Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes

Let (X_i,Y _i) be a set of observations form a stationary -mixing process and (x) be the conditional -th quantile of Y given X = x. Several authors considered nonparametric estimation of (x) in the i.i.d. setting. Assuming the smoothness of FF(x), we estimate it by local polynomial fitting and prove the asymptotic normality and the uniform convergence.     

On Decomposing an Abelian p-Group Under a p′-Operator Group

Let A be a p-group acting on a finite Abelian p-group P. We give a necessary and sufficient condition on an A-irreducible decomposition of ₁(P) = _i1U_i for the existence of an A-indecomposable decomposition of P = _i1R_i such that ₁(R_i) = U_i for all i I. This readily implies a main result of [1].2000 Mathematics Subject Classification: 20D15     

Essential spectral radius for Markov semigroups (I): discrete time case

Using two new measures of non-compactness (P) and _w (P) for a positive kernel P on a Polish space E, we obtain a new formula of Nussbaum-Gelfand type for the essential spectral radius r _ess (P) on b. Using that formula we show that different known sufficient conditions for geometric ergodicity such as Doeblins condition, drift condition by means of Lyapunov function, geometric recurrence etc lead to variational formulas of the essential spectral radius. All those can be easily transported on the weighted space b _u . Some related results on L ² () are also obtained, especially in the symmetric case. Moreover we prove that for a strongly Feller and topologically transitive Markov kernel, the large deviation principle of Donsker-Varadhan for occupation measures of the associated Markov process holds if and only if the essential spectral radius is zero; this result allows us to show that the sufficient condition of Donsker-Varadhan for the large deviation principle is in fact necessary. The knowledge of r _ess (P) allows us to estimate eigenvalues of P in L ² in the symmetric case, and to estimate the geometric convergence rate by means of that in the metric of Wasserstein. Applications to different concrete models are provided for illustrating those general results. Mathematics Subject Classification (2000):60J05, 60F10, 47A10, 47D07     

Constant-Sign Solutions of a System of Fredholm Integral Equations

We consider the following system of Fredholm intergral equations u _i (t)=₀ ¹ g _i (t,s)f _i (s,u ₁(s),u ₂(s),...,u _n (s)) ds, t[0,1], 1in. Criteria are offered for the existence of single, double and multiple solutions of the system that are of constant signs. The generality of the results obtained is illustrated through applications to several well known boundary value problems. We also extend the above system of Fredholm intergral equations to that on the half-line [0,) u _i (t)=₀ g _i (t,s)f _i (s,u ₁(s),u ₂(s),...,u _n (s)) ds, t[0,), 1in and investigate the existence of constant-sign solutions.     

Intuitionistic weak arithmetic

We construct -framed Kripke models of i₁ and i₁ non of whose worlds satisfies xy(x=2yx=2y+1) and x,yzExp(x, y, z) respectively. This will enable us to show that i₁ does not prove ¬¬xy(x=2yx=2y+1) and i₁ does not prove ¬¬x, yzExp(x, y, z). Therefore, i₁¬¬lop and i₁¬¬i₁. We also prove that HAl₁ and present some remarks about i₂. Mathematics Subject Classification (2000):03F30, 03F55, 03H15.     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

The steinitz lemma inl inf∞ sup2

Let (a, b) be a pair of non-negative numbers such that (1)a, b1 and (2)a+b3. Letu ₁,...,u _n be a sequence of vectors from the set {(x, y)R ²: |x|, |y|1}, withu ₁+...+u _n =0. It is shown that there is a permutation of indices such that all partial sumsu ₍₁₎+...+u _(k) lie in the rectangle |x|a, |y|b. Conditions (1) and (2) are also necessary.     

Cardinal Invariants of λ-Topologies

We study the basic cardinal-valued invariants of C (X) such as weight, density, network weight, i-weight, and tightness, where C (X) is the space of all continuous real functions on X in the -topology.     

