Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

129Xe NMR study of the homogeneity and the size distribution of small sodium metal particles in NaY zeolite

NaY zeolite samples loaded with sodium metal by vapor phase deposition have been investigated using¹²⁹Xe NMR spectroscopy. At low sodium concentration, the¹²⁹Xe NMR spectrum showed three resonance lines which clearly indicate the existence of distinct domains in the zeolite sample. Such an observation suggests that the diffusion of the xenon atoms into each domain only occurs with respect to the NMR time scale (2.9 ms). As the sodium concentration increases, observation of a single broad line indicate a macroscopic homogenization of the system. The shift of this line is explained in part due to a paramagnetic interaction between the xenon atoms and the unpaired electrons of particles containing an odd number of sodium atoms. The linewidth is due to the distribution of the local magnetic fields partially averaged by the rapid motion of the xenon atoms and to the statistical distribution of the sodium particles in the supercage cavities. The paramagnetic interaction vanishes with the oxidation of the sample leading to a narrowing and a shift of the line to higher magnetic fields.     

Searching for losers

We investigate the following process: N people select b losers by flipping coins. The 0-party continues until there are less than b losers; then the 1-party has to find the other losers by the same process. The average time for this process is about long₂ N, but this result requires rather advanced methods. Furthermore, the average size of a binary tree associated to this process and the average number of coin flippings are computed. The method used in this article can be used to give asympotical solutions of a special type of bivariate recurrences. © 1993 John Wiley & Sons, Inc.     

Electromagnetic field singularities

An integral transform based method is given for determining information about the locating and properties of singularities of electromagnetic fields associated with axially symmetric radiating sources.     

Spectra and Transport in Almost Periodic Dimers

We study spectral properties of discrete Schrödinger operators with potentials obtained via dimerization of a class of aperiodic sequences. It is shown that both the nature of the autocorrelation measure of a regular sequence and the presence of generic (full probability) singular continuous spectrum in the hull of primitive and palindromic (four block substitution) potentials are robust under dimerization. Generic results also hold for circle potentials. We illustrate these results with numerical studies of the quantum mean square displacement as a function of time. The numerical techniques provide a very fast algorithm for the time evolution of wave packets.     

Numerical methods for finding multiple eigenvalues of matrices depending on parameters

Summary. Let be a square matrix dependent on parameters and , of which we choose as the eigenvalue parameter. Many computational problems are equivalent to finding a point such that has a multiple eigenvalue at . An incomplete decomposition of a matrix dependent on several parameters is proposed. Based on the developed theory two new algorithms are presented for computing multiple eigenvalues of with geometric multiplicity . A third algorithm is designed for the computation of multiple eigenvalues with geometric multiplicity but which also appears to have local quadratic convergence to semi-simple eigenvalues. Convergence analyses of these methods are given. Several numerical examples are presented which illustrate the behaviour and applications of our methods. Received December 19, 1994 / Revised version received January 18, 1996