A number of formulae of an integral geometric character are presented for the most general planar, homogeneous line-segment process, one in which a given segment length and orientation may depend upon (a) the point process of segment midpoints and (b) the lengths and orientations of other segments. The sense in which these formulae have a probabilistic/statistical interpretation is made precise. For the general process, two interpretations are given; one requires the theory of Palm distributions whilst the other depends upon ergodic results. When additional structure for the process is assumed, the integral geometric formulae lead to interesting, non-intuitive sampling formulae.

A short solution is given for the urn problem proposed by Paul and Tatiana Ehrenfest in 1907.

In 1907 P. and T. Ehrenfest(3) proposed an urn model for the resolution of the apparent discrepancy between irreversibility and recurrence in Boltzmann's theory of gases (2). In this model it is assumed that m balls numbered 1, 2, …, m are distributed in two boxes. We perform a series of trials. In each trial we choose a number at random among 1, 2, …, m in such a way that each number has probability 1/m. If we choose j, then we transfer the ball numbered j from one box to the other. Denote by ξn the number of balls in the first box at the end of the nth trial. Initially there are ξ0 balls in the first box. If the trials are independent, then the sequence {ξn;n = 0, 1, 2,…} forms a homogeneous Markov chain with state space I = {0, 1, 2,…, m} and transition probabilities pi,i+1 = (m − i)/m for i = 0, l,…, m − 1, Pi,i−1 = i/m for i = 1, 2,…, m, and pi,k = 0 otherwise. The problem is to determine the transition probabilities

for i∈I, k∈I and n = 0,1, 2,….

In our previous consideration in (1) of the constant-coefficient fifth-order differential equation:

an attempt was made to identify (though not exhaustively) different sufficient conditions on a1,…,a5 for the instability of the trivial solution x = 0 of (1·1). It was our expectation that the conditions so identified could be generalized in some form or other to equations (1·1) in which a1,…,a5 were not necessarily constants, thereby giving rise to instability theorems for some non-linear fifth-order differential equations; and this turned out in fact to be so except only for the case:

with R0 = R0(a1, a2, a3, a4) > 0 sufficiently large, about which we were unable at the time to derive any worthwhile generalization to any equation (1·1) in which a1, …,a5 are not all constants.

1. Introduction. Révész(8) has shown that if (fn) is a sequence of random variables, bounded in L2, there exists a subsequence (fnk) and a random variable f in L2 such that converges almost surely whenever . Komlós(5) has shown that if (fn) is a sequence of random variables, bounded in L1, then there is a subsequence (A*) with the property that the Cesàro averages of any subsequence converge almost surely. Subsequently Chatterji(2) showed that if (fn) is bounded in LP (where 0 < p ≤ 2) then there is a subsequence (gk) = (fnk) and f in Lp such that

almost surely for every sub-subsequence. All of these results are examples of subsequence principles: a sequence of random variables, satisfying an appropriate moment condition, has a subsequence which satisfies some property enjoyed by sequences of independent identically distributed random variables. Recently Aldous(1), using tightness arguments, has shown that for a general class of properties such a subsequence principle holds: in particular, the results listed above are all special cases of Aldous' principal result.

In recent years there has been great progress in the study of certain systems of non-linear partial differential equations, namely those that have a ‘Lax representation’

Here P and L are linear differential operators in one variable x, whose coefficients are l × l matrices of functions of x and t. Thus L has the form

where each ui is a matrix of functions ui,αβ(x, t), 1 ≤ α, β ≤ l. The symbol Lt means that we differentiate each coefficient of L, and as usual [P, L] = PL − LP. The coefficients of P are supposed to be polynomials in the ui, αβ and their x-derivatives, so that (1·1) is equivalent to a system of non-linear ‘evolution equations’ for the variables ui, αβ. The simplest example is the Korteweg–de Vries (KdV) equation

which has a Lax representation with

(Here l = 1, and there is only one coefficient ui, αβ. ) The connexion between the KdV equation and this ‘Schrodinger operator’ L was discovered by Gardner, Greene, Kruskal and Miura(6), but it was P. Lax (13) who first pointed out explicitly what we call the Lax representation given by (1·1) and (1·2). The notation (P, L), due to Gel'fand and Dikii(7), reflects this fact.

Atkinson and Peletier (2,3) have considered similarity solutions of the differential equation

where the function k(s) is defined, real and continuous for s ≥ 0 and k(s) > 0 if s > 0 (in (2) k(0) = 0 is also assumed). In particular they look for similarity solutions of the form u(x, t) = f(η) where η = x(t+l)−½ with boundary conditions f(0) = A and . They show that if k(s) satisfies the condition

then for any A > 0 there is a unique similarity solution which is non-negative and has compact support in [0, ∞). They also show in (2) that

is a necessary condition for the solution to have compact support. In (3) they prove existence of similarity solutions when

and show that in this case the similarity solution has the property that f(η) > 0 for all η > 0.

