Articles
![]() |
04/28/2017--
12/29/2016
An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion
Let $B_H=\{B_H(t):t\in\mathbb R\}$ be a fractional Brownian motion with Hurst
parameter $H\in(0,1)$. For the stationary storage process
$Q_{B_H}(t)=\sup_{-\infty<s\le t}(B_H(t)-B_H(s)-(t-s))$, $t\ge0$, we provide a
tractable criterion for assessing whether, for any positive, non-decreasing
function $f$, $\mathbb P(Q_{B_H}(t) > f(t)\, \text{ i.o.})$ equals 0 or 1.
Using this criterion we find that, for a family of functions $f_p(t)$, such
that $z_p(t)=\mathbb P(\sup_{s\in[0,f_p(t)]}Q_{B_H}(s)>f_p(t))/f_p(t)=\mathscr
C(t\log^{1-p} t)^{-1}$, for some $\mathscr C>0$, $\mathbb P(Q_{B_H}(t) >
f_p(t)\, \text{ i.o.})= 1_{\{p\ge 0\}}$. Consequently, with $\xi_p (t) =
\sup\{s:0\le s\le t, Q_{B_H}(s)\ge f_p(s)\}$, for $p\ge 0$,
$\lim_{t\to\infty}\xi_p(t)=\infty$ and $\limsup_{t\to\infty}(\xi_p(t)-t)=0$
a.s. Complementary, we prove an Erd\"os--R\'ev\'esz type law of the iterated
logarithm lower bound on $\xi_p(t)$, i.e.,
$\liminf_{t\to\infty}(\xi_p(t)-t)/h_p(t) = -1$ a.s., $p>1$;
$\liminf_{t\to\infty}\log(\xi_p(t)/t)/(h_p(t)/t) = -1$ a.s., $p\in(0,1]$, where
$h_p(t)=(1/z_p(t))p\log\log t$.
K. Dębicki
K. M. Kosiński
04/30/2022--
01/29/2022
Supercentenarian paradox
Consider the following statement:
$B(t, \Delta t)$: a $t$ years old person NN will survive another $\Delta t$
years, where $t, \Delta t\in \mathbb{R}$ are nonnegative real numbers. We know
only that NN is $t$ years old and nothing about the health conditions, gender,
race, nationality, etc. We bet that $B(t, \Delta t)$ holds. It seems that our
odds are very good, for any $t$ provided $\Delta t$ is small enough, say, $1 /
365$ (that is, one day). However, this is not that obvious and depends on the
life-time probabilistic distribution. Let $F(t)$ denote the probability to live
at most $t$ years and set $\Phi(t) = 1 - F(t)$.
Clearly, $\Phi(t) \rightarrow 0$ as $t \rightarrow \infty$. It is not
difficult to verify that $Pr(B(t, \Delta t)) \rightarrow 0$ as $t \rightarrow
\infty$, for any fixed $\Delta t$, whenever the convergence of $\Phi$ is fast
enough (say, super-exponential). Statistics provide arguments (based on an
extrapolation yet) that this is the case. Hence, for an arbitrarily small
positive $\Delta t $ and $\epsilon$ there exists a sufficiently large $t$ such
that $Pr(B(t, \Delta t)) < \epsilon$, which means that we should not bet... in
theory. However, in practice we can bet safely, because for the inequality
$Pr(B(t, \Delta t)) < 1/2$ a very large $t$ is required. For example, $\Delta t
= 1/365$ may require $t > 125$ years for some typical distributions $F$
considered in the literature. Yet, on Earth there is no person of such age.
Thus, our odds are good, either because the chosen testee NN is not old enough,
or for technical (or, more precisely, statistical) reasons -- absence of a
testee. This situation is similar to the famous St.Petersburg Paradox.
