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2. Hilbert space: compact operators and the trace theorem, by J. Retherford. Pp 131 £13.95 (paper), £27.95 (hard). 1993. ISBN 0- 521-42933-1, -41884-4 (Cambridge)
- Author
-
Nick Lord
- Subjects
Pure mathematics ,symbols.namesake ,General Mathematics ,Hilbert space ,symbols ,Trace theorem ,Compact operator ,Mathematics - Published
- 1994
3. D. K. Arrowsmith and C. M. Place, Ordinary differential equations: a qualitative approach with applications (Chapman and Hall, 1982), 250 pp., cloth £18, paper £7.95
- Author
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John Martin
- Subjects
Oscillation theory ,Hill differential equation ,symbols.namesake ,General Mathematics ,Ordinary differential equation ,symbols ,Mathematics ,Mathematical physics - Published
- 1983
4. Lebesgue integration and measure, by Alan J. Weir. Pp xii, 281. £5·40 cloth, £23·40 paper. 1973 (Cambridge University Press)
- Author
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S. M. Edmonds
- Subjects
Discrete mathematics ,symbols.namesake ,General Mathematics ,Weir ,symbols ,Lebesgue integration ,Measure (mathematics) ,Mathematics - Published
- 1977
5. Note on the paper, of Dr Bevan B. Baker, An Extension of Heaviside's Operational Method of Solving Differential Equations
- Author
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T. Kaucký
- Subjects
symbols.namesake ,Differential equation ,Heaviside step function ,General Mathematics ,Calculus ,symbols ,Extension (predicate logic) ,Mathematics - Abstract
Let f(x) and F(x) be polynomials which are supposed to be decomposed into a series of n terms asFurther let θ be a distributive operation and φ(x) be a given function. Then the functional equationhas a solution of the formwhere yν (x) (ν = 1, 2, … n) is the solution of the equation
- Published
- 1924
6. (1) Leçons sur la Composition et les Fonctions Permutables. By V. Volterra and J. Péres. Pp. viii, 183. 20 fr. 1924. (Gauthier-Villars) - (2) The Volterra Integral Equation of second kind. By H. T. Davis. Pp. 76. Paper $1.00. Cloth $1.25. 1930. (Indiana University Press)
- Author
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H.B. Heywood
- Subjects
symbols.namesake ,General Mathematics ,symbols ,Composition (combinatorics) ,Volterra integral equation ,Mathematical physics ,Mathematics - Published
- 1934
7. Fourier restriction in low fractal dimensions
- Author
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Bassam Shayya
- Subjects
Conjecture ,Measurable function ,Characteristic function (probability theory) ,General Mathematics ,Second fundamental form ,010102 general mathematics ,42B10, 42B20 (Primary), 28A75 (Secondary) ,0102 computer and information sciences ,Function (mathematics) ,Lebesgue integration ,01 natural sciences ,Measure (mathematics) ,Combinatorics ,symbols.namesake ,Hypersurface ,Mathematics - Classical Analysis and ODEs ,010201 computation theory & mathematics ,Classical Analysis and ODEs (math.CA) ,FOS: Mathematics ,symbols ,0101 mathematics ,Mathematics - Abstract
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
- Published
- 2021
8. On moderate deviations in Poisson approximation
- Author
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Qingwei Liu and Aihua Xia
- Subjects
Statistics and Probability ,Random graph ,Matching (graph theory) ,Distribution (number theory) ,General Mathematics ,Probability (math.PR) ,010102 general mathematics ,Poisson distribution ,01 natural sciences ,Birthday problem ,Normal distribution ,010104 statistics & probability ,symbols.namesake ,FOS: Mathematics ,Rare events ,symbols ,Applied mathematics ,Moderate deviations ,0101 mathematics ,Statistics, Probability and Uncertainty ,Primary 60F05, secondary 60E15 ,Mathematics - Probability ,Mathematics - Abstract
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
- Published
- 2020
9. Approximate lumpability for Markovian agent-based models using local symmetries
- Author
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Wasiur R. KhudaBukhsh, Arnab Auddy, Heinz Koeppl, and Yann Disser
- Subjects
Statistics and Probability ,Random graph ,Markov chain ,General Mathematics ,Probability (math.PR) ,Lumpability ,Neighbourhood (graph theory) ,Markov process ,020206 networking & telecommunications ,0102 computer and information sciences ,02 engineering and technology ,01 natural sciences ,symbols.namesake ,60J28 ,010201 computation theory & mathematics ,Approximation error ,Local symmetry ,FOS: Mathematics ,0202 electrical engineering, electronic engineering, information engineering ,symbols ,State space ,Applied mathematics ,Statistics, Probability and Uncertainty ,Mathematics - Probability ,Mathematics - Abstract
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
- Published
- 2019
10. FOUR IDENTITIES FOR THIRD ORDER MOCK THETA FUNCTIONS
- Author
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Amita Malik, George E. Andrews, Bruce C. Berndt, Sun Kim, and Song Heng Chan
- Subjects
Lemma (mathematics) ,010308 nuclear & particles physics ,General Mathematics ,010102 general mathematics ,Rank (computer programming) ,Mathematical proof ,01 natural sciences ,Ramanujan's sum ,Ramanujan theta function ,Combinatorics ,symbols.namesake ,Third order ,Section (category theory) ,0103 physical sciences ,symbols ,0101 mathematics ,Mathematics - Abstract
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.
