On stable geometries

Within the concept of projective lattice geometry we are considering the class of stable geometries which have also been introduced in [14]. The investigation of their basic properties will result in fundamental structure theorems which especially give a lattice-geometric characterization of free left modules of rank 6 over proper right Bezout rings of stable rank 2. This yields a proper generalization of previous results of ours.     

A quadratically convergent predictor—corrector method for solving linear programs from infeasible starting points

A predictor—corrector method for solving linear programs from infeasible starting points is analyzed. The method is quadratically convergent and can be combined with Ye's finite termination scheme under very general assumptions. If the starting points are large enough then the algorithm hasO(nL) iteration complexity. If the ratio between feasibility and optimality at the starting points is small enough then the algorithm has O( ) iteration complexity. For feasible starting points the algorithm reduces to the Mizuno—Todd—Ye predictor—corrector method.This work was supported by an interdisciplinary research grant from the Institute for Advanced Studies of the University of Iowa.     

Skew-symmetric derivations of a complex Lie algebra

Let be a complex Lie algebra, its underlying real Lie algebra, a real form of and ·, · the euclidean product induced by the real part of an hermitian inner product on . Let aut be the Lie algebra of skew-symmetric derivations of . We give necessary and sufficient conditions to ensure that aut is composed of skew-hermitian derivations. As an application, we study holomorphy in large subgroups of isometries of Lie groups.     

Minimax risk overl p -balls forl p -error

Summary Consider estimating the mean vector from dataN _n (, ² I) withl _q norm loss,q1, when is known to lie in ann-dimensionall _p ball,p(0, ). For largen, the ratio of minimaxlinear risk to minimax risk can bearbitrarily large ifp. Obvious exceptions aside, the limiting ratio equals 1 only ifp=q=2. Our arguments are mostly indirect, involving a reduction to a univariate Bayes minimax problem. Whenp, simple non-linear co-ordinatewise threshold rules are asymptotically minimax at small signal-to-noise ratios, and within a bounded factor of asymptotic minimaxity in general. We also give asymptotic evaluations of the minimax linear risk. Our results are basic to a theory of estimation in Besov spaces using wavelet bases (to appear elsewhere).     

Shock fluctuations in the asymmetric simple exclusion process

Summary We consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isv _, , a product measure with densities and to the left and right of the origin respectively, <, then there exists a (microscopic) shock for the system. A shock is a random positionX _t such that the system as seen from this position at timet has asymptotic product distributions with densities and to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=lim _t t ^–1(E(X _t )²–(EX _t )²) and findD=(p–q)(–)^–1((1–)+(1–)) as conjectured by Spohn (1991). We show that in the scale the position ofX _t is determined by the initial distribution of particles in a region of length proportional tot. We prove that the distribution of the process at the average position of the shock converges to a fair mixture of the product measures with densities and . This is the so called dynamical phase transition. Under shock initial conditions we show how the density fluctuation fields depend on the initial configuration.     

Sur le comportement asymptotique des potentiels d'une chaîne de Markov sur ℝ d

Résumé Dans cet article j'étudie le comportement à l'infini des potentiels des chaînes de Markov sur ^d (d3) proches du mouvement brownien, tout spécialement le cas des marches aléatoires, ainsi que des critères de transience et de récurrence inspirés de la méthode utilisée.

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We study the asymptotic behaviour of potentials of Markov chains on ^d (d3), closed to Brownian motion, and particularly the case of random walks. Following a similar approach, we give transience and recurrence criteria.

     

Convergence of diagonally stationary sequences in convex optimization

LetX be a real normed linear space,f, f ⁿ, n , be extended real-valued proper closed convex functions onX. A sequence {x _n} inX is called diagonally stationary for {f ⁿ} if for alln there existsx* _n f ⁿ (x _n) such that x* _{n *} 0. Such sequences arise in approximation methods for the problem of minimizingf. Some general convergence results based upon variational convergence theory and appropriate equi-well-posedness are presented.     

Finely holomorphic functions and quasi-analytic classes

We study the set of functions in quasi-analytic classes and the set of finely holomorphic functions. We show that no one of these two sets is contained in the other.LetI denote the set of complex functionsf: for which there exists a quasi-analytic classC{M _n} containingf. Let denote the set of complex functionsf: for which there exist a fine domainU containing the real line and a function finely holomorphic onU satisfyingf(x)= (x) for allx . The power of unique continuation is incomparable in these two cases (I\ is non-empty, \I is non-empty).Research supported by the grant No. 201/93/2174 of Czech Grant Agency and by the grant No. 354 of Charles University.     

Monotone path systems in simple regions

A monotone path system (MPS) is a finite set of pairwise disjoint paths (polygonal areas) in thexy-plane such that every horizontal line intersects each of the paths in at most one point. A MPS naturally determines a pairing of its top points with its bottom points. We consider a simple polygon in thexy-plane wich bounds the simple polygonal (closed) regionD. LetT andB be two finite, disjoint, equicardinal sets of points ofD. We give a good characterization for the existence of a MPS inD which pairsT withB, and a good algorithm for finding such a MPS, and we solve the problem of finding all MPSs inD which pairT withB. We also give sufficient conditions for any such pairing to be the same.The first author's research is supported by the Natural Sciences and Engineering Research Council of Canada