Complete stability of large order statistics

Fix an integerr1. For eachnr, letM _nr be the rth largest ofX ₁,...,X _n, where {X _n,n1} is a sequence of i.i.d. random variables. Necessary and sufficient conditions are given for the convergence of _n=r n P[|M _nr /a _n –1|<] for every >0, where {a _n} is a real sequence and –1. Moreover, it is shown that if this series converges for somer1 and some >–1, then it converges for everyr1 and every >–1.     

A property of nonlinear elliptic equations when the right-hand side is a measure

LetA(u)=–diva(x, u, Du) be a Leray-Lions operator defined onW ₀ ^1,p () and be a bounded Radon measure. For anyu SOLA (Solution Obtained as Limit of Approximations) ofA(u)= in ,u=0 on , we prove that the truncationsT _k(u) at heightk satisfyA(T _k(u)) A(u) in the weak * topology of measures whenk + .

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Résumé SoitA(u)=–diva(x, u, Du) un opérateur de Leray-Lions défini surW ₀ ^1,p () et une mesure de Radon bornée. Pour toutu SOLA (Solution Obtenue comme Limite d'Approximations) deA(u)= dans ,u=0 sur , nous démontrons que les troncaturesT _k(u) à la hauteurk vérifientA(T _k(u)) A(u) dans la topologie faible * des mesures quandk + .

     

Multiscale convergence and reiterated homogenization of parabolic problems

Reiterated homogenization is studied for divergence structure parabolic problems of the form u /t–div (a(x,x/,x/²,t,t/ ^k)u )=f. It is shown that under standard assumptions on the function a(x, y ₁,y ₂,t,) the sequence {u } of solutions converges weakly in L ² (0,T; H ₀ ¹ ()) to the solution u of the homogenized problem u/t– div(b(x,t)u)=f.This revised version was published online in April 2005 with a corrected missing date string.     

Continuité de la densité de l'intégrale d'aire dans les espaces de Hardy

Nous estimons la dépendance en la fonction harmonique des fonctionnelles densité de l'intégrale d'aire. Nous obtenons notamment un contrôle en norme de sup _aR D u(,a)–D v(,a) ainsi qu'une inégalité aux bons- de type exponentielle.     

Some analytical properties of γ-convex functions on the real line

This paper deals with the analytical properties of -convex functions, which are defined as those functions satisfying the inequalityf(x ₁ )+f(x ₂ )f(x ₁)+f(x ₂), forx _i [x ₁,x ₂], |x _i –x _i |=, i=1,2, whenever |x ₁–x ₂|>, for some given positive . This class contains all convex functions and all periodic functions with period . In general, -convex functions do not have ideal properties as convex functions. For instance, there exist -convex functions which are totally discontinuous or not locally bounded. But -convex functions possess so-called conservation properties, meaning good properties which remain true on every bounded interval or even on the entire domain, if only they hold true on an arbitrary closed interval with length . It is shown that boundedness, bounded variation, integrability, continuity, and differentiability almost everywhere are conservation properties of -convex functions on the real line. However, -convex functions have also infection properties, meaning bad properties which propagate to other points, once they appear somewhere (for example, discontinuity). Some equivalent properties of -convexity are given. Ways for generating and representing -convex functions are described.This research was supported by the Deutsche Forschungsgemeinschaft. The first author thanks Prof. Dr. E. Zeidler and Prof. Dr. H. G. Bock for their hospitality and valuable support.     

Multiplicity of positive solutions of a nonlinear Schrödinger equation

We consider the multiple existence of positive solutions of the following nonlinear Schrödinger equation: where if N3 and p(1, ) if N=1,2, and a(x), b(x) are continuous functions. We assume that a(x) is nonnegative and has a potential well := int a^–1(0) consisting of k components and the first eigenvalues of –+b(x) on _j under Dirichlet boundary condition are positive for all . Under these conditions we show that (PM) has at least 2^k–1 positive solutions for large . More precisely we show that for any given non-empty subset , (P) has a positive solutions u(x) for large . In addition for any sequence _n we can extract a subsequence _ni along which u_ni converges strongly in H¹(R^N). Moreover the limit function u(x)=lim_iu_ni satisfies (i) For jJ the restriction u|_j of u(x) to _j is a least energy solution of –v+b(x)v=v^p in _j and v=0 on _j. (ii) u(x)=0 for .Mathematics Subject Classifications (2000):35Q55, 35J20     