- Published
- 2018
11. ON THE BILINEAR SQUARE FOURIER MULTIPLIER OPERATORS ASSOCIATED WITH FUNCTION
- Author
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Zhengyang Li and Qingying Xue
- Subjects
Multiplier (Fourier analysis) ,symbols.namesake ,Fourier transform ,010308 nuclear & particles physics ,General Mathematics ,010102 general mathematics ,0103 physical sciences ,symbols ,Applied mathematics ,Bilinear interpolation ,0101 mathematics ,01 natural sciences ,Mathematics - Abstract
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.
- Published
- 2018
12. ANALYSIS OF CONTACT CAUCHY–RIEMANN MAPS II: CANONICAL NEIGHBORHOODS AND EXPONENTIAL CONVERGENCE FOR THE MORSE–BOTT CASE
- Author
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Rui Wang and Yong-Geun Oh
- Subjects
Pure mathematics ,General Mathematics ,010102 general mathematics ,Cauchy–Riemann equations ,Homology (mathematics) ,01 natural sciences ,Moduli space ,symbols.namesake ,Symplectization ,0103 physical sciences ,symbols ,A priori and a posteriori ,Field theory (psychology) ,010307 mathematical physics ,0101 mathematics ,Exponential decay ,Symplectic geometry ,Mathematics - Abstract
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).
- Published
- 2017
13. q-DISCRETE PAINLEVÉ EQUATIONS: THEIR HIERARCHIES AND PROPERTIES
- Author
-
Huda Daefallh A Alrashdi
- Subjects
Hierarchy ,Weyl group ,General Mathematics ,Structure (category theory) ,Function (mathematics) ,Symmetry group ,Lattice (discrete subgroup) ,Algebra ,symbols.namesake ,Nonlinear Sciences::Exactly Solvable and Integrable Systems ,Lax pair ,symbols ,Riccati equation ,Mathematics - Abstract
The main objective of this thesis is to derive hierarchies of q-discrete PainelevA© equations. Some of the important properties of these hierarchies will also be given, namely Lax pairs, BA¤cklund transformations, solutions of their asso- ciated linear problems for special values of parameters and their symmetry groups. To construct these hierarchies, we apply a geometric reduction and a stair- case method on a multi-parameteric generalized lattice modified Korteweg-de Vries equation. In addition, the property of consistency around the cube is used in order to find BA¤cklund transformations. Starting with the base case of q-discrete second, third and fourth PainlevA© equations on A5 initial-values surface, new hierarchies of q-discrete third and fourth PainlevA© equations are discovered, and we also rediscover the hierarchy of q-discrete second PainlevA© equation. In this thesis, we provide the Lax pairs for each member in these hierarchies. Using the consistency around the cube, we also provide the BA¤cklund transformation for the entire hierarchy of q-discrete second and third PainlevA© hierarchies. We generate a hierarchy of special solutions starting with seed solutions for q-discrete second and third PainlevA© hierarchies. An assumption made is that particular parameter values would enable the ability to diagonalize the Lax pair. As a consequence, we found that the as- sociated linear problem for the three hierarchies can be solved in terms of q-Gamma function. Furthermore, the hierarchy of q-discrete fourth PainlevA© hierarchy can be reduced to one equation that can be linearlized to become Riccati equation which has hypergeometric special solutions. Finally, we investigated the affine Weyl group structure of the symmetry group for each hierarchy. In this thesis, we construct the explicit representation of the symmetry group for the first and second member of these hierarchies. The collection of new hierarchies, their Lax pairs, BA¤cklund transforma- tions, the resultant symmetry groups and special solutions comprise the new results of this thesis. This thesis contains material published in [10] in collabo- ration with N. Joshi and D. Tran and myself. The material of this paper is pre- sented in Chapter 3, and is related to qPII and qPIII hierarchies, their Lax pair and examples. In Chapter 4, BA¤cklund transformation of qPII and qPIII hierarchies, includes material from the above-mentioned paper. Similarly, Chapter 5 reports on results about solutions of the linear problem from the above paper. However, we emphasize that all the results about qPIV through out the thesis are completely new and unpublished. Chapter 6 includes unpublished material even for qPII and qPIII hierarchies.
- Published
- 2020
14. Motion planning and posture control of multiple n-link doubly nonholonomic manipulators
- Author
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Shonal Singh, Bibhya N. Sharma, and Jito Vanualailai
- Subjects
Lyapunov function ,Nonholonomic system ,0209 industrial biotechnology ,General Mathematics ,Stability (learning theory) ,02 engineering and technology ,Workspace ,Computer Science Applications ,Computer Science::Robotics ,symbols.namesake ,Nonlinear system ,Acceleration ,020901 industrial engineering & automation ,Control and Systems Engineering ,Control theory ,Bounded function ,0202 electrical engineering, electronic engineering, information engineering ,symbols ,020201 artificial intelligence & image processing ,Motion planning ,Software ,Mathematics - Abstract
The paper considers the problem of motion planning and posture control of multiple n-link doubly nonholonomic mobile manipulators in an obstacle-cluttered and bounded workspace. The workspace is constrained with the existence of an arbitrary number of fixed obstacles (disks, rods and curves), artificial obstacles and moving obstacles. The coordination of multiple n-link doubly nonholonomic mobile manipulators subjected to such constraints becomes therefore a challenging navigational and steering problem that few papers have considered in the past. Our approach to developing the controllers, which are novel decentralized nonlinear acceleration controllers, is based on a Lyapunov control scheme that is not only intuitively understandable but also allows simple but rigorous development of the controllers. Via the scheme, we showed that the avoidance of all types of obstacles was possible, that the manipulators could reach a neighborhood of their goal and that their final orientation approximated the desired orientation. Computer simulations illustrate these results. KEYWORDS: Lyapunov-based control scheme; Doubly nonholonomic manipulators; Ghost parking bays; Minimum distance technique; Stability; Kinodynamic constraints.
