Necessary and Sufficient Condition for the Functional Central Limit Theorem in Hölder Spaces

Let (X _i ) _i1 be an i.i.d. sequence of random elements in the Banach space B, S _n X ₁++X _n and _n be the random polygonal line with vertices (k/n,S _k ), k=0,1,...,n. Put (h)=h L(1/h), 0h1 with 0<1/2 and L slowly varying at infinity. Let H ⁰ (B) be the Hölder space of functions x:[0,1]B, such that x(t+h)–x(t)=o((h)), uniformly in t. We characterize the weak convergence in H ⁰ (B) of n ^–1/2 _n to a Brownian motion. In the special case where B= and (h)=h , our necessary and sufficient conditions for such convergence are E X ₁=0 and P(|X ₁|>t)=o(t ^–p()) where p()=1/(1/2–). This completes Lamperti (1962) invariance principle.     

Exact robustness studies of the test of independence based on four multivariate criteria and their distribution problems under violations

Summary Exact robustness studies against non-normality have been carried out for test of independence based on the four multivariate criteria: Hotelling's trace,U ^(p) , Pillai's trace,V ^(p) , Wilks' criterion,W ^(p) , and Roy's largest root,L _(p) . The density functions ofU ^(p) ,W ^(p) andL _(p) have been obtained in the canonical correlation case and further the moments ofU ^(p) and m.g.f. ofV ^(p) have been derived. All of the study is based on Pillai's distribution of the characteristic roots under violations. Numerical results for the power function have been tabulated for the two-roots case. Slight non-normality does not affect the independence test seriously.V ⁽²⁾ is found to be most robust against nonnormality. Yu-Sheng Hsu is now with Georgia State University, Atlanta.     

Matrix summability and a generalized Gibbs phenomenon

Letf be a real-valued function sequence {f _k } that converges to on a deleted neighborhoodD of . If there is a subsequence {f _k(j) } and a number sequencex such that lim _j x _j = and either lim _j f _k(j) (x _j )>lim sup _x (x) or lim _j f _k(j) (x _j ) x (x), thenf is said to display theGibbs phenomenon at . IfA is a (real) summability matrix, thenAf is a function sequence given by(Af) _n (x)= _k=0 a _n,k f _k (x). IfAf displays the Gibbs phenomenon wheneverf does, thenA is said to beGP-preserving. By replacingf _k (x) withf _k (x _j )F _k,j , the Gibbs phenomenon is viewed as a property of the matrixF, andGP-preserving matrices are determined by properties of the matrix productAF. The general results give explicit conditions on the entries {a _n,k } that are necessary and/or sufficient forA to beGP-preserving. For example: if(x)0 thenF displaysGP iff lim _k,j F _k,j 0, and ifA isGP-preserving then lim _n,k A _n,k 0. IfA is a triangular matrix that is stronger than convergence, thenA is notGP-preserving. The general results are used to study the preservation of the Gibbs phenomenon by matrix methods of Nörlund, Hausdorff, and others.     

Scaling transformations for {0, 1}-valued sequences

Summary Let r2 be an integer and let : {0, 1} ^r {0,1} be a function. Let T be the transformation on ={0, 1}zgiven by (T)(i)=((ri), (ri +1), ..., (ri+r–1)) for all iZ. For P in the class of strongly-mixing shiftinvariant measures on , we investigate when P is invariant with respect to T and when T ⁿP converges. For example if r is odd and ( ₀,..., r–1)=1 iff >1/2r, the invariant measures are the Bernoulli measures with means 0, 1/2 or 1 and T ⁿP must converge to one of these three measures. Other choices of can give more complicated behaviour.Research supported in part by the National and Engineering Research Council of Canada.     

