Uniform Convergence Rate of Estimators of Autocovariances in Partly Linear Regression Models with Correlated Errors

Consider the partly linear regression model ,where yi's are responses, xi = (xi1, xi2,…,xip)' and ti ∈T are known and nonrandom design points, T is a compact set in the real line is an unknown parameter vector, g(·) is an unknown function and {Ei} isa linear process, i.e., random variables with zeromean and variance o2e. Drawing upon B-spline estimation of g(·) and least squares estimation of 0, we construct estimators of the autocovariances of {Ei}- The uniform strong convergence rate of these estimators to their true values is then established. These results not only are a compensation for those of [23], but also have some application in modeling error structure. When the errors {Ei} are an ARMA process, our result can be used to develop a consistent procedure for determining the order of the ARMA process and identifying the non-zero coefficients of the process. Moreover, our result can be used to construct the asymptotically efficient estimators for parameters in the ARMA error process.     

Limit Laws for Sums of Independent Random Products: the Lattice Case

Let {V _i,j ;(i,j)∈ℕ²} be a two-dimensional array of independent and identically distributed random variables. The limit laws of the sum of independent random products

The Left Hilbert BVP for h-Regular Functions in Clifford Analysis

Consider the real Clifford algebra ${\mathbb{R}_{0,n}}$ generated by e ₁, e ₂, . . . , e _n satisfying ${e_{i}e_{j} + e_{j}e_{i} = -2\delta_{ij} , i, j = 1, 2, . . . , n, e_{0}}$ is the unit element. Let ${\Omega}$ be an open set in ${\mathbb{R}^{n+1}}$ . u(x) is called an h-regular function in ${\Omega}$ if $$D_{x}u(x) + \widehat{u}(x)h = 0, \quad\quad (0.1)$$ where ${D_x = \sum\limits_{i=0}^{n} e_{i}\partial_{xi}}$ is the Dirac operator in ${\mathbb{R}^{n+1}}$ , and ${\widehat{u}(x) = \sum \limits_{A} (-1)^{\#A}u_{A}(x)e_{A}, \#A}$ denotes the cardinality of A and ${h = \sum\limits_{k=0}^{n} h_{k}e_{k}}$ is a constant paravector. In this paper, we mainly consider the Hilbert boundary value problem (BVP) for h-regular functions in ${\mathbb{R}_{+}^{n+1}}$ .     

Hölder Regularity for Solutions of Ultraparabolic Equations in Divergence Form

We consider the second order differential equation , where (x,t) ^N+1, 0<m ₀N, the coefficients a _i,j belong to a suitable space of vanishing mean oscillation functions VMO _L and B=(b _i,j ) is a constant real matrix. The aim of this paper is to study interior regularity for weak solutions to the above equation assuming that F _j belong to a function space of Morrey type.     

Positive Solutions for Semipositone <Emphasis Type="Italic">m</Emphasis>-point Boundary-value Problems

Abstract   Let ξ _i ∈ (0, 1) with 0 < ξ₁ < ξ₂ < ··· < ξ _m−2 < 1, a _i , b _i ∈ [0,∞) with and . We consider the m-point boundary-value problem

Global L p estimates for degenerate Ornstein–Uhlenbeck operators

We consider a class of degenerate Ornstein–Uhlenbeck operators in ${\mathbb{R}^{N}}We consider a class of degenerate Ornstein–Uhlenbeck operators in \mathbbR^N{\mathbb{R}^{N}} , of the kind

