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Let $S \subset \Bbb R^n$ be a smooth compact hypersurface with a strictly positive second fundamental form, $E$ be the Fourier extension operator on $S$, and $X$ be a Lebesgue measurable subset of $\Bbb R^n$. If $X$ contains a ball of each radius, then the problem of determining the range of exponents $(p,q)$ for which the estimate $\| Ef \|_{L^q(X)} \leq C \| f \|_{L^p(S)}$ holds is equivalent to the restriction conjecture. In this paper, we study the estimate under the following assumption on the set $X$: there is a number $0 < \alpha \leq n$ such that $|X \cap B_R| \leq c \, R^\alpha$ for all balls $B_R$ in $\Bbb R^n$ of radius $R \geq 1$. On the left-hand side of this estimate, we are integrating the function $|Ef(x)|^q$ against the measure $\chi_X dx$. Our approach consists of replacing the characteristic function $\chi_X$ of $X$ by an appropriate weight function $H$, and studying the resulting estimate in three different regimes: small values of $\alpha$, intermediate values of $\alpha$, and large values of $\alpha$. In the first regime, we establish the estimate by using already available methods. In the second regime, we prove a weighted H\"{o}lder-type inequality that holds for general non-negative Lebesgue measurable functions on $\Bbb R^n$, and combine it with the result from the first regime. In the third regime, we borrow a recent fractal Fourier restriction theorem of Du and Zhang and combine it with the result from the second regime. In the opposite direction, the results of this paper improve on the Du-Zhang theorem in the range $0 < \alpha < n/2$., Comment: 31 pages. Minor revision

In this paper, we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of Poisson distribution than {those} of normal distribution. We then show the moderate deviations in Poisson approximation generally require an adjustment and, with suitable adjustment, we establish better error estimates of the moderate deviations in Poisson approximation than those in \cite{CFS}. Our estimates contain no unspecified constants and are easy to apply. We illustrate the use of the theorems in six applications: Poisson-binomial distribution, matching problem, occupancy problem, birthday problem, random graphs and 2-runs. The paper complements the works of \cite{CC92,BCC95,CFS}., 29 pages and 5 figures

The notion of quantized characters was introduced in our previous paper as a natural quantization of characters in the context of asymptotic representation theory forquantum groups. As in the case of ordinary groups, the representation associated with any extreme quantized character generates a von Neumann factor. From the viewpoint of operator algebras (and measurable dynamical systems), it is natural to ask what is the Murray–von Neumann–Connes type of the resulting factor. In this paper, we give a complete solution to this question when the inductive system is of quantum unitary groups $U_{q}(N)$.

We study a Markovian agent-based model (MABM) in this paper. Each agent is endowed with a local state that changes over time as the agent interacts with its neighbours. The neighbourhood structure is given by a graph. In a recent paper [Simon et al. 2011], the authors used the automorphisms of the underlying graph to generate a lumpable partition of the joint state space ensuring Markovianness of the lumped process for binary dynamics. However, many large random graphs tend to become asymmetric rendering the automorphism-based lumping approach ineffective as a tool of model reduction. In order to mitigate this problem, we propose a lumping method based on a notion of local symmetry, which compares only local neighbourhoods of vertices. Since local symmetry only ensures approximate lumpability, we quantify the approximation error by means of Kullback-Leibler divergence rate between the original Markov chain and a lifted Markov chain. We prove the approximation error decreases monotonically. The connections to fibrations of graphs are also discussed., Comment: 28 pages, 4 figures

In 2005, using a famous lemma of Atkin and Swinnerton-Dyer (Some properties of partitions, Proc. Lond. Math. Soc. (3)4(1954), 84–106), Yesilyurt (Four identities related to third order mock theta functions in Ramanujan’s lost notebook, Adv. Math. 190(2005), 278–299) proved four identities for third order mock theta functions found on pages 2 and 17 in Ramanujan’s lost notebook. The primary purpose of this paper is to offer new proofs in the spirit of what Ramanujan might have given in the hope that a better understanding of the identities might be gained. Third order mock theta functions are intimately connected with ranks of partitions. We prove new dissections for two rank generating functions, which are keys to our proof of the fourth, and the most difficult, of Ramanujan’s identities. In the last section of this paper, we establish new relations for ranks arising from our dissections of rank generating functions.

This paper will be devoted to study a class of bilinear square-function Fourier multiplier operator associated with a symbol $m$ defined by $$\begin{eqnarray}\displaystyle & & \displaystyle \mathfrak{T}_{\unicode[STIX]{x1D706},m}(f_{1},f_{2})(x)\nonumber\\ \displaystyle & & \displaystyle \quad =\Big(\iint _{\mathbb{R}_{+}^{n+1}}\Big(\frac{t}{|x-z|+t}\Big)^{n\unicode[STIX]{x1D706}}\nonumber\\ \displaystyle & & \displaystyle \qquad \times \,\bigg|\int _{(\mathbb{R}^{n})^{2}}e^{2\unicode[STIX]{x1D70B}ix\cdot (\unicode[STIX]{x1D709}_{1}+\unicode[STIX]{x1D709}_{2})}m(t\unicode[STIX]{x1D709}_{1},t\unicode[STIX]{x1D709}_{2})\hat{f}_{1}(\unicode[STIX]{x1D709}_{1})\hat{f}_{2}(\unicode[STIX]{x1D709}_{2})\,d\unicode[STIX]{x1D709}_{1}\,d\unicode[STIX]{x1D709}_{2}\bigg|^{2}\frac{dz\,dt}{t^{n+1}}\Big)^{1/2}.\nonumber\end{eqnarray}$$ A basic fact about $\mathfrak{T}_{\unicode[STIX]{x1D706},m}$ is that it is closely associated with the multilinear Littlewood–Paley $g_{\unicode[STIX]{x1D706}}^{\ast }$ function. In this paper we first investigate the boundedness of $\mathfrak{T}_{\unicode[STIX]{x1D706},m}$ on products of weighted Lebesgue spaces. Then, the weighted endpoint $L\log L$ type estimate and strong estimate for the commutators of $\mathfrak{T}_{\unicode[STIX]{x1D706},m}$ will be demonstrated.

