Probabilistic Representations of Solutions of the Forward Equations

In this paper we prove a stochastic representation for solutions of the evolution equation

On the Diophantine Equation G n ( x )?= G m ( P ( x ))

 Let K be a field of characteristic 0 and let p, q, G ₀ , G ₁ , P ∈K[x], deg P ⩾ 1. Further, let the sequence of polynomials (G _n (x)) _n=0 ^∞ be defined by the second order linear recurring sequence

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

Hardy spaces via distribution spaces

Let ℐ(ℝⁿ) be the Schwartz class on ℝⁿ and ℐ_∞(ℝⁿ) be the collection of functions ϕ ∊ ℐ(ℝⁿ) with additional property that

A unified approach for univalent functions with negative coefficients using the Hadamard product

For given analytic functions ϕ(z) = z + Σ _n=2^∞ λ _n z ⁿ , Ψ(z) = z + Σ _n=2^∞ μ with λ _n ≥ 0, μ _n ≥ 0, and λ _n ≥ μ _n and for α, β (0≤α<1, 0<β≤1), let E(φ,ψ; α, β) be of analytic functions ƒ(z) = z + Σ _n=2^∞ a _n z ⁿ in U such that f(z)*ψ(z)≠0 and

Piecewise Hereditary Nakayama Algebras

Let k be an algebraically closed field. Let Λ be the path algebra over k of the linearly oriented quiver \mathbb A_n\mathbb A_n for n ≥ 3. For r ≥ 2 and n > r we consider the finite dimensional k −algebra Λ(n,r) which is defined as the quotient algebra of Λ by the two sided ideal generated by all paths of length r. We will determine for which pairs (n,r) the algebra Λ(n,r) is piecewise hereditary, so the bounded derived category D ^b (Λ(n,r)) is equivalent to the bounded derived category of a hereditary abelian category H\mathcal H as triangulated category.     

Convergence of mock Fourier series

For certain Cantor measures μ on ℝⁿ, it was shown by Jorgensen and Pedersen that there exists an orthonormal basis of exponentialse ^2πiγ·x for λεΛ. a discrete subset of ℝⁿ called aspectrum for μ. For anyL ¹ functionf, we define coefficientsc _γ(f)=∝f(y)e ^−2πiγiy dμ(y) and form the Mock Fourier series ∑_λ∈Λ^cλ(f)e ^2πiλ·x . There is a natural sequence of finite subsets Λ_n increasing to Λ asn→∞, and we define the partial sums of the Mock Fourier series by We prove, under mild technical assumptions on μ and Λ, thats _n(f) converges uniformly tof for any continuous functionf and obtain the rate of convergence in terms of the modulus of continuity off. We also show, under somewhat stronger hypotheses, almost everywhere convergence forfεL ¹. Research supported in part by the National Science Foundation, Grant DMS-0140194.     

Clustering of linearly interacting diffusions and universality of their long-time limit distribution

Let K⊂ℝ ^d (d≥ 1) be a compact convex set and Λ a countable Abelian group. We study a stochastic process X in K ^Λ, equipped with the product topology, where each coordinate solves a SDE of the form dX _i (t) = ∑ _j a(j−i) (X _j (t) −X _i (t))dt + σ (X _i (t))dB _i (t). Here a(·) is the kernel of a continuous-time random walk on Λ and σ is a continuous root of a diffusion matrix w on K. If X(t) converges in distribution to a limit X(∞) and the symmetrized random walk with kernel a _S (i) = a(i) + a(−i) is recurrent, then each component X _i (∞) is concentrated on {x∈K : σ(x) = 0 and the coordinates agree, i.e., the system clusters. Both these statements fail if a _S is transient. Under the assumption that the class of harmonic functions of the diffusion matrix w is preserved under linear transformations of K, we show that the system clusters for all spatially ergodic initial conditions and we determine the limit distribution of the components. This distribution turns out to be universal in all recurrent kernels a _S on Abelian groups Λ. Received: 10 May 1999 / Revised version: 18 April 2000 / Published online: 22 November 2000     

On the Diophantine Equation G n ( x )?= G m ( P ( x ))

 Let K be a field of characteristic 0 and let p, q, G ₀ , G ₁ , P ∈K[x], deg P ⩾ 1. Further, let the sequence of polynomials (G _n (x)) _n=0 ^∞ be defined by the second order linear recurring sequence

Designs of ϕ-optimal control for second-order processes

Consider a realization of the process on the intervalT=[0,1] for functionsf ₁(t),f ₂(t),...,f _n (t) inH(R), the reproducing kernel Hilbert space with reproducing kernelR(s,t) onT×T, whereR(s,t)=E[ξ(s)ξt)] is assumed to be continuous and known. Problems of the selection of functions {f _k (t)} _k=1 ⁿ to be ϕ-optimal design are given, and an unified approach to the solutions ofD-,A-,E- andD _s-optimal design problems are discussed.     

Une Remarque sur une Formule Sommatoire liée à la Somme des Chiffres

Let g ≥ 2 be an integer, and let s(n) be the sum of the digits of n in basis g. Let f(n) be a complex valued function defined on positive integers, such that . We propose sufficient conditions on the function f to deduce the equality . Applications are given, for instance, on the equidistribution mod 1 of the sequence (s(n))^α, where α is a positive real number.     