A o ?i, j=1p0aij?xixj2 + ?i, j=1Nbijxi?xj\mathcal{A}\equiv\sum_{i, j=1}^{p_{0}}a_{ij}\partial_{x_{i}x_{j}}^{2} + \sum_{i, j=1}^{N}b_{ij}x_{i}\partial_{x_{j}}      7. Finite Generalized Tetrahedron Groups with a High-Power Relator      Martin Edjvet  James Howie  Gerhard Rosenberger  Richard M. Thomas 《Geometriae Dedicata》2002,94(1):111-139 An ordinary tetrahedron group is a group with a presentati on of the formwhere e i 2 and f i 2 for each i. Following Vinberg, we call groups defined by a presentation of the formwhere each R i (a, b) is a cyclically reduced word involving both a and b, generalized tetrahedron groups. These groups appear in many contexts, not least as subgroups of generalized triangle groups.In this paper, we build on previous work to start on a complete classification as to which generalized tetrahedron groups are finite; here we treat the case where at least one of the f i is greater than three.      8. The Asymptotics of the Two-Dimensional Wave Equation for a General Multi-Connected Vibrating Membrane with Piecewise Smooth Robin Boundary Conditions      E.M.E.ZAYED 《数学学报(英文版)》2004,20(2):209-222 The asymptotic expansion for small |t| of the trace of the wave kernel ∧↑μ(t) =∑v=1^∞exp(-it μv^1/2), where i= √-1 and {μv}v=1^∞ are the eigenvalues of the negative Laplacian -△=-∑β=1^2(δ/δx^β)^2 in the (x^1, x^2)-plane, is studied for a multi-connected vibrating membrane Ω in R^2 surrounded by simply connected bounded domains Ωj with smooth boundaries δΩj(j=1,...,n), where a finite number of piecewise smooth Robin boundary conditions on the piecewise smooth components Гi(i=1 κj-1,...,κj) of the boundaries δΩj are considered, such that δΩj=∪i=1 κj-1^κj Гi and κ0=0. The basic problem is to extract information on the geometry of Ω using the wave equation approach. Some geometric quantities of Ω (e.g. the area of Ω, the total lengths of its boundary, the curvature of its boundary, the number of the holes of Ω, etc.) are determined from the asymptotic expansion of the trace of the wave kernel ∧↑μ(t) for small |t|.      9. An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process      Jiří Anděl 《Applications of Mathematics》1998,43(5):389-398 Let e t=(e t1,...e tp) be a p-dimensional nonnegative strict white noise with finite second moments. Let h ij(x) be nondecreasing functions from [0,) onto [0,) such that h ij(x) x for i, j = 1,...,p. Let U = (u ij) be a p×p matrix with nonnegative elements having all its roots inside the unit circle. Define a process X t=(X t1,...,X tp) by for for j=1,..., p A method for estimating U from a realization X 1,...,X n is proposed. It is proved that the estimators are strongly consistent.      10. Global Existence of Positive Periodic Solutions for a Distributed Delay Competition Model   总被引：3，自引：0，他引：3   Xian-yi Li  De-ming ZhuDepartment of Mathematics  East China Normal University  Shanghai  China Department of Mathematics  Physics  Nanhua University  Hengyang  China 《应用数学学报(英文版)》2003,19(3):491-498 By using the continuation theorem of Mawhin's coincidence degree theory, a sufficient condition is derived for the existence of positive periodic solutions for a distributed delay competition modelwhere ri and r2 are continuous w-periodic functions in R+=[0,∞) with ,ai,ci(i =1,2) are positive continuous w-periodic functions in R+=[0,∞),bi (i = 1,2) is nonnegative continuous w-periodic function in R+=[0,∞), w and T are positive constants. Ki,Lt ∈ C([-T,0], (01 88)) and Ki(s)ds = 1,ds - 1. i = 1,2. Some known results are improved and extended.      11. Bispectral and (\mathfrak{gl}_{N},\mathfrak{gl}_{M}) dualities      Evgenii E. Mukhin  Vitaly O. Tarasov  Alexander N. Varchenko 《Functional Analysis and Other Mathematics》2006,1(1):47-69 Let be a space of quasipolynomials of dimension N=N 1+⋅⋅⋅+N n . We define the regularized fundamental operator of V as the polynomial differential operator D=∑ i=0 N A N−i (x)∂ x i annihilating V and such that its leading coefficient A 0 is a polynomial of the minimal possible degree. We apply a suitable integral transformation to V to construct a space of quasipolynomials whose regularized fundamental operator is the differential operator ∑ i=0 N u i A N−i (∂ u ). Our integral transformation corresponds to the bispectral involution on the space of rational solutions (vanishing at infinity) of the KP hierarchy. As a corollary of the properties of the integral transformation, we obtain a correspondence between critical points of the two master functions associated with the -dual Gaudin models and also between the corresponding Bethe vectors. The research of E. M. was supported in part by the NSF (Grant No. DMS-0140460). The research of A. V. was supported in part by the NSF (Grant No. DMS-0244579).      