A Fubini theorem

Let I₀ be the σ-ideal of subsets of a Polish group generated by Borel sets which have perfectly many pairwise disjoint translates. We prove that a Fubini-type theorem holds between I₀ and the σ-ideals of Haar measure zero sets and of meager sets. We use this result to give a simple proof of a generalization of a theorem of Balcerzak-Ros?anowski-Shelah stating that I₀ on N² strongly violates the countable chain condition.     

Generalized 3G theorem and application to relativistic stable process on non-smooth open sets

Let G(x,y) and GD(x,y) be the Green functions of rotationally invariant symmetric α-stable process in Rd and in an open set D, respectively, where 0<α<2. The inequality GD(x,y)GD(y,z)/GD(x,z)?c(G(x,y)+G(y,z)) is a very useful tool in studying (local) Schrödinger operators. When the above inequality is true with c=c(D)∈(0,∞), then we say that the 3G theorem holds in D. In this paper, we establish a generalized version of 3G theorem when D is a bounded κ-fat open set, which includes a bounded John domain. The 3G we consider is of the form GD(x,y)GD(z,w)/GD(x,w), where y may be different from z. When y=z, we recover the usual 3G. The 3G form GD(x,y)GD(z,w)/GD(x,w) appears in non-local Schrödinger operator theory. Using our generalized 3G theorem, we give a concrete class of functions belonging to the non-local Kato class, introduced by Chen and Song, on κ-fat open sets. As an application, we discuss relativistic α-stable processes (relativistic Hamiltonian when α=1) in κ-fat open sets. We identify the Martin boundary and the minimal Martin boundary with the Euclidean boundary for relativistic α-stable processes in κ-fat open sets. Furthermore, we show that relative Fatou type theorem is true for relativistic stable processes in κ-fat open sets. The main results of this paper hold for a large class of symmetric Markov processes, as are illustrated in the last section of this paper. We also discuss the generalized 3G theorem for a large class of symmetric stable Lévy processes.     

Calculus of functors and model categories

The category of small covariant functors from simplicial sets to simplicial sets supports the projective model structure [B. Chorny, W.G. Dwyer, Homotopy theory of small diagrams over large categories, preprint, 2005]. In this paper we construct various localizations of the projective model structure and also give a variant for functors from simplicial sets to spectra. We apply these model categories in the study of calculus of functors, namely for a classification of polynomial and homogeneous functors. In the n-homogeneous model structure, the nth derivative is a Quillen functor to the category of spectra with Σn-action. After taking into account only finitary functors—which may be done in two different ways—the above Quillen map becomes a Quillen equivalence. This improves the classification of finitary homogeneous functors by T.G. Goodwillie [T.G. Goodwillie, Calculus. III. Taylor series, Geom. Topol. 7 (2003) 645-711 (electronic)].     

On the torsion of Jacobians of principal modular curves of level 3<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

We demonstrate that the 3-power torsion points of the Jacobians of the principal modular curves X(3ⁿ) are fixed by the kernel of the canonical outer Galois representation of the pro-3 fundamental group of the projective line minus three points. The proof proceeds by demonstrating the curves in question satisfy a two-part criterion given by Anderson and Ihara. Two proofs of the second part of the criterion are provided; the first relies on a theorem of Shimura, while the second uses the moduli interpretation. Received: 30 September 2005     

The Riesz decomposition of finely superharmonic functions

This paper answers a question of Fuglede about minimal positive harmonic functions associated with irregular boundary points. As a consequence, an old and central problem of fine potential theory, concerning the Riesz decomposition, is resolved. Namely, it is shown that, on certain fine domains, there exist positive finely superharmonic functions which do not admit any positive finely harmonic minorant and yet are not fine potentials.     

Tail asymptotics for the fundamental period in the MAP/G/1 queue

This paper studies the tail behavior of the fundamental period in the MAP/G/1 queue. We prove that if the service time distribution has a regularly varying tail, then the fundamental period distribution in the MAP/G/1 queue has also regularly varying tail, and vice versa, by finding an explicit expression for the asymptotics of the tail of the fundamental period in terms of the tail of the service time distribution. Our main result with the matrix analytic proof is a natural extension of the result in (de Meyer and Teugels, J. Appl. Probab. 17: 802–813, 1980) on the M/G/1 queue where techniques rely heavily on analytic expressions of relevant functions. I.-S. Wee’s research was supported by the Korea Research Foundation Grant KRF 2003-070-00008.     

The compound binomial risk model with time-correlated claims

In this paper, we consider the compound binomial risk model with the time-correlated claims. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. We obtain the recursive formula of the joint distribution of the surplus immediately prior to ruin and deficit at ruin. Furthermore, the ruin probability is given by means of ruin probability and the deficit at ruin of the classical compound binomial risk model. Finally, we derive an upper bound for the ruin probability.     

Realization of 2-solvable nilpotent groups as groups of classes of homotopy self-equivalences

Let X be a 1-connected CW-complex of finite type and ε_?(X) be the group of homotopy classes of self-equivalences of X which induce the identity on homotopy groups. In this paper, we prove that every finitely generated 2-solvable rational nilpotent group is realizable as ε_?(X) where X is the rationalization of a 1-connected CW-complex of finite type.     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.