₂()₊ is a spectral measure in [0,] such that {S([0,t])} is an adapted process. Following the ideas of Hudson [6], to each stop time S a canonical shift operator U ^Sis constructed in . When S({}) has the vacuum as a null vector U ^Sbecomes an isometry. When S({})=0 it is shown that admits a factorisation _S]{S where _{S is the range of U ^Sand _S] is a suitable subspace of called the Fock space upto time S. This, in particular, implies the strong Markov property of quantum Brownian motion in the boson as well as fermion sense and the Dynkin-Hunt property that the classical Brownian motion begins afresh at each stop time. The stopped Weyl and fermion processes are defined and their properties studied. A composition operation is introduced in the space of stop time to make it a semigroup. Stop time integrals are introduced and their properties constitute the basic tools for the subject.     

Problems with one quarter

In this paper two sequences of oscillation criteria for the self-adjoint second order differential equation (r(t)u(t)) + p(t)u(t) = 0 are derived. One of them deals with the case dt/r(t) = , and the other with the case dt/r(t) < .This work was supported by the grant VGA of Slovak Republic No. 1/7466/20.     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

Large Deviations of Local Times of Lévy Processes

For X(t) a real-valued symmetric Lévy process, its characteristic function is E(e ^iX(t))=exp(–t()). Assume that is regularly varying at infinity with index 1<2. Let L ^x _t denote the local time of X(t) and L* _t =sup _xR L ^x _t . Estimates are obtained for P(L ⁰ _t y) and P(L* _t y) as y and t fixed.     

Asymptotic Behavior of Entire Functions with Exceptional Values in the Borel Relation

Let M _f(r) and _f (r) be, respectively, the maximum of the modulus and the maximum term of an entire function f and let l(r) be a continuously differentiable function convex with respect to ln r. We establish that, in order that ln M _f(r) ln _f (r), r +, for every entire function f such that _f (r) l(r), r +, it is necessary and sufficient that ln (rl(r)) = o(l(r)), r +.