Path properties of an infinite system of Wiener processes

Let be a Poisson process on ^d of intensity and letW ₁(t),W ₂ (t),..., be a sequence of independent Wiener processes. LetW _i (t)=X _i +W _i (t) whereX ₁,X ₂,..., are the points of . Consider the processess(t)=#{i:X _i (t)1}. These and related processes are studied.     

A structure theorem for sum form functional equations

Summary It is proved that, iff _ij:]0, 1[ C (i = 1, ,k;j = 1, ,l) are measurable, satisfy the equation (1) (with some functionsg _it, h_jt:]0, 1[ C), then eachf _ij is in a linear space (called Euler space) spanned by the functionsx x ^j(logx) ^k (x ]0, 1[;j = 1, ,M;k = 0, ,m _j – 1), where ₁, , _M are distinct complex numbers andm ₁, , m_M natural numbers. The dimension of this linear space is bounded by a linear function ofN.     

Interval-dividing processes

Summary If and then P(n ^–1·[(Y ₁)++(Y _n )] converges to cnts. law on R ¹) = P(n ^–1·[(Y ₁)++(Y _n )] converges to a cnts. law on R ¹). Thus if ,n then n ^–1[(X ₁)+...+(X _n )] converges a.s. The main result here generalizes this: Let X ₍₁₎ ⁿ , X ₍₂₎ ⁿ ,..., X _(n) ⁿ be the order statistics associated with X ₁, X ₂,,X _n. Define random variables Z ₁,Z ₂, by {Z _n =i}={X _n =X _(i) ⁿ }. Then if Z ₁,Z ₂,Z ₃, are independent and P(Z_ni)i/n, and {X _i} is bounded, n ^–1·[(X ₁)++(X _n)] converges a.s.     

On the postulation of a general projection of a curve inP 3

Summary We say that a curve C in P ³ has maximal rank if for every integer k the restriction map r_c(k):H ⁰(P ³, O_P3(k)) H⁰ (C, O_C(k))has maximal rank. Here we prove the following results. Theorem 1Fix integers g, d with 0g3,dg+3.Fix a curve X of genus g and L Pic^d (X).If g=3and X is hyperelliptic, assume d8. Let _L(X)be the image of X by the complete linear system H ⁰(X, L). Then a general projection of _L(X)into P ³ has maximal rank. Theorem 2For every integer g0,there exists an integer d(g, 3)such that for every dd(g, 3),for every smooth curve X of genus g and every LPic^d (X) the general projection of _L(X)into P ³ has maximal rank.     

Random polytopes in thed-dimensional cube

LetC ^d be the set of vertices of ad-dimensional cube,C ^d ={(x ₁, ...,x _d ):x _i =±1}. Let us choose a randomn-element subsetA(n) ofC ^d . Here we prove that Prob (the origin belongs to the convA(2d+x2d))=(x)+o(1) ifx is fixed andd . That is, for an arbitrary>0 the convex hull of more than (2+)d vertices almost always contains 0 while the convex hull of less than (2-)d points almost always avoids it.     

Distribution of the supremum of sums of independent variables with negative drift

Let {_n} be a sequence of identically distributed independent random variables,M₁=<0,M ₁ ² <;S ₀=0,S _n =₁+₂,+...+ _{n, n}1;¯ S=sup {S _n n=0.} The asymptotic behavior ofP(¯ St) as t is studied. If _t ^P (₁x dx=0((t)), thenP(¯ St)– 1/¦¦ _t P (₁x dx=0((t)) (t) is a positive function, having regular behavior at infinity.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 763–770, November, 1977.The author thanks B. A. Rogozin for the formulation of the problem and valuable remarks.     

Tame and wild subspace problems

Assume thatB is a finite-dimensional algebra over an algebraically closed fieldk, B _d =Spec k[(B _d ] is the affine algebraic scheme whoseR-points are theB _k k[B_d]-module structures onR ^d, and M_d is a canonical B_k k[B_d]-module supported by k[B_d]^d. Further, say that an affine subscheme of B_d isclass true if the functor F_gn X M_{d k[B]} X induces an injection between the sets of isomorphism classes of indecomposable finite-dimensional modules over k[] andB. If B_d contains a class-true plane for somed, then the schemes B_e contain class-true subschemes of arbitrary dimensions. Otherwise, each B_d contains a finite number of classtrue puncture straight linesL(d, i) such that for eachn, almost each indecomposableB-module of dimensionn is isomorphic to someF _{L(d, i)} (X); furthermore,F _{L(d, i)} (X) is not isomorphic toF _{L(l, j)} (Y) if(d, i) (l, j) andX 0. The proof uses a reduction to subspace problems, for which an inductive algorithm permits us to prove corresponding statements.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 3, pp. 313–352, March, 1993.     