- Published
- 2015
15. The Lax–Oleinik semi-group: a Hamiltonian point of view
- Author
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Patrick Bernard, Université Paris sciences et lettres (PSL), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Département de Mathématiques et Applications - ENS Paris (DMA), École normale supérieure - Paris (ENS Paris), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), European Project: 307062,EC:FP7:ERC,ERC-2012-StG_20111012,SAW(2012), Université Paris Dauphine-PSL, École normale supérieure - Paris (ENS-PSL), and Centre National de la Recherche Scientifique (CNRS)-École normale supérieure - Paris (ENS Paris)
- Subjects
Pure mathematics ,Kolmogorov–Arnold–Moser theorem ,General Mathematics ,[MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS] ,010102 general mathematics ,Fixed point ,Invariant (physics) ,01 natural sciences ,Convexity ,Hamiltonian system ,010101 applied mathematics ,symbols.namesake ,Compact space ,symbols ,Configuration space ,0101 mathematics ,Hamiltonian (quantum mechanics) ,Mathematics - Abstract
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
- Published
- 2012
16. EXPLICIT REPRESENTATIONS OF THE INTEGRAL CONTAINING THE ERROR TERM IN THE DIVISOR PROBLEM II
- Author
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Jun Furuya and Yoshio Tanigawa
- Subjects
Differentiation under the integral sign ,Pure mathematics ,General Mathematics ,Gauss ,Natural number ,Divisor (algebraic geometry) ,Term (logic) ,Riemann zeta function ,Algebra ,symbols.namesake ,Divisor summatory function ,symbols ,Complex number ,Mathematics - Abstract
In our previous paper [2], we derived an explicit representation of the integral ∫1∞t−θΔ(t)logjtdt by differentiation under the integral sign. Here, j is a fixed natural number, θ is a complex number with 1 < θ ≤ 5/4 and Δ(x) denotes the error term in the Dirichlet divisor problem. In this paper, we shall reconsider the same formula by an alternative approach, which appeals to only the elementary integral formulas concerning the Riemann zeta- and periodic Bernoulli functions. We also study the corresponding formula in the case of the circle problem of Gauss.
- Published
- 2011
17. NOTE ON q-DEDEKIND-TYPE SUMS RELATED TO q-EULER POLYNOMIALS
- Author
-
Taekyun Kim
- Subjects
Euler function ,Discrete mathematics ,Pure mathematics ,Euler's criterion ,General Mathematics ,Proof of the Euler product formula for the Riemann zeta function ,Prime (order theory) ,symbols.namesake ,symbols ,Order (group theory) ,Dedekind cut ,Euler number ,Mathematics ,Euler summation - Abstract
Recently, q-Dedekind-type sums related to q-zeta function and basic L-series are studied by Simsek in [13] (Y. Simsek, q-Dedekind type sums related to q-zeta function and basic L-series, J. Math. Anal. Appl. 318 (2006), 333–351) and Dedekind-type sums related to Euler numbers and polynomials are introduced in the previous paper [11] (T. Kim, Note on Dedekind type DC sums, Adv. Stud. Contem. Math. 18 (2009), 249–260). It is the purpose of this paper to construct a p-adic continuous function for an odd prime to contain a p-adic q-analogue of the higher order Dedekind the type sums related to q-Euler polynomials and numbers by using an invariant p-adic q-integrals.
- Published
- 2011
18. The Hardy space H1 on non-homogeneous metric spaces
- Author
-
Tuomas Hytönen, Dongyong Yang, and Dachun Yang
- Subjects
Mathematics::Functional Analysis ,Dual space ,General Mathematics ,010102 general mathematics ,Mathematics::Classical Analysis and ODEs ,Banach space ,Duality (optimization) ,Context (language use) ,Hardy space ,Space (mathematics) ,01 natural sciences ,Measure (mathematics) ,010101 applied mathematics ,Combinatorics ,Metric space ,symbols.namesake ,Mathematics - Classical Analysis and ODEs ,42B30 (Primary) 42B20, 42B35 (Secondary) ,Classical Analysis and ODEs (math.CA) ,FOS: Mathematics ,symbols ,0101 mathematics ,Mathematics - Abstract
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
- Published
- 2011
19. Strong renewal theorems and Lyapunov spectra forα-Farey andα-Lüroth systems
- Author
-
Marc Kesseböhmer, Sara Munday, and Bernd O. Stratmann
- Subjects
Lyapunov function ,Pure mathematics ,Gauss map ,Computer Science::Information Retrieval ,Applied Mathematics ,General Mathematics ,symbols.namesake ,Number theory ,symbols ,Countable set ,Farey sequence ,Ergodic theory ,Partition (number theory) ,Mathematics ,Unit interval - Abstract
In this paper, we introduce and study theα-Farey map and its associated jump transformation, theα-Lüroth map, for an arbitrary countable partitionαof the unit interval with atoms which accumulate only at the origin. These maps represent linearized generalizations of the Farey map and the Gauss map from elementary number theory. First, a thorough analysis of some of their topological and ergodic theoretical properties is given, including establishing exactness for both types of these maps. The first main result then is to establish weak and strong renewal laws for what we have calledα-sum-level sets for theα-Lüroth map. Similar results have previously been obtained for the Farey map and the Gauss map by using infinite ergodic theory. In this respect, a side product of the paper is to allow for greater transparency of some of the core ideas of infinite ergodic theory. The second remaining result is to obtain a complete description of the Lyapunov spectra of theα-Farey map and theα-Lüroth map in terms of the thermodynamical formalism. We show how to derive these spectra and then give various examples which demonstrate the diversity of their behaviours in dependence on the chosen partitionα.
