TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Generalised Beltrami equations N2 - We enlarge the class of Beltrami equations by developping a stability theory for the sheaf of solutions of an overdetermined elliptic system of first order homogeneous partial differential equations with constant coefficients in the Euclidean space. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)14 KW - Quasiconformal mapping KW - Beltrami equation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-67416 ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Radó theorem for p-harmonic functions N2 - Let A be a nonlinear differential operator on an open set X in R^n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A (u) = 0 in the complement of S of class F satisfies this equation weakly in all of X. For the most extensively studied classes F we show conditions on S which guarantee that S is removable for F relative to A. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 3 KW - Quasilinear equations KW - removable sets KW - p-Laplace Operator Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-71492 SN - 2193-6943 VL - 4 IS - 3 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Ly, Ibrahim A1 - Tarkhanov, Nikolai Nikolaevich T1 - Asymptotic expansions at nonsymmetric cuspidal points N2 - We study asymptotics of solutions to the Dirichlet problem in a domain whose boundary contains a nonsymmetric conical point. We establish a complete asymptotic expansion of solutions near the singular point. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 7 KW - the Dirichlet problem KW - singular point KW - asymptotic expansion Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-78199 SN - 2193-6943 VL - 4 IS - 7 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Roelly, Sylvie T1 - Reciprocal processes : a stochastic analysis approach N2 - Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 6 KW - Reciprocal process KW - Brownian bridge KW - Poisson bridge KW - duality formula Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64588 SN - 2193-6943 ER - TY - INPR A1 - Méléard, Sylvie A1 - Roelly, Sylvie T1 - Evolutive two-level population process and large population approximations N2 - We are interested in modeling the Darwinian evolution of a population described by two levels of biological parameters: individuals characterized by an heritable phenotypic trait submitted to mutation and natural selection and cells in these individuals influencing their ability to consume resources and to reproduce. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We are looking for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 8 KW - Two-level interacting process KW - birth-death-mutation-competition point process KW - non-linear integro-differential equations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64604 SN - 2193-6943 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - An open mapping theorem for the Navier-Stokes equations N2 - We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed Hölder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fréchet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of Hölder spaces. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016)10 KW - Navier-Stokes equations KW - weighted Hölder spaces KW - integral representation method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-98687 SN - 2193-6943 VL - 5 IS - 10 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Blanchard, Gilles A1 - Krämer, Nicole T1 - Convergence rates of kernel conjugate gradient for random design regression N2 - We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to Kernel Partial Least Squares, a regression method that combines supervised dimensionality reduction with least squares projection. Following the setting introduced in earlier related literature, we study so-called "fast convergence rates" depending on the regularity of the target regression function (measured by a source condition in terms of the kernel integral operator) and on the effective dimensionality of the data mapped into the kernel space. We obtain upper bounds, essentially matching known minimax lower bounds, for the L^2 (prediction) norm as well as for the stronger Hilbert norm, if the true regression function belongs to the reproducing kernel Hilbert space. If the latter assumption is not fulfilled, we obtain similar convergence rates for appropriate norms, provided additional unlabeled data are available. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 8 KW - nonparametric regression KW - reproducing kernel Hilbert space KW - conjugate gradient KW - partial least squares KW - minimax convergence rates Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-94195 SN - 2193-6943 VL - 5 IS - 8 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedosov, Boris A1 - Tarkhanov, Nikolai Nikolaevich T1 - Deformation quantisation and boundary value problems N2 - We describe a natural construction of deformation quantisation on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 5 KW - symplectic manifold KW - star product KW - trace KW - index Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77150 SN - 2193-6943 VL - 4 IS - 5 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Elin, Mark A1 - Shoikhet, David A1 - Tarkhanov, Nikolai Nikolaevich T1 - Analytic semigroups of holomorphic mappings and composition operators N2 - In this paper we study the problem of analytic extension in parameter for a semigroup of holomorphic self-mappings of the unit ball in a complex Banach space and its relation to the linear continuous semigroup of composition operators. We also provide a brief review around this topic. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 6 KW - nonlinear semigroup KW - composition operator Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-77914 SN - 2193-6943 VL - 4 IS - 6 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Roelly, Sylvie A1 - Vallois, Pierre T1 - Convoluted Brownian motion BT - a semimartingale approach N2 - In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 9 KW - periodic Gaussian process KW - periodic Ornstein-Uhlenbeck process KW - Markov-field property KW - enlargement of filtration Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-96339 SN - 2193-6943 VL - 5 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Radó Theorem for the Porous Medium Equation T2 - Preprints des Instituts für Mathematik der Universität Potsdam N2 - We prove that each locally Lipschitz continuous function satisfying the porous medium equation away from the set of its zeroes is actually a weak solution of this equation in the whole domain. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 6 (2017) 1 KW - quasilinear equation KW - removable set KW - porous medium equation Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-102735 VL - 6 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Golusin-Krylov Formulas in Complex Analysis T2 - Preprints des Instituts für Mathematik der Universität Potsdam N2 - This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 6 (2017) 2 KW - analytic continuation KW - integral formulas KW - Cauchy problem Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-102774 VL - 6 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Vasiliev, Serguei A1 - Tarkhanov, Nikolai Nikolaevich T1 - Construction of series of perfect lattices by layer superposition N2 - We construct a new series of perfect lattices in n dimensions by the layer superposition method of Delaunay-Barnes. