Packing-type Measures of the Sample Paths of Fractional Brownian Motion

Abstract   Let Λ = {λ _k } be an infinite increasing sequence of positive integers with λ _k →∞. Let X = {X(t), t ∈? R ^N } be a multi-parameter fractional Brownian motion of index α(0 < α < 1) in R ^d . Subject to certain hypotheses, we prove that if N < αd, then there exist positive finite constants K ₁ and K ₂ such that, with unit probability,

Linear functional differential equations of neutral type asymptotically autonomous

Summary It is studied the relationship between the solutions of the linear functional differential equations(1) (d/dx) D(x_t)=L(x_t) and its perturbed equation(2) [(d/dx) D(x_t)−G(t, x_t)]= =L(x_t)+F(t, x_t) and is proved, under certain hypotheses which will be precised bellow that, if μ is a simple characteristic root of(1), then there exist a σ > 0 and a non zero vector a such that system(2) has a solution satisfying where δ(t)=αd{F(t, ϕ_μ)+μG(t, ϕ_μ)+F(t, X₀G(t, ϕ_μ))}, ϕ_μ(θ)=c·exp (μθ), −r⩾θ⩾0 and α, d, X₀ are given constants. Entrata in Redazione il 5 gennaio 1972.     

Precise rates in the law of the iterated logarithm under dependence assumptions

Let {X, X1, X2,...} be a strictly stationaryφ-mixing sequence which satisfies EX = 0,EX^2（log2{X}）^2〈∞and φ（n）=O（1/log n）^Tfor some T〉2.Let Sn=∑k=1^nXk and an=O（√n/（log2n）^γ for some γ〉1/2.We prove that limε→√2√ε^2-2∑n=3^∞1/nP（｜Sn｜≥ε√ESn^2log2n＋an）=√2.The results of Gut and Spataru （2000） are special cases of ours.     

Packing measure functions of subordinators sample paths

X(t) (t∉[0,∞)) is a subordinator with its upper index β less than one, g(u) is the index function ofX(t), andX(t), andX[0,1]={xϕR:X(t)=x} for sometϕ[0,1]{. If φ(s)(sϕ(0,1)) is a measure function andh , then

Large and Moderate Deviations for Estimators of Quadratic Variational Processes of Diffusions

For a diffusion process dX_t = σdB _t + b(t, X_t)dt with (σ _t ) unknown, we study the large and moderate deviations of the estimator of the quadratic variational process . This revised version was published online in June 2006 with corrections to the Cover Date.     

On the vector space of 0-configurations

Let α be a rational-valued set-function on then-element sexX i.e. α(B) εQ for everyB ⫅X. We say that α defines a 0-configuration with respect toA⫅2 ^x if for everyA εA we have α(B)=0. The 0-configurations form a vector space of dimension 2 ⁿ − |A| (Theorem 1). Let 0 ≦t<k ≦n and letA={A ⫅X: |A| ≦t}. We show that in this case the 0-configurations satisfying α(B)=0 for |B|>k form a vector space of dimension , we exhibit a basis for this space (Theorem 4). Also a result of Frankl, Wilson [3] is strengthened (Theorem 6).     

Asymptotic properties of the norm of extremum values of normal random elements in the space C[0, 1]

We prove that

Composition operators on the Lipschitz space in polydiscs

Let Un be the unit polydisc of Cn and φ= (φ1,...,φn? a holomorphic self-map of Un. Let 0≤α< 1. This paper shows that the composition operator Cφ, is bounded on the Lipschitz space Lipa(Un) if and only if there exists M > 0 such thatfor z∈Un. Moreover Cφ is compact on Lipa(Un) if and only if Cφ is bounded on Lipa(Un) and for every ε > 0, there exists a δ > 0 such that whenever dist(φ(z),σUn) <δ     

Extension to R + n+1 of singular integrals and fractional integrals

In this paper, a natural R ₊ ⁿ⁺¹ extension of singular integrals, i.e.,T _κ:f→K*φ _t *t with K a standard C-Z kernel and ϕ usual one, is investigated. One of the main results is: Let (dμ, udx) ∈C₁ and u-Mw, w∈A_∞, then T_k is of type (L^p(udx), L^p(dμ)). As a related topic, a maximal operator is proved to be of type , where , provided (dμ, udx) ∈C₁ and u∈ A_∞. Supported by National Science Foundation of China     

Density estimation for linear processes

Summary LetX _t , ...,X _n be random variables forming a realization from a linear process where {Z _t } is a sequence of independent and identically distributed random variables with E|Z _t |<∞ for some ε>0, andg _r →0 asr→∞ at some specified rate. LetX ₁ have a probability density functionf. It is then established that for every realx, the standard kernel type estimator based onX _t (1≦t≦n) is, under some general regularity conditions, asymptotically normal and converges a.s. tof(x) asn→∞. Research was supported in part by the Air Force Office of Scientific Research Grant No. AFOSR-81-0058.     

