On a Two-Variable Class of Bernstein–Szegő Measures

The one-variable Bernstein–Szegő theory for orthogonal polynomials on the real line is extended to a class of two-variable measures. The polynomials orthonormal in the total degree ordering and the lexicographical ordering are constructed and their recurrence coefficients discussed.      

Decay of Correlations and Dispersing Billiards

We give a rigorous proof of exponential decay of correlations for all major classes of planar dispersing billiards: periodic Lorentz gases with and without horizon and dispersing billiard tables with corner points     

Dual characterization of properties of risk measures on Orlicz hearts

We extend earlier representation results for monetary risk measures on Orlicz hearts. Then we give general conditions for such risk measures to be Gateaux-differentiable, strictly monotone with respect to almost sure inequality, strictly convex modulo translation, strictly convex modulo comonotonicity, or monotone with respect to different stochastic orders. The theoretical results are used to analyze various specific examples of risk measures. We thank Andreas Hamel and Michael Kupper for fruitful discussions and helpful comments. P. Cheridito has been supported by NSF Grant DMS-0642361, a Rheinstein Award and a Peek Fellowship. T. Li has been supported by a Marshall Scholarship and a Merage Fellowship.     

On Γ-convergence in divergence-free fields through Young measures

The explicit characterization of the limit energy density of sequences of general non-periodic functionals defined on divergence-free fields is achieved by means of the div-Young measure associated with relevant sequences of functions through a minimization problem.     

AC 1 make or break lemma

Mañé suggested the following question: Consider aC ^r flow on a compact manifold without boundary and suppose that the ω-limit set of a pointp intersets the α-limit set ofq, i.e. ω(p)∩α(q)≠Ø. Can the flow beC ^r-perturbed so that either (a)p is connected toq (p andq in the same orbit) or (b) ω(p)∩α(q)=Ø for the new flow? Here we solve positively a stronger version of this problem forC ¹ small perturbations of the original flow.     

旋转流体实验设备改造

论述了旋转流体实验装置改造所存在的问题及改进的措施。     

Geometric Condition Measures and Smoothness Condition Measures for Closed Convex Sets and Linear Regularity of Infinitely Many Closed Convex Sets

In this paper, we study geometric condition measures and smoothness condition measures of closed convex sets, bounded linear regularity, and linear regularity. We show that, under certain conditions, the constant for the linear regularity of infinitely many closed convex sets can be characterized by the geometric condition measure of the intersection or by the smoothness condition measure of the intersection. We study also the bounded linear regularity and present some interesting properties of the general linear regularity problem.The author is grateful to the referees for valuable and constructive suggestions. In particular, she thanks a referee for drawing her attention to Corollary 5.14 of Ref. 3, which inspired her to derive Theorem 4.2 and Corollary 4.2 in the revision of this paper.     

Terror and Counterterror Operations: Differential Game with Cyclical Nash Solution

The purpose of this paper is to study efficient measures to combat terror. To choose efficient actions against terror organizations, the response of terrorists has to be taken into consideration. Thus, an appropriate framework to study the intertemporal strategic interactions of Western governments and terror organizations is dynamic game theory. Using the open-loop Nash solution concept, it turns out that the system may exhibit long-run persistent oscillations. However, transitory behavior is nonunique.     

Generalized jump-type Ornstein-Uhlenbeck processes as limits of infinite-particle systems

We prove the existence and uniquencess of the solution to the martingale problem associated with jump-type Ornstein-Uhlenbeck processes in the Schwartz space of distributions onR ^d. An example of a noninteracting infinite-particle system is given, which after rescaling has such a process as a limit. Cases when such a process has an invariant measure are identified.