Let $(X_i,i=1,2,...)$ be the normalized gaussian system such that $X_i\in N(0,1)$, i = 1,2,... and let the correlation matrix ${\rho }_{ij}=E\left(X_i{X}_j\right)$ satisfy the following hypothesis: $C=su{p}_{i\ge 1}{\sum }_{j=1}^{\infty }\left|{\rho }_{i,j}\right|<\infty$. We present Gebelein’s inequality and some of its consequences: Borel-Cantelli type lemma, iterated log law, Levy’s norm for the gaussian sequence etc. The main result is that (f(X₁) + ⋯ + f(Xₙ))/n → 0 a.s. for f ∈ L¹(ν) with (f,1)ν = 0.

Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for $M=S^m$, the m-dimensional sphere. Let $Y\left(B\right);B\in ℬ\left(S^m\right)$ be the Gaussian random measure on $S^m$, that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on $S^m$, 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for $B_i$, i = 1,2,..., $B_i\cap B_j=\varnothing$,...

Let $\left\{X_{ij}\right\}$, $i,j=\cdots$, be a double array of independent and identically distributed (i.i.d.) real random variables with $E{X}_{11}=\mu$, $E|X_{11}{-\mu |}^2=1$ and $E|X_{11}{|}^{4}lt;\infty$. Consider sample covariance matrices (with/without empirical centering) $𝒮=\frac{1}{n}{\sum }_{j=1}^n({𝐬}_j-\overline{𝐬}){({𝐬}_j-\overline{𝐬})}^T$ and $𝐒=\frac{1}{n}{\sum }_{j=1}^n{𝐬}_j{𝐬}_j^T$, where $\overline{𝐬}=\frac{1}{n}{\sum }_{j=1}^n{𝐬}_j$ and ${𝐬}_j={𝐓}_n^{1/2}{(X_{1j},...,X_{pj})}^T$ with ${\left({𝐓}_n^{1/2}\right)}^2={𝐓}_n$, non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of $𝒮$ and $𝐒$ are different as $n\to \infty$ with $p/n$ approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the...

Let $(X_i,i=1,2,...)$ be a Gaussian sequence with $X_i\in N(0,1)$ for each i and suppose its correlation matrix $R={\left({\rho }_{ij}\right)}_{i,j\ge 1}$ is the matrix of some linear operator R:l₂→ l₂. Then for $f_i\in L²\left(\mu \right)$, i=1,2,..., where μ is the standard normal distribution, we estimate the variation of the sum of the Gaussian functionals $f_i\left(X_i\right)$, i=1,2,... .

Consider a $N\times n$ non-centered matrix ${𝛴}_n$ with a separable variance profile: $${𝛴}_n=\frac{D_n^{1/2}{X}_n{\tilde{D}}_n^{1/2}}{\sqrt{n}}+A_n.$$ Matrices $D_n$ and ${\tilde{D}}_n$ are non-negative deterministic diagonal, while matrix $A_n$ is deterministic, and $X_n$ is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by $Q_n\left(z\right)$ the resolvent associated to ${𝛴}_n{𝛴}_n^{*}$, i.e. $$Q_n\left(z\right)={\left({𝛴}_n{𝛴}_n^{*}-z{I}_N\right)}^{-1}.$$ Given two sequences of deterministic vectors $\left(u_n\right)$ and $\left(v_n\right)$ with bounded Euclidean norms, we study the limiting behavior of the random bilinear form:...

The purpose of this paper is to investigate efficient representations of the residue classes modulo $q$, by performing sum and product set operations starting from a given subset $A$ of ${\mathbb{Z}}_q$. We consider the case of very small sets $A$ and composite $q$ for which not much seemed known (nontrivial results were recently obtained when $q$ is prime or when log $\left|A\right|\sim logq$). Roughly speaking we show that all residue classes are obtained from a $k$-fold sum of an $r$-fold product set of $A$, where $r\ll logq$ and $logk\ll logq$, provided the...

In this paper we prove the following results. First, we show the existence of Wiener-Wintner dynamical system with continuous singular spectrum in the orthocomplement of their respective Kronecker factors. The second result states that if $f\in L^p$, $p$ large enough, is a Wiener-Wintner function then, for all $\gamma \in (1+\frac{1}{2p}-\frac{\beta }{2},1]$, there exists a set $X_f$ of full measure for which the series ${\sum }_{n=1}^{\infty }\frac{f\left(T^{n}x\right)e^{2\pi inϵ}}{n^{\gamma }}$ converges uniformly with respect to $ϵ$.