12. Asymptotic Expansions of the Heat Kernel of the Laplacian for General Annular Bounded Domains with Robin Boundary Conditions：Further Results      E.M.E.ZAYED 《数学学报(英文版)》2003,19(4):679-694 The asymptotic expansions of the trace of the heat kernel θ(t)=∑^∞v=1^exp(-tλv) for small positive t,where {λv} are the eigenvalues of the negative Laplacian -△n=-∑^ni=1(D/Dx^1)^2 in R^2(n=2 or 3),are studied for a general annular bounded domain Ω with a smooth inner boundary DΩ1 and a smooth outer boundary DΩ2,where a finite number of piecewise smooth Robin boundary conditions(D/Dnj γh)Ф=0 on the components Гj(j= 1,...,m) of (DΩ1 and on the components Гj (j=k 1,…,m) of of DΩ2 are considered such that DΩl=U^kj=lГj and DΩ2= U^m=k 1Гj and where the coefficients γj(j=1,...,m) are piecewise smooth positive functions. Some applications of θ(t) for an ideal gas enclosed in the general annular bounded domain Ω are given. Further results are also obtained.      13. Determination of the partial positivity of the curvature in symmetric spaces      Nany Lee 《Annali di Matematica Pura ed Applicata》1996,171(1):107-129 This paper is devoted to the study of the partial positivity (resp. negativity) of the curvature of irreducible symmetric spaces of the classical types. A Riemannian manifoldM is called to have s-positive (resp. s-negative) curvatureif for each x M and for any (s+1)orthonormal vectors {e1, ..., e(s + 1)}of a tangent space at x, (resp.< ) 0} $$ " align="middle" border="0"> > (resp. <)0,where K(e1, ei)denotes the sectional curvature of the linear span of e1and ei.If M is an irreducible symmetric space of the compact (resp. noncompact) type, then there exists the smallest integer s, 1 s >(resp. <) 0,since M has nonnegative (resp. nonpositive) sectional curvature and positive (resp. negative) Ricci curvature. Here, we compute this integer s for all the irreducible classical symmetric spaces of the compact (resp. noncompact) type. In general, knowing this s leads to important geometric as well as purely topological consequences.      14. On the exceptional sets in Sylvester expansions*      Meiying Lü 《Lithuanian Mathematical Journal》2018,58(1):48-53 For any x ?? (0, 1], let the series \( {\sum}_{n=1}^{\infty }1/{d}_n(x) \) be the Sylvester expansion of x, where {d j (x),?j?≥?1} is a sequence of positive integers satisfying d1(x)?≥?2 and dj?+?1(x)?≥?d j (x)(d j (x)???1)?+?1 for j?≥?1. Suppose ? : ? → ?+ is a function satisfying ?(n+1) – ? (n) → ∞ as n → ∞. In this paper, we consider the set $$ E\left(\phi \right)=\left\{x\kern0.5em \in \left(0,1\right]:\kern0.5em \underset{n\to \infty }{\lim}\frac{\log {d}_n(x)-{\sum}_{j=1}^{n-1}\log {d}_j(x)}{\phi (n)}=1\right\} $$ and quantify the size of the set in the sense of Hausdorff dimension. As applications, for any β > 1 and γ > 0, we get the Hausdorff dimension of the set \( \left\{x\in \kern1em \left(0,1\right]:\kern0.5em {\lim}_{n\to \infty}\left(\log {d}_n(x)-{\sum}_{j=1}^{n-1}\log {d}_j(x)\right)/{n}^{\beta }=\upgamma \right\}, \) and for any τ > 1 and η > 0, we get a lower bound of the Hausdorff dimension of the set \( \left\{x\kern0.5em \in \kern0.5em \left(0,1\right]:\kern1em {\lim}_{n\to \infty}\left(\log {d}_n(x)-{\sum}_{j=1}^{n-1}\log {d}_j(x)\right)/{\tau}^n=\eta \right\}. \)      15. Partitions and Compositions Defined by Inequalities      Sylvie?CorteelEmail author  Carla D.?SavageEmail author 《The Ramanujan Journal》2004,8(3):357-381 We consider sequences of integers (1,..., k) defined by a system of linear inequalities i j>iaijj with integer coefficients. We show that when the constraints are strong enough to guarantee that all i are nonnegative, the generating function for the integer solutions of weight n has a finite product form , where the bi are positive integers that can be computed from the coefficients of the inequalities. The results are proved bijectively and are used to give several examples of interesting identities for integer partitions and compositions. The method can be adapted to accommodate equalities along with inequalities and can be used to obtain multivariate forms of the generating function. We show how to extend the technique to obtain the generating function when the coefficients ai,i+1 are allowed to be rational, generalizing the case of lecture hall partitions. Our initial results were conjectured thanks to the Omega package (G.E. Andrews, P. Paule, and A. Riese, European J. Comb. 22(7) (2001), 887–904).Research supported by NSA grants MDA 904-00-1-0059 and MDA 904-01-0-0083.      