A Banach space where minimal weak cuscos are generically compact-valued

The space of continuous functions on the double arrow space has long been of interest in differentiability theory since many convex functions on this space are densely but not generically Gâteaux differentiable. We show that this space has the property that minimal weak* cuscos into its dual take compact values at the points of a denseG set.     

Shock fluctuations in the asymmetric simple exclusion process

Summary We consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isv _, , a product measure with densities and to the left and right of the origin respectively, <, then there exists a (microscopic) shock for the system. A shock is a random positionX _t such that the system as seen from this position at timet has asymptotic product distributions with densities and to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=lim _t t ^–1(E(X _t )²–(EX _t )²) and findD=(p–q)(–)^–1((1–)+(1–)) as conjectured by Spohn (1991). We show that in the scale the position ofX _t is determined by the initial distribution of particles in a region of length proportional tot. We prove that the distribution of the process at the average position of the shock converges to a fair mixture of the product measures with densities and . This is the so called dynamical phase transition. Under shock initial conditions we show how the density fluctuation fields depend on the initial configuration.     

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     

Processes of flats induced by higher dimensional processes III

Stationary processes of k-flats in ^d can be thought of as point processes on the Grassmannian _k ^d of k-dimensional subspaces of ^d . If such a process is sampled by a (d–k+ j)-dimensional space F, it induces a process of j-flats in F. In this work we will investigate the possibility of determining the original k-process from knowledge of the intensity measures of the induced j-processes. We will see that this is impossible precisely when 1<k<d–1 and j=0,...,2[r/2]–1, where r is the rank of the manifold _k ^d . We will show how the problem is equivalent to the study of the kernel of various integral transforms, these will then be investigated using harmonic analysis on Grassmannian manifolds.The research of the first and third authors was supported in part by NSF grants DMS-9207019 and DMS-9304284. The research of the second author was supported in part by NFR contract number R-RA 4873-306 and the Swedish Academy of Sciences.     

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.     

Functional connectedness and Darboux property of multivalued functions

To 80^th birthday of Paul Erds     

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.     

Semistable measures and limit theorems on real andp-adic groups

For any locally compact groupG, we show that any locally tight homomorphism from a real directed semigroup intoM ¹ (G) (semigroup of probability measures onG) has a shift which extends to a continuous one-parameter semigroup. IfG is ap-adic algebraic group then the above holds even iff is not locally tight. These results are applied to give sufficient conditions for embeddability of some translate of limits of sequences of the form {v _n ^kn } and M ¹ (G) such that ()= ^M , for somek>1 and AutG (cf. Theorems 2.1, 2.4, 3.7).     

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