Almost-Sure Results for a Class of Dependent Random Variables

The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by _d ⁺ —the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.     

Periodic solutions of damped differential systems with repulsive singular forces

We consider the periodic boundary value problem for the singular differential system: where , , and . The singular potential is of repulsive type in the sense that as . Under Habets-Sanchez's strong force condition on at the origin, the existence results, obtained by coincidence degree in this paper, have no restriction on the damping forces . Meanwhile, some quadratic growth of the restoring potentials at infinity is allowed.

     

On Some Rings of Arithmetical Functions

In this paper, we consider several constructions which from a given B-product * _B lead to another one We shall be interested in finding what algebraic properties of the ring are shared also by the ring . In particular, for some constructions the rings R _B and will be isomorphic and therefore have the same algebraic properties.     

Strong type estimate and Carleson measures for Lipschitz spaces

We establish a capacitary strong type estimate for Lipschitz space and characterize the related Carleson measures.

     

Nondifferentiable mathematical programming and convex-concave functions

For a convex-concave functionL(x, y), we define the functionf(x) which is obtained by maximizingL with respect toy over a specified set. The minimization problem with objective functionf is considered. We derive necessary conditions of optimality for this problem. Based upon these necessary conditions, we define its dual problem. Furthermore, a duality theorem and a converse duality theorem are obtained. It is made clear that these results are extensions of those derived in studies on a class of nondifferentiable mathematical programming problems.This work was supported by the Japan Society for the Promotion of Sciences.     

Strong consistency of least squares estimates in multiple regression II

The strong consistency of least squares estimates in multiple regression models is established under minimal assumptions on the design and weak dependence and moment restrictions on the errors.     

Estimation of vector ARMAX models

The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered under general conditions, relating to the nature of the exogenous variables and the innovation sequence and to the form of the parameterization of the rational transfer functions, from exogenous variables and innovations to the output vector. The exogenous variables are assumed to be such that the sample serial covariances converge to limits. The innovations are assumed to be martingale differences and to be nondeterministic in a fairly weak sense. Stronger conditions ensure that the asymptotic distribution of the estimates has the same covariance matrix as for Gaussian innovations but these stronger conditions are somewhat implausible. With each ARMAX structure may be associated an integer (the McMillan degree) and all structures for a given value of this integer may be topologised as an analytic manifold. Other parameterizations and topologisations of spaces of structures as analytic manifolds may also be considered and the presentation is sufficiently general to cover a wide range of these. Greater generality is also achieved by allowing for general forms of constraints.     

Two nontrivial solutions for quasilinear periodic equations

In this paper we study a nonlinear periodic problem driven by the ordinary scalar p-Laplacian and with a Carathéodory nonlinearity. We establish the existence of at least two nontrivial solutions. Our approach is variational based on the smooth critical point theory and using the ``Second Deformation Theorem".

     

Strong mixing coefficients for non-commutative Gaussian processes

Bounds for non-commutative versions of two classical strong mixing coefficients for -Gaussian processes are found in terms of the angle between the underlying Hilbert spaces. As a consequence, we construct a -mixing -Gaussian stationary sequence with growth conditions on variances of partial sums. If classical processes with analogous properties were to exist, they would provide a counter-example to the Ibragimov conjecture.

     

Interpolation between and

We show that if is a rearrangement invariant space on that is an interpolation space between and and for which we have only a one-sided estimate of the Boyd index 1/p, 1 < p < \infty$">, then is an interpolation space between and . This gives a positive answer for a question posed by Semenov. We also present the one-sided interpolation theorem about operators of strong type and weak type .