Given a subbase $𝒮$ of a space $X$, the game $PO(𝒮,X)$ is defined for two players $P$ and $O$ who respectively pick, at the $n$-th move, a point $x_n\in X$ and a set $U_n\in 𝒮$ such that $x_n\in U_n$. The game stops after the moves $\{x_n,U_n:n\in ø\}$ have been made and the player $P$ wins if ${\bigcup }_{n\in ø}{U}_n=X$; otherwise $O$ is the winner. Since $PO(𝒮,X)$ is an evident modification of the well-known point-open game $PO\left(X\right)$, the primary line of research is to describe the relationship between $PO\left(X\right)$ and $PO(𝒮,X)$ for a given subbase $𝒮$. It turns out that, for any subbase $𝒮$, the player $P$ has a winning...

In this paper we are concerned with a class of time-varying discounted Markov decision models ${ℳ}_n$ with unbounded costs $c_n$ and state-action dependent discount factors. Specifically we study controlled systems whose state process evolves according to the equation $x_{n+1}=G_n(x_n,a_n,{\xi }_n),n=0,1,...$, with state-action dependent discount factors of the form ${\alpha }_n(x_n,a_n)$, where $a_n$ and ${\xi }_n$ are the control and the random disturbance at time $n$, respectively. Assuming that the sequences of functions $\left\{{\alpha }_n\right\}$,$\left\{c_n\right\}$ and $\left\{G_n\right\}$ converge, in certain sense, to ${\alpha }_{\infty }$,...

A notion of a wide-sense Markov process $X_t$ of order k ≥ 1, $X_t\sim WM\left(k\right)$, is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_t$ is the k-dimensional process $x_t=(X_{t-k+1},...,X_t)$. The covariance structure of $X_t\sim WM\left(k\right)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_t\sim WM\left(k\right)$ iff $x_t$ is a k-dimensional WM(1) process and iff the covariance function of $x_t$ has the triangular...

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space $𝙴$. For an open set $𝙶\subseteq 𝙴$, let ${\tau }_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$. Let $r:[0,\infty [\to [0,\infty [$ and $R\left(t\right)={\int }_0^{t}r\left(s\right)\mathrm{d}s$. We give necessary and sufficient conditions for ${𝔼}_{\mu }R\left({\tau }_{𝙶}\right)lt;\infty$ in terms of the behavior near the origin of the spectral measure of $-A^{𝙶}$. When $r\left(t\right)=t^l$, $l\ge 0$, by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l+1$ for ${\tau }_{𝙶}$...

Let $X$ be a Baire space, $Y$ be a compact Hausdorff space and $\varphi :X\to C_p\left(Y\right)$ be a quasi-continuous mapping. For a proximal subset $H$ of $Y\times Y$ we will use topological games ${𝒢}_1\left(H\right)$ and ${𝒢}_2\left(H\right)$ on $Y\times Y$ between two players to prove that if the first player has a winning strategy in these games, then $\varphi$ is norm continuous on a dense $G_{\delta }$ subset of $X$. It follows that if $Y$ is Valdivia compact, each quasi-continuous mapping from a Baire space $X$ to $C_p\left(Y\right)$ is norm continuous on a dense $G_{\delta }$ subset of $X$.

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...

We consider the Massera-Schäffer problem for the equation $$-y^{\text{'}}\left(x\right)+q\left(x\right)y\left(x\right)=f\left(x\right),x\in ℝ,$$ where $f\in L_p^{\mathrm{loc}}\left(ℝ\right),$ $p\in [1,\infty )$ and $0\le q\in L_1^{\mathrm{loc}}\left(ℝ\right).$ By a solution of the problem we mean any function $y,$ absolutely continuous and satisfying the above equation almost everywhere in $ℝ.$ Let positive and continuous functions $\mu \left(x\right)$ and $\theta \left(x\right)$ for $x\in ℝ$ be given. Let us introduce the spaces $$\begin{array}{cc}\hfill L_p(ℝ,\mu )& =\left\{f\in L_p^{\mathrm{loc}}{\left(ℝ\right):\parallel f\parallel }_{L_p(ℝ,\mu )}^p={\int }_{-\infty }^{\infty }{\left|\mu \left(x\right)f\left(x\right)\right|}^p\mathrm{d}x<\infty \right\},\\ \hfill L_p(ℝ,\theta )& =\left\{f\in L_p^{\mathrm{loc}}{\left(ℝ\right):\parallel f\parallel }_{L_p(ℝ,\theta )}^p={\int }_{-\infty }^{\infty }{\left|\theta \left(x\right)f\left(x\right)\right|}^p\mathrm{d}x<\infty \right\}.\end{array}$$ We obtain requirements to the functions $\mu$, $\theta$ and $q$ under which (1) for every function $f\in L_p(ℝ,\theta )$ there exists a unique solution $y\in L_p(ℝ,\mu )$ of the above equation; (2) there is an absolute constant...

Let E be a compact set in the complex plane, $g_E$ be the Green function of the unbounded component of ${ℂ}_{\infty }\setminus E$ with pole at infinity and $Mₙ\left(E\right)=sup\left(\right||P^{\text{'}}{\left|\right|}_E{)/(\left|\right|P\left|\right|}_E)$ where the supremum is taken over all polynomials ${P|}_E\not\equiv 0$ of degree at most n, and ${\left|\right|f\left|\right|}_E=sup\left|f\right(z\left)\right|:z\in E$. The paper deals with recent results concerning a connection between the smoothness of $g_E$ (existence, continuity, Hölder or Lipschitz continuity) and the growth of the sequence ${Mₙ\left(E\right)}_{n=1,2,...}$. Some additional conditions are given for special classes of sets.

