Über lineare Unabhängigkeit

It is the aim of the present work to prove, under appropriate conditions, lower estimates for the dimension of w ₁ + ... + w _m over , wherew ₁,...,w _m are given real numbers. In particular, if this dimension ism, i.e. ifw ₁,...,w _m are linearly independent over , we are also interested in a quantitative version of this fact. Our qualitative theorems generalize a result of Nesterenko. Its formulation is quite similar to the axiomatization of methods for algebraic independence, as it became usual during the last decade.

     

Filtering on manifolds

We coasider a partially observable diffusion process (x _t,y_t)t0 whose unobservable componentx _t lives on a submanifold M ofR ⁿ . We present some general conditions under which the conditional law ofx _t, given the observationsy _s ,s [0,t], admits a density w.r.t. a given measure on M. We characterize the analytical properties of this density by using appropriate Sobolev spaces.Research supported by the Hungarian National Foundation of Scientific Research No. 2290.     

Nonlinear transformations of the canonical gauss measure on Hilbert space and absolute continuity

The papers of R. Ramer and S. Kusuoka investigate conditions under which the probability measure induced by a nonlinear transformation on abstract Wiener space(,H,B) is absolutely continuous with respect to the abstract Wiener measure. These conditions reveal the importance of the underlying Hilbert spaceH but involve the spaceB in an essential way. The present paper gives conditions solely based onH and takes as its starting point, a nonlinear transformationT=I+F onH. New sufficient conditions for absolute continuity are given which do not seem easily comparable with those of Kusuoka or Ramer but are more general than those of Buckdahn and Enchev. The Ramer-Itô integral occurring in the expression for the Radon-Nikodym derivative is studied in some detail and, in the general context of white noise theory it is shown to be an anticipative stochastic integral which, under a stronger condition on the weak Gateaux derivative of F is directly related to the Ogawa integral.Research supported by the National Science Foundation and the Air Force Office of Scientific Research Grant No. F49620 92 J 0154 and the Army Research Office Grant No. DAAL 03 92 G 0008.     

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).     

The drift of a one-dimensional self-repellent random walk with bounded increments

Summary Consider a one-dimensional walk (S _k ) _k having steps of bounded size, and weight the probability of the path with some factor 1–(0,1) for every single self-intersection up to timen. We prove thatS _n /S S converges towards some deterministic number called the effective drift of the self-repellent walk. Furthermore, this drift is shown to tend to the basic drift as tends to 0 and, as tends to 1, to the self-avoiding walk's drift which is introduced in [10]. The main tool of the present paper is a representation of the sequence of the local times as a functional of a certain Markov process.Partially supported by Swiss National Sciences Foundation Grant 20-36305.92     

On Toeplitz type quadratic functionals of stationary Gaussian processes

Summary A central limit theorem for Toeplitz type quadratic functionals of a stationary Gaussian processX(t),t, is proved, generalizing the result of Avram [1] for discrete time processes. The result is applied to the problem of nonparametric estimation of linear functionals of an unknown spectral density function. We give some upper bounds for the minimax mean square risk of the nonparametric estimators, similar to those by Ibragimov and Has'minskii [12] for a probability density function.     

Energy functional depending on elastic strain and chemical composition

In this paper we deal with energy functionals depending on elastic strain and chemical composition and we obtain lower semicontinuity results, existence theorems and relaxation in the spacesH ^1,p(; ⁿ)×L ^q (; ^d) with respect to weak convergence. Our proofs use parametrized measures associated with weakly converging sequences.The research was partially supported by the National Science Foundation under Grants No. DMS-9000133 and DMS-9201215 and also by the Army Research Office and the National Science Foundation through the Center for Nonlinear Analysis.The research was partially supported by the National Science Foundation uncer Grants No. DMs 911572, the AFOSR 91 0301, the ARO DAAL03 92 G 003 and also by the ARO and the NSF through the Center for Nonlinear Analysis.The research was supported by DGICYT (Spain) through Programa de Perfeccionamiento y Movilidad del Personal Investigador and through grant PB90-0245, by the Army Research Office and the National Science Foundation through the Center for Nonlinear Analysis and also by the project EurHomogenization SC1-CT91-0732 of the European Comunity.     

On Anosov energy levels of hamiltonians on twisted cotangent bundles

LetT ^* M denote the cotangent bundle of a manifoldM endowed with a twisted symplectic structure [1]. We consider the Hamiltonian flow generated (with respect to that symplectic structure) by a convex HamiltonianH: T ^* M, and we consider a compact regular energy level ofH, on which this flow admits a continuous invariant Lagrangian subbundleE. When dimM3, it is known [9] that such energy level projects onto the whole manifoldM, and thatE is transversal to the vertical subbundle. Here we study the case dimM=2, proving that the projection property still holds, while the transversality property may fail. However, we prove that in the case whenE is the stable or unstable subbundle of an Anosov flow, both properties hold.