Vladimir Gurvich
Mariya Naumova
07/23/2021--
12/08/2018
Permanence and Extinction for the Stochastic SIR Epidemic Model
The aim of this paper is to study the stochastic SIR equation with general
incidence functional responses and in which both natural death rates and the
incidence rate are perturbed by white noises. We derive a sufficient and almost
necessary condition for the extinction and permanence for an epidemic system
with multi noises \begin{equation*} \begin{cases}
dS(t)=\big[a_1-b_1S(t)-I(t)f(S(t),I(t))\big]dt + \sigma_1 S(t) dB_1(t)
-I(t)g(S(t),I(t))dB_3(t),\\ dI(t)=\big[-b_2I(t) + I(t)f(S(t),I(t))\big]dt +
\sigma_2I(t) dB_2(t) + I(t)g(S(t),I(t))dB_3(t). \end{cases} \end{equation*}
Moreover, the rate of all convergences of the solution are also established. A
number of numerical examples are given to illustrate our results
N. H. Du
N. N. Nhu
02/20/2015--
01/06/2015
Holographic dark energy reconstruction of $f(T,\mathcal{T})$ gravity
The present paper reports a holographic reconstruction scheme for
$f(T,\mathcal T)$ gravity proposed in Harko et al. $\emph{JCAP}\; 12(2014)021$
where $T$ is the torsion scalar and $\mathcal{T}$ is the trace of the
energy-momentum tensor considering future event horizon as the enveloping
horizon of the universe. We have considered $f(T, \mathcal T)=T + \gamma
g(\mathcal T)$ and $f(T,\mathcal T) =\beta \mathcal T + g(T)$ for
reconstruction. We observe that the derived $f(T,\mathcal T)$ models can
represent phantom or quintessence regimes of the universe which are compatible
with the current observational data.
Ines G. Salako
Abdul Jawad
Surajit Chattopadhyay
08/30/2007--
08/30/2007
Polynomial identities and noncommutative versal torsors
To any cleft Hopf Galois object, i.e., any algebra H[t] obtained from a Hopf
algebra H by twisting its multiplication with a two-cocycle t, we attach two
"universal algebras" A(H,t) and U(H,t). The algebra A(H,t) is obtained by
twisting the multiplication of H with the most general two-cocycle u formally
cohomologous to t. The cocycle u takes values in the field of rational
functions on H. By construction, A(H,t) is a cleft H-Galois extension of a
"big" commutative algebra B(H,t). Any "form" of H[t] can be obtained from
A(H,t) by a specialization of B(H,t) and vice versa. If the algebra H[t] is
simple, then A(H,t) is an Azumaya algebra with center B(H,t). The algebra
U(H,t) is constructed using a general theory of polynomial identities that we
set up for arbitrary comodule algebras; it is the universal comodule algebra in
which all comodule algebra identities of H[t] are satisfied. We construct an
embedding of U(H,t) into A(H,t); this embedding maps the center Z(H,t) of
U(H,t) into B(H,t) when the algebra H[t] is simple. In this case, under an
additional assumption, A(H,t) is isomorphic to B(H,t) \otimes_{Z(H,t)} U(H,t),
thus turning A(H,t) into a central localization of U(H,t). We work out these
constructions in full detail for the four-dimensional Sweedler algebra.
Eli Aljadeff
Christian Kassel
06/30/2011--
06/30/2011
Isomorphisms between Morita context rings
Let $(R, S,_R\negthinspace M_S,_S\negthinspace N_R, f, g)$ be a general
Morita context, and let $T=[{cc} R &_RM_S_SN_R & S]$ be the ring associated
with this context. Similarly, let $T'=[{cc} R' & M' N' & S']$ be another Morita
context ring. We study the set ${Iso}(T,T')$ of ring isomorphisms from $T$ to
$T'$. Our interest in this problem is motivated by: (i) the problem to
determine the automorphism group of the ring $T$, and (ii) the recovery of the
non-diagonal tiles problem for this type of generalized matrix rings.
We introduce two classes of isomorphisms from $T$ to $T'$, the disjoint union
of which is denoted by ${Iso}_0(T,T')$. We describe ${Iso}_0(T,T')$ by using
the $\Z$-graded ring structure of $T$ and $T'$. Our main result characterizes
${Iso}_0(T,T')$ as the set consisting of all semigraded isomorphisms and all
anti-semigraded isomorphisms from $T$ to $T'$, provided that the rings $R'$ and
$S'$ are indecomposable and at least one of $M'$ and $N'$ is nonzero; in
particular ${Iso}_0(T,T')$ contains all graded isomorphisms and all anti-graded
isomorphisms from $T$ to $T'$. We also present a situation where
${Iso}_0(T,T')={Iso}(T,T')$. This is in the case where $R,S,R'$ and $S'$ are
rings having only trivial idempotents and all the Morita maps are zero. In
particular, this shows that the group of automorphisms of $T$ is completely
determined.