- Published
- 2011
20. Fisher information and statistical inference for phase-type distributions
- Author
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Mogens Bladt, Bo Friis Nielsen, and Luz Judith R. Esparza
- Subjects
Statistics and Probability ,Fisher information ,General Mathematics ,Fisher kernel ,Fisher consistency ,Newton--Raphson ,symbols.namesake ,60J27 ,Observed information ,Scoring algorithm ,Expectation–maximization algorithm ,Statistics ,symbols ,Fiducial inference ,60J10 ,Applied mathematics ,62F25 ,60J75 ,Statistics, Probability and Uncertainty ,EM algorithm ,Likelihood function ,Phase-type distribution ,Mathematics - Abstract
This paper is concerned with statistical inference for both continuous and discrete phase-type distributions. We consider maximum likelihood estimation, where traditionally the expectation-maximization (EM) algorithm has been employed. Certain numerical aspects of this method are revised and we provide an alternative method for dealing with the E-step. We also compare the EM algorithm to a direct Newton–Raphson optimization of the likelihood function. As one of the main contributions of the paper, we provide formulae for calculating the Fisher information matrix both for the EM algorithm and Newton–Raphson approach. The inverse of the Fisher information matrix provides the variances and covariances of the estimated parameters.
- Published
- 2011
21. A NOTE ON EDGE-CONNECTIVITY OF THE CARTESIAN PRODUCT OF GRAPHS
- Author
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Lakoa. Fitina, Terence M. Mills, and Christopher T. Lenard
- Subjects
Combinatorics ,Discrete mathematics ,symbols.namesake ,Cartesian product of graphs ,General Mathematics ,symbols ,Graph theory ,Edge (geometry) ,Cartesian product ,Mathematics - Abstract
The main aim of this paper is to establish conditions that are necessary and sufficient for the edge-connectivity of the Cartesian product of two graphs to equal the sum of the edge-connectivities of the factors. The paper also clarifies an issue that has arisen in the literature on Cartesian products of graphs.
- Published
- 2011
22. Euler's parallel oblique-angled diameters
- Author
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Thomas J. Osler
- Subjects
symbols.namesake ,Conic section ,General Mathematics ,Euler's formula ,symbols ,Oblique case ,Geometry ,Mathematics - Abstract
In the paper [1], Euler was examining properties of the conic sections that could be shared by more general curves. Most of the paper is concerned with ‘oblique-angle diameters’, a concept that seems to have been familiar to his readers in the eighteenth century, but has been ignored today. In this paper we will explain this concept and, led by Euler, develop some of its consequences.
- Published
- 2011
23. KRASNOSELSKI–MANN ITERATION FOR HIERARCHICAL FIXED POINTS AND EQUILIBRIUM PROBLEM
- Author
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Giuseppe Marino, Luigi Muglia, Yonghong Yao, and Vittorio Colao
- Subjects
General Mathematics ,Mathematical analysis ,Regular polygon ,Hilbert space ,Fixed point ,Type (model theory) ,Projection (linear algebra) ,Combinatorics ,symbols.namesake ,Fixed-point iteration ,Variational inequality ,symbols ,Contraction (operator theory) ,Mathematics - Abstract
We give an explicit Krasnoselski–Mann type method for finding common solutions of the following system of equilibrium and hierarchical fixed points: where C is a closed convex subset of a Hilbert space H, G:C×C→ℝ is an equilibrium function, T:C→C is a nonexpansive mapping with Fix(T) its set of fixed points and f:C→C is a ρ-contraction. Our algorithm is constructed and proved using the idea of the paper of [Y. Yao and Y.-C. Liou, ‘Weak and strong convergence of Krasnosel’skiĭ–Mann iteration for hierarchical fixed point problems’, Inverse Problems24 (2008), 501–508], in which only the variational inequality problem of finding hierarchically a fixed point of a nonexpansive mapping T with respect to a ρ-contraction f was considered. The paper follows the lines of research of corresponding results of Moudafi and Théra.
- Published
- 2009
24. GENUS 2 SEMI-REGULAR COVERINGS WITH LIFTING SYMMETRIES
- Author
-
Alexander Mednykh and Yolanda Fuertes
- Subjects
Combinatorics ,symbols.namesake ,Group (mathematics) ,General Mathematics ,Genus (mathematics) ,Riemann surface ,Homogeneous space ,symbols ,Riemann sphere ,Compact Riemann surface ,Symmetry (geometry) ,Automorphism ,Mathematics - Abstract
In this paper, we obtain algebraic equations for all genus 2 compact Riemann surfaces that admit a semi-regular (or uniform) covering of the Riemann sphere with more than two lifting symmetries. By a lifting symmetry, we mean an automorphism of the target surface which can be lifted to the covering. We restrict ourselves to the genus 2 surfaces in order to make computations easier and to make possible to find their algebraic equations as well. At the same time, the main ingredient (Main Proposition) depends neither on the genus, nor on the order of the group of lifting symmetries. Because of this, the paper can be thought as a generalisation for the non-normal case to the question of lifting automorphisms of a compact Riemann surface to a normal covering, treated, for instance, by E. Bujalance and M. Conder in a joint paper, or by P. Turbek solely.
