On the transference principle and Nesterenko's linear independence criterion

نویسندگان

چکیده

We consider the problem of simultaneous approximation real numbers $\theta_1, …,\theta_n$ by rationals and dual approximating zero values linear form $x_0+\theta_1x_1+…+\theta_nx_n$ at integer points. In this setting we analyse two transference inequalities obtained Schmidt Summerer. present a rather simple geometric observation which proves their result. also derive several previously unknown corollaries. particular, show that, together with German's for uniform exponents, Summerer's imply Bugeaud Laurent "one half" Marnat Moshchevitin. Moreover, that our main construction provides proof Nesterenko's independence criterion.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Criterion for linear independence of functions

where T1, . . . , Tn, S1, . . . , Sn : [a, b] → R. (2) Suppose K 6= 0. Then we may consider each of the systems {T1, . . . , Tn}, {S1, . . . , Sn} linearly independent. Indeed, starting from an expression of kind (1), we consequently reduce the number of items while it is needed. Assume that we need to express the functions (2) in terms of K. In order to do it, we find such points (a proof of e...

متن کامل

Nesterenko’s linear independence criterion for vectors

In this paper we deduce a lower bound for the rank of a family of p vectors in Rk (considered as a vector space over the rationals) from the existence of a sequence of linear forms on Rp, with integer coefficients, which are small at k points. This is a generalization to vectors of Nesterenko’s linear independence criterion (which corresponds to k = 1). It enables one to make use of some known ...

متن کامل

Multiplicative Transference Principle

We give partial improvement of multiplicative transference principle proved

متن کامل

The Finite-Set Independence Criterion

We consider the design of adaptive, nonparametric statistical tests of dependence: that is, tests of whether a joint distribution Pxy factorizes into the product of marginals PxPy with the null hypothesis that H0 : X ∈ X ⊆ Rx and Y ∈ Y ⊆ Ry are independent. While classical tests of dependence, such as Pearson’s correlation and Kendall’s τ , are able to detect monotonic relations between univari...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Izvestiya: Mathematics

سال: 2023

ISSN: ['1468-4810', '1064-5632']

DOI: https://doi.org/10.4213/im9285e