Componentwise estimation of ordered parameters ofk (≥2) exponential populations

We consider the estimation of ordered parameters ofk ( 2) exponential distributions by improving upon the usual estimators. TheBrewsterzidek technique is used to find sufficient conditions for an estimator of _i and/or _i (i=1,...,k), to be inadmissible with respect to the MSE criterion where _i and _i are the location and scale parameters respectively of thei-th exponential population. Using these sufficient conditions improved estimators of _i and/or _i (i=1,...,k) are obtained.     

An intersection property of the simple random walks inZ d

Let {S _d (n)} _n0 be the simple random walk inZ ^d , and ^(d)(a,b)={S _d (n)Z ^d :anb}. Supposef(n) is an integer-valued function and increases to infinity asn tends to infinity, andE _n ^(d) ={^(d)(0,n)^(d)(n+f(n),)}. In this paper, a necessary and sufficient condition to ensureP(E _n ^d) ,i.o.)=0, or 1 is derived ford=3, 4. This problem was first studied by P. Erdös and S.J. Taylor.This work is partly supported by the National Natural Sciences Foundation of China.     

On the approximation of plane curves by parametric cubic splines

A plane curveC can be approximated by a parametric cubic spline as follows. Points (x _i ,y _i ) are chosen in order alongC and a monotonically increasing variable is assigned values _i at the points (x _i ,y _i ): _i = the cumulative chordal distance from (x ₁ ,y ₁ ). The points ( _i ,x _i ) and ( _i ,y _i ) are then fitted separately by cubic splinesx() andy(), to obtain : (x(),y()). This paper establishes estimates for the errors involved in approximatingC by . It is found that the error in position betweenC and decreases likeh ³, whereh is the maximum length of arc between consecutive knots onC. For first derivatives, the error behaves likeh ²; for second derivatives, likeh.     

On the singular graph and the Weyr characteristic of anM-matrix

LetA be anM-matrix in standard lower block triangular form, with diagonal blocksA _ii irreducible. LetS be the set of indices such that the diagonal blockA is singular. We define the singular graph ofA to be the setS with partial order defined by > if there exists a chain of non-zero blocksA _i, A_ij, , A_l.Let ₁ be the set of maximal elements ofS, and define thep-th level _p ,p = 2, 3, , inductively as the set of maximal elements ofS \( _{1 p-1}). Denote by _p the number of elements in _p . The Weyr characteristic (associated with 0) ofA is defined to be (A) = ( ₁, ₂,, _h ), where ₁ + + _p = dim KerA ^p ,p = 1, 2, , and _h > 0, _h+1 = 0.Using a special type of basis, called anS-basis, for the generalized eigenspaceE(A) of 0 ofA, we associate a matrixD withA. We show that(A) = ( ₁, , _h) if and only if certain submatricesD _p,p+1 ,p = 1, , h – 1, ofD have full column rank. This condition is also necessary and sufficient forE(A) to have a basis consisting of non-negative vectors, which is a Jordan basis for –A. We also consider a given finite partially ordered setS, and we find a necessary and sufficient condition that allM-matricesA with singular graphS have(A) = ( ₁, , _h). This condition is satisfied ifS is a rooted forest.The work of the second-named author was partly supported by the National Science Foundation, under grant MPS-08618 A02.     

On a Function Related to Multinomial Coefficients (I)

Let F _p,t (n) denote the number of the coefficients of (x ₁+1x ₂+...+x _t ) ^j , 0 ≤j≤n− 1, which are not divisible by the prime p. Define G _p,t (n) = F _p,t /n ^θ and β(p,t) = lim infF _p,t )(n)/n ^θ, where θ = (log)/(log p). In this paper, we mainly prove that G _p,t can be extended to a continuous function on ℝ⁺, and the function G _p,t is nowhere monotonic. Both the set of differential points of the function G _p,t and the set of non-differential points of the function G _p,t are dense in ℝ⁺. Received February 18, 2000, Accepted December 7, 2000     

Intrinsically homogeneous sets,splitting times,and the big shift

Summary Let X be a strong Markov process. Let M be an optional set with the property that _1MoT (S)=1 _M (s+T) whenever s>0 and T is an optional time with [T]M. If L=sup{t>0 tM}M, we show that L is a splitting time of X: the pre-L events and the post-L events are conditionally independent given X _L . To prove this, we extend work of Sharpe's to show that the big shift operators _T and commute with optional projection and dual optional projection, respectively, whenever T is an optional time. Examples are given which are not contained within previous work of Millar and Getoor.     