- Published
- 2008
25. AN ANALYTICAL APPROACH TO HEAT KERNEL ESTIMATES ON STRONGLY RECURRENT METRIC SPACES
- Author
-
Jiaxin Hu
- Subjects
Pure mathematics ,Dirichlet form ,Computer Science::Information Retrieval ,General Mathematics ,Poisson kernel ,Mathematical analysis ,symbols.namesake ,Metric space ,Dirichlet kernel ,Dirichlet boundary condition ,symbols ,Embedding ,Heat kernel ,Fisher information metric ,Mathematics - Abstract
In this paper we prove that sub-Gaussian estimates of heat kernels of regular Dirichlet forms are equivalent to the regularity of measures, two-sided bounds of effective resistances and the locality of semigroups, on strongly recurrent compact metric spaces. Upper bounds of effective resistances imply the compact embedding theorem for domains of Dirichlet forms, and give rise to the existence of Green functions with zero Dirichlet boundary conditions. Green functions play an important role in our analysis. Our emphasis in this paper is on the analytic aspects of deriving two-sided sub-Gaussian bounds of heat kernels. We also give the probabilistic interpretation for each of the main analytic steps.
- Published
- 2008
26. Euler and combinatorics
- Author
-
Ian Anderson
- Subjects
Discrete mathematics ,Combinatorics ,Extremal combinatorics ,Euler function ,symbols.namesake ,Algebraic combinatorics ,General Mathematics ,symbols ,Euler's formula ,Geometric combinatorics ,Combinatorics and physics ,Polynomial sequence ,Mathematics - Abstract
Euler made many contributions to what is now called combinatorics. Some of these arose from recreational mathematics, such as magic squares and knight's tours on a chessboard; others from his study of lotteries; and, perhaps his most important work, from the study of partitions of an integer. In what follows I shall attempt to show the breadth of his work. Euler's papers will be referred to by their Eneström numbers, such as E338; this cataloguing was carried out in the early twentieth century by the Swedish Mathematician Gustav Eneström, who was to Euler what Köchel has been to Mozart. Euler's papers can all be studied in detail on the Euler Archive, details of which are given at the end of this article.
- Published
- 2007
27. Duality and Lagrange multipliers for nonsmooth multiobjective programming
- Author
-
Wenyu Sun and Houchun Zhou
- Subjects
symbols.namesake ,Constraint algorithm ,Mathematical optimization ,Dual model ,Augmented Lagrangian method ,General Mathematics ,Lagrange multiplier ,Mathematics::Optimization and Control ,symbols ,Multiobjective programming ,Duality (optimization) ,Convex function ,Mathematics - Abstract
Without any constraint qualification, the necessary and sufficient optimality conditions are established in this paper for nonsmooth multiobjective programming involving generalised convex functions. With these optimality conditions, a mixed dual model is constructed which unifies two dual models. Several theorems on mixed duality and Lagrange multipliers are established in this paper.
- Published
- 2006
28. A new system of variational inclusions with (H, η)-monotone operators
- Author
-
Jianrong Huang and Jian-Wen Peng
- Subjects
symbols.namesake ,Pure mathematics ,Monotone polygon ,General Mathematics ,Resolvent operator ,Convergence (routing) ,Hilbert space ,symbols ,Uniqueness ,Operator theory ,Mathematics - Abstract
In this paper, We introduce and study a new system of variational inclusions involving(H, η)-monotone operators in Hilbert spaces. By using the resolvent operator method associated with (H, η)-monotone operators, we prove the existence and uniqueness of solutions and the convergence of some new three-step iterative algorithms for this system of variational inclusions and its special cases. The results in this paper extends and improves some results in the literature.
- Published
- 2006
29. An analysis of transient Markov decision processes
- Author
-
E. J. Collins and Huw W. James
- Subjects
Statistics and Probability ,Bounded set ,General Mathematics ,010102 general mathematics ,Markov process ,01 natural sciences ,010104 statistics & probability ,symbols.namesake ,Probability theory ,Bellman equation ,Bounded function ,symbols ,Calculus ,Countable set ,Applied mathematics ,Markov decision process ,Uniqueness ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematics - Abstract
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.
- Published
- 2006
30. A characterisation of Hilbert spaces via orthogonality and proximinality
- Author
-
Fathi B. Saidi
- Subjects
Pure mathematics ,Hilbert manifold ,Computer Science::Information Retrieval ,General Mathematics ,Mathematical analysis ,Hilbert space ,Banach space ,Rigged Hilbert space ,symbols.namesake ,Orthogonality ,symbols ,Projective Hilbert space ,Subspace topology ,Mathematics ,Reproducing kernel Hilbert space - Abstract
In this paper we adopt the notion of orthogonality in Banach spaces introduced by the author in [6]. There, the author showed that in any two-dimensional subspace F of E, every nonzero element admits at most one orthogonal direction. The problem of existence of such orthogonal direction was not addressed before. Our main purpose in this paper is the investigation of this problem in the case where E is a real Banach space. As a result we obtain a characterisation of Hilbert spaces stating that, if in every two-dimensional subspace F of E every nonzero element admits an orthogonal direction, then E is isometric to a Hilbert space. We conclude by presenting some open problems.
- Published
- 2005
31. Classification of Möbius Isoparametric Hypersurfaces in 4
- Author
-
Zejun Hu and Haizhong Li
- Subjects
Unit sphere ,Pure mathematics ,Group (mathematics) ,General Mathematics ,Second fundamental form ,010102 general mathematics ,01 natural sciences ,010101 applied mathematics ,symbols.namesake ,Hypersurface ,Euclidean geometry ,ComputingMethodologies_DOCUMENTANDTEXTPROCESSING ,symbols ,Embedding ,0101 mathematics ,Eigenvalues and eigenvectors ,Mathematics ,Möbius transformation - Abstract
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.
