Various properties of continuity for the class of lower semicontinuous convex functions are considered and dual characterizations are established. In particular, it is shown that the restriction of a lower semicontinuous convex function to its domain (respectively, domain of subdifferentiability) is continuous if and only if its subdifferential is strongly cyclically monotone (respectively, σ-cyclically monotone).

A near-maximum is an observation which falls within a distance a of the maximum observation in an i.i.d. sample of size n. The asymptotic behaviour of the number Kn(a) of near-maxima is known for the cases where the right extremity of the population distribution function is finite, and where it is infinite and the right hand tail is exponentially small, or fatter than exponential. This paper completes the picture for thin tails, i.e., tails which decay faster than exponential. Limit theorems are derived and used to find the large-sample behaviour of the sum of near-maxima.

This paper focuses on the analyticity of the limiting behavior of a class of dynamical systems defined by iteration of non-expansive random operators. The analyticity is understood with respect to the parameters which govern the law of the operators. The proofs are based on contraction with respect to certain projective semi-norms. Several examples are considered, including Lyapunov exponents associated with products of random matrices both in the conventional algebra, and in the (max, +) semi-field, and Lyapunov exponents associated with non-linear dynamical systems arising in stochastic control. For the class of reducible operators (defined in the paper), we also address the issue of analyticity of the expectation of functionals of the limiting behavior, and connect this with contraction properties with respect to the supremum norm. We give several applications to queueing theory.

Hilbert's inequality asserts that

for arbitrary complex numbers ar. The constant π was first obtained by Schur [5], and is best possible. Following a suggestion of Selberg, Montgomery and Vaughan [4] showed that

where the γr are distinct real numbers and

This paper is devoted to the investigation of limit theorems for extremes with random sample size under general dependence-independence conditions for samples and random sample size indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems for extremal processes with random sample size indexes.

Assume that for a measurable funcion f on (0, ∞) there exist a positive auxiliary function a(t) and some γ ∈ R such that . Then f is said to be of generalized regular variation. In order to control the asymptotic behaviour of certain estimators for distributions in extreme value theory we are led to study regular variation of second order, that is, we assume that exists non-trivially with a second auxiliary function a1(t). We study the possible limit functions in this limit relation (defining generalized regular variation of second order) and their domains of attraction. Furthermore we give the corresponding relation for the inverse function of a monotone f with the stated property. Finally, we present an Abel-Tauber theorem relating these functions and their Laplace transforms.

We study cosine and sine Fourier transforms defined by F(t):= (2/π) and (t):= (2/π), where f is L1-integrable over[0, ∞]. We also assume than F are locally absolutely continuous over [0, ∞). In particular, this is the case if both f(x) and xf(x) are (L1-integrable over [0, ∞). Motivated by the inversion formulas, we consider the partial integras Sν (f, x):= and ν(f, x):= , the modified partial integrals uν (f, x):= sν(f, x) - F(ν)(sin νx)/x and ũν(f, x):= ν(f, x) + (ν) (cos νx)/x, where ν > 0. We give necessary and sufficient conditions for(L1 [0, ∞)-convergence of uν (f) and ũν (f) as well as for the L1 [0, X]-convergence of sν (f) and ν(f) to f as ν← ∞, where 0 < X < ∞ is fixed. On the other hand, in certain cases we conclude that sν(f) and ν(f) cannot belong to (L1 [0,∞). Conequently, it makes no sense to speak of their (L1 [0, ∞)-convergence as ν ← ∞.

As an intermediate tool, we use the Cesàro means of Fourier transforms. Then we prove Tauberian type results and apply Sidon type inequalities in order to obtain Tauberian conditions of Hardy-Karamata kind.

We extend these results to the complex Fourier transform defined by G(t):= , where g is L1- integrable over (−∞, ∞).