This is a sequel to the papers Oh and Wang (Real and Complex Submanifolds, Springer Proceedings in Mathematics and Statistics 106 (2014), 43–63, eds. by Y.-J. Suh and et al. for ICM-2014 satellite conference, Daejeon, Korea, August 2014; arXiv:1212.4817; Analysis of contact Cauchy–Riemann maps I: a priori$C^{k}$estimates and asymptotic convergence, submitted, preprint, 2012, arXiv:1212.5186v3). In Oh and Wang (Real and Complex Submanifolds, Springer Proceedings in Mathematics and Statistics 106 (2014), 43–63, eds. by Y.-J. Suh and et al. for ICM-2014 satellite conference, Daejeon, Korea, August 2014; arXiv:1212.4817), the authors introduced a canonical affine connection on $M$ associated to the contact triad $(M,\unicode[STIX]{x1D706},J)$. In Oh and Wang (Analysis of contact Cauchy–Riemann maps I: a priori$C^{k}$estimates and asymptotic convergence, submitted, preprint, 2012, arXiv:1212.5186v3), they used the connection to establish a priori$W^{k,p}$-coercive estimates for maps $w:\dot{\unicode[STIX]{x1D6F4}}\rightarrow M$ satisfying $\overline{\unicode[STIX]{x2202}}^{\unicode[STIX]{x1D70B}}w=0$, $d(w^{\ast }\unicode[STIX]{x1D706}\circ j)=0$without involving symplectization. We call such a pair $(w,j)$ a contact instanton. In this paper, we first prove a canonical neighborhood theorem of the locus $Q$ foliated by closed Reeb orbits of a Morse–Bott contact form. Then using a general framework of the three-interval method, we establish exponential decay estimates for contact instantons $(w,j)$ of the triad $(M,\unicode[STIX]{x1D706},J)$, with $\unicode[STIX]{x1D706}$ a Morse–Bott contact form and $J$ a CR-almost complex structure adapted to $Q$, under the condition that the asymptotic charge of $(w,j)$ at the associated puncture vanishes.We also apply the three-interval method to the symplectization case and provide an alternative approach via tensorial calculations to exponential decay estimates in the Morse–Bott case for the pseudoholomorphic curves on the symplectization of contact manifolds. This was previously established by Bourgeois (A Morse–Bott approach to contact homology, Ph.D. dissertation, Stanford University, 2002) (resp. by Bao (On J-holomorphic curves in almost complex manifolds with asymptotically cylindrical ends, Pacific J. Math. 278(2) (2015), 291–324)), by using special coordinates, for the cylindrical (resp. for the asymptotically cylindrical) ends. The exponential decay result for the Morse–Bott case is an essential ingredient in the setup of the moduli space of pseudoholomorphic curves which plays a central role in contact homology and symplectic field theory (SFT).

One of the many definite integrals that Euler was the first to evaluate was(1)He did this, almost as an afterthought, at the end of his short, seven-page paper catalogued as E675 in [1] and with the matter-of-fact title, On the values of integrals from x = 0 to x = ∞. It is a beautiful Euler miniature which neatly illustrates the unexpected twists and turns in the history of mathematics. For Euler's derivation of (1) emerges as the by-product of a solution to a problem in differential geometry concerning the clothoid curve which he had first encountered nearly forty years earlier in his paper E65, [1]. As highlighted in the recent Gazette article [2], E675 is notable for Euler's use of a complex number substitution to evaluate a real-variable integral. He used this technique in about a dozen of the papers written in the last decade of his life. The rationale for this manoeuvre caused much debate among later mathematicians such as Laplace and Poisson and the technique was only put on a secure footing by the work of Cauchy from 1814 onwards on the foundations of complex function theory, [3, Chapter 1]. Euler's justification was essentially pragmatic (in agreement with numerical evidence) and by what Dunham in [4, p. 68] characterises as his informal credo, ‘Follow the formulas, and they will lead to the truth.’ Smithies, [3, p. 187], contextualises Euler's approach by noting that, at that time, ‘a function was usually thought of as being defined by an analytic expression; by the principle of the generality of analysis, which was widely and often tacitly accepted, such an expression was expected to be valid for all values, real or complex, of the independent variable’. In this article, we examine E675 closely. We have tweaked notation and condensed the working in places to reflect modern usage. At the end, we outline what is, with hindsight, needed to make Euler's arguments watertight: it is worth noting that all of his conclusions survive intact and that the intermediate functions of one and two variables that he introduces in E675 remain the key ingredients for much subsequent work on these integrals.