1. Simple linear clustering. One of the simplest clustering problems is the following: if n points are taken independently and uniformly at random on the interval I = [0, L], what is the probability Q = Q(n, a, L) that no two points are closer than a? The well-known answer

if (n − 1) a ≤ L, and Q = 0 otherwise, can be obtained in a variety of ways. Perhaps the simplest one is the original method of E.C.Molina(5). If x1,…,xn are the abscissas of the n points, then there are n! equiprobable orderings of the xi's consistent with the condition that no two points are closer than a. The probability of each one is

Let yi = xi − (i − 1) a for i = 1,…,n, then the above becomes

which is

In this paper, we investigate the integrability of the vector field of the initial-value problem associated with certain nonlinear wave equations. This vector field involves translations and as such is not a strongly continuous or even strongly measurable L∞-valued function. It is shown that such a vector field, although not generally Pettis integrable, does turn out to be so in an important situation. We then indicate how this result can be used to obtain pseudo-solutions of the initial-value problem.

The two-dimensional, irrotational, linear theory used in the investigation of the propagation of monochromatic surface gravity waves in a region of varying depth is considered. Uniqueness of the velocity potential is established for bottom profiles satisfying certain convexity conditions. These include the majority of profiles of physical interest.

In solid mechanics an outstanding lacuna is a general method for solving problems of plane strain for materials other than classically elastic, or visco-elastic, or rigid–plastic. Even with restriction to incrementally linear response, and to infinitesimal deformations superimposed on uniform pre-strains, there is no body of theory with the scope and power of the complex variable approach in isotropic elasticity. This lack has been highlighted recently by the growing interest in bifurcation phenomena in finitely deformed materials. So far, all analytical solutions to plane boundary-value problems with bifurcations (1,2,3,4) have relied on a separation-of-variables technique, which succeeds only for certain types of data.

We prove that the class of transition matrices for the finite state time-inhomogeneous birth and death processes coincides with the class of non-singular totally positive stochastic matrices. Thus we obtain a complete solution to the embedding problem for this class of Markov chains.

This paper deals with the propagation and decay of nth-order displacement waves in linear hyperelastic rods having multiple wave speeds. The vector decay equation is integrated to find the explicit behaviour of all waves which can propagate in the rod. Examples are treated using a special form of the constitutive relations and results are given for rods of various geometries and wave multiplicities.

We obtain two approximate representations of a one-particle Gibbs state, both of which become asymptotically exact in trace norm as m → ∞. The second representation is an integral of pure coherent states over phase space, and can therefore be regarded as a classical approximation to the Gibbs state. We also obtain a version of the second representation applicable to the microcanonical ensemble.

1. Introduction and summary. This paper offers yet another example of what probability theory can do for analysis. Using a Feynman-Kac formula derived in the theory of random evolutions (5), we find an expression (1) for the spectral radius r(A) of a finite square non-negative matrix A. This expression makes it very easy to study how r(A) behaves as a function of the diagonal elements of A.

The convexity of the internal energy, regarded as a function of any tensor strain measure, determines the stability of a material in a particular loading environment. Such convexity criteria reflect properties of the material alone and therefore have the alternative interpretation of constitutive inequalities. An assessment of the relative strengths of these criteria is therefore of interest because it provides an ordering of the constitutive inequalities. Existing comparison theorems, allowing such an assessment, suppose that work-conjugate measures of stress and strain are coaxial. The main content of this paper is a theorem which makes no such supposition and so enables a comparison of criteria of convexity, and an ordering of constitutive inequalities, for arbitrarily anisotropic materials.

1. Introduction. Hajnal (5) showed that under wide conditions a sequence of products H(1, q) = Mq…M1q = 1,2,…, of square non-negative matrices Mq approaches a sequence of positive matrices of rank 1. We call a product H(1,q) inhomogeneous if its factors M1,…, Mq are not necessarily all equal to one another. When the matrices Mq are members of an ‘ergodic set’, and x and y are positive vectors, the projective distance d(H(1,q)x, H(1,q)y) decays at least exponentially fast as q increases. An important condition on an ergodic set is that any product of g members from the set be a matrix in which all elements are (strictly) positive, where g is some fixed positive integer.

1. Introduction. The purpose of this paper is to study the global geometry of a space–time (M, g), which is related to the Lorentzian distance function induced on the manifold M by the Lorentzian structure. We will use the signature convention (−, +, …, +) for g and assume that (M, g) is time orientated. The first part of this paper deals with cut points and maximal geodesies, both of which were defined in (1) using the Lorentzian distance function in analogy to the standard concepts in Rie-mannian geometry. In (1), sections 2 and 3, some elementary properties of maximal geodesies were established. In particular, the principle that, for strongly causal space-times, a limit curve of a sequence of future-directed nonspacelike ‘almost maximal’ curves is a maximal geodesic was used to prove nonspacelike incompleteness ((1), theorem 6·3). Also null cut points were used to obtain results on null incompleteness ((1), section 5). In (2) we studied deeper properties of maximal geodesies and cut points using the technical tools developed in (1), sections 2 and 3. The first part of the present paper continues these investigations.