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016)11 KW - lattice packing and covering KW - polyhedra and polytopes KW - regular figures KW - division of spaces Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-100591 SN - 2193-6943 VL - 5 IS - 11 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Roelly, Sylvie A1 - Fradon, Myriam T1 - Infinite system of Brownian balls : equilibrium measures are canonical Gibbs N2 - We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential. KW - Stochastic Differential Equation KW - hard core potential KW - Canonical Gibbs measure KW - detailed balance equation KW - reversible measure Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6720 ER - TY - INPR A1 - Mekler, A. A. A1 - Böckmann, Christine A1 - Sokolovskaia, N. T1 - Particle distribution from spectral Mie-scattering: kernel representation and singular-value spectrum N2 - This paper deals with the Mie scattering kernels for multi-spectral data. The kernels may be represented in form of power series. Furthermore, the singular-value spectrum and the degree of ill-posedness in dependence on the refractive index of the particles are numerically approximated. A special hybrid regularization technique allows us to determine via inversion the particle distributions of different types. T3 - NLD Preprints - 58 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-14948 ER - TY - INPR A1 - Savin, Anton A1 - Sternin, Boris T1 - Eta-invariant and Pontrjagin duality in K-theory N2 - The topological significance of the spectral Atiyah-Patodi-Singer η-invariant is investigated. We show that twice the fractional part of the invariant is computed by the linking pairing in K-theory with the orientation bundle of the manifold. The Pontrjagin duality implies the nondegeneracy of the linking form. An example of a nontrivial fractional part for an even-order operator is presented. T3 - Preprint - (2000) 08 KW - eta-invariant KW - K-theory KW - Pontrjagin duality KW - linking coefficients KW - Atiyah-Patodi-Singer theory KW - modulo n index Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25747 ER - TY - INPR A1 - Airapetyan, Ruben A1 - Witt, Ingo T1 - Isometric properties of the Hankel Transformation in weighted sobolev spaces N2 - It is shown that the Hankel transformation Hsub(v) acts in a class of weighted Sobolev spaces. Especially, the isometric mapping property of Hsub(v) which holds on L²(IRsub(+),rdr) is extended to spaces of arbitrary Sobolev order. The novelty in the approach consists in using techniques developed by B.-W. Schulze and others to treat the half-line Rsub(+) as a manifold with a conical singularity at r = 0. This is achieved by pointing out a connection between the Hankel transformation and the Mellin transformation.The procedure proposed leads at the same time to a short proof of the Hankel inversion formula. An application to the existence and higher regularity of solutions, including their asymptotics, to the 1-1-dimensional edge-degenerated wave equation is given. T3 - Preprint - (1997) 14 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25001 ER - TY - INPR A1 - Korkey, Michael Brian T1 - Optimal factorization of Muckenhoupt weights N2 - Peter Jones' theorem on the factorization of Ap weights is sharpened for weights with bounds near 1, allowing the factorization to be performed continuously near the limiting, unweighted case. When 1 < p < infinite and omega is an Ap weight with bound Ap(omega) = 1 + epsilon, it is shown that there exist Asub1 weights u, v such that both the formula omega = uv(1-p) and the estimates A1 (u), A1 (v) = 1 + Omikron (√epsilon) hold. The square root in these estimates is also proven to be the correct asymptotic power as epsilon -> 0. T3 - Preprint - (1998) 15 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25266 ER - TY - INPR A1 - Chen, Hua A1 - Hidetoshi, Tahara T1 - On the holomorphic solution of non-linear totally characteristic equations N2 - The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case. T3 - Preprint - (1998) 20 KW - Nonlinear KW - singular partial differential equation KW - holomorphic solution Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25333 ER - TY - INPR A1 - Lauter, Robert A1 - Seiler, Jörg T1 - Pseudodifferential analysis on manifolds with boundary - a comparison of b-calculus and cone algebra N2 - We establish a relation between two different approaches to a complete pseudodifferential analysis of totally characteristic or Fuchs type operators on compact manifolds with boundary respectively conical singularities: Melrose's (overblown) b-calculus and Schulze's cone algebra. Though quite different in their definition, we show that these two pseudodifferential calculi basically contain the same operators. T3 - Preprint - (1999) 27 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25611 ER - TY - INPR A1 - Kytmanov, Alexander A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Analytic representation of CR Functions on hypersurfaces with singularities N2 - We prove a theorem on analytic representation of integrable CR functions on hypersurfaces with singular points. Moreover, the behaviour of representing analytic functions near singular points is investigated. We are aimed at explaining the new effect caused by the presence of a singularity rather than at treating the problem in full generality. T3 - Preprint - (1999) 29 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25631 ER - TY - INPR A1 - Schrohe, Elmar T1 - A short introduction to Boutet de Monvel's calculus N2 - This paper provides an introduction to Boutet de Monvel's calculus on the half-space IRn (positiv) in the framework of a pseudodifferential calculus with operator-valued symbols. T3 - Preprint - (2000) 03 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25696 ER - TY - INPR A1 - Böckmann, Christine A1 - Sarközi, Janos T1 - The ill-posed inversion of multiwavelength lidar data by a hybrid method of variable projection N2 - The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements. T3 - NLD Preprints - 53 KW - Ill-posed problem KW - inversion KW - variable projection method KW - multiwavelength Lidar KW - aerosol distribution Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-14847 ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Mixed problems with a parameter N2 - Let X be a smooth n -dimensional manifold and D be an open connected set in X with smooth boundary ∂D. Perturbing the Cauchy problem for an elliptic system Au = f in D with data on a closed set Γ ⊂ ∂D we obtain a family of mixed problems depending on a small parameter ε > 0. Although the mixed problems are subject to a non-coercive boundary condition on ∂D\Γ in general, each of them is uniquely solvable in an appropriate Hilbert space DT and the corresponding family {uε} of solutions approximates the solution of the Cauchy problem in DT whenever the solution exists. We also prove that the existence of a solution to the Cauchy problem in DT is equivalent to the boundedness of the family {uε}. We thus derive a solvability condition for the Cauchy problem and an effective method of constructing its solution. Examples for Dirac operators in the Euclidean space Rn are considered. In the latter case we obtain a family of mixed boundary problems for the Helmholtz equation. T3 - Preprint - (2004) 02 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26677 ER - TY - INPR A1 - Berman, Gennady A1 - Tarkhanov, Nikolai Nikolaevich T1 - Quantum dynamics in the Fermi-Pasta-Ulam problem N2 - We study the dynamics of four wave interactions in a nonlinear quantum chain of oscillators under the "narrow packet" approximation. We determine the set of times for which the evolution of decay processes is essentially specified by quantum effects. Moreover, we highlight the quantum increment of instability. T3 - Preprint - (2004) 05 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26695 ER - TY - INPR A1 - Popivanov, Petăr R. T1 - Lorenz transformations and creation of logarithmic singularities to the solutions of some nonstrictly hyperbolic semilinear systems with two space variables T3 - Preprint - (2004) 07 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26710 ER - TY - INPR A1 - Witt, Ingo T1 - Green formulae for cone differential operators N2 - Green formulae for elliptic cone differential operators are established. This is achieved by an accurate description of the maximal domain of an elliptic cone differential operator and its formal adjoint; thereby utilizing the concept of a discrete asymptotic type. From this description, the