In this paper a non-convex vector optimization problem among infinite-dimensional spaces is presented. In particular, a generalized Lagrange multiplier rule is formulated as a necessary and sufficient optimality condition for weakly minimal solutions of a constrained vector optimization problem, without requiring that the ordering cone that defines the inequality constraints has non-empty interior. This paper extends the result of Donato (J. Funct. Analysis261 (2011), 2083–2093) to the general setting of vector optimization by introducing a constraint qualification assumption that involves the Fréchet differentiability of the maps and the tangent cone to the image set. Moreover, the constraint qualification is a necessary and sufficient condition for the Lagrange multiplier rule to hold.

International audience; The weak KAM theory was developed by Fathi in order to study the dynamics of convex Hamiltonian systems. It somehow makes a bridge between viscosity solutions of the Hamilton–Jacobi equation and Mather invariant sets of Hamiltonian systems, although this was fully understood only a posteriori. These theories converge under the hypothesis of convexity, and the richness of applications mostly comes from this remarkable convergence. In this paper, we provide an elementary exposition of some of the basic concepts of weak KAM theory. In a companion paper, Albert Fathi exposed the aspects of his theory which are more directly related to viscosity solutions. Here, on the contrary, we focus on dynamical applications, even if we also discuss some viscosity aspects to underline the connections with Fathi's lecture. The fundamental reference on weak KAM theory is the still unpublished book Weak KAM theorem in Lagrangian dynamics by Albert Fathi. Although we do not offer new results, our exposition is original in several aspects. We only work with the Hamiltonian and do not rely on the Lagrangian, even if some proofs are directly inspired by the classical Lagrangian proofs. This approach is made easier by the choice of a somewhat specific setting. We work on R d and make uniform hypotheses on the Hamiltonian. This allows us to replace some compactness arguments by explicit estimates. For the most interesting dynamical applications, however, the compactness of the configuration space remains a useful hypothesis and we retrieve it by considering periodic (in space) Hamiltonians. Our exposition is centred on the Cauchy problem for the Hamilton–Jacobi equation and the Lax–Oleinik evolution operators associated to it. Dynamical applications are reached by considering fixed points of these evolution operators, the weak KAM solutions. The evolution operators can also be used for their regularizing properties; this opens an alternative route to dynamical applications. 1. The method of characteristics, existence and uniqueness of regular solutions We consider a C 2 Hamiltonian H(t, q, p) : R × R d × R d * → R and study the associated Hamiltonian system ˙ q(t) = ∂ p H(t, q(t), p(t)), ˙ p(t) = −∂ q H(t, q(t), p(t)), (HS) * This paper is a late addition to the papers surveying active areas in partial differential equations , published in issue 141.2, which were based on a series of mini-courses held in the International Centre for Mathematical Sciences (ICMS) in Edinburgh during 2010. and Hamilton–Jacobi equation ∂ t u + H(t, q, ∂ q u(t, q)) = 0. (HJ) We denote by X H (x) = X H (q, p) the Hamiltonian vector field X H = J dH, where J is the matrix J = 0 I −I 0. The Hamiltonian system can be written in condensed terms ˙ x(t) = X H (t, x(t)). We shall always assume that the solutions extend to R. We denote by ϕ t τ = (Q t τ , P t τ): R d

Let $({\mathcal X}, d, \mu)$ be a metric measure space and satisfy the so-called upper doubling condition and the geometrical doubling condition. In this paper, we introduce the atomic Hardy space $H^1(\mu)$ and prove that its dual space is the known space ${\rm RBMO}(\mu)$ in this context. Using this duality, we establish a criterion for the boundedness of linear operators from $H^1(\mu)$ to any Banach space. As an application of this criterion, we obtain the boundedness of Calder\'on--Zygmund operators from $H^1(\mu)$ to $L^1(\mu)$., Comment: This paper has been withdrawn by the authors, since it has already been published

This paper is concerned with the analysis of Markov decision processes in which a natural form of termination ensures that the expected future costs are bounded, at least under some policies. Whereas most previous analyses have restricted attention to the case where the set of states is finite, this paper analyses the case where the set of states is not necessarily finite or even countable. It is shown that all the existence, uniqueness, and convergence results of the finite-state case hold when the set of states is a general Borel space, provided we make the additional assumption that the optimal value function is bounded below. We give a sufficient condition for the optimal value function to be bounded below which holds, in particular, if the set of states is countable.

Let Mn be an immersed umbilic-free hypersurface in the (n + 1)-dimensional unit sphere n+1, then Mn is associated with a so-called Möbius metric g, a Möbius second fundamental form B and a Möbius form Φ which are invariants of Mn under the Möbius transformation group of n+1. A classical theorem of Möbius geometry states that Mn (n ≥ 3) is in fact characterized by g and B up to Möbius equivalence. A Möbius isoparametric hypersurface is defined by satisfying two conditions: (1) Φ ≡ 0; (2) All the eigenvalues of B with respect to g are constants. Note that Euclidean isoparametric hyper-surfaces are automatically Möbius isoparametric, whereas the latter are Dupin hypersurfaces.In this paper, we prove that a Möbius isoparametric hypersurface in 4 is either of parallel Möbius second fundamental form or Möbius equivalent to a tube of constant radius over a standard Veronese embedding of ℝP2 into 4. The classification of hypersurfaces in n+1 (n ≥ 2) with parallel Möbius second fundamental form has been accomplished in our previous paper [6]. The present result is a counterpart of Pinkall’s classification for Dupin hypersurfaces in 4 up to Lie equivalence.