If the space $𝒬$ of quadratic forms in ${ℝ}^n$ is splitted in a direct sum ${𝒬}_1\oplus ...\oplus {𝒬}_k$ and if $X$ and $Y$ are independent random variables of ${ℝ}^n$, assume that there exist a real number $a$ such that $E\left(X\right|X+Y)=a(X+Y)$ and real distinct numbers $b_1,...,b_k$ such that $E\left(q\left(X\right)\right|X+Y)=b_{i}q(X+Y)$ for any $q$ in ${𝒬}_i.$ We prove that this happens only when $k=2$, when ${ℝ}^n$ can be structured in a Euclidean Jordan algebra and when $X$ and $Y$ have Wishart distributions corresponding to this structure.

Let $f:I\to I$ be a $C^2$ multimodal interval map satisfying polynomial growth of the derivatives along critical orbits. We prove the existence and uniqueness of equilibrium states for the potential ${\phi }_t:x\mapsto -tlog\left|Df\left(x\right)\right|$ for $t$ close to $1$, and also that the pressure function $t\mapsto P\left({\phi }_t\right)$ is analytic on an appropriate interval near $t=1$.

Let ${𝒯}_n$ denote the set of log canonical thresholds of pairs $(X,Y)$, with $X$ a nonsingular variety of dimension $n$, and $Y$ a nonempty closed subscheme of $X$. Using non-standard methods, we show that every limit of a decreasing sequence in ${𝒯}_n$ lies in ${𝒯}_{n-1}$, proving in this setting a conjecture of Kollár. We also show that ${𝒯}_n$ is closed in $𝐑$; in particular, every limit of log canonical thresholds on smooth varieties of fixed dimension is a rational number. As a consequence of this property, we see that in...

For any positive integer k and any set A of nonnegative integers, let $r_{1,k}(A,n)$ denote the number of solutions (a₁,a₂) of the equation n = a₁ + ka₂ with a₁,a₂ ∈ A. Let k,l ≥ 2 be two distinct integers. We prove that there exists a set A ⊆ ℕ such that both $r_{1,k}(A,n)=r_{1,k}(\mathbb{N}\setminus A,n)$ and $r_{1,l}(A,n)=r_{1,l}(\mathbb{N}\setminus A,n)$ hold for all n ≥ n₀ if and only if log k/log l = a/b for some odd positive integers a,b, disproving a conjecture of Yang. We also show that for any set A ⊆ ℕ satisfying $r_{1,k}(A,n)=r_{1,k}(\mathbb{N}\setminus A,n)$ for all n ≥ n₀, we have $r_{1,k}(A,n)\to \infty$ as n → ∞.

For a smooth curve $\Gamma$ and a set $\Lambda$ in the plane ${ℝ}^2$, let $AC(\Gamma ;\Lambda )$ be the space of finite Borel measures in the plane supported on $\Gamma$, absolutely continuous with respect to the arc length and whose Fourier transform vanishes on $\Lambda$. Following [12], we say that $(\Gamma ,\Lambda )$ is a Heisenberg uniqueness pair if $AC(\Gamma ;\Lambda )=\left\{0\right\}$. In the context of a hyperbola $\Gamma$, the study of Heisenberg uniqueness pairs is the same as looking for uniqueness sets $\Lambda$ of a collection of solutions to the Klein-Gordon equation. In this work, we mainly...

For the real quadratic map $P_a\left(x\right)=x^2+a$ and a given $ϵ\&gt;0$ a point $x$ has good expansion properties if any interval containing $x$ also contains a neighborhood $J$ of $x$ with $P_a^n{|}_J$ univalent, with bounded distortion and $B(0,ϵ)\subseteq P_a^n\left(J\right)$ for some $n\in \mathbb{N}$. The $ϵ$-weakly expanding set is the set of points which do not have good expansion properties. Let $\alpha$ denote the negative fixed point and $M$ the first return time of the critical orbit to $[\alpha ,-\alpha ]$. We show there is a set $ℛ$ of parameters with positive Lebesgue measure for which the Hausdorff...

