48 research outputs found

    Roth's Theorem in the Piatetski-Shapiro primes

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    Let P\mathbf{P} denote the set of prime numbers and, for an appropriate function hh, define a set Ph={p∈P:βˆƒn∈NΒ p=⌊h(n)βŒ‹}\mathbf{P}_{h}=\{p\in\mathbf{P}: \exists_{n\in\mathbb{N}}\ p=\lfloor h(n)\rfloor\}. The aim of this paper is to show that every subset of Ph\mathbf{P}_{h} having positive relative upper density contains a nontrivial three-term arithmetic progression. In particular the set of Piatetski--Shapiro primes of fixed type 71/72<Ξ³<171/72<\gamma<1, i.e. {p∈P:βˆƒn∈NΒ p=⌊n1/Ξ³βŒ‹}\{p\in\mathbf{P}: \exists_{n\in\mathbb{N}}\ p=\lfloor n^{1/\gamma}\rfloor\} has this feature. We show this by proving the counterpart of Bourgain--Green's restriction theorem for the set Ph\mathbf{P}_{h}.Comment: Accepted for publication in Revista Matematica Iberoamerican

    On fixed points of a generalized multidimensional affine recursion

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    Let GG be a multiplicative subsemigroup of the general linear group \Gl(\mathbb{R}^d) which consists of matrices with positive entries such that every column and every row contains a strictly positive element. Given a GG--valued random matrix AA, we consider the following generalized multidimensional affine equation R\stackrel{\mathcal{D}}{=}\sum_{i=1}^N A_iR_i+B, where Nβ‰₯2N\ge2 is a fixed natural number, A1,...,ANA_1,...,A_N are independent copies of AA, B∈RdB\in\mathbb{R}^d is a random vector with positive entries, and R1,...,RNR_1,...,R_N are independent copies of R∈RdR\in\mathbb{R}^d, which have also positive entries. Moreover, all of them are mutually independent and =D\stackrel{\mathcal{D}}{=} stands for the equality in distribution. We will show with the aid of spectral theory developed by Guivarc'h and Le Page and Kesten's renewal theorem, that under appropriate conditions, there exists Ο‡>0\chi>0 such that ΒΆ({>t})≍tβˆ’Ο‡,\P(\{>t\})\asymp t^{-\chi}, as t\to\8, for every unit vector u∈Sdβˆ’1u\in\mathbb{S}^{d-1} with positive entries.Comment: 30 pages, no figure

    Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems

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    Let Ξ¦n\Phi_n be an i.i.d. sequence of Lipschitz mappings of Rd\R^d. We study the Markov chain {Xnx}n=0∞\{X_n^x\}_{n=0}^\infty on Rd\R^d defined by the recursion Xnx=Ξ¦n(Xnβˆ’1x)X_n^x = \Phi_n(X^x_{n-1}), n∈Nn\in\N, X0x=x∈RdX_0^x=x\in\R^d. We assume that Ξ¦n(x)=Ξ¦(Anx,Bn(x))\Phi_n(x)=\Phi(A_n x,B_n(x)) for a fixed continuous function Ξ¦:RdΓ—Rdβ†’Rd\Phi:\R^d\times \R^d\to\R^d, commuting with dilations and i.i.d random pairs (An,Bn)(A_n,B_n), where An∈End(Rd)A_n\in {End}(\R^d) and BnB_n is a continuous mapping of Rd\R^d. Moreover, BnB_n is Ξ±\alpha-regularly varying and AnA_n has a faster decay at infinity than BnB_n. We prove that the stationary measure Ξ½\nu of the Markov chain {Xnx}\{X_n^x\} is Ξ±\alpha-regularly varying. Using this result we show that, if Ξ±<2\alpha<2, the partial sums Snx=βˆ‘k=1nXkxS_n^x=\sum_{k=1}^n X_k^x, appropriately normalized, converge to an Ξ±\alpha-stable random variable. In particular, we obtain new results concerning the random coefficient autoregressive process Xn=AnXnβˆ’1+BnX_n = A_n X_{n-1}+B_n.Comment: 23 pages, 0 figures. Accepted for publication in Stochastic Processes and their Application
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