In this paper, we study the on-line parameter estimation problem for a partially observable system subject to deterioration and random failure. The state of the system evolves according to a continuous-time homogeneous Markov process with a finite state space. The state of the system is hidden except for the failure state. When the system is operating, only the information obtained by condition monitoring, which is related to the working state of the system, is available. The condition monitoring observations are assumed to be in continuous range, so that no discretization is required. A recursive maximum likelihood (RML) algorithm is proposed for the on-line parameter estimation of the model. The new RML algorithm proposed in the paper is superior to other RML algorithms in the literature in that no projection is needed and no calculation of the gradient on the surface of the constraint manifolds is required. A numerical example is provided to illustrate the algorithm.

In this paper, we study the classification of matrix GI/M/1-type Markov chains with a tree structure. We show that the Perron–Frobenius eigenvalue of a Jacobian matrix provides information for classifying these Markov chains. A fixed-point approach is utilized. A queueing application is presented to show the usefulness of the classification method developed in this paper.

Let (G, ρ, X) be a prehomogeneous vector space with singular set S over an algebraic number field F. The main result of this paper is a proof for the convergence of the zeta fucntions Z(Φ, s) associated with (G, ρ, X) for large Re s under the assumption that S is a hypersurface. This condition is satisfied if G is reductive and (G, ρ, X) is regular. When the connected component of the stabilizer of a generic point x is semisimple and the group Πx of connected components of Gx is abelian, a clear estimate of the domain of convergence is given.Moreover when S is a hypersurface and the Hasse principle holds for G, it is shown that the zeta fucntions are sums of (usually infinite) Euler products, the local components of which are orbital local zeta functions. This result has been proved in a previous paper by the author under the more restrictive condition that (G, ρ, X) is irreducible, regular, and reduced, and the zeta function is absolutely convergent.

In this paper, we consider denumerable-state continuous-time Markov decision processes with (possibly unbounded) transition and reward rates and general action space under the discounted criterion. We provide a set of conditions weaker than those previously known and then prove the existence of optimal stationary policies within the class of all possibly randomized Markov policies. Moreover, the results in this paper are illustrated by considering the birth-and-death processes with controlled immigration in which the conditions in this paper are satisfied, whereas the earlier conditions fail to hold.

In this work, we study a mesh termination scheme in acoustic scattering, known as the perfectly matched layer (PML) method. The main result of the paper is the following. Assume that the scatterer is contained in a bounded and strictly convex artificial domain. We surround this domain by a PML of constant thickness. On the peripheral boundary of this layer, a homogenous Dirichlet condition is imposed. We show in this paper that the resulting boundary-value problem for the scattered field is uniquely solvable for all wavenumbers and the solution within the artificial domain converges exponentially fast toward the full-space scattering solution when the layer thickness is increased. The proof is based on the idea of interpreting the PML medium as a complex stretching of the coordinates in Rn and on the use of complexified layer potential techniques.

Consider a renewal process. The renewal events partition the process into i.i.d. renewal cycles. Assume that on each cycle, a rare event called 'success’ can occur. Such successes lend themselves naturally to approximation by Poisson point processes. If each success occurs after a random delay, however, Poisson convergence may be relatively slow, because each success corresponds to a time interval, not a point. In 1996, Altschul and Gish proposed a finite-size correction to a particular approximation by a Poisson point process. Their correction is now used routinely (about once a second) when computers compare biological sequences, although it lacks a mathematical foundation. This paper generalizes their correction. For a single renewal process or several renewal processes operating in parallel, this paper gives an asymptotic expansion that contains in successive terms a Poisson point approximation, a generalization of the Altschul-Gish correction, and a correction term beyond that.

In this paper, we give necessary and sufficient conditions to ensure the validity of confidence intervals, based on the central limit theorem, in simulations of highly reliable Markovian systems. We resort to simulations because of the frequently huge state space in practical systems. So far the literature has focused on the property of bounded relative error. In this paper we focus on ‘bounded normal approximation’ which asserts that the approximation of the normal law, suggested by the central limit theorem, does not deteriorate as the reliability of the system increases. Here we see that the set of systems with bounded normal approximation is (strictly) included in the set of systems with bounded relative error.

In this paper we prove a local exponential synchronization for Markovian random iterations of homeomorphisms of the circle $S^{1}$ , providing a new result on stochastic circle dynamics even for $C^1$ -diffeomorphisms. This result is obtained by combining an invariance principle for stationary random iterations of homeomorphisms of the circle with a Krylov–Bogolyubov-type result for homogeneous Markov chains.

In this paper we analyze a single server two-queue model with Bernoulli schedules. This discipline is very flexible and contains the exhaustive and 1-limited disciplines as special cases. We formulate the queueing system as a Riemann boundary value problem with shift. The boundary value problem is solved by exploring a Fredholm integral equation around the unit circle. Some numerical examples are presented at the end of the paper.

