Integro-local and integral theorems for sums of random variables with semiexponential distributions

We obtain some integro-local and integral limit theorems for the sums S(n) = ξ(1) + ? + ξ(n) of independent random variables with general semiexponential distribution (i.e., a distribution whose right tail has the form $P(\xi \ge t) = e^{ - t^\beta L(t)} $ , where β ∈ (0, 1) and L(t) is a slowly varying function with some smoothness properties). These theorems describe the asymptotic behavior as x → ∞ of the probabilities P(S(n) ∈ [x, x + Δ)) and P(S(n) ≥ x) in the zone of normal deviations and all zones of large deviations of x: in the Cramér and intermediate zones, and also in the “extreme” zone where the distribution of S(n) is approximated by that of the maximal summand.     

Asymptotic Analysis for Random Walks with Nonidentically Distributed Jumps Having Finite Variance

Let ξ₁,ξ₂,... be independent random variables with distributions F₁F₂,... in a triangular array scheme (F _i may depend on some parameter). Assume that Eξ _i = 0, Eξ _i ² < ∞, and put \(S_n = \sum {_{i = 1}^n \;} \xi _i ,\;\overline S _n = \max _{k \leqslant n} S_k\). Assuming further that some regularly varying functions majorize or minorize the “averaged” distribution \(F = \frac{1}{n}\sum {_{i = 1}^n F_i }\), we find upper and lower bounds for the probabilities P(S _n > x) and \(P(\bar S_n > x)\). We also study the asymptotics of these probabilities and of the probabilities that a trajectory {S _k } crosses the remote boundary {g(k)}; that is, the asymptotics of P(max_k≤n(S _k ? g(k)) > 0). The case n = ∞ is not excluded. We also estimate the distribution of the first crossing time.     

Superlarge deviations for sums of random variables with arithmetical super-exponential distributions

Local limit theorems are obtained for superlarge deviations of sums S(n) = ξ(1) + ... + ξ(n) of independent identically distributed random variables having an arithmetical distribution with the right-hand tail decreasing faster that that of a Gaussian law. The distribution of ξ has the form ?(ξ = k) = \(e^{ - k^\beta L(k)} \), where β > 2, k ∈ ? (? is the set of all integers), and L(t) is a slowly varying function as t → ∞ which satisfies some regularity conditions. These theorems describing an asymptotic behavior of the probabilities ?(S(n) = k) as k/n → ∞, complement the results on superlarge deviations in [4, 5].     

The Critical Case of the Cramer-Lundberg Theorem on the Asymptotic Tail Behavior of the Maximum of a Negative Drift Random Walk

We study the asymptotic tail behavior of the maximum M = max{0,S _n ,n ≥ = 1} of partial sums S _n = ξ₁ + ? + ξ _n of independent identically distributed random variables ξ₁,ξ₂,... with negative mean. We consider the so-called Cramer case when there exists a β > 0 such that E e ^βξ1 = 1. The celebrated Cramer-Lundberg approximation states the exponential decay of the large deviation probabilities of M provided that Eξ₁ e ^βξ1 is finite. In the present article we basically study the critical case Eξ₁ e ^βξ1 = ∞.     

Calculation of Geometric Probabilities Using Covariogram of Convex Bodies

In the paper, a formula to calculate the probability that a random segment L(ω, u) in R ⁿ with a fixed direction u and length l lies entirely in the bounded convex body D ? R ⁿ (n ≥ 2) is obtained in terms of covariogram of the body D. For any dimension n ≥ 2, a relationship between the probability P(L(ω, u) ? D) and the orientation-dependent chord length distribution is also obtained. Using this formula, we obtain the explicit form of the probability P(L(ω, u) ? D) in the cases where D is an n-dimensional ball (n ≥ 2), or a regular triangle on the plane.     

Limit theorems for supremum of Gaussian processes over a random interval

Let {X(t), t ≥ 0} be a centered stationary Gaussian process with correlation r(t)such that 1-r(t) is asymptotic to a regularly varying function. With T being a nonnegative random variable and independent of X(t), the exact asymptotics of P(sup_(t∈[0,T])X(t) x) is considered, as x →∞.     