Remarks on g-functions on H^n

In this paper, the authors study some properties of Littlewood-Paley g-functions gψ（f）,Lusin area functions Sψ,α（f） and Littlewood-Paley gψ^＊,λ（f） functions defined on H^n, where α,λ 〉 0 and ψ, f are suitable functions. They are the generalization of the corresponding operators on R^n.     

Incompleteness and minimality of complex exponential system

A necessary and sufficient condition is obtained for the incompleteness of a complex exponential system E(A,M)in C_α,where C_αis the weighted Banach space consisting of all complex continuous functions f on the real axis R with f(t)exp(-α(t))vanishing at infinity,in the uniform norm‖f‖_α=sup{|f(t)e~(-α(t))|:t∈R}with respect to the weightα(t).If the incompleteness holds, then the complex exponential system E(?)is minimal and each function in the closure of the linear span of complex exponential system E(?)can be extended to an entire function represented by a Taylor-Dirichlet series.     

Stochastic Equations with Time-Dependent Drift Driven by Levy Processes

The stochastic equation dX _t =dS _t +a(t,X _t )dt, t≥0, is considered where S is a one-dimensional Levy process with the characteristic exponent ψ(ξ),ξ∈ℝ. We prove the existence of (weak) solutions for a bounded, measurable coefficient a and any initial value X ₀=x ₀∈ℝ when (ℛe  ψ(ξ))⁻¹=o(|ξ|⁻¹) as |ξ|→∞. These conditions coincide with those found by Tanaka, Tsuchiya and Watanabe (J. Math. Kyoto Univ. 14(1), 73–92, 1974) in the case of a(t,x)=a(x). Our approach is based on Krylov’s estimates for Levy processes with time-dependent drift. Some variants of those estimates are derived in this note.     

Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point

For the signal in Gaussian white noise model we consider the problem of testing the hypothesis H ₀ : f≡ 0, (the signal f is zero) against the nonparametric alternative H ₁ : f∈Λ_ɛ where Λ_ɛ is a set of functions on R ¹ of the form Λ_ɛ = {f : f∈?, ϕ(f) ≥ Cψ_ɛ}. Here ? is a H?lder or Sobolev class of functions, ϕ(f) is either the sup-norm of f or the value of f at a fixed point, C > 0 is a constant, ψ_ɛ is the minimax rate of testing and ɛ→ 0 is the asymptotic parameter of the model. We find exact separation constants C ^* > 0 such that a test with the given summarized asymptotic errors of first and second type is possible for C > C ^* and is not possible for C < C ^*. We propose asymptotically minimax test statistics. Received: 23 February 1998 / Revised version: 6 April 1999 / Published online: 30 March 2000     

On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process

It is studied the first-passage time (FPT) of a time homogeneous one-dimensional diffusion, driven by the stochastic differential equation dX(t) = μ(X(t))dt + σ(X(t)) dB _t , X(0) = x ₀, through b + Y(t), where b > x ₀ and Y(t) is a compound Poisson process with rate λ > 0 starting at 0, which is independent of the Brownian motion B _t . In particular, the FPT density is investigated, generalizing a previous result, already known in the case when X(t) = μt + B _t , for which the FPT density is the solution of a certain integral equation. A numerical method is shown to calculate approximately the FPT density; some examples and numerical results are also reported.     

A distortion theorem for the class of typically real functions

The paper continues the studies of the well-known class T of typically real functions f(z) in the disk U = {z:|z| < 1}. The region of values of the system {f(z ₀), f(z ₀), f(r ₁), f(r ₂),…, f(r _n )} in the class T is investigated. Here, z ₀ ∈ U, Im z ₀ ≠ 0, 0 < r _j  < 1 for j = 1,…, n, n ≥ 2. As a corollary, the region of values of f′(z ₀) in the class of functions f ∈ T with fixed values f(z ₀) and f(r _j ) (j = 1,…, n) is determined. The proof is based on the criterion of solvability of the power problem of moments. Bibliography: 10 titles. Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 357, 2008, pp. 33–45.     

Characterising the Accuracy of Multivariable Refinable Functions via the Symbol Function

Suppose that f(x) = (f ₁(x),...,f _r (x)) ^T , x∈R ^d is a vector-valued function satisfying the refinement equation f(x) = ∑_Λ c _κ f(2x−κ) with finite set Λ of Z ^d and some r×r matricex c _κ. The requirements for f to have accuracy p are given in terms of the symbol function m(ξ). Supported by NSFC     

Limit points of eigenvalues of truncated unbounded tridiagonal operators

Let T be a self-adjoint tridiagonal operator in a Hilbert space H with the orthonormal basis {e _n } _n=1 ^∞ , σ(T) be the spectrum of T and Λ(T) be the set of all the limit points of eigenvalues of the truncated operator T _N . We give sufficient conditions such that the spectrum of T is discrete and σ(T) = Λ(T) and we connect this problem with an old problem in analysis.      

<Emphasis Type="Italic">BV</Emphasis> functions and parabolic initial boundary value problems on domains

Given a uniformly elliptic second order operator on a possibly unbounded domain , let (T(t)) _t≥0 be the semigroup generated by in L ¹(Ω), under homogeneous co-normal boundary conditions on ∂Ω. We show that the limit as t → 0 of the L ¹-norm of the spatial gradient D _x T(t)u ₀ tends to the total variation of the initial datum u ₀, and in particular is finite if and only if u ₀ belongs to BV(Ω). This result is true also for weighted BV spaces. A further characterization of BV functions in terms of the short-time behaviour of (T(t)) _t≥0 is also given.