In a famous paper, Dwass (1967) proposed a method to deal with rank order statistics, which constitutes a unifying framework to derive various distributional results. In the present paper an alternative method is presented, which allows us to extend Dwass's results in several ways, namely arbitrary endpoints, horizontal steps and arbitrary probabilities for the three step types. Regarding these extensions the pertaining rank order statistics are extended as well to simple random walk statistics. This method has proved appropriate to generalize all results given by Dwass. Moreover, these discrete time results can be taken as a starting point to derive the corresponding results for randomized random walks by means of a limiting process.

We consider the exact distribution of the number of peaks in a random permutation of the integers 1, 2, ···, n. This arises from a test of whether n successive observations from a continuous distribution are i.i.d. The Eulerian numbers, which figure in the p.g.f., are then shown to provide a link between the simpler problem of ascents (which has been thoroughly analysed) and both our problem of peaks and similar problems on the circle. This link then permits easy deduction of certain general properties, such as linearity in n of the cumulants, in the more complex settings. Since the focus of the paper is on exact distributional results, a uniform bound on the deviation from the limiting normal is included. A secondary purpose of the paper is synthesis, beginning with the more familiar setting of peaks and troughs.

In the first part of the paper, we use states on $C^{*}$-algebras in order to establish some equivalent statements to equality in the triangle inequality, as well as to the parallelogram identity for elements of a pre-Hilbert $C^{*}$-module. We also characterize the equality case in the triangle inequality for adjointable operators on a Hilbert $C^{*}$-module. Then we give certain necessary and sufficient conditions to the Pythagoras identity for two vectors in a pre-Hilbert $C^{*}$-module under the assumption that their inner product has a negative real part. We introduce the concept of Pythagoras orthogonality and discuss its properties. We describe this notion for Hilbert space operators in terms of the parallelogram law and some limit conditions. We present several examples in order to illustrate the relationship between the Birkhoff–James, Roberts, and Pythagoras orthogonalities, and the usual orthogonality in the framework of Hilbert $C^{*}$-modules.

We consider products of an independent and identically distributed sequence in a set $\{f_1,\ldots ,f_m\}$ of orientation-preserving diffeomorphisms of the circle. We can naturally associate a Lyapunov exponent $\lambda $ . Under few assumptions, it is known that $\lambda \leq 0$ and that the equality holds if and only if $f_1,\ldots ,f_m$ are simultaneously conjugated to rotations. In this paper, we state a quantitative version of this fact in the case where $f_1,\ldots ,f_m$ are $C^k$ perturbations of rotations with rotation numbers $\rho (f_1),\ldots ,\rho (f_m)$ satisfying a simultaneous diophantine condition in the sense of Moser [On commuting circle mappings and simultaneous diophantine approximations. Math. Z.205(1) (1990), 105–121]: we give a precise estimate of $\lambda $ (Taylor expansion) and we prove that there exist a diffeomorphism g and rotations $r_i$ such that $\mbox {dist}(gf_ig^{-1},r_i)\ll |\lambda |^{{1}/{2}}$ for $i=1,\ldots , m$ . We also state analogous results for random products of $2\times 2$ matrices, without any diophantine condition.

The aim of this paper is to study complete (noncompact) m-quasi-Einstein manifolds with λ=0 satisfying a fourth-order vanishing condition on the Weyl tensor and zero radial Weyl curvature. In this case, we are able to prove that an m-quasi-Einstein manifold (m>1) with λ=0 on a simply connected n-dimensional manifold(Mn, g), (n ≥ 4), of nonnegative Ricci curvature and zero radial Weyl curvature must be a warped product with (n–1)–dimensional Einstein fiber, provided that M has fourth-order divergence-free Weyl tensor (i.e. div4W =0).

In this paper, we study some spectral properties of the discrete Schrödinger operator = Δ + q defined on a locally finite connected graph with an automorphism group whose orbit space is a finite graph.The discrete Laplacian and its generalization have been explored from many different viewpoints (for instance, see [2] [4]). Our paper discusses the discrete analogue of the results on the bottom of the spectrum established by T. Kobayashi, K. Ono and T. Sunada [3] in the Riemannian-manifold-setting.

Comparison results for Markov processes with respect to function-class-induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach spaces. In this paper we transfer the martingale comparison method, known for the comparison of semimartingales to Markovian semimartingales, to general Markov processes. The basic step of this martingale approach is the derivation of the supermartingale property of the linking process, giving a link between the processes to be compared. This property is achieved using the characterization of Markov processes by the associated martingale problem in an essential way. As a result, the martingale comparison method gives a comparison result for Markov processes under a general alternative but related set of regularity conditions compared to the evolution system approach.

This paper investigates a financial market where stock returns depend on an unobservable Gaussian mean reverting drift process. Information on the drift is obtained from returns and randomly arriving discrete-time expert opinions. Drift estimates are based on Kalman filter techniques. We study the asymptotic behavior of the filter for high-frequency experts with variances that grow linearly with the arrival intensity. The derived limit theorems state that the information provided by discrete-time expert opinions is asymptotically the same as that from observing a certain diffusion process. These diffusion approximations are extremely helpful for deriving simplified approximate solutions of utility maximization problems.