For a real number $q>1$ and a positive integer $m$, let $Y_m\left(q\right):=\left\{{\sum }_{i=0}^n{ϵ}_i{q}^i:{ϵ}_i\in \left\{0,\pm 1,...,\pm m\right\},n=0,1,...\right\}$. In this paper, we show that $Y_m\left(q\right)$ is dense in $ℝ$ if and only if $q<m+1$ and $q$ is not a Pisot number. This completes several previous results and answers an open question raised by Erdös, Joó and Komornik [8].

Consider a M-player game in strategic form $G=(X_1,\mathrm{\cdots },X_M,g_1,\mathrm{\cdots },g_M)$ where the set $X_i$ is a closed interval of real numbers and the payoff function $g_i$ is concave and differentiable with respect to the variable $x_i\in X_i$, for any $i=1,\mathrm{\cdots },M$. The aim of this paper is to find appropriate conditions on the payoff functions under the well-posedness with respect to the related variational inequality is equivalent to the formulation of the Tykhonov well-posedness in a game context. The idea of the proof is to appeal to a third equivalence,...

We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let $𝛷$ be a class of functions on the parameter space and consider estimating elements of $𝛷$ under quadratic loss. If the formal Bayes estimator of every function in $𝛷$ is admissible, then the prior is strongly admissible with respect to $𝛷$. Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with...

We give new results on square functions $${\parallel x\parallel }_F=\parallel {\left({\int }_0^{\infty }{\left|F\left(tA\right)x\right|}^2\frac{\mathrm{d}t}{t}\right)}^{1/2}{\parallel }_p$$ associated to a sectorial operator $A$ on $L^p$ for $1\&lt;p\&lt;\infty$. Under the assumption that $A$ is actually $R$-sectorial, we prove equivalences of the form $K^{-1}{\parallel x\parallel }_G\le {\parallel x\parallel }_F\le K{\parallel x\parallel }_G$ for suitable functions $F,G$. We also show that $A$ has a bounded $H^{\infty }$ functional calculus with respect to ${\parallel .\parallel }_F$. Then we apply our results to the study of conditions under which we have an estimate $\parallel {({\int }_0^{\infty }|C{\mathrm{e}}^{-tA}{\left(x\right)|}^2\mathrm{d}t{)}^{1/2}\parallel }_q\le M{\parallel x\parallel }_p$, when $-A$ generates a bounded semigroup ${\mathrm{e}}^{-tA}$ on $L^p$ and $C:D\left(A\right)\to L^q$ is a linear mapping.

Following a suggestion of W.M. Schmidt and L. Summerer, we construct a proper $3$-system $(P_1,P_2,P_3)$ with the property ${\overline{\varphi }}_3=1$. In fact, our method generalizes to provide $n$-systems with ${\overline{\varphi }}_n=1$, for arbitrary $n\ge 3$. We visualize our constructions with graphics. We further present explicit examples of numbers ${\xi }_1,...,{\xi }_{n-1}$ that induce the $n$-systems in question.

Let $\mu$ be a probability measure on $[0,1]$ which is invariant and ergodic for $T_a\left(x\right)=ax\mathrm{𝚖𝚘𝚍}1$, and $0<\mathrm{𝚍𝚒𝚖}\mu <1$. Let $f$ be a local diffeomorphism on some open set. We show that if $E\subseteq ℝ$ and $\left(f\mu \right){\left|{}_E\sim \mu \right|}_E$, then $f^{\text{'}}\left(x\right)\in \left\{\pm a^r:r\in \mathbb{Q}\right\}$ at $\mu$-a.e. point $x\in f^{-1}E$. In particular, if $g$ is a piecewise-analytic map preserving $\mu$ then there is an open $g$-invariant set $U$ containing supp $\mu$ such that $g\left|{}_U\right.$ is piecewise-linear with slopes which are rational powers of $a$. In a similar vein, for $\mu$ as above, if $b$ is another integer and $a,b$ are not powers of a common integer, and if $\nu$ is...

The aim of this paper is to establish an existence and uniqueness result for a class of the set functional differential equations of neutral type$$\left\{\begin{array}{c}{D}_{H}X\left(t\right)=F(t,X_t,D_H{X}_t),\hfill \\ {X|}_{[-r,0]}=\Psi ,\hfill \end{array}\right.$$ where $F:[0,b]\times {𝒞}_0\times {𝔏}_0^1\to K_c\left(E\right)$ is a given function, $K_c\left(E\right)$ is the family of all nonempty compact and convex subsets of a separable Banach space $E$, ${𝒞}_0$ denotes the space of all continuous set-valued functions $X$ from $[-r,0]$ into $K_c\left(E\right)$, ${𝔏}_0^1$ is the space of all integrally bounded set-valued functions $X:[-r,0]\to K_c\left(E\right)$, $\Psi \in {𝒞}_0$ and $D_H$ is the Hukuhara derivative. The continuous dependence of solutions on initial...