Necessary conditions for characterization of laws via mixed sums

SupposeX andY are independent and identically distributed, and independent ofU which satisfies 0U1. Recent work has centered on finding the lawsL(X) for whichX U(X+Y) where denotes equality in law. We show that this equation corresponds to a certain projective invariance property under random rotations. Implicitly or explicitly, it has been assumed that the characteristic function ofX has an expansion property near the origin. We show that solutions may be admitted in the absence of this condition when –logU has a lattice law. A continuous version of the basic problem replaces sums with a Lévy process. Instead we consider self-similar processes, showing that a solution exists only whenU is constant, and then all processes of a given order are admitted.This research was in part supported by NSERC grant A-8466.     

ALTERNATION THEORY IN APPROXIMATION BY POLYNOMIALS HAVING BOUNDED COEFFICIENTS

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Moment closure hierarchies for kinetic theories

This paper presents a systematicnonperturbative derivation of a hierarchy of closed systems of moment equations corresponding to any classical kinetic theory. The first member of the hierarchy is the Euler system, which is based on Maxwellian velocity distributions, while the second member is based on nonisotropic Gaussian velocity distributions. The closure proceeds in two steps. The first ensures that every member of the hierarchy is hyperbolic, has an entropy, and formally recovers the Euler limit. The second involves modifying the collisional terms so that members of the hierarchy beyound the second also recover the correct Navier-Stokes behavior. This is achieved through the introduction of a generalization of the BGK collision operator. The simplest such system in three spatial dimensions is a 14-moment closure, which also recovers the behavior of the Grad 13-moment system when the velocity distributions lie near local Maxwellians. The closure procedure can be applied to a general class of kinetic theories.     

Trend to equilibrium of weak solutions of the Boltzmann equation in a slab with diffusive boundary conditions

Recently R. Illner and the author proved that, under a physically realistic truncation on the collision kernel, the Boltzmann equation in the one-dimensional slab [0, 1] with general diffusive boundary conditions at 0 and 1 has a global weak solution in the traditional sense. Here it is proved that when the Maxwellians associated with the boundary conditions atx=0 andx=1 are the same MaxwellianM _w , then the solution is uniformly bounded and tends toM _w fort.     

Real analysis related to the Monge-Ampère equation

In this paper we consider a family of convex sets in , , , , satisfying certain axioms of affine invariance, and a Borel measure satisfying a doubling condition with respect to the family The axioms are modelled on the properties of the solutions of the real Monge-Ampère equation. The purpose of the paper is to show a variant of the Calderón-Zygmund decomposition in terms of the members of This is achieved by showing first a Besicovitch-type covering lemma for the family and then using the doubling property of the measure The decomposition is motivated by the study of the properties of the linearized Monge-Ampère equation. We show certain applications to maximal functions, and we prove a John and Nirenberg-type inequality for functions with bounded mean oscillation with respect to

     

The asymptotic behavior of queueing systems: Large deviations theory and dominant pole approximation

This paper presents the exact asymptotics of the steady state behavior of a broad class of single-node queueing systems. First we show that the asymptotic probability functions derived using large deviations theory are consistent (in a certain sense) with the result using dominant pole approximations. Then we present an exact asymptotic formula for the cumulative probability function of the queue occupancy and relate it to the cell loss ratio, an important performance measure for service systems such as ATM networks. The analysis relies on a new generalization of the Taylor coefficients of a complex function which we call characteristic coefficients. Finally we apply our framework to obtain new results for the M/D/1 system and for a more intricate multiclass M/D/n system.     

Some analytical semigroups occurring in probability theory

One-parameter semigroups occurring in operator-limit distributions are investigated. The topological-algebraic background of the relevant monoids is discussed and Lie semigroup theory is applied to the Urbanik Decomposability Semigroup.     

Skew Brownian motion-type of extensions

We consider a class of possible extensions of a given symmetric Feller processZ _t fromR{0} to the entire real lineR, depending on a parameter [0, 1]. It is proved that the proposed extension exists if =1/2; for 1/2, exists if and only ifZ _t does not jump over 0 (e.g., ifZ _t is a diffusion).     

Essential spectrum and -solutions of one-dimensional Schrödinger operators

In 1949, Hartman and Wintner showed that if the eigenvalue equations of a one-dimensional Schrödinger operator possess square integrable solutions, then the essential spectrum is nowhere dense. Furthermore, they conjectured that this statement could be improved and that under this condition the essential spectrum might always be void. This is shown to be false. It is proved that, on the contrary, every closed, nowhere dense set does occur as the essential spectrum of Schrödinger operators which satisfy the condition of existence of -solutions. The proof of this theorem is based on inverse spectral theory.