In [5], the author proved that the Gauss map of a nonflat complete minimal surface immersed in R3 can omit at most four points of the sphere, and in [7] he revealed some relations between this result and the defect relation in Nevanlinna theory on value distribution of meromorphic functions. Afterwards, Mo and Osserman obtained an improvement of these results in their paper [11], which asserts that if the Gauss map of a nonflat complete minimal surface M immersed in R3 takes on five distinct values only a finite number of times, then M has finite total curvature. The author also gave modified defect relations for holomorphic maps of a Riemann surface with a complete conformai metric into the n-dimensional complex projective space Pn(C) and, as its application, he showed that, if the (generalized) Gauss map G of a complete minimal surface M immersed in Rm is nondegenerate, namely, the image G(M) is not contained in any hyperplane in Pm − 1(C), then it can omit at most m(m + 1)/2 hyperplanes in general position ([8]). Here, the number m(m + 1)/2 is best-possible for arbitrary odd numbers and some small even numbers m (see [6]). Recently, Ru showed that the “nondegenerate” assumption of the above result can be dropped ([13]). In this paper, we shall introduce a new definition of modified defect and prove a refined Modified defect relation. As its application, we shall give some improvements of the above-mentioned results in [5], [7], [8], [11] and [13].

In this paper, for a positive integer n ≥ 1, we look at the size and prime factors of the iterates of the Ramanujan τ function applied to n.

In this paper, we mainly investigate two versions of the Bohr theorem for slice regular functions over the largest alternative division algebras of octonions $\mathbb {O}$. To this end, we establish the coefficient estimates for self-maps of the unit ball of $\mathbb {O}$ and the Carathéodory class in this setting. As a further application of the coefficient estimate, the 1/2-covering theorem is also proven for slice regular functions with convex image.

This paper is mainly concerned with the global asymptotic behaviour of the unique solution to a class of singular Dirichlet problems − Δu = b(x)g(u), u > 0, x ∈ Ω, u|∂Ω = 0, where Ω is a bounded smooth domain in ℝn, g ∈ C1(0, ∞) is positive and decreasing in (0, ∞) with $\lim _{s\rightarrow 0^+}g(s)=\infty$, b ∈ Cα(Ω) for some α ∈ (0, 1), which is positive in Ω, but may vanish or blow up on the boundary properly. Moreover, we reveal the asymptotic behaviour of such a solution when the parameters on b tend to the corresponding critical values.

Let r be an integer with 2 ≤ r ≤ 24 and let pr(n) be defined by $\sum _{n=0}^\infty p_r(n) q^n = \prod _{k=1}^\infty (1-q^k)^r$. In this paper, we provide uniform methods for discovering infinite families of congruences and strange congruences for pr(n) by using some identities on pr(n) due to Newman. As applications, we establish many infinite families of congruences and strange congruences for certain partition functions, such as Andrews's smallest parts function, the coefficients of Ramanujan's ϕ function and p-regular partition functions. For example, we prove that for n ≥ 0, \[ \textrm{spt}\bigg( \frac{1991n(3n+1) }{2} +83\bigg) \equiv \textrm{spt}\bigg(\frac{1991n(3n+5)}{2} +2074\bigg) \equiv 0\ (\textrm{mod} \ 11), \] and for k ≥ 0, \[ \textrm{spt}\bigg( \frac{143\times 5^{6k} +1 }{24}\bigg)\equiv 2^{k+2} \ (\textrm{mod}\ 11), \] where spt(n) denotes Andrews's smallest parts function.

In order to study integers with few prime factors, the average of $\unicode[STIX]{x1D6EC}_{k}=\unicode[STIX]{x1D707}\ast \log ^{k}$ has been a central object of research. One of the more important cases, $k=2$ , was considered by Selberg [‘An elementary proof of the prime-number theorem’, Ann. of Math. (2)50 (1949), 305–313]. For $k\geq 2$ , it was studied by Bombieri [‘The asymptotic sieve’, Rend. Accad. Naz. XL (5)1(2) (1975/76), 243–269; (1977)] and later by Friedlander and Iwaniec [‘On Bombieri’s asymptotic sieve’, Ann. Sc. Norm. Super. Pisa Cl. Sci. (4)5(4) (1978), 719–756], as an application of the asymptotic sieve. Let $\unicode[STIX]{x1D6EC}_{j,k}:=\unicode[STIX]{x1D707}_{j}\ast \log ^{k}$ , where $\unicode[STIX]{x1D707}_{j}$ denotes the Liouville function for $(j+1)$ -free integers, and $0$ otherwise. In this paper we evaluate the average value of $\unicode[STIX]{x1D6EC}_{j,k}$ in a residue class $n\equiv a\text{ mod }q$ , $(a,q)=1$ , uniformly on $q$ . When $j\geq 2$ , we find that the average value in a residue class differs by a constant factor from the expected value. Moreover, an explicit formula of Weil type for $\unicode[STIX]{x1D6EC}_{k}(n)$ involving the zeros of the Riemann zeta function is derived for an arbitrary compactly supported ${\mathcal{C}}^{2}$ function.

This paper investigates the random horizon optimal stopping problem for measure-valued piecewise deterministic Markov processes (PDMPs). This is motivated by population dynamics applications, when one wants to monitor some characteristics of the individuals in a small population. The population and its individual characteristics can be represented by a point measure. We first define a PDMP on a space of locally finite measures. Then we define a sequence of random horizon optimal stopping problems for such processes. We prove that the value function of the problems can be obtained by iterating some dynamic programming operator. Finally we prove via a simple counter-example that controlling the whole population is not equivalent to controlling a random lineage.

