On Existence and Weak Stability of Matrix Refinable Functions

We consider the existence of distributional (or L ₂ ) solutions of the matrix refinement equation where P is an r×r matrix with trigonometric polynomial entries. One of the main results of this paper is that the above matrix refinement equation has a compactly supported distributional solution if and only if the matrix P (0) has an eigenvalue of the form 2 ⁿ , . A characterization of the existence of L ₂ -solutions of the above matrix refinement equation in terms of the mask is also given. A concept of L ₂ -weak stability of a (finite) sequence of function vectors is introduced. In the case when the function vectors are solutions of a matrix refinement equation, we characterize this weak stability in terms of the mask. August 1, 1996. Date revised: July 28, 1997. Date accepted: August 12, 1997.     

On the Degree of Approximation by Manifolds of Finite Pseudo-Dimension

The pseudo-dimension of a real-valued function class is an extension of the VC dimension for set-indicator function classes. A class of finite pseudo-dimension possesses a useful statistical smoothness property. In [10] we introduced a nonlinear approximation width = which measures the worst-case approximation error over all functions by the best manifold of pseudo-dimension n . In this paper we obtain tight upper and lower bounds on ρ _n (W ^r,d _p , L _q ) , both being a constant factor of n ^-r/d , for a Sobolev class W ^r,d _p , . As this is also the estimate of the classical Alexandrov nonlinear n -width, our result proves that approximation of W ^r,d _p by the family of manifolds of pseudo-dimension n is as powerful as approximation by the family of all nonlinear manifolds with continuous selection operators. March 12, 1997. Dates revised: August 26, 1997, October 24, 1997, March 16, 1998, June 15, 1998. Date accepted: June 25, 1998.     

The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes

For a wide class of local martingales (M _t ) there is a default function, which is not identically zero only when (M _t ) is strictly local, i.e. not a true martingale. This default in the martingale property allows us to characterize the integrability of functions of sup _s≤t M _s in terms of the integrability of the function itself. We describe some (paradoxical) mean-decreasing local sub-martingales, and the default functions for Bessel processes and radial Ornstein–Uhlenbeck processes in relation to their first hitting and last exit times. Received: 6 August 1996 / Revised version: 27 July 1998     

The log-Sobolev inequality for weakly coupled lattice fields

We consider a ferromagnetic spin system with unbounded interactions on the d-dimensional integer lattice (d > 1). Under mild assumptions on the one-body interactions (so that arbitrarily deep double wells are allowed), we prove that if the coupling constants are small enough, then the finite volume Gibbs states satisfy the log-Sobolev inequality uniformly in the volume and the boundary condition. Received: 11 November 1997 / Revised version: 17 July 1998     

Intersection of independent regenerative sets

We investigate the nature of the intersection of two independent regenerative sets. The approach combines Bochners subordination and potential theory for a pair of Markov processes in duality. Received: 21 November 1997 / Revised version: 31 August 1998     

Some properties of the range of super-Brownian motion

We consider a super-Brownian motion X. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the ɛ-neighborhood for the range of the Brownian snake, and as a consequence we derive the analogous result for the range of super-Brownian motion and for the support of the integrated super-Brownian excursion. Then we prove the support of X _t is capacity-equivalent to [0, 1]² in ℝ^d, d≥ 3, and the range of X, as well as the support of the integrated super-Brownian excursion are capacity-equivalent to [0, 1]⁴ in ℝ^d, d≥ 5. Received: 7 April 1998 / Revised version: 2 October 1998     

The fluctuations of the overlap in the Hopfield model with finitely many patterns at the critical temperature

We investigate the limiting fluctuations of the order parameter in the Hopfield model of spin glasses and neural networks with finitely many patterns at the critical temperature 1/β _c = 1. At the critical temperature, the measure-valued random variables given by the distribution of the appropriately scaled order parameter under the Gibbs measure converge weakly towards a random measure which is non-Gaussian in the sense that it is not given by a Dirac measure concentrated in a Gaussian distribution. This remains true in the case of β = β _N →β _c = 1 as N→∞ provided β _N converges to β _c = 1 fast enough, i.e., at speed ?(1/). The limiting distribution is explicitly given by its (random) density. Received: 12 May 1998 / Revised version: 14 October 1998     

Convergence Acceleration of Taylor Sections by Convolution

Taylor sections S _n (f) of an entire function f often provide easy computable polynomial approximants of f . However, while the rate of convergence of (S _n (f)) _n is nearly optimal on circles around the origin, this is no longer true for other plane sets as, for example, real compact intervals. The aim of this paper is to construct for certain families of (entire) functions sequences of polynomial approximants which are computable with essentially the same effort as Taylor sections and which have a better rate of convergence on some parts of the plane. The resulting method may be applied, for example, to (modified) Bessel functions, to confluent hypergeometric functions, or to parabolic cylinder functions. October 2, 1997. Date revised: March 12, 1998. Date accepted: April 28, 1998.     

Superpolynomial Lower Bounds for Monotone Span Programs

monotone span programs computing explicit functions. The best previous lower bound was by Beimel, Gál, Paterson [7]; our proof exploits a general combinatorial lower bound criterion from that paper. Our lower bounds are based on an analysis of Paley-type bipartite graphs via Weil's character sum estimates. We prove an lower bound for the size of monotone span programs for the clique problem. Our results give the first superpolynomial lower bounds for linear secret sharing schemes. We demonstrate the surprising power of monotone span programs by exhibiting a function computable in this model in linear size while requiring superpolynomial size monotone circuits and exponential size monotone formulae. We also show that the perfect matching function can be computed by polynomial size (non-monotone) span programs over arbitrary fields. Received: August 1, 1996