singular coefficients replacing the boundary traces in classical Green formulas are deduced. T3 - Preprint - (2003) 20 Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26633 ER - TY - INPR A1 - Kytmanov, Aleksandr A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Power sums of roots of a nonlinear system N2 - For a system of meromorphic functions f = (f1, . . . , fn) in Cn, an explicit formula is given for evaluating negative power sums of the roots of the nonlinear system f(z) = 0. T3 - Preprint - (2004) 18 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26788 ER - TY - INPR A1 - Kytmanov, Aleksandr A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Zeta-function of a nonlinear system N2 - Given a system of entire functions in Cn with at most countable set of common zeros, we introduce the concept of zeta-function associated with the system. Under reasonable assumptions on the system, the zeta-function is well defined for all s ∈ Zn with sufficiently large components. Using residue theory we get an integral representation for the zeta-function which allows us to construct an analytic extension of the zeta-function to an infinite cone in Cn. T3 - Preprint - (2004) 19 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26795 ER - TY - INPR A1 - Gil, Juan B. A1 - Krainer, Thomas A1 - Mendoza, Gerardo A. T1 - Geometry and spectra of closed extensions of elliptic cone operators N2 - We study the geometry of the set of closed extensions of index 0 of an elliptic cone operator and its model operator in connection with the spectra of the extensions, and give a necessary and sufficient condition for the existence of rays of minimal growth for such operators. T3 - Preprint - (2004) 21 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26815 ER - TY - INPR A1 - Gil, Juan B. A1 - Krainer, Thomas A1 - Mendoza, Gerardo A. T1 - Resolvents of elliptic cone operators N2 - We prove the existence of sectors of minimal growth for general closed extensions of elliptic cone operators under natural ellipticity conditions. This is achieved by the construction of a suitable parametrix and reduction to the boundary. Special attention is devoted to the clarification of the analytic structure of the resolvent. T3 - Preprint - (2004) 22 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26820 ER - TY - INPR A1 - Murr, Rüdiger T1 - Dualitätsformeln für Brownsche Bewegung und für eine Irrfahrt mit Anwendung am Konvergenzergebnis von Donsker N2 - Aus dem Inhalt: 0.1 Danksagung 0.2 Einleitung 1 Allgemeines und Grundlagen 1.1 Die Brownsche Bewegung 2 Die Dualitätsformel des Wienermaßes 2.1 Wienermaß erfüllt Dualitätsformel 2.2 Dualitätsformel charakterisiert Wienermaß 3 Die diskrete Dualitätsformel der Irrfahrt 3.1 Verallgemeinerte symmetrische Irrfahrt erfüllt diskrete Dualitätsformel 3.2 Diskrete Dualitätsformel charakterisiert verallgemeinerte symmetrische Irrfahrt 4 Donskers Theorem und die Dualitätsformeln 4.1 Straffheit der renormierten stetigen Irrfahrt 4.2 Konvergenz der Irrfahrt 5 Anhang T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 05 Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49476 ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - An index formula for Toeplitz operators N2 - We prove a Fedosov index formula for the index of Toeplitz operators connected with the Hardy space of solutions to an elliptic system of first order partial differential equations in a bounded domain of Euclidean space with infinitely differentiable boundary. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)12 KW - Toeplitz operators KW - Fredholm property KW - index Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72499 SN - 2193-6943 VL - 3 IS - 12 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - The method of Fischer-Riesz equations for elliptic boundary value problems N2 - We develop the method of Fischer-Riesz equations for general boundary value problems elliptic in the sense of Douglis-Nirenberg. To this end we reduce them to a boundary problem for a (possibly overdetermined) first order system whose classical symbol has a left inverse. For such a problem there is a uniquely determined boundary value problem which is adjoint to the given one with respect to the Green formula. On using a well elaborated theory of approximation by solutions of the adjoint problem, we find the Cauchy data of solutions of our problem. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)24 KW - Boundary value problems for first order systems KW - Green formula KW - Fischer-Riesz equations KW - regularisation Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-61792 ER - TY - INPR A1 - Gairing, Jan A1 - Högele, Michael A1 - Kosenkova, Tetiana A1 - Kulik, Alexei Michajlovič T1 - Coupling distances between Lévy measures and applications to noise sensitivity of SDE N2 - We introduce the notion of coupling distances on the space of Lévy measures in order to quantify rates of convergence towards a limiting Lévy jump diffusion in terms of its characteristic triplet, in particular in terms of the tail of the Lévy measure. The main result yields an estimate of the Wasserstein-Kantorovich-Rubinstein distance on path space between two Lévy diffusions in terms of the couping distances. We want to apply this to obtain precise rates of convergence for Markov chain approximations and a statistical goodness-of-fit test for low-dimensional conceptual climate models with paleoclimatic data. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)16 KW - Lévy diffusion approximation KW - coupling methods KW - Skorokhod' s invariance principle KW - statistical model selection Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68886 ER - TY - INPR A1 - Fedchenko, Dmitry A1 - Tarkhanov, Nikolai Nikolaevich T1 - A Class of Toeplitz Operators in Several Variables N2 - We introduce the concept of Toeplitz operator associated with the Laplace-Beltrami operator on a compact Riemannian manifold with boundary. We characterise those Toeplitz operators which are Fredholm, thus initiating the index theory. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)17 KW - Cauchy data spaces KW - Laplace-Beltrami operator KW - Toeplitz operators KW - Fredholm property Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68932 SN - 2193-6943 ER - TY - INPR A1 - Cattiaux, Patrick A1 - Fradon, Myriam A1 - Kulik, Alexei Michajlovič A1 - Roelly, Sylvie T1 - Long time behavior of stochastic hard ball systems N2 - We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)15 KW - Stochastic differential equations KW - hard core interaction KW - reversible measure KW - normal reflection KW - local time Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68388 ER - TY - INPR A1 - Conforti, Giovanni A1 - Roelly, Sylvie T1 - Reciprocal class of random walks on an Abelian group N2 - Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 1 KW - reciprocal class KW - stochastic bridge KW - random walk on Abelian group Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72604 SN - 2193-6943 VL - 4 IS - 1 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Weak boundary values of solutions of Lagrangian problems N2 - We define weak boundary values of solutions to those nonlinear differential equations which appear as Euler-Lagrange equations of variational problems. As a result we initiate the theory of Lagrangian boundary value problems in spaces of appropriate smoothness. We also analyse if the concept of mapping degree of current importance applies to the study of Lagrangian problems. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 2 KW - nonlinear equations KW - Lagrangian system KW - weak boundary values KW - quasilinear Fredholm operator KW - mapping degree Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72617 SN - 2193-6943 VL - 4 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - A spectral theorem for deformation quantisation N2 - We present a construction of the eigenstate at a noncritical level of the Hamiltonian function. Moreover, we evaluate the contributions of Morse critical points to the spectral decomposition. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 4 KW - star product KW - WKB method KW - spectral theorem Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-72425 SN - 2193-6943 VL - 4 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Savin, Anton A1 - Sternin, Boris T1 - Eta invariant and parity conditions N2 - We give a formula for the η-invariant of odd order operators on even-dimensional manifolds, and for even order operators on odd-dimensional manifolds. Geometric second order operators are found with nontrivial η-invariants. This solves a problem posed by P. Gilkey. T3 - Preprint - (2000) 21 KW - eta invariant KW - parity conditions KW - K-theory KW - linking coefficients KW - Dirac operators KW - spectral flow KW - elliptic operators Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25869 ER - TY - INPR A1 - Nazaikinskii, Vladimir A1 - Sternin, Boris T1 - On surgery in elliptic theory N2 - We prove a general theorem on the behavior of the relative index under surgery for a wide class of Fredholm operators, including relative index theorems for elliptic operators due to Gromov-Lawson, Anghel, Teleman, Booß-Bavnbek-Wojciechowski, et al. as special cases. In conjunction with additional conditions (like symmetry conditions), this theorem permits one to compute the analytical index of a given operator. In particular, we obtain new index formulas for elliptic pseudodifferential operators and quantized canonical transformations on manifolds with conical singularities. T3 - Preprint - (2000) 22 KW - elliptic operators KW - index theory KW - surgery KW - relative index KW - manifold with singularities Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25873 ER - TY - INPR A1 - Coriasco, Sandro A1 - Panarese, Paolo T1 - Fourier integral operators defined by classical symbols with exit behaviour N2 - We continue the investigation of the calculus of Fourier Integral Operators (FIOs) in the class of symbols with exit behaviour (SG symbols). Here we analyse what happens when one restricts the choice of amplitude and phase functions to the subclass of the classical SG symbols. It turns out that the main composition theorem, obtained in the environment of general SG classes, has a "classical" counterpart. As an application, we study the Cauchy problem for classical hyperbolic operators of order (1, 1); for such operators we refine the known results about the analogous problem for general SG hyperbolic operators. The material contained here will be used in a forthcoming paper to obtain a Weyl formula for a class of operators defined on manifolds with cylindrical ends, improving the results obtained in [9]. T3 - Preprint - (2000) 24 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25896 ER - TY - INPR A1 - Kytmanov, Aleksandr A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Removable singularities of CR functions on singular boundaries N2 - The problem of analytic representation of integrable CR functions on hypersurfaces with singularities is treated. The nature o singularities does not matter while the set of singularities has surface measure zero. For simple singularities like cuspidal points, edges, corners, etc., also the behaviour of representing analytic functions near singular points is studied. T3 - Preprint - (2000) 18 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25836 ER - TY - INPR A1 - Tepoyan, Liparit T1 - Degenerated operator equations of higher order N2 - Content: 1 Introduction 2 The one-dimensional case 2.1 The space Wm sub (α) 2.2 Self-adjoint Equation 2.3 Non-selfadjoint Equation 3 Operator Equation T3 - Preprint - (2000) 23 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25888 ER - TY - INPR A1 - Krainer, Thomas T1 - The calculus of Volterra Mellin pseudodifferential operators with operator-valued symbols N2 - We introduce the calculus of Mellin pseudodifferential operators parameters based on "twisted" operator-valued Volterra symbols as well aas the abstract Mellin calclus with holomorphic symbols. We establish the properties of the symblic and operational calculi, and we give and make use of explicit oscillatory integral formulas on the symbolic side, e. g., for the Leibniz-product, kernel cut-off, and Mellin quantization. Moreover, we introduce the notion of parabolicity for the calculi of Volterra Mellin operators, and construct Volterra parametrices for parabolic operators within the calculi. T3 - Preprint - (2001) 35 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26185 ER - TY - INPR A1 - Xiaochun, Liu A1 - Witt, Ingo T1 - Pseudodifferential calculi on the half-line respecting prescribed asymptotic types N2 - Contents: 1. Introduction 2. Preliminaries 3. Basic Elements of the Calculus 4. Further Elements of the Calculus T3 - Preprint - (2002) 06 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26255 ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - Anisotropic edge problems N2 - We investigate elliptic pseudodifferential operators which degenerate in an anisotropic way on a submanifold of arbitrary codimension. To find Fredholm problems for such operators we adjoint to them boundary and coboundary conditions on the submanifold.The algebra obtained this way is a far reaching generalisation of Boutet de Monvel's algebra of boundary value problems with transmission property. We construct left and right regularisers and prove theorems on hypoellipticity and local solvability. T3 - Preprint - (2002) 09 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26280 ER - TY - INPR A1 - Witt, Ingo T1 - A calculus for a class of finitely degenerate pseudodifferential operators N2 - For a class of degenerate pseudodifferential operators, local parametrices are constructed. This is done in the framework of a pseudodifferential calculus upon adding conditions of trace and potential type, respectively, along the boundary on which the operators degenerate. T3 - Preprint - (2002) 05 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26246 ER - TY - INPR A1 - Liu, Weian A1 - Yang, Yin A1 - Lu, Gang T1 - Viscosity solutions of fully nonlinear parabolic systems N2 - In this paper, we discuss the viscosity solutions of the weakly coupled systems of fully nonlinear second order degenerate parabolic equations and their Cauchy-Dirichlet problem. We prove the existence, uniqueness and continuity of viscosity solution by combining Perron's method with the technique of coupled solutions. The results here generalize those in [2] and [3]. T3 - Preprint - (2002) 02 KW - Viscosity solutions KW - systems of partial differential equations KW - fully non-linear degenerate parabolic equations KW - Perron's method KW - coupled solution Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26215 ER - TY - INPR A1 - Schrohe, Elmar A1 - Seiler, Jörg T1 - Ellipticity and invertibility in the cone algebra on Lp-Sobolev spaces N2 - Given a manifold B with conical singularities, we consider the cone algebra with discrete asymptotics, introduced by Schulze, on a suitable scale of Lp-Sobolev spaces. Ellipticity is proven to be equivalent to the Fredholm property in these spaces, it turns out to be independent of the choice of p. We then show that the cone algebra is closed under inversion: whenever an operator is invertible between the associated Sobolev spaces, its inverse belongs to the calculus. We use these results to analyze the behaviour of these operators on Lp(B). T3 - Preprint - (1999) 28 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25621 ER - TY - INPR A1 - Fedosov, Boris T1 - Pseudo-differential operators and deformation quantization N2 - Using the Riemannian connection on a compact manifold X, we show that the algebra of classical pseudo-differential operators on X generates a canonical deformation quantization on the cotangent manifold T*X. The corresponding Abelian connection is calculated explicitly in terms of the of the exponential mapping. We prove also that the index theorem for elliptic operators may be obtained as a consequence of the index theorem for deformation