Extremes of Gaussian processes with smooth random expectation and smooth random variance

Let ξ(t), t ∈ [0, T],T > 0, be a Gaussian stationary process with expectation 0 and variance 1, and let η(t) and μ(t) be other sufficiently smooth random processes independent of ξ(t). In this paper, we obtain an asymptotic exact result for P(sup _t∈[0,T](η(t)ξ(t) + μ(t)) > u) as u→∞.     

Sum-free sets in abelian groups

An IP system is a functionn taking finite subsets ofN to a commutative, additive group Ω satisfyingn(α∪β)=n(α)+n(β) whenever α∩β=ø. In an extension of their Szemerédi theorem for finitely many commuting measure preserving transformations, Furstenberg and Katznelson showed that ifS _i ,1≤i≤k, are IP systems into a commutative (possibly infinitely generated) group Ω of measure preserving transformations of a probability space (X, B, μ, andA∈B with μ(A)>0, then for some ø≠α one has μ(? _i=1 ^k S _i({α})A>0). We extend this to so-called FVIP systems, which are polynomial analogs of IP systems, thereby generalizing as well joint work by the author and V. Bergelson concerning special FVIP systems of the formS(α)=T(p(n(α))), wherep:Z ^t →Z ^d is a polynomial vanishing at zero,T is a measure preservingZ ^d action andn is an IP system intoZ ^t . The primary novelty here is potential infinite generation of the underlying group action, however there are new applications inZ ^d as well, for example multiple recurrence along a wide class ofgeneralized polynomials (very roughly, functions built out of regular polynomials by iterated use of the greatest integer function).     

Some matrix functional equations

We investigate the pair of matrix functional equations G(x)F(y) = G(xy) and G(x)G(y) = F(y/x), featuring the two independent scalar variables x and y and the two N×N matrices F(z) andG(z) (with N an arbitrary positive integer and the elements of these two matrices functions of the scalar variable z). We focus on the simplest class of solutions, i.e., on matrices all of whose elements are analytic functions of the independent variable. While in the scalar (N = 1) case this pair of functional equations only possess altogether trivial constant solutions, in the matrix (N > 1) case there are nontrivial solutions. These solutions satisfy the additional pair of functional equations F(x)G(y) = G(y/x) andF(x)F(y) = F(xy), and an endless hierarchy of other functional equations featuring more than two independent variables.     

On the existence of strips inside domains convex in one direction

A plane domain Ω is convex in the positive direction if for every ω ∈ Ω, the entire half-line {ω + t: t ≥ 0} is contained in Ω. Suppose that h maps the unit disk onto such a domain Ω with the normalization h(0) = 0 and lim_t→∞h^?1(h(z) + t) = 1. We show that if ∠lim_z→?1 Re h(z) = ?∞ and ∠lim_z→?1(1 + z)h′(z) = ν ∈ (0, +∞), then Ω contains a maximal horizontal strip of width πν. We also prove a converse statement. These results provide a solution to a problem posed by Elin and Shoikhet in connection with semigroups of holomorphic functions.     

Lower bounds for polynomials of many variables

A polynomial P(ξ) = P(ξ₁,..., ξ _n ) is said to be almost hypoelliptic if all its derivatives D ^ν P(ξ) can be estimated from above by P(ξ) (see [16]). By a theorem of Seidenberg-Tarski it follows that for each polynomial P(ξ) satisfying the condition P(ξ) > 0 for all ξ ∈ R ⁿ , there exist numbers σ > 0 and T ∈ R¹ such that P(ξ) ≥ σ(1 + |ξ|) ^T for all ξ ∈ R ⁿ . The greatest of numbers T satisfying this condition, denoted by ST(P), is called Seidenberg-Tarski number of polynomial P. It is known that if, in addition, P ∈ I _n , that is, |P(ξ)| → ∞ as |ξ| → ∞, then T = T(P) > 0. In this paper, for a class of almost hypoelliptic polynomials of n (≥ 2) variables we find a sufficient condition for ST(P) ≥ 1. Moreover, in the case n = 2, we prove that ST(P) ≥ 1 for any almost hypoelliptic polynomial P ∈ I₂.     