- Published
- 2005
32. Lyapunov 1-forms for flows
- Author
-
Eduard Zehnder, Janko Latschev, Thomas Kappeler, Michael Farber, University of Zurich, Farber, M, and Forschungsinstitut für Mathematik Zürich
- Subjects
Cech cohomology ,Lyapunov function ,Class (set theory) ,Pure mathematics ,LIAPUNOW-GLEICHUNGEN (MATRIZENGLEICHUNGEN) ,GEODÄTISCHE FLÜSSE (DIFFERENTIALGEOMETRIE) ,LYAPUNOV EQUATIONS (MATRIX EQUATIONS) ,GEODESIC FLOWS (DIFFERENTIAL GEOMETRY) ,Generalization ,General Mathematics ,chain recurrent set ,Dynamical Systems (math.DS) ,Set (abstract data type) ,symbols.namesake ,510 Mathematics ,2604 Applied Mathematics ,Chain (algebraic topology) ,FOS: Mathematics ,Algebraic Topology (math.AT) ,Mathematics - Algebraic Topology ,ddc:510 ,Mathematics - Dynamical Systems ,Čech cohomology ,2600 General Mathematics ,Lyapunov functions ,Mathematics ,Applied Mathematics ,510 Mathematik ,10123 Institute of Mathematics ,Compact space ,Flow (mathematics) ,theorem by Conley ,symbols - Abstract
In this paper we find conditions which guarantee that a given flow $\Phi$ on a compact metric space $X$ admits a Lyapunov one-form $\omega$ lying in a prescribed \v{C}ech cohomology class $\xi\in \check H^1(X;\R)$. These conditions are formulated in terms of the restriction of $\xi$ to the chain recurrent set of $\Phi$. The result of the paper may be viewed as a generalization of a well-known theorem of C. Conley about the existence of Lyapunov functions., Comment: 27 pages, 3 figures. This revised version incorporates a few minor improvements
- Published
- 2004
33. On-line parameter estimation for a failure-prone system subject to condition monitoring
- Author
-
Daming Lin and Viliam Makis
- Subjects
Statistics and Probability ,Mathematical optimization ,Discretization ,Estimation theory ,General Mathematics ,Condition-based maintenance ,010102 general mathematics ,Condition monitoring ,Markov process ,Observable ,01 natural sciences ,010104 statistics & probability ,symbols.namesake ,symbols ,Range (statistics) ,0101 mathematics ,Statistics, Probability and Uncertainty ,Projection (set theory) ,Algorithm ,Mathematics - Abstract
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.
- Published
- 2004
34. The classification of matrix GI/M/1-type Markov chains with a tree structure and its applications to queueing
- Author
-
Qi-Ming He
- Subjects
Statistics and Probability ,Discrete mathematics ,Queueing theory ,Markov chain ,General Mathematics ,Variable-order Markov model ,010102 general mathematics ,01 natural sciences ,Continuous-time Markov chain ,010104 statistics & probability ,symbols.namesake ,Tree structure ,Matrix analytic method ,Jacobian matrix and determinant ,symbols ,Examples of Markov chains ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematics - Abstract
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.
- Published
- 2003
35. Convergence of the zeta functions of prehomogeneous vector spaces
- Author
-
Hiroshi Saito
- Subjects
Discrete mathematics ,Pure mathematics ,Prehomogeneous vector space ,010308 nuclear & particles physics ,General Mathematics ,010102 general mathematics ,Algebraic number field ,01 natural sciences ,Riemann zeta function ,Arithmetic zeta function ,symbols.namesake ,Hypersurface ,Hasse principle ,0103 physical sciences ,symbols ,11S90 ,0101 mathematics ,Abelian group ,11S40 ,Mathematics ,Vector space - Abstract
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.
- Published
- 2003
36. From surfaces in the 5-sphere to 3-manifolds in complex projective 3-space
- Author
-
Luc Vrancken, John Bolton, and Christine Scharlach
- Subjects
Pure mathematics ,symbols.namesake ,Minimal surface ,General Mathematics ,Complex projective space ,symbols ,Projective test ,Curvature ,Ellipse ,Submanifold ,Lagrangian ,Pencil (mathematics) ,Mathematics - Abstract
In a previous paper it was shown how to associate with a Lagrangian submanifold satisfying Chen's equality in 3-dimensional complex projective space, a minimal surface in the 5-sphere with ellipse of curvature a circle. In this paper we focus on the reverse construction.
- Published
- 2002
37. Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
- Author
-
Weiping Zhu and Xianping Guo
- Subjects
Statistics and Probability ,Markov kernel ,Markov chain ,General Mathematics ,010102 general mathematics ,Markov process ,State (functional analysis) ,Transition rate matrix ,01 natural sciences ,Birth–death process ,010104 statistics & probability ,symbols.namesake ,symbols ,Countable set ,Markov decision process ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematical economics ,Mathematics - Abstract
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.