We consider the mass-critical nonlinear Schr\"odinger equation on non-compact metric graphs. A quite complete description of the structure of the ground states, which correspond to global minimizers of the energy functional under a mass constraint, is provided by Adami, Serra and Tilli in arXiv:1605.07666, where it is proved that existence and properties of ground states depend in a crucial way on both the value of the mass, and the topological properties of the underlying graph. In this paper we address cases when ground states do not exist and show that, under suitable assumptions, constrained local minimizers of the energy do exist. This result paves the way to the existence of stable solutions in the time-dependent equation in cases where the ground state energy level is not achieved., Comment: Accepted for publication on Proceedings of the Royal Society of Edinburgh Section A: Mathematics

A Willmore surface $y:M\rightarrow S^{n+2}$ has a natural harmonic oriented conformal Gauss map $Gr_{y}:M\rightarrow SO^{+}(1,n+3)/SO(1,3)\times SO(n)$, which maps each point $p\in M$ to its oriented mean curvature 2-sphere at $p$. An easy observation shows that all conformal Gauss maps of Willmore surfaces satisfy a restricted nilpotency condition, which will be called “strongly conformally harmonic.” The goal of this paper is to characterize those strongly conformally harmonic maps from a Riemann surface $M$ to $SO^{+}(1,n+3)/SO^{+}(1,3)\times SO(n)$, which are the conformal Gauss maps of some Willmore surface in $S^{n+2}.$ It turns out that generically, the condition of being strongly conformally harmonic suffices to be associated with a Willmore surface. The exceptional case will also be discussed.

In this paper, we consider the following fractional Schrödinger–Poisson system with singularity \begin{equation*} \left \{\begin{array}{lcl} ({-}\Delta)^s u+V(x)u+\lambda \phi u = f(x)u^{-\gamma}, &&\quad x\in\mathbb{R}^3,\\ ({-}\Delta)^t \phi = u^2, &&\quad x\in\mathbb{R}^3,\\ u>0,&&\quad x\in\mathbb{R}^3, \end{array}\right. \end{equation*} where 0 < γ < 1, λ > 0 and 0 < s ≤ t < 1 with 4s + 2t > 3. Under certain assumptions on V and f, we show the existence, uniqueness, and monotonicity of positive solution uλ using the variational method. We also give a convergence property of uλ as λ → 0, when λ is regarded as a positive parameter.

Let $F_{n}$ and $L_{n}$ be the Fibonacci and Lucas numbers, respectively. Four corresponding zeta functions in $s$ are defined by $$\begin{eqnarray}\unicode[STIX]{x1D701}_{F}(s):=\mathop{\sum }_{n=1}^{\infty }{\displaystyle \frac{1}{F_{n}^{s}}},\quad \unicode[STIX]{x1D701}_{F}^{\ast }(s):=\mathop{\sum }_{n=1}^{\infty }{\displaystyle \frac{(-1)^{n+1}}{F_{n}^{s}}},\quad \unicode[STIX]{x1D701}_{L}(s):=\mathop{\sum }_{n=1}^{\infty }{\displaystyle \frac{1}{L_{n}^{s}}},\quad \unicode[STIX]{x1D701}_{L}^{\ast }(s):=\mathop{\sum }_{n=1}^{\infty }{\displaystyle \frac{(-1)^{n+1}}{L_{n}^{s}}}.\end{eqnarray}$$ As a consequence of Nesterenko’s proof of the algebraic independence of the three Ramanujan functions $R(\unicode[STIX]{x1D70C}),Q(\unicode[STIX]{x1D70C}),$ and $P(\unicode[STIX]{x1D70C})$ for any algebraic number $\unicode[STIX]{x1D70C}$ with $0, the algebraic independence or dependence of various sets of these numbers is already known for positive even integers $s$. In this paper, we investigate linear forms in the above zeta functions and determine the dimension of linear spaces spanned by such linear forms. In particular, it is established that for any positive integer $m$ the solutions of $$\begin{eqnarray}\mathop{\sum }_{s=1}^{m}(t_{s}\unicode[STIX]{x1D701}_{F}(2s)+u_{s}\unicode[STIX]{x1D701}_{F}^{\ast }(2s)+v_{s}\unicode[STIX]{x1D701}_{L}(2s)+w_{s}\unicode[STIX]{x1D701}_{L}^{\ast }(2s))=0\end{eqnarray}$$ with $t_{s},u_{s},v_{s},w_{s}\in \mathbb{Q}$$(1\leq s\leq m)$ form a $\mathbb{Q}$-vector space of dimension $m$. This proves a conjecture from the Ph.D. thesis of Stein, who, in 2012, was inspired by the relation $-2\unicode[STIX]{x1D701}_{F}(2)+\unicode[STIX]{x1D701}_{F}^{\ast }(2)+5\unicode[STIX]{x1D701}_{L}^{\ast }(2)=0$. All the results are also true for zeta functions in $2s$, where the Fibonacci and Lucas numbers are replaced by numbers from sequences satisfying a second-order recurrence formula.

For a finite group $G$, let $\unicode[STIX]{x1D6E5}(G)$ denote the character graph built on the set of degrees of the irreducible complex characters of $G$. In this paper, we obtain a necessary and sufficient condition which guarantees that the complement of the character graph $\unicode[STIX]{x1D6E5}(G)$ of a finite group $G$ is a nonbipartite Hamiltonian graph.