Partial Gaussian Bounds for Degenerate Differential Operators

Let S be the semigroup on \(L_2({{\bf R}}^d)\) generated by a degenerate elliptic operator, formally equal to \(- \sum \partial_k \, c_{kl} \, \partial_l\), where the coefficients c _kl are real bounded measurable and the matrix C(x)?=?(c _kl (x)) is symmetric and positive semi-definite for all x?∈?R ^d . Let Ω???R ^d be a bounded Lipschitz domain and μ?>?0. Suppose that C(x)?≥?μ I for all x?∈?Ω. We show that the operator P _Ω S _t P _Ω has a kernel satisfying Gaussian bounds and Gaussian Hölder bounds, where P _Ω is the projection of \(L_2({{\bf R}}^d)\) onto L ₂(Ω). Similar results are for the operators u ? χ S _t (χ u), where \(\chi \in C_{\rm b}^\infty({{\bf R}}^d)\) and C(x)?≥?μI for all \(x \in {\mathop{\rm supp}} \chi\).     

Norms on L of Periodic Interpolation Splines with Equidistant Nodes

We consider the set S _r,n of periodic (with period 1) splines of degree r with deficiency 1 whose nodes are at n equidistant points x_i=i / n. For n-tuples y = (y₀, ... , y_n-1), we take splines s _r,n (y, x) from S _r,n solving the interpolation problem

$$s_{r,n} (y,t_i ) = y_i,$$

where t _i = x _i if r is odd and t _i is the middle of the closed interval [x _i , x _i+1 ] if r is even. For the norms L _r,n ^* of the operator y → s _r,n (y, x) treated as an operator from l¹ to L¹ [0, 1] we establish the estimate

$$L_{r,n}^ * = \frac{4}{{\pi ^2 n}}log min(r,n) + O\left( {\frac{1}{n}} \right)$$

with an absolute constant in the remainder. We study the relationship between the norms L _r,n ^* and the norms of similar operators for nonperiodic splines.

     

A tracing of the fractional temperature field

This paper is devoted to a study of L~q-tracing of the fractional temperature field u(t, x)—the weak solution of the fractional heat equation(?_t +(-?_x)~α)u(t, x) = g(t, x) in L~p(R_+~(1+n)) subject to the initial temperature u(0, x) = f(x) in L~p(R~n).     

On Ramanujan sums over the Gaussian integers

This note deals with Ramanujan sums c _m (n) over the ring ?[i], in particular with asymptotics for sums of c _m (n) taken over both variables m, n.     

Homogenization of hyperbolic equations

We consider a self-adjoint matrix elliptic operator A _{ε, ε} > 0, on L ₂(R ^d ;C ⁿ ) given by the differential expression b(D)*g(x/ε)b(D). The matrix-valued function g(x) is bounded, positive definite, and periodic with respect to some lattice; b(D) is an (m × n)-matrix first order differential operator such that m ≥ n and the symbol b(ξ) has maximal rank. We study the operator cosine cos(τA _ε ^1/2 ), where τ ∈ R. It is shown that, as ε → 0, the operator cos(τA _ε ^1/2 ) converges to cos(τ(A ⁰)^1/2) in the norm of operators acting from the Sobolev space H ^s (R ^d ;C ⁿ ) (with a suitable s) to L ₂(R ^d ;C ⁿ ). Here A ₀ is the effective operator with constant coefficients. Sharp-order error estimates are obtained. The question about the sharpness of the result with respect to the type of the operator norm is studied. Similar results are obtained for more general operators. The results are applied to study the behavior of the solution of the Cauchy problem for the hyperbolic equation ? _τ ² u _ε (x, τ) = ?A _ε u _ε (x, τ).     