- Published
- 2002
38. CW decompositions of equivariant CW complexes
- Author
-
N. Mramor Kosta and Matija Cencelj
- Subjects
Combinatorics ,symbols.namesake ,Iterated function ,General Mathematics ,Homotopy ,symbols ,Equivariant map ,Lie group ,Homology (mathematics) ,Lebesgue covering dimension ,Cohomology ,Mathematics ,CW complex - Abstract
Let G be a compact Lie group. A G-cell of dimension n is a space of the form G/H x D, where H is a closed subgroup of G and D is an n-cell. A G-CW complex X (or an equivariant CW complex in the terminology of [9]) is constructed by iterated attaching of G-cells. It is the union of G-spaces X^> such that X^ is a disjoint union of G-cells of dimension 0, that is, orbits G/H, and X' + 1 ) is obtained from X n ) by attaching G-cells of dimension n + 1 along equivariant attaching maps G/H x dD -* X^K The space X^"\ which is called the n-skeleton of X, is thus the union of all G-cells of dimension at most n (the topological dimension of X^ is in general greater than n). For basic facts about G-complexes see the original papers [5] and [3] or the exposition in [9]. For discrete groups G it is well known that every G-CW complex is also a CW complex with a cellular action of G (this follows for example from [9, Proposition 1.16, p. 102]). For non-discrete groups, Illman [4] gave an example showing that a G-CW complex X does not always admit a CW decomposition, compatible with the given GCW decomposition, and proved that there always exists a homotopy equivalent CW complex Y which is finite if X is a finite G-complex. In this paper we consider the following problem. Given a G-CW complex X, does there exist a G-space Y, G-homotopy equivalent to X, with a CW decomposition such that the action p: G xY -> Y is a. cellular map with respect to some decomposition of G. The existence of such a Y is interesting from the point of view of equivariant homology and cohomology. For example, Greenlees and May showed that for some groups G the generalised Tate cohomology defined in [1] can be calculated from the CW decomposition
- Published
- 2002
39. General drawdown of general tax model in a time-homogeneous Markov framework
- Author
-
Shu Li, Florin Avram, and Bin Li
- Subjects
Statistics and Probability ,Markov chain ,General Mathematics ,Mathematical finance ,Probability (math.PR) ,Markov process ,Regret ,CUSUM ,Lévy process ,symbols.namesake ,FOS: Mathematics ,symbols ,Drawdown (economics) ,Optimal stopping ,Statistics, Probability and Uncertainty ,Mathematical economics ,Mathematics - Probability ,Mathematics - Abstract
Drawdown/regret times feature prominently in optimal stopping problems, in statistics (CUSUM procedure), and in mathematical finance (Russian options). Recently it was discovered that a first passage theory with more general drawdown times, which generalize classic ruin times, may be explicitly developed for spectrally negative Lévy processes [9, 20]. In this paper we further examine the general drawdown-related quantities in the (upward skip-free) time-homogeneous Markov process, and then in its (general) tax process by noticing the pathwise connection between general drawdown and the tax process.
- Published
- 2021
40. Finite-size corrections to Poisson approximations of rare events in renewal processes
- Author
-
John L. Spouge
- Subjects
Statistics and Probability ,General Mathematics ,010102 general mathematics ,Generating function ,Poisson distribution ,01 natural sciences ,Point process ,symbols.namesake ,010104 statistics & probability ,Poisson point process ,Rare events ,symbols ,Calculus ,Applied mathematics ,Renewal theory ,0101 mathematics ,Statistics, Probability and Uncertainty ,Asymptotic expansion ,Residual time ,Mathematics - Abstract
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.
- Published
- 2001
41. HIGHER-ORDER ESTIMATES FOR FULLY NONLINEAR DIFFERENCE EQUATIONS. II
- Author
-
Derek W. Holtby
- Subjects
Hessian equation ,Discretization ,General Mathematics ,Operator (physics) ,Discrete Poisson equation ,Linear system ,symbols.namesake ,Nonlinear system ,Elliptic partial differential equation ,Norm (mathematics) ,Calculus ,symbols ,Applied mathematics ,Mathematics - Abstract
The purpose of this work is to establish a priori $C^{2,\alpha}$ estimates for mesh function solutions of nonlinear difference equations of positive type in fully nonlinear form on a uniform mesh, where the fully nonlinear finite difference operator $\F$ is concave in the second-order variables. The estimate is an analogue of the corresponding estimate for solutions of concave fully nonlinear elliptic partial differential equations. We use the results for the special case that the operator does not depend explicitly upon the independent variables (the so-called frozen case) established in part I to approach the general case of explicit dependence upon the independent variables. We make our approach for the diagonal case via a discretization of the approach of Safonov for fully nonlinear elliptic partial differential equations using the discrete linear theory of Kuo and Trudinger and an especially agreeable mesh function interpolant provided by Kunkle. We generalize to non-diagonal operators using an idea which, to the author’s knowledge, is novel. In this paper we establish the desired Hölder estimate in the large, that is, on the entire mesh $n$-plane. In a subsequent paper a truly interior estimate will be established in a mesh $n$-box.AMS 2000 Mathematics subject classification: Primary 35J60; 35J15; 39A12. Secondary 39A70; 39A10; 65N06; 65N22; 65N12
- Published
- 2001
42. A note on p-adic Carlitz's q-Bernoulli numbers
- Author
-
Taekyun Kim and Seog-Hoon Rim
- Subjects
Discrete mathematics ,symbols.namesake ,General Mathematics ,Regular prime ,ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION ,Generating function ,symbols ,Invariant measure ,Bernoulli number ,Mathematics ,Bernoulli polynomials - Abstract
In a recent paper I have shown that Carlitz's q-Bernoulli number can be represented as an integral by the q-analogue μq of the ordinary p-adic invariant measure. In the p-adic case, J. Satoh could not determine the generating function of q-Bernoulli numbers. In this paper, we give the generating function of q-Bernoulli numbers in the p-adic case.