A characteristic property of spheres

Summary We prove: Let S be a closed n-dimensional surface in an(n+1)-space of constant curvature (n ≥ 2); k₁ ≥ ... ≥ k_n denote its principle curvatures. Let φ(ξ₁, ..., ξ_n) be such that . Then if φ(k₁, ..., k_n)=const on S and S is subject to some additional general conditions (those(II ₀) or(II) n^o 1), S is a sphere. To Enrico Bompiani on his scientific Jubilee     

Euler operator and homogeneous hida distributions

Let (S)⊄L ²(S′(∔),μ)⊄(S)^* be the Gel'fand triple over the white noise space (S′(∔),μ). Let (e _n ,n>-0) be the ONB ofL ²(∔) consisting of the eigenfunctions of the s.a. operator . In this paper the Euler operator Δ _E is defined as the sum , where ∂ _i stands for the differential operatorD _{e i}. It is shown that Δ _E is the infinitesimal generator of the semigroup (T _t ), where (T _t ϕ)(x)=ϕ(e ^t x) for ϕ∈(S). Similarly to the finite dimensional case, the λ-order homogeneous test functionals are characterized by the Euler equation: Δ _Eϕ =λ_ϕ. Via this characterization the λ-order homogeneous Hida distributions are defined and their properties are worked out. Supported by the National Natural Science Foundation of China.     

On driftless one-dimensional SDE’s with respect to stable Levy processes

The time-dependent SDE dX _t = b(t, X _t−)dZ _t with X ₀ = x ₀ ∈ ℝ, and a symmetric α-stable process Z, 1 < α ⩽ 2, is considered. We study the existence of nonexploding solutions of the given equation through the existence of solutions of the equation in class of time change processes, where is a symmetric stable process of the same index α as Z. The approach is based on using the time change method, Krylov’s estimates for stable integrals, and properties of monotone convergence. The main existence result extends the results of Pragarauskas and Zanzotto (2000) for 1 < α < 2 and those of T. Senf (1993) for α = 2. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 4, pp. 517–531, October–December, 2007.     

On a semigroup generated by a convex combination of two Feller generators

Let be a locally compact Hausdorff space. Let A and B be two generators of Feller semigroups in with related Feller processes {X _A (t), t ≥ 0} and {X _B (t), t ≥ 0} and let α and β be two non-negative continuous functions on with α + β = 1. Assume that the closure C of C ₀ = αA + βB with generates a Feller semigroup {T _C (t), t ≥ 0} in . It is natural to think of a related Feller process {X _C (t), t ≥ 0} as that evolving according to the following heuristic rules. Conditional on being at a point , with probability α(p) the process behaves like {X _A (t), t ≥ 0} and with probability β(p) it behaves like {X _B (t), t ≥ 0}. We provide an approximation of {T _C (t), t ≥ 0} via a sequence of semigroups acting in that supports this interpretation. This work is motivated by the recent model of stochastic gene expression due to Lipniacki et al. [17].     

Connecting measures by means of branched transportation networks at finite cost

  We study the couples finite Borel measures φ ₀ and φ ₁ with compact support in which can be transported to each other at a finite W ^α cost, where

Strongly convergent approximations to fixed points of total asymptotically nonexpansive mappings

In this work we prove a new strong convergence result of the regularized successive approximation method given by yn＋1 = qnz0 ＋ （1 - qn）T^nyn, n = 1, 2,…,where lim n→∞ qn = 0 and ∞∑n=1 qn=∞ for T a total asymptotically nonexpansive mapping, i.e., T is such that
││T^n x - T^n y││ ≤ x - y ││ ＋ kn^（1）φ（││x - y││） ＋ kn^（2）,where kn^1 and kn^2 are real null convergent sequences and φ：R^＋→R^＋ is continuous such that φ（0）=0 and limt→∞φ（t）/t≤ C for a certain constant C 〉 0.
Among other features, our results essentially generalize existing results on strong convergence for T nonexpansive and asymptotically nonexpansive. The convergence and stability analysis is given for both self- and nonself-mappings.     

Rates in the empirical bayes estimation problem with non-identical components

This paper considers empirical Bayes estimation of the mean θ of the univariate normal densityf ₀ with known variance where the sample sizesm(n) may vary with the component problems but remain bounded by <∞. Let {(θ _n ,X _n =(X _n,1,...,X _{n, m(n)} ))} be a sequence of independent random vectors where theθ _n are unobservable and iidG and, givenθ _n =θ has densityf _θ ^m(n) . The first part of the paper exhibits estimators for the density of and its derivative whose mean-squared errors go to zero with rates and respectively. LetR ^m(n+1)(G) denote the Bayes risk in the squared-error loss estimation ofθ _n+1 usingX _n+1. For given 0<a<1, we exhibitt _n (X₁,...,X _n ;X _n+1) such that . forn>1 under the assumption that the support ofG is in [0, 1]. Under the weaker condition that E[|θ|^2+γ]<∞ for some γ>0, we exhibitt _n ^* (X ₁,...,X _n ;X _n+1) such that forn>1.     

The Besov subspace consisting of most non-smooth functions

Under the assumptions that Δ(f, h)(t) = |f(t + h) − f(t)|, X is a symmetric space of functions in [0, 1], α ∈ (0, 1) and p ∈ [1, ∞) are any fixed number, by the triple (X, α, p) a Besov type space Λ _X,p ^α is constructed, where the norm is given by the equality

Feynman-Kac semigroup with discontinuous additive functionals

LetX be a symmetric stable process of index α, 0<α<2, inRd, let μ be a (signed) Radon measure onRd belonging to the Kato classKd, α and letF be a Borel function onRd×Rd satisfying certain conditions. Suppose thatA _t ^μ is the continuous additive functional with μ as its Revuz measure and