An infinite dimensional analogue of the Albeverio-Röckner's theorem on Fukushima's conjecture

LetX be the solution of the SDE:dX _t = (X _t)dB _t +b(X _t)dt, with andb C _b (R) such that >0 for some constant , andB a real Brownian motion. Let be the law ofX onE=C([0, 1],R) andk E* – {0}, whereE* is the topological dual space ofE. Consider the classical form: _k (u, v)=u / kv / kd, whereu andv are smooth functions onE. We prove that, if _k is closable for anyk in a dense subset ofE* and if the smooth functions are contained in the domain of the generator of the closure of _k , must be a constant function.     

The Milnor–Totaro Theorem for Space Polygons

If denotes the curvature and the torsion of a closed, generic, and oriented polygonal space curve X in , then we show that _X (² + ²) ds = _X ds + _X | | ds > 4 if is positive. We also show that _X (² + ²) ds 2n if no four consecutive vertices lie in a plane and X has linking number n with a straight line. These extend theorems of Milnor and Totaro.     

Decomposing symmetric exchanges in matroid bases

LetB,B be bases of a matroid, withX B, X B. SetsX,X are asymmetric exchange if(B – X) X and(B – X) X are bases. SetsX,X are astrong serial B-exchange if there is a bijectionf: X X, where for any ordering of the elements ofX, sayx _i ,i = 1, , m, bases are formed by the sets B₀ = B, B_i = (B_i–1 – x_i) f(x _i), fori = 1, , m. Any symmetric exchangeX,X can be decomposed by partitioning X = _i=1 ^m Y_i, X = _i=1 ^m Y_i, X, where (1) bases are formed by the setsB ₀ =B, B _i = (B _i–1 –Y _i ) Y _i ; (2) setsY _i ,Y _i are a strong serialB _i–1 -exchange; (3) properties analogous to (1) and (2) hold for baseB and setsY _i ,Y _i .     

Une généralisation d'un résultat de J. Aczél et M. Hosszú sur l'équation de translation

Résumé En généralisant un résultat de J. Aczél et M. Hosszú on donne des conditions nécessaires et suffisantes pour qu'une solution de l'équation de translationF(F(, x), y) = F(, xy), oùF: × G , est un ensemble arbitraire,G forme un groupe, soit de la formeF(, x) = f ^–1(f()·1(x)), oùf est une bijection de au groupeG ₁ isomorphe avecG et 1 est un homomorphisme deG àG ₁. On considère aussi le cas oùG forme un espace vectoriel sur le corps des nombres rationels.Si est un intervalle ayant plus qu'un point etG = R ^m avec l'addition comme l'opération on trouve des conditions pour que la fonction continueF soit de la formeF(, x ₁,, x _m ) =f ^–1(f() + c ₁ x ₁ + +c _m x _m ), oùf est une homéomorphie de àR et (c ₁,,c _m ) R ^m .

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Lower functions for asymmetric Lévy processes

Summary Let {X _t } be a ¹ process with stationary independent increments and its Lévy measurev be given byv{yy>x}=x ^–L ₁ (x), v{yy<–x}=x ^–L ₂ (x) whereL ₁,L ₂ are slowly varying at 0 and and 0<1. We construct two types of a nondecreasing functionh(t) depending on 0<<1 or =1 such that lim inf a.s. ast 0 andt for some positive finite constantC.This research is partialy supported by a grant from Korea University     

A combinatorial property of points and ellipsoids

For eachd1 there is a constantc _d>0 such that any finite setXR ^d contains a subsetYX, |Y|[1/4d(d+3)]+1 having the following property: ifEY is an ellipsoid, then |E X|c _d |X|.On leave from the Mathematical Institute of the Hungarian Academy of Sciences, 1364 Budapest, P.O. Box 127, Hungary. Supported by a research fellowship from the Science and Engineering Research Council, U.K., and by Hungarian National Foundation for Scientific Research Grant No. 1812.     