We considerably improve upon the recent result of [37] on the mixing time of Glauber dynamics for the 2D Ising model in a box of side $L$ at low temperature and with random boundary conditions whose distribution $P$ stochastically dominates the extremal plus phase. An important special case is when $P$ is concentrated on the homogeneous all-plus configuration, where the mixing time $T_{MIX}$ is conjectured to be polynomial in $L$. In [37] it was shown that for a large enough inverse-temperature $\beta$ and...

Let $\Omega \subset {ℂ}^n$ be a bounded, simply connected $ℂ$-convex domain. Let $\alpha \in {\mathbb{Z}}_{+}^n$ and let $f$ be a function on $\Omega$ which is separately $C^{2{\alpha }_j-1}$-smooth with respect to $z_j$ (by which we mean jointly $C^{2{\alpha }_j-1}$-smooth with respect to $\mathrm{Re}{z}_j$, $\mathrm{Im}{z}_j$). If $f$ is $\alpha$-analytic on $\Omega \setminus f^{-1}\left(0\right)$, then $f$ is $\alpha$-analytic on $\Omega$. The result is well-known for the case ${\alpha }_i=1$, $1\le i\le n$, even when $f$ a priori is only known to be continuous.

For each n ≥ 1, let $v_{n,k},k\ge 1$ and $u_{n,k},k\ge 1$ be mutually independent sequences of nonnegative random variables and let each of them consist of mutually independent and identically distributed random variables with means v̅ₙ and u̅̅ₙ, respectively. Let $X{ₙ}^B\left(t\right)=(1/cₙ){\sum }_{j=1}^{\left[nt\right]}(v_{n,j}-v̅ₙ)$, $X{ₙ}^A\left(t\right)=(1/cₙ){\sum }_{j=1}^{\left[nt\right]}(u_{n,j}-u̅̅ₙ)$, t ≥ 0, and $Xₙ=X{ₙ}^B-X{ₙ}^A$. The main result gives conditions under which the weak convergence $Xₙ\stackrel{}{\to }X$, where X is a Lévy process, implies $X{ₙ}^B\stackrel{}{\to }{X}^B$ and $X{ₙ}^A\stackrel{}{\to }{X}^A$, where $X^B$ and $X^A$ are mutually independent Lévy processes and $X=X^B-X^A$.

In this paper, we study the size of the giant component $C_G$ in the random geometric graph $G=G(n,r_n,f)$ of $n$ nodes independently distributed each according to a certain density $f(·)$ in ${[0,1]}^2$ satisfying ${inf}_{x\in {[0,1]}^2}f\left(x\right)gt;$ $0$. If $\frac{c_1}{n}\le r_n^2\le c_2\frac{logn}{n}$ for some positive constants $c_1$, $c_2$ and $n{r}_n^2⟶\infty$ as $n\to \infty$, we show that the giant component of $G$ contains at least $n-\mathrm{o}\left(n\right)$ nodes with probability at least $1-{\mathrm{e}}^{-\beta n{r}_n^2}$ for all $n$ and for some positive constant $\beta$. We also obtain estimates on the diameter and number of the non-giant components of $G$.

Dati due elementi $f$ e $g$ in un'algebra uniforme $A$, sia $G=f(M_A/f({\partial }_A)$. Nella presente Nota si danno, fra l’altro, due nuove dimostrazioni elementari del fatto che la funzione $\lambda \to \log \max g(f^{-1}(\lambda ))$ è subarmonica su $G$ e che l’applicazione $\lambda \to g(f^{-1}(\lambda ))$ è analitica nel senso di Oka.

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $\left(K\right(t),i(t),Y(t\left)\right)$ on $({𝕋}^2\times \{1,2\}\times {ℝ}^2)$, where ${𝕋}^2$ is the two-dimensional torus. Here $\left(K\right(t),i(t\left)\right)$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y\left(t\right)$ is an additive functional of $K$, defined as ${\int }_0^{t}v\left(K\left(s\right)\right)\mathrm{d}s$, where $\left|v\right|\sim 1$ for small $k$. We prove that the rescaled process ${(NlnN)}^{-1/2}Y\left(Nt\right)$ converges in distribution to a two-dimensional Brownian motion. As a consequence,...