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

Growth functions for semi-regular tilings of the hyperbolic plane

This paper studies the growth function, with respect to the generating set of edge identifications, of a surface group with fundamental domainD in the hyperbolic plane ann-gon whose angles alternate between /p and /q. The possibilities ofn,p andq for which a torsion-free surface group can have such a fundamental polygon are classified, and the growth functions are computed. Conditions are given for which the denominator of the growth function is a product of cyclotomic polynomials and a Salem polynomial.This work was supported in part by NSF Research Grants.     

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     

Combinatorial invariance of Stanley-Reisner rings

In this short note we show that Stanley—Reisner rings of simplicial complexes, which have had a dramatic application in combinatorics [2, p. 41], possess a rigidity property in the sense that they determine their underlying simplicial complexes.     

On Segal-Wilson's construction for the τ-functions of the constrained KP hierarchies

In this Letter, we study the constrained KP hierarchies by employing Segal-Wilson's theory on the -functions of the KP hierarchy. We first describe the elements of the Grassmannian which correspond to solutions of the constrained KP hierarchy, and then we show how to construct its rational and soliton solutions from these elements of the Grassmannian.     

Variable step size destabilizes the Störmer/leapfrog/verlet method

For fixed step-sizeh the Störmer method is stable for the standard test equationÿ= ² y,>0, if and only ifh<2. We show that for variable step sizeh _n there does not exist a (positive) limit onh which ensures stability. Nor can we guarantee stability if, in addition, we limit the step size ratioh _n/h _n–1.This work was supported in part by National Science Foundation Grant DMS 90 15533.     

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.     

Perturbed unstable variational inequalities with unbounded operators on approximately given sets

The stability and convergence of the solutions of perturbed and regularized variational inequality to the solutions of the primary (unstable a priori) variational inequality with proper monotone operator are investigated. All the objects of inequality: the operatorA, the right-hand partf and the set of constrains are to be perturbed. At the same time no assumptions of boundedness and smoothness of the operatorA are used. The connection between the parameters of perturbations, which guarantees strong convergence of approximate solutions, is established. It is proved that the existence of the solution to the unperturbed variational inequality is necessary and sufficient condition for convergence of the regularized perturbed inequality solutions.This research was supported in part by the Ministry of Science Grant 3481-1-91 and by the Ministry of Absorption Center for Absorption in Science.     

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