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We take a measurable set E on the positive η-axis and denote by μ(r) the linear measure of the part of E in the interval 0 < η < r. The lower density of E at η = 0 is defined byTheorem by Kawakami [1] asserts that if λ is positive, if a function f(ζ) = f(ξ + iη) is bounded analytic in ξ > 0 and continuous at E, and if f(ζ) → A as ζ → 0 along E, then f(ζ) → A as ζ → 0 in ∣η∣ ≦ kξ for any k > 0.

In sections 2 and 3 two methods for proving the non existence of certain universal Banach spaces, are presented. In section 4 it is proved that every infinite-dimensional conjugate Banach space has a two-dimensional subspace whose unit cell is not a polygon.

We give another formulation of Theorem 1 of Ribenboim's paper, Bull. Austral. Math. Soc. 2 (1970), 81–88. Our condition on a module to be totally ordered such that this order extends a given strict order seems to be more useful for applications than condition (2) of Ribenboim. This is shown for example in Corollaries 3 and It of our paper. Corollary 4 is due to Ribenboim. Corollary 3 generalizes the corresponding well known result on abelian groups.

The purpose of this note is to point out some difficulties which arise in connection with the stochastic calculus used in the previous paper and to suggest some ways in which these difficulties may be overcome. It turns out that if one wishes to restrict the application of the stochastic calculus to stochastic processes whose sample functions are step-functions with probability one, then difficulties of the following sort arise. Suppose X(ω, t) is a stochastic process whose sample functions are, with probability one, right-continuous step-functions in t on the interval [a, b). Then for every ω outside a null set N and every t ɛ [a, b), there is a δ(ω, t) such that < 5(w, t) implies X(ω, t + h) = X(ω, t) which in turn implies (X(ω, t + h) — X(ω, t))/h → 0 with probability one as Since convergence with probability one implies convergence in probability, it follows that the right-hand derivative of X(ω, t) in probability is zero at every t ɛ [a, b). Consequently, if the left-hand t ɛ [a, b), then it is also zero, but in general left-hand derivatives in probability on [a, b) may not even exist as finite-valued random functions. It is also worthwhile to observe that if a process is not differentiable in probability, then it is not differentiable in quadratic mean. From these observations it follows that the claims in Section 6 of the previous paper regarding the existence of non-zero derivatives in quadratic mean are in error, for if a derivative in quadratic mean exists, then it is a derivative in probability and is therefore zero. Incidentally, it turns out that the Poisson process has a zero derivative in probability but is not differentiable in quadratic mean. The fact that the Poisson process has a derivative in probability seems to depend rather crucially on the fact that it is also a process with independent increments.

1. In a recent paper [2] Reich has made the observation that an example of Koebe given in 1918 [1] does not fulfill its asserted purpose. This example was to show that vanishing measure of the complement did not assure that a slit domain was minimal. Reich proceeded to fill the gap by carrying out the following somewhat more general construction. Let A be a compact perfect nowhere dense set on the x-axis in the z-plane (z=x+iy). Then there exists a compact set S in the z-plane with the properties: (i) A is the projection of S on the x-axis, (ii) S is composed of segments symmetric with respect to the x-axis and points on the x-axis, at least one segment being present, (iii) any point in S, not on the x-axis and not at the end of a segment in S, is the limit, both from the left and right, of points of S. Once this construction is performed the desired examples are easily given [2, ?4]. The object of the present paper is to give an alternative construction which is very explicit and direct.

(1973). An Addendum to the Paper “A Characterization of the n × n Matrices Over a Finite Field”. The American Mathematical Monthly: Vol. 80, No. 9, pp. 1041-1043.

In a recent paper Robinson has obtained an explicit formula for the expression of an invariant matrix of an invariant matrix as a direct sum of invariant matrices. The object of the present note is to show that this formula may be deduced from known properties of Schur functions, with the aid of a result which the author has proved elsewhere.

The proof of Proposition 2 and that of Corollary to Proposition 3 in my previous paper “On the structure of complete local rings” are not correct Here we want to correct them.

The aim of this note is to point out a mistake in the proof of Theorem 2 of Wong's paper [1], We first give an example to show that the theore as stated is not true.Example 1. Consider the cartesian plane and the graph H with equation .

In [4], Phelps showed that in certain function algebras the unit ball is the closed convex hull of its extreme points. The algebra, C(X), of complex valued continuous functions on a compact Hausdorff space, will always have this property. The class of logmodular algebras which have a Gleason part which is total also was shown to have the property. In this paper we give an elementary proof of the first result (a proof which is, in theory at least, constructive). The simplest nontrivial example of a logmodular algebra with a total part is the disk algebra (i.e. the functions continuous on the closed disk and analytic in the interior). For this algebra we show that the extreme points (in fact the exposed points) of the unit ball form a dense subset of the boundary of the unit ball. Let U be the unit ball of C(X). It is well known that q in U is an extreme point of U if I q(x) I = 1 for all x in X. Now if f in U never vanishes, then f is in the closed convex hull of the extreme points; in factf is between two uniquely determined extreme points. We need only observe that for each x in X,f(x) is halfway between two uniquely determined extreme points of the disk and that these points vary continuously with x. Now it is not necessarily the case that each function in U can be approximated by a nonvanishing function. For a counterexample we need only look at h(z) = z in the algebra of continuous functions on the disk. (If If(z)-zj 1/e. Letfi, i = 1, *, N be the retract maps obtained from these rotations. Then I 1/N Efi(z)-z

where the oi are the usual generators of Bn. (See [1; 4].) A textile manufacturer asked the following question: Can one decide whether or not a braid in An is also in Qn? (It is possible to "weave" a braid in Qn while keeping its ends "tied together.") Shepperd [6] solved the above decision problem using the generators and relations of the braid group and subgroups. In this paper we give another distinct solution working in terms of automorphisms of free groups. In particular, we use formulas developed in [3; 4]. The author wishes to thank his teacher, and friend, Professor Wilhelm Magnus who has contributed more than anyone else towards the author's knowledge of mathematics.

Recently Wang (5) has given some results concerning characterizations of Poisson, normal, gamma, binomial and negative binomial distributions. We shall show here that these results are incorrect and also attempt to rectify them.