On the approximation of plane curves by parametric cubic splines

A plane curveC can be approximated by a parametric cubic spline as follows. Points (x _i ,y _i ) are chosen in order alongC and a monotonically increasing variable is assigned values _i at the points (x _i ,y _i ): _i = the cumulative chordal distance from (x ₁ ,y ₁ ). The points ( _i ,x _i ) and ( _i ,y _i ) are then fitted separately by cubic splinesx() andy(), to obtain : (x(),y()). This paper establishes estimates for the errors involved in approximatingC by . It is found that the error in position betweenC and decreases likeh ³, whereh is the maximum length of arc between consecutive knots onC. For first derivatives, the error behaves likeh ²; for second derivatives, likeh.     

On the Existence of <Emphasis Type="Italic">φ</Emphasis>-Moments of the Limit of a Normalized Supercritical Galton–Watson Process

Let (Z _n ) _{n 0} be a supercritical Galton–Watson process with finite re-production mean  and normalized limit W=lim _n ^–n Z _n . Let further : [0,) [0,) be a convex differentiable function with (0)=(0)=0 and such that ( ) is convex with concave derivative for some n 0. By using convex function inequalities due to Topchii and Vatutin, and Burkholder, Davis and Gundy, we prove that 0 < E (W) < if, and only if, , where

Kite-freeP- andQ-polynomial schemes

LetY = (X, {R _i } _oid) denote aP-polynomial association scheme. By a kite of lengthi (2 i d) inY, we mean a 4-tuplexyzu (x, y, z, u X) such that(x, y) R ₁,(x, z) R ₁,(y, z) R ₁,(u, y) R _i–1,(u, z) R _i–1,(u, x) R _i. Our main result in this paper is the following.     

Directed packings with block size 5 and even ν

Let andk be positive integers. A transitively orderedk-tuple (a ₁,a ₂,...,a _k) is defined to be the set {(a _i, a_j) 1i<jk} consisting ofk(k–1)/2 ordered pairs. A directed packing with parameters ,k and index =1, denoted byDP(k, 1; ), is a pair (X, A) whereX is a -set (of points) andA is a collection of transitively orderedk-tuples ofX (called blocks) such that every ordered pair of distinct points ofX occurs in at most one block ofA. The greatest number of blocks required in aDP(k, 1; ) is called packing number and denoted byDD(k, 1; ). It is shown in this paper that for all even integers , where [x] is the floor ofx.     

A functional equation of Ih-Ching Hsu

Summary A recent note of Ih-Ching Hsu poses an unsolved problem, to wit, the general solution of the functional equation g(x₁, x₂) + g(₁(x₁), ₂(x₂)) = g(x₁, ₂(x₂)) + g(₁(x₁),x₂), where the _i are given functions. This short paper obtains the general solution. It gives conditions which imply that anycontinuous solution has form g₁(x₁) + g₂(x₂).     

Epsilon efficiency

This paper considers the extension of -optimality for scalar problems to vector maximization problems, or efficiency problems, which havem objective functions defined on a set .It is shown that the natural extension of the scalar -optimality concepts [viz, given >0, given a solution setS, ifxS there exists an efficient solutiony with f(x)–f(y), and given an efficient solutiony, there exists anxS with f(x)–f(y)] do not hold for some methods used. Six concepts of -efficient sets are introduced and examined, to a very limited extent, in the context of five methods used for generating efficient points or near efficient points.In doing so, a distinction is drawn between methods in which the surrogate optimizations are carried out exactly, and those where terminal -optimal solutions are obtained.The author would like to thank the referees whose thoroughness was extremely helpful for the revised paper.