von Neumann’s trace inequality for Hilbert–Schmidt operators

von Neumann’s inequality in matrix theory refers to the fact that the Frobenius scalar product of two matrices is less than or equal to the scalar product of the respective singular values. Moreover, equality can only happen if the two matrices share a joint set of singular vectors, and this latter part is hard to find in the literature. We extend these facts to the separable Hilbert space setting, and provide a self-contained proof of the “latter part”.     

On the distribution singular values of Toeplitz matrices

We prove a second order formula concerning distribution of singular values of Toeplitz matrices in some cases when conditions of the H. Widom Theorem are not satisfied.

     

Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations

Let {X_k}_k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Y_k=X_g(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Y_k} is studied when X_k has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Y_k} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd.     

Resolution of Some Open Problems Concerning Multiple Zeta Evaluations of Arbitrary Depth

We prove some new evaluations for multiple polylogarithms of arbitrary depth. The simplest of our results is a multiple zeta evaluation one order of complexity beyond the well-known Broadhurst–Zagier formula. Other results we provide settle three of the remaining outstanding conjectures of Borwein, Bradley, and Broadhurst. A complete treatment of a certain arbitrary depth class of periodic alternating unit Euler sums is also given.     

Critical Point Theorems and Applications to Differential Equations

This paper contains a generalization of the well-known Palais-Smale and Cerami compactness conditions. The compactness condition introduced is used to prove some general existence theorems for critical points. Some applications are given to differential equations.     

Krylov subspaces and the analytic grade

Typical behaviour of the solution of a linear system of equations obtained iteratively by Krylov methods can be characterized by three stages. Initially the residual diminishes steadily; this is followed by stagnation and finally rapid convergence near the algebraic grade. This study examines this behaviour in terms of the concepts of approximately invariant subspace and what we have called the analytic grade of a Krylov sequence. It is shown how the small Ritz values play a vital role in the convergence and how this knowledge helps in the construction of an effective preconditioner. Copyright © 2004 John Wiley & Sons, Ltd.     

Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach

The characteristic exponent α of a Lévy-stable law S _α (σ, β, μ) was thoroughly studied as the extreme value index of a heavy tailed distribution. For 1 < α < 2, Peng (Statist. Probab. Lett. 52: 255–264, 2001) has proposed, via the extreme value approach, an asymptotically normal estimator for the location parameter μ. In this paper, we derive by the same approach, an estimator for the scale parameter σ and we discuss its limiting behavior.      

Commutators, C0-semigroups and resolvent estimates

We study the existence and the continuity properties of the boundary values on the real axis of the resolvent of a self-adjoint operator H in the framework of the conjugate operator method initiated by Mourre. We allow the conjugate operator A to be the generator of a C₀-semigroup (finer estimates require A to be maximal symmetric) and we consider situations where the first commutator [H,iA] is not comparable to H. The applications include the spectral theory of zero mass quantum field models.     

Sobolev-Type Classes of Functions with Values in a Metric Space. II

We prove equivalence of the definitions by the author and by Korevaar and Schoen of the Sobolev classes of mappings of a domain of an arithmetic n-dimensional space to a metric space.