Estimation of parameters in ARUMA models

Let X(n) be a time series satisfying the following ARUMA(p, d, q) models:U (B) A (B)X (n)=C (B) W (n)where U(B)=1+u(1)B+…+u(d) B~d is a polynomial with all roots on the unit circle, A(B)=1+a(1)B+…+a(p)Bp is a polynomial with all roots outside the unit circle, C(B)=1+c(1) B+…+c(q)Bq is a polynomial which is relatively prime with the polynomial U(B)A(B), B is thebackshift operator such that BX(n)=X(n-1), and (W (n), F(n), n≥1) is a sequence of martingaledifferences satisfying the following conditions:lim E (W (n)~2|F(n-1))=σ~2 a.s.n→∞sup E |W(n)|γ<∞ for some γ>2.n≥1The purpose of this paper is to provide consistent estimates of the parameters p, d, q, u(j) (j=1,2,…,d), and a(k) (k=1, 2.…, p).     

OSCILLATION AND ASYMPTOTIC BEHAVIOR OF SOME SECOND-ORDER RETARDED DIFFERENTIAL EQUATIONS

In this paper, we consider the following second order retarded differential equations x″(t)+cx′(t)=qx(t-σ)-lx(t-δ) (1) x″(t)+p(t)x(t-τ)=0 (2) We give some sufficient conditions for the oscillation of all solutions of Eq. (1) in the case where q, ι, σ, δ are positive numbers and c is a real number. And also, we study the asymptotic behavior of the nonoscillatory solutions. If necessary, we give some examples to illustrate our results. At last, we study Eq. (2) with some conditions on p(t).     

On σ-semipermutable Subgroups of Finite Groups

Let σ = {σ_i|i ∈ I } be some partition of the set of all primes P, G a finite group andσ(G) = {σ_i |σ_i ∩π(G) = ?}. A set H of subgroups of G is said to be a complete Hall σ-set of G if every member = 1 of H is a Hall σ_i-subgroup of G for some σ_i ∈σ and H contains exactly one Hallσ_i-subgroup of G for every σ_i ∈σ(G). A subgroup H of G is said to be: σ-semipermutable in G with respect to H if H H_i~x= H_i~xH for all x ∈ G and all H_i ∈ H such that(|H|, |H_i|) = 1; σ-semipermutable in G if H is σ-semipermutable in G with respect to some complete Hall σ-set of G. We study the structure of G being based on the assumption that some subgroups of G are σ-semipermutable in G.     

Symmetry of the point spectrum of infinite dimensional hamiltonian operators and its applications

This paper studies the symmetry, with respect to the real axis, of the point spectrum of the upper triangular infinite dimensional Hamiltonian operator H. Note that the point spectrum of H can be described as σp(H) = σp(A) ∪σp1(-A*). Using the characteristic of the set σp1(-A*), we divide the point spectrum σp(A) of A into three disjoint parts. Then, a necessary and sufficient condition is obtained under which σp1(-A*) and one part of σp(A) are symmetric with respect to the real axis each other. Based on this result, the symmetry of σp(H) is completely given. Moreover, the above result is applied to thin plates on elastic foundation, plane elasticity problems and harmonic equations.     

Critical Exponent for the Parabolic Equation u_t=Δu~m + h(t)u~p in a Cone

In this paper,we study the initial-boundary value problem of porous medium equation ut = Δum + h(t)up in a cone D =(0,∞) ×Ω,where h(t) ～ tσ.Let ω1 denote the smallest Dirichlet eigenvalue for the Laplace-Beltrami operator on Ω and let l denote the positive root of l 2 +(n 2)l = ω1.We prove that if m p ≤ m + 2(σ+1) n+l + σ(m 1),then the problem has no global nonnegative solutions for any nonnegative u0 unless u0 = 0;if p m + 2(σ+1) n+l + σ(m1),then the problem has global solutions for some u 0 ≥ 0.     

特征为2的素环的Lie理想上中心化自同构

Let R be a prime ring with an automorphism σ≠1, an identity map. Let L be a noncentral Lie ideal of R such that [x^σ,x] E Z for all x ∈ L, where Z is the center of R. Then L is contained in the center of R, unless char(R)=2 and dimc RC = 4.     

Derivations And Homomorphisms in Prime Rings

Let R be an associative ring, recall that an additive mapping d of R into itself is a derivation if for all x,y in R: d(xy)=d(x)y+xd(y) It is shown that structure of a ring is very tightly determined by the imposition of a special behavior on one of its derivations. analogously,we shall consider the problem: Suppose that R is a prime ring with nonzero derivation d such that the derivation d is a homomorphism (anti-     

On the diophantine equation x 2 − Dy 2 = n

We propose a method to determine the solvability of the diophantine equation x2-Dy2=n for the following two cases:(1) D = pq,where p,q ≡ 1 mod 4 are distinct primes with(q/p)=1 and(p/q)4(q/p)4=-1.(2) D=2p1p2 ··· pm,where pi ≡ 1 mod 8,1≤i≤m are distinct primes and D=r2+s2 with r,s ≡±3 mod 8.     