Analysis of algorithms for an online version of the convoy movement problem

In the convoy movement problem (CMP), a set of convoys must be routed from specified origins to destinations in a transportation network, represented by an undirected graph. Two convoys may not cross each other on the same edge while travelling in opposing directions, a restriction referred to as blocking. However, convoys are permitted to follow each other on the same edge, with a specified headway separating them, but no overtaking is permitted. Further, the convoys to be routed are distinguished based on their length. Particle convoys have zero length and are permitted to traverse an edge simultaneously, whereas convoys with non-zero length have to follow each other, observing a headway. The objective is to minimize the total time taken by convoys to travel from their origins to their destinations, given the travel constraints on the edges. We consider an online version of the CMP where convoy demands arise dynamically over time. For the special case of particle convoys, we present an algorithm that has a competitive ratio of 3 in the worst case and (5/2) on average. For the particle convoy problem, we also present an alternate, randomized algorithm that provides a competitive ratio of (√13?1). We then extend the results to the case of convoys with length, which leads to an algorithm with an O(T+CL) competitive ratio, where T={Max _e t(e)}/{Min _e t(e)}, C is the maximum congestion (the number of distinct convoy origin–destination pairs that use any edge e) and L={Max _c L(c)}/{Min _c L(c)}; here L(c)>0 represents the time-headway to be observed by any convoy that follows c and t(e) represents the travel time for a convoy c on edge e.     

Generalizations of some zero sum theorems

Given an abelian group G of order n, and a finite non-empty subset A of integers, the Davenport constant of G with weight A, denoted by D _A (G), is defined to be the least positive integer t such that, for every sequence (x ₁,..., x _t ) with x _i ?∈?G, there exists a non-empty subsequence \((x_{j_1},\ldots, x_{j_l})\) and a _i ?∈?A such that \(\sum_{i=1}^{l}a_ix_{j_i} = 0\). Similarly, for an abelian group G of order n, E _A (G) is defined to be the least positive integer t such that every sequence over G of length t contains a subsequence \((x_{j_1} ,\ldots, x_{j_n})\) such that \(\sum_{i=1}^{n}a_ix_{j_i} = 0\), for some a _i ?∈?A. When G is of order n, one considers A to be a non-empty subset of {1,..., n???1 }. If G is the cyclic group \({\Bbb Z}/n{\Bbb Z}\), we denote E _A (G) and D _A (G) by E _A (n) and D _A (n) respectively.In this note, we extend some results of Adhikari et al (Integers 8 (2008) Article A52) and determine bounds for \(D_{R_n}(n)\) and \(E_{R_n}(n)\), where \(R_n = \{x^2 : x \in (\mathbb{Z}/n\mathbb{ Z})^*\}\). We follow some lines of argument from Adhikari et al (Integers 8 (2008) Article A52) and use a recent result of Yuan and Zeng (European J. Combinatorics 31 (2010) 677–680), a theorem due to Chowla (Proc. Indian Acad. Sci. (Math. Sci.) 2 (1935) 242–243) and Kneser’s theorem (Math. Z. 58 (1953) 459–484; 66 (1956) 88–110; 61 (1955) 429–434).     

Planar Graded Lattices and the <Emphasis Type="Bold">c</Emphasis><Subscript>1</Subscript>-Median Property

Let L be a lattice of finite length, ξ = (x ₁,…, x _k )∈L ^k , and y ∈ L. The remoteness r(y, ξ) of y from ξ is d(y, x ₁)+?+d(y, x _k ), where d stands for the minimum path length distance in the covering graph of L. Assume, in addition, that L is a graded planar lattice. We prove that whenever r(y, ξ) ≤ r(z, ξ) for all z ∈ L, then y ≤ x ₁∨?∨x _k . In other words, L satisfies the so-called c ₁ -median property.     

Projections of Patterson-Sullivan measures and the dichotomy of Mohammadi-Oh

Let Γ be some discrete subgroup of SO°(n + 1, R) with finite Bowen-Margulis-Sullivan measure. We study the dynamics of the Bowen-Margulis-Sullivan measure with respect to closed connected subspaces of the N component in some Iwasawa decomposition SO°(n+1, R) = KAN. We also study the dimension of projected Patterson-Sullivan measures along some fixed direction.