C. Boboc
S. Dascalescu
L. van Wyk
09/15/2025--
09/15/2025
On the Smallest Size of Internal Collage Systems
A Straight-Line Program (SLP) for a stirng $T$ is a context-free grammar in
Chomsky normal form that derives $T$ only, which can be seen as a compressed
form of $T$. Kida et al.\ introduced collage systems [Theor. Comput. Sci.,
2003] to generalize SLPs by adding repetition rules and truncation rules. The
smallest size $c(T)$ of collage systems for $T$ has gained attention to see how
these generalized rules improve the compression ability of SLPs. Navarro et al.
[IEEE Trans. Inf. Theory, 2021] showed that $c(T) \in O(z(T))$ and there is a
string family with $c(T) \in \Omega(b(T) \log |T|)$, where $z(T)$ is the number
of Lempel-Ziv parsing of $T$ and $b(T)$ is the smallest size of bidirectional
schemes for $T$. They also introduced a subclass of collage systems, called
internal collage systems, and proved that its smallest size $\hat{c}(T)$ for
$T$ is at least $b(T)$. While $c(T) \le \hat{c}(T)$ is obvious, it is unknown
how large $\hat{c}(T)$ is compared to $c(T)$. In this paper, we prove that
$\hat{c}(T) = \Theta(c(T))$ by showing that any collage system of size $m$ can
be transformed into an internal collage system of size $O(m)$ in $O(m^2)$ time.
Thanks to this result, we can focus on internal collage systems to study the
asymptotic behavior of $c(T)$, which helps to suppress excess use of truncation
rules. As a direct application, we get $b(T) = O(c(T))$, which answers an open
question posed in [Navarro et al., IEEE Trans. Inf. Theory, 2021]. We also give
a MAX-SAT formulation to compute $\hat{c}(T)$ for a given $T$.
Soichiro Migita
Kyotaro Uehata
Tomohiro I
08/31/2012--
08/31/2012
Large-time behavior of solutions to evolution problems
Large time behavior of solutions to abstract differential equations is
studied. The corresponding evolution problem is: $$\dot{u}=A(t)u+F(t,u)+b(t),
\quad t\ge 0; \quad u(0)=u_0. \qquad (*)$$ Here $\dot{u}:=\frac {du}{dt}$,
$u=u(t)\in H$, $H$ is a Hilbert space, $t\in \R_+:=[0,\infty)$, $A(t)$ is a
linear dissipative operator: Re$(A(t)u,u)\le -\gamma(t)(u,u)$, %$\gamma(t)\ge
0$, $F(t,u)$ is a nonlinear operator, $|F(t,u)|\le c_0|u|^p$, $p>1$, $c_0,p$
are positive constants, $|b(t)|\le \beta(t),$ $\beta(t)\ge 0$ is a continuous
function.
Sufficient conditions are given for the solution $u(t)$ to problem (*) to
exist for all $t\ge0$, to be bounded uniformly on $\R_+$, and a bound on
$|u(t)|$ is given. This bound implies the relation $\lim_{t\to \infty}|u(t)|=0$
under suitable conditions on $\gamma(t)$ and $\beta(t)$.