Non-convexity of Spheres in Infinite Dimensional Teichmiiller Spaces

Let Г be a Fuchsian group acting on the upper half plane H. We denote byBel(Г) the set of all Beltrami differentials of Г on H with L~∞-norms less than 1.For each μ∈Bel(Г) there exists a uniquely determiued quasiconformal mapping f_μ:H→H with the complex dilatation μ, which keeps 0,1 and ∞ fixed. Two elementsμ_1 and μ_2 of Bel(Г) are said to be equivalent each other if f_(μ1)|R coincides withf_(μ2) |R. Then the Teichmuller space of Г is defined to be the set of all equivalenceclasses of elements in Bel(Г).     

On the Addition of Two Cubes of Units and Nonunits mod p~α

Let p ≡ 2(mod 3) be an odd prime and α be a positive integer. In this paper,for any integer c, we obtain a formula for the number of solutions of the cubic congruence x~3+ y~3≡ c(mod p~α) with x, y units, nonunits and mixed pairs, respectively. We resolve a problem posed by Yang and Tang.     

带有对合的素环的微分恒等式（英文）

Let R be a prime ring of characteristic different from two with the second involution * and a an automorphism of R.An additive mapping F of R is called a generalized(α,α)-derivation on R if there exists an(α,α)-derivation d of R such that F(xy)=F(x)α(y)-α(x)d(y) holds for all x,y∈R.The paper deals with the study of some commutativity criteria for prime rings with involution.Precisely,we describe the structure of R admitting a generalized(α,α)-derivation F satisfying any one of the following prop...     

The abc-conjecture for Algebraic Numbers

The abe-conjecture for the ring of integers states that, for every ε 〉 0 and every triple of relatively prime nonzero integers （a, b, c） satisfying a ＋ b = c, we have max（｜a｜, ｜b｜, ｜c｜） 〈 rad（abc）^1＋ε with a finite number of exceptions. Here the radical rad（m） is the product of all distinct prime factors of m. In the present paper we propose an abe-conjecture for the field of all algebraic numbers. It is based on the definition of the radical （in Section 1） and of the height （in Section 2） of an algebraic number. From this abc-conjecture we deduce some versions of Fermat＇s last theorem for the field of all algebraic numbers, and we discuss from this point of view known results on solutions of Fermat＇s equation in fields of small degrees over Q.     

Risk models for the Prize Collecting Steiner Tree problems with interval data

Given a connected graph G=(V,E)with a nonnegative cost on each edge in E,a nonnegative prize at each vertex in V,and a target set V′V,the Prize Collecting Steiner Tree(PCST)problem is to find a tree T in G interconnecting all vertices of V′such that the total cost on edges in T minus the total prize at vertices in T is minimized.The PCST problem appears frequently in practice of operations research.While the problem is NP-hard in general,it is polynomial-time solvable when graphs G are restricted to series-parallel graphs.In this paper,we study the PCST problem with interval costs and prizes,where edge e could be included in T by paying cost xe∈[c e,c+e]while taking risk(c+e xe)/(c+e c e)of malfunction at e,and vertex v could be asked for giving a prize yv∈[p v,p+v]for its inclusion in T while taking risk(yv p v)/(p+v p v)of refusal by v.We establish two risk models for the PCST problem with interval data.Under given budget upper bound on constructing tree T,one model aims at minimizing the maximum risk over edges and vertices in T and the other aims at minimizing the sum of risks over edges and vertices in T.We propose strongly polynomial-time algorithms solving these problems on series-parallel graphs to optimality.Our study shows that the risk models proposed have advantages over the existing robust optimization model,which often yields NP-hard problems even if the original optimization problems are polynomial-time solvable.     

Λ-模的σ-子模的标准表示式

Let A be a commutative ring with unit element, and let M be a Λ-module and σ∈Hom_Λ (M, M). Then a non-empty subset N of M is called a σ-submodule of the Λ-module M, if (1) a-b∈N for all a, bg∈N, and (2) λσ(α)∈N and x-σ(x)∈N for all λ∈Λ, α∈N, x∈M. Let N be a σ-submodule of M. N is said to be a primary σ-submodule of the Λ-module M, if (1) N≠M, and (2) whenever λ∈Λ, x∈M and λσ(x) ∈N, then either x∈N or λ^kσ(M)?N for some positive integer h. This paper is intended to show (1) that if M satisfies maximal condition of σ-submodule, and K is a σ-submodule of M, then K is a finite intersection of primary σ-submodules, and (2) that the uniqueness on the normal expression of σ-submodule of the Λ-module. Also, some results of fractional module have been obtained.     

Uniform convergence of the p-Bieberbach polynomials in domains with zero angles

Let G  C be a simply connected domain whose boundary L := αG is a Jordan curve and 0 ∈ G.Let w = ψ(z) be the conformal mapping of G onto the disk B(0, r0) := {w : |w| r0}, satisfying ψ(0) = 0,ψ′(0) = 1. We consider the following extremal problem for p 0:∫∫G|ψ′(z)- P ′n(z) pdσz→ min in the class of all polynomials Pn(z) of degree not exceeding n with Pn(0) = 0, P ′n(0) = 1. The solution to this extremal problem is called the p-Bieberbach polynomial of degree n for the pair(G, 0). We study the uniform convergence of the p-Bieberbach polynomials Bn,p(z) to the ψ(z) on G with interior and exterior zero angles determined depending on the properties of boundary arcs and the degree of their "touch".     