Our aim in this paper is to establish a generalization of Sobolev’s inequality for Riesz potentials $J_{\unicode[STIX]{x1D6FC}(\cdot )}^{\unicode[STIX]{x1D70E}}f$ of functions $f$ in Musielak–Orlicz–Morrey spaces $L^{\unicode[STIX]{x1D6F7},\unicode[STIX]{x1D705}}(X)$. As a corollary we obtain Sobolev’s inequality for double phase functionals with variable exponents.

In this paper, we obtain an asymptotic formula for the persistence probability in the positive real line of a random polynomial arising from evolutionary game theory. It corresponds to the probability that a multi-player two-strategy random evolutionary game has no internal equilibria. The key ingredient is to approximate the sequence of random polynomials indexed by their degrees by an appropriate centered stationary Gaussian process., revised version

Let ℳ be a semifinite von Neumann algebra with a faithful semifinite normal trace τ. Assume that E(0, ∞) is an M-embedded fully symmetric function space having order continuous norm and is not a superset of the set of all bounded vanishing functions on (0, ∞). In this paper, we prove that the corresponding operator space E(ℳ, τ) is also M-embedded. It extends earlier results by Werner [48, Proposition 4∙1] from the particular case of symmetric ideals of bounded operators on a separable Hilbert space to the case of symmetric spaces (consisting of possibly unbounded operators) on an arbitrary semifinite von Neumann algebra. Several applications are given, e.g., the derivation problem for noncommutative Lorentz spaces ℒp,1(ℳ, τ), 1 < p < ∞, has a positive answer.

Let φ : ℝn × [0, ∞) → [0, ∞) satisfy that φ(x, · ), for any given x ∈ ℝn, is an Orlicz function and φ( · , t) is a Muckenhoupt A∞ weight uniformly in t ∈ (0, ∞). The (weak) Musielak–Orlicz Hardy space Hφ(ℝn) (WHφ(ℝn)) generalizes both the weighted (weak) Hardy space and the (weak) Orlicz Hardy space and hence has wide generality. In this paper, two boundedness criteria for both linear operators and positive sublinear operators from Hφ(ℝn) to Hφ(ℝn) or from Hφ(ℝn) to WHφ(ℝn) are obtained. As applications, we establish the boundedness of Bochner–Riesz means from Hφ(ℝn) to Hφ(ℝn), or from Hφ(ℝn) to WHφ(ℝn) in the critical case. These results are new even when φ(x, t): = Φ(t) for all (x, t) ∈ ℝn × [0, ∞), where Φ is an Orlicz function.

The De Vylder and Goovaerts conjecture is an open problem in risk theory, stating that the finite-time ruin probability in a standard risk model is greater than or equal to the corresponding ruin probability evaluated in an associated model with equalized claim amounts. Equalized means here that the jump sizes of the associated model are equal to the average jump in the initial model between 0 and a terminal time T.In this paper, we consider the diffusion approximations of both the standard risk model and its associated risk model. We prove that the associated model, when conveniently renormalized, converges in distribution to a Gaussian process satisfying a simple SDE. We then compute the probability that this diffusion hits the level 0 before time T and compare it with the same probability for the diffusion approximation for the standard risk model. We conclude that the De Vylder and Goovaerts conjecture holds for the diffusion limits.

The flow past an obstacle is a fundamental object in fluid mechanics. In 1967 Finn and Smith proved the unique existence of stationary solutions, called the physically reasonable solutions, to the Navier–Stokes equations in a two-dimensional exterior domain modeling this type of flows when the Reynolds number is sufficiently small. The asymptotic behavior of their solution at spatial infinity has been studied in detail and well understood by now, while its stability has remained open due to the difficulty specific to the two-dimensionality. In this paper, we prove that the physically reasonable solutions constructed by Finn and Smith are asymptotically stable with respect to small and well-localized initial perturbations.

A classical result due to Paley and Wiener characterizes the existence of a nonzero function in $L^{2}(\mathbb{R})$, supported on a half-line, in terms of the decay of its Fourier transform. In this paper, we prove an analogue of this result for Damek–Ricci spaces.

Given a sequence of polynomials$\{x_k(q)\}_{k \ges 0}$, define the transformation$$y_n(q) = a^n\sum\limits_{i = 0}^n {\left( \matrix{n \cr i} \right)} b^{n-i}x_i(q)$$for$n\ges 0$. In this paper, we obtain the relation between the Jacobi continued fraction of the ordinary generating function ofyn(q) and that ofxn(q). We also prove that the transformation preservesq-TPr+1(q-TP) property of the Hankel matrix$[x_{i+j}(q)]_{i,j \ges 0}$, in particular forr= 2,3, implying ther-q-log-convexity of the sequence$\{y_n(q)\}_{n\ges 0}$. As applications, we can give the continued fraction expressions of Eulerian polynomials of typesAandB, derangement polynomials typesAandB, general Eulerian polynomials, Dowling polynomials and Tanny-geometric polynomials. In addition, we also prove the strongq-log-convexity of derangement polynomials typeB, Dowling polynomials and Tanny-geometric polynomials and 3-q-log-convexity of general Eulerian polynomials, Dowling polynomials and Tanny-geometric polynomials. We also present a new proof of the result of Pólya and Szegö about the binomial convolution preserving the Stieltjes moment property and a new proof of the result of Zhu and Sun on the binomial transformation preserving strongq-log-convexity.