An integral on a locally compact Hausdorff semigroup ς is a non-trivial, positive, linear functional μ on the space of continuous real-valued functions on ς with compact supports. If ς has the property: (A) for each pair of compact sets C, D of S, the set is compact; then, whenever and a ∈ S, the function fa defined by is also in . An integral μ on a locally compact semigroup S with the property (A) is said to be right invariant if for all j ∈ and all a ∈ S.

It is possible, by a different approach leading to a structure theorem for the left ideal κ, to prove the main result of the preceding paper more simply and at the same time relaxing the conditions considerably. In particular we may drop the stipulation that σ be separable and metric and one of the conditions (A) or (B) and replace the other by one of the weaker conditions (A′) or (B′) below: .

Green's theorem, for line integrals in the plane, is well known, but proofs of it are often complicated. Verblunsky [1] and Potts [2] have given elegant proofs, which depend on a lemma on the decomposition of the interior of a closed rectifiable Jordan curve into a finite collection of subregions of arbitrarily small diameter. The following proof, for the case of Riemann integration, avoids this requirement by making a construction closely analogous to Goursat's proof of Cauchy's theorem. The integrability of Qx—Py is assumed, where P(x, y) and Q(x, y) are the functions involved, but not the integrability of the individual partial derivatives Qx, and py this latter assumption being made by other authors. However, P and Q are assumed differentiable, at points interior to the curve.

In this note we answer the following question: Given C(X) the latticeordered ring of real continuous functions on the compact Hausdorff space X and T an averaging operator on C(X), under what circumstances can X be decomposed into a topological product such that supports a measure m and Tf = h where By an averaging operator we mean a linear transformation T on C(X) such that: 1. T is positive, that is, if f>0 (f(x) ≧ 0 for all x ∈ and f(x) > 0 for some a ∈ X), then Tf>0. 2. T(fTg) = (Tf)(Tg). 3. T l = 1 where l(x) = 1 for all x ∈ X.

In [1] the concept of completeness of a functor was introduced and, in the cse of additive * categories and and an additive functor T: → , a criterion for T (supposed surjective) to be complete was given in terms of the kernel of T: this was that for each object A of the ideal A should be containded in the (Jacobson) radical of A. (The meaning of this notation and nomemclature is recalled in § 2 below). The question arises whether in any additive category there is a greatest ideal with this property, so that the canonical functor T: → / is in some sense the coarsest that faithfully represents the objects (but not the maps) of .

Chains of projectivities within the lattice (G) of subnormal subgroups of group G have been considered by various authors, see for example Barnes [1] and Tamaschke [2].

A generalised factorial function (z: k)! is defined as an infinite product similar to the Euler product for z!, but with the sequences of integers replaced by the roots of F(z) = sin πz+kπz. It is proved that, apart from poles in (z) < 0, (z: k)! is analytic in both variables, and that F(z) may be expressed in the form F(z) = πz/(z: k)!(—z: k)!

The generalised factorial function (z; K)! has been defined by Smith White and Buchwald [1] in terms of an infinite product which converges very slowly, about 105 terms being required for four figure accuracy if |z| = 10. A method is given for the computation of (z; k)! for 0 < |z|≦ 10 to four figure accuracy.

Although many varied techniques have been proposed for handling deterministic non-linear programming problems there apperars to have been little success in solving the more realistic problem of stochastic non-linear programming, despite the many results that have been obtained for stochastic linear programming. In this paper the stochastic non-linear problem is treated by means of an adaptation of a method used by Berkovitz [1] in obtaining an exiatence theorem for a type of inequality constrained variational problem involving one independent variable. The stochastic programming problem of course involves many independent variables. Necessary conditions are obtained for the existence of a solution of a fairly general type of non-linear problem, and these conditions are shown to be also sufficient for the convex problem. A duality theorem is given for the latter problem.

The definitions of the functions used to described Doppler broadened Breit Wigner contours are extended to the complex domain. The properties of the analytic functions are then used to evaluate a number of integrals by the theory of residues.

Let {xt} (t = 0, ±1, ±2 …) be a stationary non-deterministic time series with E(x2t) < ∞, E(xt) = 0, and let its spectrum be continuous (strictly absolutely continuous) so that the spectral distribution function is the spectral density function. It is well known that {xt} then has a unique one-sided movingaverage representation where .