quantization. T3 - Preprint - (1999) 32 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25651 ER - TY - INPR A1 - Sadykov, Timour T1 - Hypergeometric systems of differential equations and amoebas of rational functions N2 - We study the approach to the theory of hypergeometric functions in several variables via a generalization of the Horn system of differential equations. A formula for the dimension of its solution space is given. Using this formula we construct an explicit basis in the space of holomorphic solutions to the generalized Horn system under some assumptions on its parameters. These results are applied to the problem of describing the complement of the amoeba of a rational function, which was posed in [12]. T3 - Preprint - (1999) 33 Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25665 ER - TY - INPR A1 - Shlapunov, Alexander T1 - On Iterations of double layer potentials N2 - We prove the existence of Hp(D)-limit of iterations of double layer potentials constructed with the use of Hodge parametrix on a smooth compact manifold X, D being an open connected subset of X. This limit gives us an orthogonal projection from Sobolev space Hp(D) to a closed subspace of Hp(D)-solutions of an elliptic operator P of order p ≥ 1. Using this result we obtain formulae for Sobolev solutions to the equation Pu = f in D whenever these solutions exist. This representation involves the sum of a series whose terms are iterations of double layer potentials. Similar regularization is constructed also for a P-Neumann problem in D. T3 - Preprint - (2000) 02 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25687 ER - TY - INPR A1 - Myslivets, Simona T1 - On the boundary behaviour of the logarithmic residue integral N2 - A formula of multidimensional logarithmic residue is proved for holomorphic maps with zeroes on the boundary of a bounded domain in Cn. T3 - Preprint - (2000) 07 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25733 ER - TY - INPR A1 - Coriasco, Sandro A1 - Schrohe, Elmar A1 - Seiler, Jörg T1 - Bounded imaginary powers of differential operators on manifolds with conical singularities N2 - We study the minimal and maximal closed extension of a differential operator A on a manifold B with conical singularities, when A acts as an unbounded operator on weighted Lp-spaces over B,1 < p < ∞. Under suitable ellipticity assumptions we can define a family of complex powers A up(z), z ∈ C. We also obtain sufficient information on the resolvent of A to show the boundedness of the pure imaginary powers. Examples concern unique solvability and maximal regularity of the solution of the Cauchy problem u' - Δu = f, u(0) = 0, for the Laplacian on conical manifolds. T3 - Preprint - (2001) 12 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25962 ER - TY - INPR A1 - Xiaochun, Liu A1 - Witt, Ingo T1 - Asymptotic expansions for bounded solutions to semilinear Fuchsian equations N2 - It is shown that bounded solutions to semilinear elliptic Fuchsian equations obey complete asymptoic expansions in terms of powers and logarithms in the distance to the boundary. For that purpose, Schuze's notion of asymptotic type for conormal asymptotics close to a conical point is refined. This in turn allows to perform explicit calculations on asymptotic types - modulo the resolution of the spectral problem for determining the singular exponents in the asmptotic expansions. T3 - Preprint - (2001) 01 KW - Calculus of conormal symbols KW - conormal asymptotic expansions KW - discrete saymptotic types KW - weighted Sobolev spaces with discrete saymptotics Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25912 ER - TY - INPR A1 - Ma, Li A1 - Xu, Xingwang T1 - Positive solutions of a logistic equation on unbounded intervals N2 - In this paper, we study the existence of positive solutions of a one-parameter family of logistic equations on R+ or on R. These equations are stationary versions of the Fisher equations and the KPP equations. We also study the blow up region of a sequence of the solutions when the parameter approachs a critical value and the nonexistence of positive solutions beyond the critical value. We use the direct method and the sub and super solution method. T3 - Preprint - (2001) 17 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26015 ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - Harmonic integrals on domains with edges N2 - We study the Neumann problem for the de Rham complex in a bounded domain of Rn with singularities on the boundary. The singularities may be general enough, varying from Lipschitz domains to domains with cuspidal edges on the boundary. Following Lopatinskii we reduce the Neumann problem to a singular integral equation of the boundary. The Fredholm solvability of this equation is then equivalent to the Fredholm property of the Neumann problem in suitable function spaces. The boundary integral equation is explicitly written and may be treated in diverse methods. This way we obtain, in particular, asymptotic expansions of harmonic forms near singularities of the boundary. T3 - Preprint - (2004) 20 KW - domains with singularities KW - de Rham complex KW - Neumann problem KW - Hodge theory Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26800 ER - TY - INPR A1 - Krainer, Thomas T1 - On the inverse of parabolic boundary value problems for large times N2 - We construct algebras of Volterra pseudodifferential operators that contain, in particular, the inverses of the most natural classical systems of parabolic boundary value problems of general form. Parabolicity is determined by the invertibility of the principal symbols, and as a result is equivalent to the invertibility of the operators within the calculus. Existence, uniqueness, regularity, and asymptotics of solutions as t → ∞ are consquences of the mapping properties of the operators in exponentially weighted Sobolev spaces and subspaces with asymptotics. An important aspect of this work is that the microlocal and global kernel structure of the inverse operator (solution operator) of a parabolic boundary value problem for large times is clarified. Moreover, our approach naturally yields qualitative pertubation results for the solvability theory of parabolic boundary value problems. To achieve these results, we assign t = ∞ the meaning of a conical point and treat the operators as totally characteristic pseudodifferential boundary value problems. T3 - Preprint - (2002) 12 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26310 ER - TY - INPR A1 - Nazaikinskii, Vladimir A1 - Sternin, Boris T1 - Relative elliptic theory N2 - This paper is a survey of relative elliptic theory (i.e. elliptic theory in the category of smooth embeddings), closely related to the Sobolev problem, first studied by Sternin in the 1960s. We consider both analytic aspects to the theory (the structure of the algebra of morphismus, ellipticity, Fredholm property) and topological aspects (index formulas and Riemann-Roch theorems). We also study the algebra of Green operators arising as a subalgebra of the algebra of morphisms. T3 - Preprint - (2002) 23 KW - Sobolev problem KW - elliptic morphism KW - (co)boundary operator KW - Green operator KW - index KW - Riemann-Roch theorem Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26400 ER - TY - INPR A1 - Davis, Simon T1 - On the absence of large-order divergences in superstring theory N2 - The genus-dependence of multi-loop superstring ams is estimated at large orders in perturbation theory using the super-Schottky group parameterization of supermoduli space. Restriction of the integration region to a subset of supermoduli space and a single fundamental domain of the super-modular group suggests an exponential dependence on the genus. Upper bounds for these estimates are obtained for arbitrary N-point superstring scattering amplitudes and are shown to be consistent with exact results obtained for special type II string amplitudes for orbifold or Calabi-Yau compactifications. The genus-dependence is then obtained by considering the effect