Spencer cohomologies and symmetry groups

We propose the construction of a spectral sequence converging to Spencer cohomologies. By using symmetry groups of differential equations systems, we manage to unify computations by reduction to the invariant systems over a homogeneous space. The conditions of coincidence of Spencer cohomologies with the cohomologies of an invariant Spencer complex we obtain from the arithmetic of a -characteristic manifold with respect to fundamental weights of the homogeneous space.     

Large deviations for martingales with some applications

Let(X _i ) be a martingale difference sequence. LetY be a standard normal random variable. We investigate the rate of uniform convergence

Eigenresonance states in the Kronig-Penney model

We investigate a sandwich of three layer systems with Dirac -functions in the Kronig-Penney model. The inner system ofN=5 atomic layers is enclosed by the two outer systems with different potential strength. The numberM of the atomic layers in the outer system is varied betweenM=9 and infinity, whereas the numberN of the inner layers is held fixed. We obtain the transmission coefficient for the finite system in the region of scattering energies (E>0). An alternating set of transmission gaps, transmission bands and bands of eigenresonance states is obtained. The normalizable eigenresonances occur (forM going to infinity), if a transmission band of the inner system overlaps a transmission gap of the outer systems. The reason for obtaining solutions of standing waves in the band of eigenresonances is the rapid change of the wave phase of a traveling wave, which occurs in a transmission band of the inner system.     

Brownian confinement and pinning in a Poissonian potential. II

Summary We continue our study ofd-dimensional Brownian motion in a soft repulsive Poissonian potential over a long time interval [0,t]. We prove here a pinning effect: for typical configuratons, with probability tending to 1 ast tends to , the particle gets trapped close to locations of near minima of certain variational problems. These locations lie at distances growing almost linearly witht from the origin, and the particle gets pinned within distance smaller than any positive power oft of one such location. In dimension 1, we can push further our estimates and show that in a suitable sense, the particle gets trapped with high probability, within time t and within distance (logt)²⁺ from a suitable location at distance of ordert/(logt)³ from the origin.This article was processed by the author using the LATEX style filepljour1m from Springer-Verlag     

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.     

Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend

Considered are modifications of a rank test of randomness for the one- and multi-dimensional regular design cases as well as for the one- and multi-dimensional random design cases. The null hypothesis is that all observations are independent and identically distributed. The main result is the proof of consistency of the test in each of the above cases against two general alternatives.Alternative 1: there exists a pairwise disjoint partion U _i =1 ^m D _i =D, where D d1, is a bounded domain inside which one makes observations, such that (1) if an observation point falls insideD _i , then the corresponding observed value is the realization of a random variable _i i = l,...,m; (2) there exists an ordering % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamXvP5wqonvsaeHbfv3ySLgzaGqbaiab-Tha7jabe67a4Hqbdiab% +LgaPnaaBaaaleaacaWGRbaabeaakiab-1ha9naaDaaaleaacaWGRb% Gaeyypa0JaaGymaaqaaiaad2gaaaaaaa!4C2D!\[\{ \xi i_k \} _{k = 1}^m \], where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaaaaa!454D!\[\xi i_k \] is stochastically smaller than % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaakmaaBaaaleaacqGHRaWkcaaIXaaabeaakiaacY% cacaWGRbGaeyypa0JaaGymaiaacYcacaGGUaGaaiOlaiaac6cacaGG% SaGaamyBaiabgkHiTiaaigdaaaa!509B!\[\xi i_k _{ + 1} ,k = 1,...,m - 1\], (3) the partition is independent of the number of observation points. Note thatm, this ordering, and the sets D _i are not known a priori: one tests only for the existence of such a partition. Note also that in the one-dimensional case the initial sequence need not be stochastically monotone under the alternative.Alternative 2: there exists an arbitrary asymptotically continuous trend in location. Asymptotically continuous means that the trend converges to some continuous, not identically constant function as the number of data points goes to infinity. This function need not be monotone.A numerical example illustrating the use of the obtained results for image analysis (edge detection) is presented.     

Perturbation analysis of the orthogonal procrustes problem

Given two arbitrary real matricesA andB of the same size, the orthogonal Procrustes problem is to find an orthogonal matrixM such that the Frobenius norm MA – B is minimized. This paper treats the common case when the orthogonal matrixM is required to have a positive determinant. The stability of the problem is studied and supremum results for the perturbation bounds are derived.     

Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant

Summary This work is concerned with the existence and uniqueness of a class of semimartingale reflecting Brownian motions which live in the non-negative orthant of ^d . Loosely speaking, such a process has a semimartingale decomposition such that in the interior of the orthant the process behaves like a Brownian motion with a constant drift and covariance matrix, and at each of the (d-1)-dimensional faces that form the boundary of the orthant, the bounded variation part of the process increases in a given direction (constant for any particular face) so as to confine the process to the orthant. For historical reasons, this pushing at the boundary is called instantaneous reflection. In 1988, Reiman and Williams proved that a necessary condition for the existence of such a semimartingale reflecting Brownian motion (SRBM) is that the reflection matrix formed by the directions of reflection be completely-L. In this work we prove that condition is sufficient for the existence of an SRBM and that the SRBM is unique in law. It follows from the uniqueness that an SRBM defines a strong Markov process. Our results have potential application to the study of diffusions arising as approximations tomulti-class queueing networks.Research supported in part by NSF Grants DMS 8657483, 8722351 and 9023335, and a grant from AT&T Bell Labs. In addition, R.J. Williams was supported in part during the period of this research by an Alfred P. Sloan Research Fellowship     

Banach algebras of singular integral operators with piecewise continuous coefficients. General contour and weight

The Banach algebra generated by one-dimensional linear singular integral operators with matrix valued piecewise continuous coefficients in the spaceL _p (,) with an arbitrary weight is studied. The contour consists of a finite number of closed curves and open arcs with satisfy the Carleson condition. The contour may have a finite number of points of selfintersection. The symbol calculus in this algebra is the main result of the paper.     

Counterexamples in optimal quadrature

It is widely believed that order of exactness is a good measure of the quality of an algorithm for numerical quadrature. We show that this is not the case, by exhibiting a situation in which the optimal algorithm does not even integrate constants exactly. We also show that there are situations in which the penalty for using equidistant nodes is unbounded. Finally, we show that the complexity of obtaining an -approximation can be an arbitrary function of , i.e., there is no hardest quadrature problem.