Let ((x)) = x −⌊x⌋−1/2 be the swatooth function. If a, b, c and e are positive integeral, then the integral or ((ax)) ((bx)) ((cx)) ((ex)) over the unit interval involves Apolstol's generalized Dedekind sums. By expressing this integral as a lattice-point sum we obtain an elementary method for its evaluation. We also give an elementary proof of the reciprocity law for the third generalized Dedekind sum.

We measure the separation of the zeros of the polynomial f(x) = by δ(f) = mini(ai+1 − ai). We establish a bound for the amount by which the ratio δ(f′ − kf)/δ(f) exceeds 1.

We show that for a Henstock-Kurzweil integrable function f for every ∈ > 0 one can choose an upper semicontinuous gage function δ, used in the definition of the HK-integral if and only if |f| is bounded by a Baire 1 function. This answers a question raised by C. E. Weil.

These generalizations of Hardy's Integral Inequality are generalizations of some inequalities of B. G. Pachpatte.

In this paper, two gradient properties of explicit convex functions are given.

Let pn(x) be a real algebraic polynomial of degree n, and consider the Lp norms on I = [−1, 1]. A classical result of A. A. Markoff states that if ‖pn‖. ∞ ≤ 1, then ‖P′n‖∞ ≤ n2. A generalization of Markoff's problem, first suggested by P. Turán, is to find upper bounds for ‖pn(J)‖p if ∣pn(x)∣≤ ψ(x)x ∈ I. Here ψ(x) is a given function, a curved majorant. In this paper we study extremal properties of ‖p′n‖2 and ‖p″n‖2 if pn(x) has the parabolic majorant ∣p(x)∣≤ 1 − x2, x ∈ I. We also consider the problem, motivated by a well-known result of S. Bernstein, of maximising ‖(1 − x2)

Some theorems on the existence of continuous real-valued functions on a topological space (for example, insertion, extension, and separation theorems) can be proved without involving uncountable unions of open sets. In particular, it is shown that well-known characterizations of normality (for example the Katětov-Tong insertion theorem, the Tietze extension theorem, Urysohn's lemma) are characterizations of normal σ-rings. Likewise, similar theorems about extremally disconnected spaces are true for σ-rings of a certain type. This σ-ring approach leads to general results on the existence of functions of class α.

In this paper we shall be concerned with the growth of functions in the class ℳp, where we write f ∈ ℳp 1 <p<∞, if:

(i) f is absolutely continuous on bounded subintervals of [0, ∞]);

(ii) f(0) = 0; and

(iii) .

Let , be i.i.d. random closed sets in . Limit theorems for their normalized convex hulls conv () are proved. The limiting distributions correspond to C-stable random sets. The random closed set A is called C-stable if, for any , the sets anA and conv ( coincide in distribution for certain positive an, compact Kn, and independent copies A1, …, An of A. The distributions of C-stable sets are characterized via corresponding containment functionals.

In this paper, the Opial's inequality, which has a wide range of applications in the study of differential and integral equations, is generalized to the case involving m functions of n variables, m, n ≥ 1.

Let X(1) ≦ X(2) ≦ ·· ·≦ X(N(t)) be the order statistics of the first N(t) elements from a sequence of independent identically distributed random variables, where {N(t); t ≧ 0} is a renewal counting process independent of the sequence of X's. We give a complete description of the asymptotic distribution of sums made from the top kt extreme values, for any sequence kt such that kt → ∞, kt/t → 0 as t → ∞. We discuss applications to reinsurance policies based on large claims.

The note re-examines Brown's new inequalities involving polynomials and fractional powers. Shorter proofs are provided, and greater attention is given to the conditions for the inequalities to hold.

Simple necessary and sufficient conditions for a function to be concave in terms of its shifted Laplace transform are given. As an application of this result, we show that the expected local time at zero of a reflected Lévy process with no negative jumps, starting from the origin, is a concave function of the time variable. A special case is the expected cumulative idle time in an M/G/1 queue. An immediate corollary is the concavity of the expected value of the reflected Lévy process itself. A special case is the virtual waiting time in an M/G/1 queue.