Future independent times and Markov chains

Summary A random timeT is a future independent time for a Markov chain (X _n ) ₀ ifT is independent of (X _T+n ) _n ^/ =0 and if (X _T+n ) _n ^/ =0 is a Markov chain with initial distribution and the same transition probabilities as (X _n ) ₀ . This concept is used (with the conditional stationary measure) to give a new and short proof of the basic limit theorem of Markov chains, improving somewhat the result in the null-recurrent case.This work was supported by the Swedish Natural Science Research Council and done while the author was visiting the Department of Statistics, Stanford University     

A space <Emphasis Type="Italic">C</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>(<Emphasis Type="Italic">X</Emphasis>) is dominated by irrationals if and only if it is<Emphasis Type="Italic"> K</Emphasis>-analytic

Summary We prove that, for any Tychonoff X, the space C_p(X) is K-analytic if and only if it has a compact cover {K_p: p } such that K_p subset K_q whenever p,q and p q. Applying this result we show that if C_p(X) is K-analytic then C_p(X) is K-analytic as well. We also establish that a space C_p(X) is K-analytic and Baire if and only if X is countable and discrete.     

An Analog of the Fubini–Studi Form for Two-Dimensional Toric Varieties

For two-dimensional toric varieties X, an analog of the Fubini–Studi form ₀ is constructed together with the canonical form ₀ that is the kernel of an integral representation for holomorphic functions in d-circular domains in C ^d connected with two-dimensional toric varieties X. This kernel is shown to be a closed differential form in C ^d defining the associated positive form ₀ on X.     

Sooner and later waiting time problems in a two-state Markov chain

LetX ₁,X ₂,... be a time-homogeneous {0, 1}-valued Markov chain. LetF ₀ be the event thatl runs of 0 of lengthr occur and letF ₁ be the event thatm runs of 1 of lengthk occur in the sequenceX ₁,X ₂, ... We obtained the recurrence relations of the probability generating functions of the distributions of the waiting time for the sooner and later occurring events betweenF ₀ andF ₁ by the non-overlapping way of counting and overlapping way of counting. We also obtained the recurrence relations of the probability generating functions of the distributions of the sooner and later waiting time by the non-overlapping way of counting of 0-runs of lengthr or more and 1-runs of lengthk or more.     

On the existence of wave operators for the Klein-Gordon equation

The problem of existence of wave operators for the Klein-Gordon equation ( _t ² –+²+iV_1t+V₂)u(x,t)=0 (x R ⁿ,t R, n3, >0) is studied where V₁ and V₂ are symmetric operators in L₂(R ⁿ) and it is shown that conditions similar to those of Veseli-Weidmann (Journal Functional Analysis 17, 61–77 (1974)) for a different class of operators are also sufficient for the Klein-Gordon equation.     

A Comparison of Two Spaces of Generalized White Noise Functionals

In the literature (see [5, 6, 8]) there are two families of spaces called Kondratiev spaces: (_c)^± and (S _c)^± for 0 1. We investigate the relation between the spaces and show that they are topologically isomorphic when (^d) L2 (^d) (^d) is the underlying Gel'fand triple for (_c)^±. In this case we also give the explicit relation between the S-transform and -transform on (_c)^-1 and (S _c)^-1, respectively.     

There Exists a Simple Non Trivial t-design with an Arbitrarily Large Automorphism Group for Every t

In 1987, Teirlinckproved that if t and are two integers such that v t(mod(t + 1)!^(2t+1) and v t + 1 >0, then there exists a t - (v, t + 1, (t + 1)!^(2t+1)) design. We prove that if there exists a (t+1)-(v,k,)design and a t-(v-1,k-2, (k-t-1)/(v-k+1))design with t 2, then there exists a t-(v+1,k, (v-t+1)(v-t)/ (v-k+1)(k-t))design. Using this recursive construction, we prove that forany pair (t,n) of integers (t 2and n 0), there exists a simple non trivial t-(v,k,) design having an automorphism groupisomorphic to ⁿ ₂.