Desarguesian finite generalized quadrangles are classical or dual classical

Let S = (P, B, I) be a finite generalized quadrangle of order (s, t), s > 1, t > 1. Given a flag (p, L) of S, a (p, L)-collineation is a collineation of S which fixes each point on L and each line through p. For any line N incident with p, N L, and any point u incident with L, u p, the group G(p, L) of all (p, L)-collineations acts semiregularly on the lines M concurrent with N, p not incident with M, and on the points w collinear with u, w not incident with L. If the group G(p, L) is transitive on the lines M, or equivalently, on the points w, then we say that S is (p, L)-transitive. We prove that the finite generalized quadrangle S is (p, L)-transitive for all flags (p, L) if and only if S is classical or dual classical. Further, for any flag (p, L), we introduce the notion of (p, L)-desarguesian generalized quadrangle, a purely geometrical concept, and we prove that the finite generalized quadrangle S is (p, L)-desarguesian if and only if it is (p, L)-transitive.Research Associate of the National Fund for Scientific Research (Belgium).     

Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations

Summary In this paper we establish a large deviations principle for the invariant measure of the non-Gaussian stochastic partial differential equation (SPDE) _t v =v +f(x,v )+(x,v ) . Here is a strongly-elliptic second-order operator with constant coefficients, h:=DH _xx-h, and the space variablex takes values on the unit circleS ¹. The functionsf and are of sufficient regularity to ensure existence and uniqueness of a solution of the stochastic PDE, and in particular we require that 0<mM wherem andM are some finite positive constants. The perturbationW is a Brownian sheet. It is well-known that under some simple assumptions, the solutionv ² is aC ^k (S ¹)-valued Markov process for each 0<1/2, whereC (S ¹) is the Banach space of real-valued continuous functions onS ¹ which are Hölder-continuous of exponent . We prove, under some further natural assumptions onf and which imply that the zero element ofC (S ¹) is a globally exponentially stable critical point of the unperturbed equation _t ⁰ = ⁰ +f(x,⁰), that has a unique stationary distributionv ^K, on (C (S ¹), (C ^K (S ¹))) when the perturbation parameter is small enough. Some further calculations show that as tends to zero,v ^K, tends tov ^K,0, the point mass centered on the zero element ofC (S ¹). The main goal of this paper is to show that in factv ^K, is governed by a large deviations principle (LDP). Our starting point in establishing the LDP forv ^K, is the LDP for the process , which has been shown in an earlier paper. Our methods of deriving the LDP forv ^K, based on the LDP for are slightly non-standard compared to the corresponding proofs for finite-dimensional stochastic differential equations, since the state spaceC (S ¹) is inherently infinite-dimensional.This work was performed while the author was with the Department of Mathematics, University of Maryland, College Park, MD 20742, USA     

A Characterization of n s as a Multiplicative Function

All those complex valued multiplicative functions f and g are characterized for which g(n + k) – f(n) 0 (n ) is satisfied (k is an arbitrary nonzero integer).     

Sobolev inequalities on homogeneous spaces

We consider a homogeneous spaceX=(X, d, m) of dimension 1 and a local regular Dirichlet forma inL ² (X, m). We prove that if a Poincaré inequality of exponent 1p< holds on every pseudo-ballB(x, R) ofX, then Sobolev and Nash inequalities of any exponentq[p, ), as well as Poincaré inequalities of any exponentq[p, +), also hold onB(x, R).Lavoro eseguito nell'ambito del Contratto CNR Strutture variazionali irregolari.     