A. G. Ramm
02/13/2020--
02/13/2020
Existence and smoothness of the solution to the Navier-Stokes
A fundamental problem in analysis is to decide whether a smooth solution
exists for the Navier-Stokes equations in three dimensions. In this paper we
shall study this problem. The Navier-Stokes equations are given by:
$u_{it}(x,t)-\rho\triangle u_i(x,t)-u_j(x,t)
u_{ix_j}(x,t)+p_{x_i}(x,t)=f_i(x,t)$ , $div\textbf{u}(x,t)=0$ with initial
conditions $\textbf{u}|_{(t=0)\bigcup\partial\Omega}=0$. We introduce the
unknown vector-function: $\big(w_i(x,t)\big)_{i=1,2,3}:
u_{it}(x,t)-\rho\triangle u_i(x,t)-\frac{dp(x,t)}{dx_i}=w_i(x,t)$ with initial
conditions: $u_i(x,0)=0,$ $u_i(x,t)\mid_{\partial\Omega}=0$. The solution
$u_i(x,t)$ of this problem is given by: $u_i(x,t) = \int_0^t \int_\Omega
G(x,t;\xi,\tau)~\Big(w_i(\xi,\tau) + \frac{dp(\xi,\tau)}{d\xi_i}\Big)d\xi
d\tau$ where $G(x,t;\xi,\tau)$ is the Green function. We consider the following
N-Stokes-2 problem: find a solution $\textbf{w}(x,t)\in \textbf{L}_2(Q_t),
p(x,t): p_{x_i}(x,t)\in L_2(Q_t)$ of the system of equations:
$w_i(x,t)-G\Big(w_j(x,t)+\frac{dp(x,t)}{dx_j}\Big)\cdot
G_{x_j}\Big(w_i(x,t)+\frac{dp(x,t)}{dx_i}\Big)=f_i(x,t)$ satisfying almost
everywhere on $Q_t.$ Where the v-function $\textbf{p}_{x_i}(x,t)$ is defined by
the v-function $\textbf{w}_i(x,t)$. Using the following estimates for the Green
function: $|G(x,t;\xi ,\tau)| \leq\frac{c}{(t-\tau)^{\mu}\cdot
|x-\xi|^{3-2\mu}};
|G_{x}(x,t;\xi,\tau)|\leq\frac{c}{(t-\tau)^{\mu}\cdot|x-\xi|^{3-(2\mu-1)}}(1/2<\mu<1),$
from this system of equations we obtain:
$w(t)<f(t)+b\Big(\int_0^{t}\frac{w(\tau)}{(t-\tau)^{\mu}} d\tau\Big)^2$;
$w(t)=\|\textbf{w}(x,t)\|_{L_2(\Omega)},
f(t)=\|\textbf{f}(x,t)\|_{L_2(\Omega)}.$ Further, using the replacement of the
unknown function by \textbf{Riccati}, from this inequality we obtain the a
priori estimate. By the Leray-Schauder's method and this a priori estimate the
existence and uniqueness of the solution is proved.
Argyngazy Bazarbekov
01/06/2005--
01/06/2005
The divergence of fluctuations for the shape on first passage percolation
Consider the first passage percolation model on ${\bf Z}^d$ for $d\geq 2$. In
this model we assign independently to each edge the value zero with probability
$p$ and the value one with probability $1-p$. We denote by $T({\bf 0}, v)$ the
passage time from the origin to $v$ for $v\in {\bf R}^d$ and $$B(t)=\{v\in {\bf
R}^d: T({\bf 0}, v)\leq t\}{and} G(t)=\{v\in {\bf R}^d: ET({\bf 0}, v)\leq
t\}.$$ It is well known that if $p < p_c$, there exists a compact shape
$B_d\subset {\bf R}^d$ such that for all $\epsilon >0$ $$t B_d(1-\epsilon)
\subset {B(t)} \subset tB_d(1+\epsilon){and} G(t)(1-{\epsilon}) \subset {B(t)}
\subset G(t)(1+{\epsilon}) {eventually w.p.1.}$$ We denote the fluctuations of
$B(t)$ from $tB_d$ and $G(t)$ by &&F(B(t), tB_d)=\inf \{l:tB_d(1-{l\over
t})\subset B(t)\subset tB_d(1+{l\over t})\} && F(B(t),
G(t))=\inf\{l:G(t)(1-{l\over t})\subset B(t)\subset G(t)(1+{l\over t})\}.
The means of the fluctuations $E[F(B(t), tB_d]$ and $E[F(B(t), G(t))]$ have
been conjectured ranging from divergence to non-divergence for large $d\geq 2$
by physicists. In this paper, we show that for all $d\geq 2$ with a high
probability, the fluctuations $F(B(t), G(t))$ and $F(B(t), tB_d)$ diverge with
a rate of at least $C \log t$ for some constant $C$.
The proof of this argument depends on the linearity between the number of
pivotal edges of all minimizing paths and the paths themselves. This linearity
is also independently interesting.
Yu Zhang
|
|