- Published
- 2000
43. Bounded normal approximation in simulations of highly reliable Markovian systems
- Author
-
Bruno Tuffin
- Subjects
Statistics and Probability ,Mathematical optimization ,Stochastic process ,General Mathematics ,010102 general mathematics ,Markov process ,Bounded deformation ,01 natural sciences ,symbols.namesake ,010104 statistics & probability ,Approximation error ,Bounded function ,symbols ,Applied mathematics ,State space ,0101 mathematics ,Statistics, Probability and Uncertainty ,Bounded inverse theorem ,Mathematics ,Central limit theorem - Abstract
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.
- Published
- 1999
44. Fourier duality in the Brascamp–Lieb inequality
- Author
-
Jonathan Bennett and Eunhee Jeong
- Subjects
Pure mathematics ,Brascamp–Lieb inequality ,Property (philosophy) ,General Mathematics ,Duality (optimization) ,symbols.namesake ,Fourier transform ,Euclidean geometry ,symbols ,Mathematics::Metric Geometry ,Dual polyhedron ,Locally compact space ,Abelian group ,Mathematics - Abstract
It was observed recently in work of Bez, Buschenhenke, Cowling, Flock and the first author, that the euclidean Brascamp–Lieb inequality satisfies a natural and useful Fourier duality property. The purpose of this paper is to establish an appropriate discrete analogue of this. Our main result identifies the Brascamp–Lieb constants on (finitely-generated) discrete abelian groups with Brascamp–Lieb constants on their (Pontryagin) duals. As will become apparent, the natural setting for this duality principle is that of locally compact abelian groups, and this raises basic questions about Brascamp–Lieb constants formulated in this generality.
- Published
- 2021
45. Discrete spectrum of many body Schrödinger operators with non-constant magnetic fields II
- Author
-
Tetsuya Hattori
- Subjects
General Mathematics ,Mathematical analysis ,Continuous spectrum ,Many body ,Magnetic field ,Discrete spectrum ,symbols.namesake ,Quantum mechanics ,Bound state ,symbols ,Constant (mathematics) ,Schrödinger's cat ,Energy (signal processing) ,Mathematics - Abstract
This paper is continuation from [10], in which we studied the discrete spectrum of atomic Hamiltonians with non-constant magnetic fields and, more precisely, we showed that any atomic system has only finitely many bound states, corresponding to the discrete energy levels, in a suitable magnetic field. In this paper we show another phenomenon in non-constant magnetic fields that any atomic system has infinitely many bound states in a suitable magnetic field.
- Published
- 1997
46. Analysis of a two-queue model with Bernoulli schedules
- Author
-
Duan-Shin Lee
- Subjects
Statistics and Probability ,General Mathematics ,010102 general mathematics ,Mathematical analysis ,Fredholm integral equation ,01 natural sciences ,Riemann boundary value problem ,010104 statistics & probability ,symbols.namesake ,Bernoulli's principle ,Unit circle ,symbols ,Applied mathematics ,Boundary value problem ,Bernoulli scheme ,0101 mathematics ,Statistics, Probability and Uncertainty ,Bernoulli process ,Queue ,Mathematics - Abstract
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.
- Published
- 1997
47. Two characterisations of additive *-automorphisms of B(H)
- Author
-
Lajos Molnár
- Subjects
symbols.namesake ,Pure mathematics ,General Mathematics ,Bounded function ,Linear operators ,Hilbert space ,symbols ,Bijection ,Algebra over a field ,Automorphism ,Mathematics - Abstract
Let H be a complex Hilbert space and let B(H) denote the algebra of all bounded linear operators on H. In this paper we give two necessary and sufficient conditions for an additive bijection of B(H) to be a *-automorphism. Both of the results in the paper are related to the so-called preserver problems.
- Published
- 1996
48. Simple random walk statistics. Part I: Discrete time results
- Author
-
Wolfgang Panny and Walter Katzenbeisser
- Subjects
Statistics and Probability ,Stochastic process ,General Mathematics ,Order statistic ,010102 general mathematics ,Process (computing) ,Markov process ,Simple random sample ,Random walk ,01 natural sciences ,symbols.namesake ,010104 statistics & probability ,Discrete time and continuous time ,Statistics ,symbols ,Point (geometry) ,0101 mathematics ,Statistics, Probability and Uncertainty ,Mathematics - Abstract
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.
- Published
- 1996
49. Peaks and Eulerian numbers in a random sequence
- Author
-
Di Warren and E. Seneta
- Subjects
Statistics and Probability ,Stochastic process ,General Mathematics ,010102 general mathematics ,Eulerian path ,Random permutation ,01 natural sciences ,Combinatorics ,symbols.namesake ,Permutation ,010104 statistics & probability ,Distribution (mathematics) ,Rate of convergence ,symbols ,0101 mathematics ,Statistics, Probability and Uncertainty ,Cumulant ,Mathematics ,Central limit theorem - Abstract
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.
- Published
- 1996
50. Operator equalities and Characterizations of Orthogonality in Pre-Hilbert C*-Modules
- Author
-
Mohammad Sal Moslehian, Rasoul Eskandari, and Dan Popovici
- Subjects
Pure mathematics ,Parallelogram law ,Triangle inequality ,General Mathematics ,Mathematics::History and Overview ,010102 general mathematics ,Mathematics - Operator Algebras ,Hilbert space ,010103 numerical & computational mathematics ,46L08, 46L05, 47A62 ,01 natural sciences ,Functional Analysis (math.FA) ,Mathematics - Functional Analysis ,symbols.namesake ,Identity (mathematics) ,Operator (computer programming) ,Orthogonality ,Product (mathematics) ,FOS: Mathematics ,symbols ,0101 mathematics ,Operator Algebras (math.OA) ,Hilbert C*-module ,Mathematics - Abstract
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.
- Published
- 2021
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