On the existence of specified cycles in a tournament

For 2 ≦ p ≦n and n ≧ 3, D(n, p) denotes the digraph with n vertices obtained from a directed cycle of length n by changing the orientation of p- 1 consecutives edges. In this paper, we prove that every tournament of order n ≧ 7 contains D(n, p) for p = 2, 3, …, n. Furthermore, we determine the tournaments of order n, 3 ≦ n ≦ 6, which do not contain D(n, p) for some p.     

Prime and Primitive Ideals in Graded Deformations of Algebraic Quantum Groups at Roots of Unity

Let G be a connected, simply connected complex semisimple Lie group of rank n. The deformations employed by Artin, Schelter and Tate, and Hodges, Levasseur and Toro can be applied to the single parameter quantizations, at roots of unity, of the Hopf algebra of regular functions on G. Each of the resulting complex multiparameter quantum groups F _,p [G] depends on both a suitable root of unity and an antisymmetric bicharacter p: Z ⁿ ×Z ⁿ C ^×. These quantizations differ significantly from their single parameter (root-of-unity) counterparts, and, in particular, may have infinite-dimensional irreducible representations. Our approach to F _,p [G] depends on a natural ×-action thereon, where is an n-torus, and our main result offers a classification of the primitive ideals: We use a multiparameter quantum Frobenius map to provide a bijection from (PrimF _,p [G])/× onto G/H×H, where H is a maximal torus of G. In the single parameter case, this bijection is a consequence of work by De Concini and Lyubashenko, and De Concini and Procesi; our results require their analysis. Our methods also exploit earlier work by Moeglin and Rentschler concerning actions of algebraic groups on complex Noetherian algebras. In contrast to generic quantizations of the coordinate ring of G, the primitive spectrum of F _,p [G] is not finitely stratified by the torus action.     

Fourier coefficients of functions from the classesb andc. Parseval equality for the classc or for the Fourier-Stieltjes series

We study restrictions that should be imposed on the numbers sequences {_n} and {_n} in order to guarantee that the series cosnx and sinnx do not belong to the classesB orC for any {a _n } and {b _n } such thata _{n n} ,b _{n n} ,n=1, 2,.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 10, pp. 1455–1460, October, 1993.     

On minimum degree in Hamiltonian path graphs

For integers p and s satisfying 2 ? s ? p ? 1, let m(p,s) denote the maximum number of edges in a graph G of order p such that the minimum degree in the hamiltonian path graph of G equals s. The values of m(p, s) are determined for 2 ? s ? p/2 and for (2p ? 2)/3 ? s ? p ? 1, and upper and lower bounds on m(p, s) are obtained for p/2 < s < (2p ? 2)/3.     

Vertices of given degree in a random graph

This paper concerns the degree sequence d₁ ≥ d₂ ≥ … ≥ d_n of a randomly labeled graph of order n in which the probability of an edge is p(n) ≦ 1/2. Among other results the following questions are answered. What are the values of p(n) for which d₁, the maximum degree, is the same for almost every graph? For what values of p(n) is it true that d₂ > d₂ for almost every graph, that is, there is a unique vertex of maximum degree? The answers are (essentially) p(n) = o(logn/n/n) and p(n)n/logn → ∞. Also included is a detailed study of the distribution of degrees when 0 < lim n p(n)/log n ≦ lim n p(n)/log n < ∞.     

Embedding of non-commutative <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-spaces: <Emphasis Type="Italic">p</Emphasis> < 1

If (N,t) ({\cal N},\tau) is a finite von Neumann algebra and if (M,n) ({\cal M},\nu) is an infinite von Neumann algebra, then L_p(M,n) L_{p}({\cal M},\nu) does not Banach embed in L_p(N,t) L_{p}({\cal N},\tau) for all p ? (0,1) p\in (0,1) . We also characterize subspaces of $ L_{p}({\cal N},\tau),\ 0< p <1 $ L_{p}({\cal N},\tau),\ 0< p <1 containing a copy of l_p.