of the remaining contribution to the superstring amplitudes after the coefficients of the formally divergent parts of the integrals vanish as a result of a sum over spin structures. The introduction of supersymmetry therefore leads to the elimination of large-order divergences in string pertubation theory, a result which is based only on the supersymmetric generalization of the polyakov measure and not the gauge group of the string model. T3 - Preprint - (2002) 28 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26452 ER - TY - INPR A1 - Junker, Wolfgang A1 - Schrohe, Elmar T1 - Adiabatic vacuum states on general spacetime manifolds : definition, construction, and physical properties N2 - Adiabatic vacuum states are a well-known class of physical states for linear quantum fields n Robertson-Walker spacetimes. We extend the definition of adiabatic vacua to general spacetime manifolds by using the notion of the Sobolev wavefront set. This definition is also applicable to interacting field theories. Hadamard states form a special subclass of the adiabatic vacua. We analyze physical properties of adiabatic vacuum representations of the Klein-Gordon field on globally hyperbolic spacetme manifolds (factoriality, quasiequivalence, local definteness, Haag duality) and construct them explicitly, if the manifold has a compact Cauchy surface. T3 - Preprint - (2001) 27 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26100 ER - TY - INPR A1 - Yagdjian, Karen T1 - Geometric optics for the nonlinear hyperbolic systems of Kirchhoff-type N2 - Contents: 1 Introduction 2 Main result 3 Construction of the asymptotic solutions 3.1 Derivation of the equations for the profiles 3.2 Exsistence of the principal profile 3.3 Determination of Usub(2) and the remaining profiles 4 Stability of the samll global solutions. Justification of One Phase Nonlinear Geometric Optics for the Kirchhoff-type equations 4.1 Stability of the global solutions to the Kirchhoff-type symmetric hyperbolic systems 4.2 The nonlinear system of ordinary differential equations with the parameter 4.3 Some energies estimates 4.4 The dependence of the solution W(t, ξ) on the function s(t) 4.5 The oscillatory integrals of the bilinear forms of the solutions 4.6 Estimates for the basic bilinear form Γsub(s)(t) 4.7 Contraction mapping 4.8 Stability of the global solution 4.9 Justification of One Phase Nonlinear Geometric Optics for the Kirchhoff-type equations T3 - Preprint - (2001) 22 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26059 ER - TY - INPR A1 - Yihong, Du A1 - Li, Ma T1 - Some remarks related to De Giorgi's conjecture N2 - For several classes of functions including the special case f(u) = u − u³, we obtain boundedness and symmetry results for solutions of the problem −Δu = f(u) defined on R up(n). Our results complement a number of recent results related to a conjecture of De Giorgi. T3 - Preprint - (2001) 18 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26027 ER - TY - INPR A1 - Galstian, Anahit T1 - Lp - Lq decay estimates for the equation with exponentially growing coefficient N2 - Contents: 1 Introduction 1 Representation formulas 2 Consideration in the pseudodifferential zone: e up(t) |ξ| ≤ 1 3 Consideration in he hyperbolic zone: e up(t) |ξ| ≥ 1 T3 - Preprint - (2001) 24 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26079 ER - TY - INPR A1 - Harutyunyan, Anahit V. T1 - Toeplitz operators and division theorems in anisotropic spaces of holomorphic functions in the polydisc N2 - This work is an introduction to anisotropic spaces, which have an ω-weight of analytic functions and are generalizations of Lipshitz classes in the polydisc. We prove that these classes form an algebra and are invariant with respect to monomial multiplication. These operators are bounded in these (Lipshitz and Djrbashian) spaces. As an application, we show a theorem about the division by good-inner functions in the mentioned classes is proved. T3 - Preprint - (2001) 28 KW - Toeplitz operators KW - anisotropic spaces KW - polydisc KW - good-inner function Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26110 ER - TY - INPR A1 - Maniccia, L. A1 - Mughetti, M. T1 - Weyl calculus for a class of subelliptic operators N2 - Weyl-Hörmander calculus is used to get a parametrix in OPS¹-m sub(½, ½)(Ω)for a class of subelliptic pseudodifferential operators in OPS up(m)sub(1, 0)(Ω) with real non-negative principal symbol. T3 - Preprint - (2001) 19 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26038 ER - TY - INPR A1 - Nazaikinskii, Vladimir A1 - Sternin, Boris T1 - Some problems of control of semiclassical states for the Schrödinger equation N2 - Contents: Introduction Controlled Quantum Systems The Asymptotic Controllability Problem The Stabilization Problem Unitarily Nonlinear Equations The Quantum Problem The Stabilization Problem for the Schrödinger Equation with a Unitarily Non-linear Control T3 - Preprint - (2001) 30 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26130 ER - TY - INPR A1 - Witt, Ingo T1 - Asymptotic algebras N2 - The concept of asymptotic type that primarily appears in singular and asymptotic analysis is developed. Especially, asymptotic algebras are introduced. T3 - Preprint - (2001) 23 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26069 ER - TY - INPR A1 - Rozenblum, G. T1 - On some analytical index formulas related to operator-valued symbols N2 - For several classes of pseudodifferential operators with operator-valued symbol analytic index formulas are found. The common feature is that uasual index formulas are not valid for these operators. Applications are given to pseudodifferential operators on singular manifolds. T3 - Preprint - (2000) 16 Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25811 ER - TY - INPR A1 - Schrohe, Elmar A1 - Seiler, Jörg T1 - The resolvent of closed extensions of cone differential operators N2 - We study an elliptic differential operator on a manifold with conical singularities, acting as an unbounded operator on a weighted Lp-space. Under suitable conditions we show that the resolvent (λ - A )-¹ exists in a sector of the complex plane and decays like 1/|λ| as |λ| -> ∞. Moreover, we determine the structure of the resolvent with enough precision to guarantee existence and boundedness of imaginary powers of A. As an application we treat the Laplace-Beltrami operator for a metric with striaght conical degeneracy and establish maximal regularity for the Cauchy problem u - Δu = f, u(0) = 0. T3 - Preprint - (2002) 19 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26378 ER - TY - INPR A1 - Calin, Ovidium A1 - Der-Chen, Chang T1 - The geometry on a step 3 Grushin model N2 - In this article we study the geometry associated with the sub-elliptic operator ½ (X²1 +X²2), where X1 = ∂x and X2 = x²/2 ∂y are vector fields on R². We show that any point can be connected with the origin by at least one geodesic and we provide an approximate formula for the number of the geodesics between the origin and the points situated outside of the y-axis. We show there are in¯nitely many geodesics between the origin and the points on the y-axis. T3 - Preprint - (2004) 08 KW - Grushin operator KW - subRiemannian geometry KW - geodesics KW - Hamilton-Jacobi theory KW - elliptic functions KW - Euler's theta functions Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26724 ER - TY - INPR A1 - Gauthier, Paul M. A1 - Tarkhanov, Nikolai Nikolaevich T1 - A covering property of the Riemann zeta-function N2 - For each compact subset K of the complex plane C which does not surround zero, the Riemann surface Sζ of the Riemann zeta function restricted to the critical half-strip 0 < Rs < 1/2 contains infinitely many schlicht copies of K lying ‘over’ K. If Sζ also contains at least one such copy, for some K which surrounds zero, then the Riemann hypothesis fails. T3 - Preprint - (2004) 03 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26683 ER - TY - INPR A1 - Kytmanov, Alexander A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Holomorphic