Existence and Global Asymptotic Behavior of Positive Solutions for Sublinear and Superlinear Fractional Boundary Value Problems

In this paper, the authors aim at proving two existence results of fractional differential boundary value problems of the form(P_(a,b)){D~αu(x) + f(x, u(x)) = 0, x ∈(0, 1),u(0) = u(1) = 0, D~(α-3)u(0) = a, u(1) =-b,where 3 α≤ 4, Dαis the standard Riemann-Liouville fractional derivative and a, b are nonnegative constants. First the authors suppose that f(x, t) =-p(x)t~σ, with σ∈(-1, 1)and p being a nonnegative continuous function that may be singular at x = 0 or x = 1and satisfies some conditions related to the Karamata regular variation theory. Combining sharp estimates on some potential functions and the Sch¨auder fixed point theorem, the authors prove the existence of a unique positive continuous solution to problem(P_(0,0)).Global estimates on such a solution are also obtained. To state the second existence result, the authors assume that a, b are nonnegative constants such that a + b 0 and f(x, t) = tφ(x, t), with φ(x, t) being a nonnegative continuous function in(0, 1)×[0, ∞) that is required to satisfy some suitable integrability condition. Using estimates on the Green's function and a perturbation argument, the authors prove the existence and uniqueness of a positive continuous solution u to problem(P_(a,b)), which behaves like the unique solution of the homogeneous problem corresponding to(P_(a,b)). Some examples are given to illustrate the existence results.     

More on Fixed Point Theorem of {a, b, c}-Generalized Nonexpansive Mappings in Normed Spaces

Let X be a weakly Cauchy normed space in which the parallelogram law holds, C be a bounded closed convex subset of X with one contracting point and T be an {a, b, c}-generalized-nonexpansive mapping from C into C. We prove that the infimum of the set { ||x-T(x)|| } on C is zero, study some facts concerning the {a,b,c}-generalized-nonexpansive mapping and prove that the asymptotic center of any bounded sequence with respect to C is singleton. Depending on the fact that the {a,b,0}-generalized-nonexpansive mapping from C into C has fixed points, accordingly, another version of the Browder ’s strong convergence theorem for mappings is given.     

Multiple positive solutions for a fourth-order p-Laplacian Sturm-Liouville boundary value problems on time scales

In this paper, we investigate the existence of multiple positive solutions for the following fourthorder p-Laplacian Sturm-Liouville boundary value problems on time scales ﹛[φp(u△△(t))u △△= f(t, u(σ(t))), t ∈ [a, b],α0 u(a)- β0u△(a) = 0, γ0 u(σ(b)) + δ0 u△(σ(b)) = 0,α0(φp(u△△))(a)- β0(φp(u△△))△(a) = 0,γ0(φp(u△△))(σ(b)) + δ0(φp(u△△))△(σ(b)) = 0,where φp(s) is the p-Laplacian operator. Under growth conditions on the nonlinearity f some existence results of at least two and three positive solutions for the above problem are obtained by virtue of fixed point theorems on cone. In particular, the nonlinearity f may be both sublinear and superlinear.     

SPACELIKE SUBMANIFOLDS IN THE DE SITTER SPACE Sp^（n＋p）（c）WITH CONSTANT SCALAR CURVATURE

Let M^n be a closed spacelike submanifold isometrically immersed in de Sitter space Sp^(n p)(c)， Denote by R,H and S the normalized scalar curvature,the mean curvature and the square of the length of the second fundamental form of M^n ,respectively. Suppose R is constant and R≤c. The pinching problem on S is studied and a rigidity theorem for M^n immersed in Sp^(n p)(c) with parallel normalized mean curvature vector field is proved. When n≥3, the pinching constant is the best. Thus, the mistake of the paper “Space-like hypersurfaces in de Sitter space with constant scalar curvature”(see Manus Math, 1998,95 :499-505) is corrected. Moreover,the reduction of the codimension when M^n is a complete submanifold in Sp^(n p)(c) with parallel normalized mean curvature vector field is investigated.     

Integral closure of a quartic extension

Let R be a Noetherian unique factorization domain such that 2 and 3 are units,and let A=R[α]be a quartic extension over R by adding a rootαof an irreducible quartic polynomial p(z)=z4+az2+bz+c over R.We will compute explicitly the integral closure of A in its fraction field,which is based on a proper factorization of the coefficients and the algebraic invariants of p(z).In fact,we get the factorization by resolving the singularities of a plane curve defined by z4+a(x)z2+b(x)z+c(x)=0.The integral closure is expressed as a syzygy module and the syzygy equations are given explicitly.We compute also the ramifications of the integral closure over R.