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.     

Rates of convergence and optimal spectral bandwidth for long range dependence

Summary For a realization of lengthn from a covariance stationary discrete time process with spectral density which behaves like ^1–2H as 0+ for 1/2<H<1 (apart from a slowly varying factor which may be of unknown form), we consider a discrete average of the periodogram across the frequencies 2j/n,j=1,..., m, wherem andm/n0 asn. We study the rate of convergence of an analogue of the mean squared error of smooth spectral density estimates, and deduce an optimal choice ofm.     

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.     

On the Durrmeyer-type modification of some discrete approximation operators

In [10], for continuous functionsf from the domain of certain discrete operatorsL _n the inequalities are proved concerning the modulus of continuity ofL _nf. Here we present analogues of the results obtained for the Durrmeyer-type modification $\tilde L_n $ ofL _n. Moreover, we give the estimates of the rate of convergence of $\tilde L_n f$ in Hölder-type norms     

Surgery on 3-manifolds with \mathbb{S} 1-actions

We study the topological structure of all 3-manifolds obtained by surgery along principal fibers of a closed orientable -manifold. As a consequence, we give alternative proofs of some classical results due to W. Heil and L. Moser. Moreover, we completely specify the Seifert invariants for the considered manifolds. Finally we classify the manifolds obtained by surgery along certain Seifert links and determine geometric presentations of their fundamental groups.Work performed under the auspices of C.N.R. (National Research Council) of Italy and partially supported by Ministero della Ricerca Scientifica e Tecnologica within the projects Geometria Reale e Complessa and Topologia.     

On the products of cross-ratios on diagonals of polygons

The purpose of this paper is to establish a conjecture of B. Grünbaum, which states that in every n-polygon P in the plane, n 5, some diagonals intersect in a pattern that defines a new n-polygon (P), such that the product of the cross-rations on the diagonals of P is equal to the product of the corresponding cross-ratios on the diagonals of (P).     

Representation of elements of a sequence by sumsets

In this note the method of [5] and a result from [3] are combined to treat the following classical problem: Given a finite setA and an infinite sequenceS (both inZ), what is the minimal number of elements ofA whose sum lies inS? We obtain an upper bound depending only on the densities ofA andS (but not on their arithmetic nature).     

The maximal monotonicity of the subdifferentials of convex functions: Simons' problem

In the paper we deal with the problem when the graph of the subdifferential operator of a convex lower semicontinuous function has a common point with the product of two convex nonempty weak and weak^* compact sets, i.e. when graph (Q × Q ^*) 0. The results obtained partially solve the problem posed by Simons as well as generalize the Rockafellar Maximal Monotonicity Theorem.     

Zero cycles on conic fibrations and a conjecture of Bloch

Let X be a smooth projective surface over a number field k. Let (CH₀(X)) denote the Chow group of zero-cyles modulo rational equivalence on X. Let CH₀(X) be the subgroup of CH ₀(X) consisting of classes which vanish when going over to an arbitrary completion of k. Bloch put forward a conjecture asserting that this group is isomorphic to the Tate-Shafarevich group of a certain Galois module atttached to X. In this paper, we disprove this general conjecture. We produce a conic bundle X over an elliptic curve, for which the group (CH₀(X) is not zero, but the Galois-theoretic Tate-Shafarevich group vanishes.     

Complete separability of time-dependent second-order ordinary differential equations

Extending previous work on the geometric characterization of separability in the autonomous case, necessary and sufficient conditions are established for the complete separability of a system of time-dependent second-order ordinary differential equations. In deriving this result, extensive use is made of the theory of derivations of scalar and vector-valued forms along the projection :J ¹ EE of the first jet bundle of a fibre bundleE . Two illustrative examples are discussed, which fully demonstrate all aspects of the constructive nature of the theory.