Lefschetz formula for manifolds with boundary N2 - The classical Lefschetz fixed point formula expresses the number of fixed points of a continuous map f : M -> M in terms of the transformation induced by f on the cohomology of M. In 1966 Atiyah and Bott extended this formula to elliptic complexes over a compact closed manifold. In particular, they presented a holomorphic Lefschtz formula for compact complex manifolds without boundary, a result, in the framework of algebraic geometry due to Eichler (1957) for holomorphic curves. On compact complex manifolds with boundary the Dolbeault complex is not elliptic, hence the Atiyah-Bott theory is no longer applicable. To get rid of the difficulties related to the boundary behaviour of the Dolbeault cohomology, Donelli and Fefferman (1986) derived a fixed point formula for the Bergman metric. The purpose of this paper is to present a holomorphic Lefschtz formula on a compact complex manifold with boundary T3 - Preprint - (2002) 17 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26354 ER - TY - INPR A1 - De-Xing, Kong A1 - Hui, Yao T1 - Global exact boundary controllability of a class of quasilinear hyperbolic systems of conservation laws II N2 - In this paper, by a new constructive method, the authors reprove the global exact boundary controllability of a class of quasilinear hyperbolic systems of conservation laws with linearly degenerate fields. It is shown that the system with nonlinear boundary conditions is globally exactly boundary controllable in the class of piecewise C¹ functions. In particular, the authors give the optimal control time of the system. Finally, a new application is also given. T3 - Preprint - (2003) 08 KW - Quasilinear hyperbolic system KW - conservation laws KW - global exact boundary controllability KW - Cauchy problem KW - Goursat problem Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26565 ER - TY - INPR A1 - Huicheng, Yin A1 - Witt, Ingo T1 - Global singularity structure of weak solutions to 3-D semilinear dispersive wave equations with discontinuous initial data T3 - Preprint - (2002) 21 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26395 ER - TY - INPR A1 - Camalès, Renaud T1 - A note on the ramified Cauchy problem N2 - In this paper, the ramified Cauchy problem in C² for operator with multiple characteristics of constant multiplicity and second member ramified around some analytic set is studied. T3 - Preprint - (2003) 21 KW - Ramified Cauchy problem KW - analytic continuation Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26646 ER - TY - INPR A1 - Sultanov, Oskar A1 - Kalyakin, Leonid A1 - Tarkhanov, Nikolai Nikolaevich T1 - Elliptic perturbations of dynamical systems with a proper node N2 - The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 4 KW - dynamical system KW - singular perturbation KW - asymptotic methods Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-70460 SN - 2193-6943 VL - 3 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Shlapunov, Alexander A1 - Tarkhanov, Nikolai Nikolaevich T1 - Duality by reproducing kernels N2 - Let A be a determined or overdetermined elliptic differential operator on a smooth compact manifold X. Write Ssub(A)(D) for the space of solutions to thesystem Au = 0 in a domain D ⊂ X. Using reproducing kernels related to various Hilbert structures on subspaces of Ssub(A)(D) we show explicit identifications of the dual spaces. To prove the "regularity" of reproducing kernels up to the boundary of D we specify them as resolution operators of abstract Neumann problems. The matter thus reduces to a regularity theorem for the Neumann problem, a well-known example being the ∂-Neumann problem. The duality itself takes place only for those domains D which possess certain convexity properties with respect to A. T3 - Preprint - (2001) 26 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26095 ER - TY - INPR A1 - Conforti, Giovanni A1 - Léonard, Christian A1 - Murr, Rüdiger A1 - Roelly, Sylvie T1 - Bridges of Markov counting processes : reciprocal classes and duality formulas N2 - Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 9 KW - counting process KW - bridge KW - reciprocal class KW - duality formula Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71855 SN - 2193-6943 VL - 3 IS - 9 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Fradon, Myriam A1 - Roelly, Sylvie T1 - Infinite system of Brownian balls with interaction : the non-reversible case N2 - We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite- dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2005, 01 KW - Stochastic Differential Equation KW - local time KW - hard core potential KW - Gibbs measure KW - reversible measure Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51546 ER - TY - INPR A1 - Siegert, Sabine T1 - Das Sankt-Petersburg-Paradoxon N2 - Aus dem Inhalt: 1 Einleitung 2 Historische Lösungsansätze 3 Martingal-Ansatz 4 Markovketten-Ansatz 5 Asymptotische Interpretationen 6 Bezug zur Praxis 7 Résumé Anhang Literaturverzeichnis T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 05 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49595 ER - TY - INPR A1 - Pra, Paolo Dai A1 - Louis, Pierre-Yves A1 - Minelli, Ida G. T1 - Complete monotone coupling for Markov processes N2 - We formalize and analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuoustime but not in discrete-time. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 01 KW - Markov processes KW - coupling KW - partial ordering KW - monotonicity conditions KW - monotone random KW - dynamical system representation Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-18286 ER - TY - INPR A1 - Paneah, Boris T1 - Dynamic methods in the general theory of cauchy type functional equations N2 - Contents: 1 Introduction. Denfitions and Discussions 2 Solvability of the Cauchy Type Functional Equations 2.1 The Case of a P-configuration 2.2 The Case of a Z-configuration 2.3 Multiplicative Cauchy type functional equations 3 Problems in Analysis Reducing to Cauchy Type Functional Equations 3.1 Some problems in Integral Geometry and Cauchy Functional Equations 3.2 First Boundary Problem for Hyperbolic Differential Equations and Cauchy Type Functional Equations 4 Functional Equations Determining Polynomials T3 - Preprint - (2002) 10 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26295 ER - TY - INPR A1 - Karp, Lavi T1 - On the well-posedness of the vacuum Einstein's equations N2 - The Cauchy problem of the vacuum Einstein's equations aims to find a semimetric g(αβ) of a spacetime with vanishing Ricci curvature Rα,β and prescribed initial data. Under the harmonic gauge condition, the equations Rα,β = 0 are transferred into a system of quasi-linear wave equations which are called the reduced Einstein equations. The initial data for Einstein's equations are a proper Riemannian metric h(αβ) and a second fundamental form K(αβ). A necessary condition for the reduced Einstein equation to satisfy the vacuum equations is that the initial data satisfy Einstein constraint equations. Hence the data (h(αβ),K(αβ)) cannot serve as initial data for the reduced Einstein equations. Previous results in the case of asymptotically flat spacetimes provide a solution to the constraint equations in one type of Sobolev spaces, while initial data for the evolution equations belong to a different type of Sobolev spaces. The goal of our work is to resolve this incompatibility and to show that under the harmonic gauge the vacuum Einstein equations are well-posed in one type of Sobolev spaces. T3 - Preprint - (2009) 06 Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-36593 ER - TY - INPR A1 - Klein, Markus A1 - Léonard, Christian A1 - Rosenberger, Elke T1 - Agmon-type estimates for a class of jump processes N2 - In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 6 KW - finsler distance KW - decay of eigenfunctions KW - jump process KW - Dirichlet form Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-56995 ER - TY - INPR A1 - Kunze, Simone T1 - Das Sammelbilderproblem N2 - Aus dem Inhalt: 1 Einleitung 2 Entwicklung der Lösungsansätze 3 Martingalansatz 4 Markov-Ketten Ansatz 5 Einbettung in Poisson Prozesse 6 Kombinatorische Ansätze 7 Zusammenfassung und Ausblick Literaturverzeichnis T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 12 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51646 ER - TY - INPR A1 - Champagnat, Nicolas A1 - Roelly, Sylvie T1 - Limit theorems for conditioned multitype Dawson-Watanabe processes N2 - A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every nite time interval, its distribution law is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. The explicit form of the Laplace functional of the conditioned process is used to obtain several results on the long time behaviour of the mass of the conditioned and unconditioned processes. The general case is considered first, where the mutation matrix which modelizes the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are also analysed. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2007, 01 Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49426 ER - TY - INPR A1 - Fradon, Myriam A1 - Roelly, Sylvie T1 - Infinite system of Brownian Balls: Equilibrium measures are canonical Gibbs N2 - We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional Stochastic Differential Equation with a local time term. We prove that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2005, 02 KW - Stochastic Differential Equation KW - hard core potential KW - Canonical Gibbs measure KW - detailed balance equation KW - reversible measure Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51594 ER - TY - INPR A1 - Cattiaux, Patrick A1 - Dai Pra, Paolo A1 - Poelly, Sylvie T1 - A constructive approach to a class of ergodic HJB equations with nonsmooth cost N2 - We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2007, 02 Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49430 ER - TY - INPR A1 - Läuter, Henning A1 - Liero, Hannelore T1 - Nonparametric estimation and testing in survival models N2 - The aim of this paper is to demonstrate that nonparametric smoothing methods for estimating functions can be an useful tool in the analysis of life time data. After stating some basic notations we will present a data example. Applying standard parametric methods to these data we will see that this approach fails - basic features of the underlying functions are not reflected by their estimates. Our proposal is to use nonparametric estimation methods. These methods are explained in section 2. Nonparametric approaches are better in the sense that they are more flexible, and misspecifications of the model are avoided. But, parametric models have the advantage that the parameters can be interpreted. So, finally, we will formulate a test procedure to check whether a parametric or a nonparametric model is appropriate. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2004, 05 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51586 ER - TY - INPR A1 - Liero, Hannelore A1 - Liero, Matthias T1 - Testing the acceleration function in life time models N2 - The accelerated life time model is considered. First, test procedures for testing the parameter of a parametric acceleration function is investigated; this is done under the assumption of parametric and nonparametric baseline distribution. Further, based on nonparametric estimators for regression functions tests are proposed for checking whether a parametric acceleration function is appropriate to model the influence of the covariates. Resampling procedures are discussed for the realization of these methods. Simulations complete the considerations. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2006, 03 Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49405 ER - TY - INPR A1 - Läuter, Henning T1 - On approximate likelihood in survival models N2 - We give a common frame for different estimates in survival models. For models with nuisance parameters we approximate the profile likelihood and find estimates especially for the proportional hazard model. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2006, 04 KW - Approximate likelihood KW - profile likelihood KW - propor-tional hazard mode Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51615 ER - TY - INPR A1 - Liero, Hannelore T1 - A Note on : testing the Copula Based on Densities N2 - We consider the problem of testing whether the density of a mul- tivariate random variable can be expressed by a prespecified copula function and the marginal densities. The proposed test procedure is based on the asymptotic normality of the properly standardized integrated squared distance between a multivariate kernel density estimator and an estimator of its expectation under the hypothesis. The test of independence is a special case of this approach. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2006, 02 Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49393 ER - TY - INPR A1 - Roelly, Sylvie T1 - Unas propiedades basicas de procesos de ramificación : Lectures held at ICIMAF La Habana, Cuba, 2009 and 2010 N2 - Aus dem Inhalt: 1. Unas propiedades de los procesos de Bienaymé-Galton-Watson de tiempo dis- creto (BGW) 2. Unas propiedades del proceso BGW de tiempo continuo 3. Limites de procesos de BGW cuando la población es numerosa T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 07 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49620 ER - TY - INPR A1 - Fradon, Myriam A1 - Roelly, Sylvie T1 - Infinitely many Brownian globules with Brownian radii N2 - We consider an infinite system of non overlaping globules undergoing Brownian motions in R3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is modelized by an infinitedimensional Stochastic Differential Equation with local time. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also find a class of reversible measures. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2009, 07 Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49552 ER - TY - INPR A1 - Läuter, Henning A1 - Ramadan, Ayad T1 - Statistical Scaling of Categorical Data N2 - Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 01 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49566 ER - TY - INPR A1 - Pénisson, Sophie T1 - Estimation of the infection parameter in the different phases of an epidemic modeled by a branching process N2 - The aim of this paper is to build and compare estimators of the infection parameter in the different phases of an epidemic (growth and extinction phases). The epidemic is modeled by a Markovian process of order d > 1 (allowing non-Markovian life spans), and can be written as a multitype branching process. We propose three estimators suitable for the different classes of criticality of the process, in particular for the subcritical case corresponding to the extinction phase. We prove their consistency and asymptotic normality for two asymptotics, when the number of ancestors (resp. number of generations) tends to infinity. We illustrate the asymptotic properties with simulated examples, and finally use our estimators to study the infection intensity in the extinction phase of the BSE epidemic in Great-Britain. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2010, 04 Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49607 ER - TY - INPR A1 - Murr, Rüdiger T1 - Characterization of Lévy Processes by a duality formula and related results N2 - Processes with independent increments are characterized via a duality formula, including Malliavin derivative and difference operators. This result is based on a characterization of infinitely divisible random vectors by a functional equation. A construction of the difference operator by a variational method is introduced and compared to approaches used by other authors for L´evy processes involving the chaos decomposition. Finally we extend our method to characterize infinitely divisible random measures. T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2011, 02 Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-43538 ER -