16. Deforming Curves in Jacobians to Non-Jacobians I: Curves in <Emphasis Type="Italic">C</Emphasis><Superscript>(2)</Superscript>      E. Izadi 《Geometriae Dedicata》2005,116(1):87-109 We introduce deformation theoretic methods for determining when a curve X in a nonhyperelliptic Jacobian JC will deform with JC to a non-Jacobian. We apply these methods to a particular class of curves in the second symmetric power of C. More precisely, given a pencil of degree d on C, let X be the curve parametrizing pairs of points in divisors of (see the paper for the precise scheme-theoretical definition). We prove that if X deforms infinitesimally out of the Jacobian locus with JC then either d=4 or d=5, dim H° and C has genus 4 This material is based upon work partially supported by the National Security Agency under Grant No. MDA904-98-1-0014 and the National Science Foundation under Grant No. DMS-0071795. Any opinions, findings and conclusions or recomendations expressed in this material are those of the author and do not necessarily reflect the views of the National Science Foundation (NSF) or the National Security Agency (NSA)      17. A Weighted Goodness-of-Fit Test for GARCH(1,1) Specification      Berkes  I.  Horváth  L.  Kokoszka  P. 《Lithuanian Mathematical Journal》2004,44(1):1-17 Suppose that (j) is the lag-j autocorrelation of the squared residuals computed from a realization of length n under the assumption that the observations follow a GARCH(1,1) model. We study the asymptotic distribution of the statistics of the form , where the j are nonnegative summable weights and the matrix , can be estimated from the data. We show that, under weak assumptions on model errors, the statistic Q n converges in distribution to , where the N i are iid standard normal. We discuss choices of the weights j for which the distribution of Q is tabulated. Our results lead to and provide a rigorous justification for Portmanteau goodness-of-fit tests for GARCH(1,1) specification.      18. A Note on Drazin Invertibility for Upper Triangular Block Operators      Hassane Zguitti 《Mediterranean Journal of Mathematics》2013,10(3):1497-1507 A bounded linear operator A acting on a Banach space X is said to be an upper triangular block operators of order n, and we write ${A \in \mathcal{UT}_{n}(X)}$ , if there exists a decomposition of ${X = X_{1} \oplus . . . \oplus X_{n}}$ and an n × n matrix operator ${(A_{i,j})_{\rm 1 \leq i, j \leq n}}$ such that ${A = (A_{i, j})_{1 \leq i, j \leq n}, A_{i, j} = 0}$ for i > j. In this note we characterize a large set of entries A i, j with j > i such that ${\sigma_{\rm D} (A) = {\bigcup\limits_{i = 1}^{n}} \sigma_{\rm D} (A_{i, i})}$ ; where σD(.) is the Drazin spectrum. Some applications concerning the Fredholm theory and meromorphic operators are given.      19. Isothermic Submanifolds      Neil Donaldson  Chuu-Lian Terng 《Journal of Geometric Analysis》2012,22(3):827-844 We propose an answer to a question raised by F. Burstall: Is there any interesting theory of isothermic submanifolds of ? n of dimension greater than two? We call an n-immersion f(x) in ? m isothermic k if the normal bundle of f is flat and x is a line of curvature coordinate system such that its induced metric is of the form $\sum_{i=1}^{n} g_{ii}\,\mathrm{d} x_{i}^{2}$ with $\sum_{i=1}^{n} \epsilon_{i} g_{ii}=0$ , where ?? i =1 for 1??i??n?k and ?? i =?1 for n?k<i??n. A smooth map (f 1,??,f n ) from an open subset ${\mathcal{O}}$ of ? n to the space of m×n matrices is called an n-tuple of isothermic k n-submanifolds in ? m if each f i is an isothermic k immersion, $(f_{i})_{x_{j}}$ is parallel to $(f_{1})_{x_{j}}$ for all 1??i,j??n, and there exists an orthonormal frame (e 1,??,e n ) and a GL(n)-valued map (a ij ) such that $\mathrm{d}f_{i}= \sum_{j=1}^{n} a_{ij} e_{j}\,\mathrm {d} x_{j}$ for 1??i??n. Isothermic1 surfaces in ?3 are the classical isothermic surfaces in ?3. Isothermic k submanifolds in ? m are invariant under conformal transformations. We show that the equation for n-tuples of isothermic k n-submanifolds in ? m is the $\frac{O(m+n-k,k)}{O(m)\times O(n-k,k)}$ -system, which is an integrable system. Methods from soliton theory can therefore be used to construct Christoffel, Ribaucour, and Lie transforms, and to describe the moduli spaces of these geometric objects and their loop group symmetries.      20. The 3D Inverse Problem of the Wave Equation for a General Multi-connected Vibrating Membrane with a Finite Number of Piecewise Smooth Boundary Conditions      E. M. E. ZAYED 《数学学报(英文版)》2005,21(4):733-752 The trace of the wave kernel μ（t） =∑ω=1^∞ exp（-itEω^1/2）, where {Eω}ω^∞=1 are the eigenvalues of the negative Laplacian -△↓2 = -∑k^3=1 （δ/δxk）^2 in the （x^1, x^2, x^3）-space, is studied for a variety of bounded domains, where -∞ 〈 t 〈 ∞ and i= √-1. The dependence of μ （t） on the connectivity of bounded domains and the Dirichlet, Neumann and Robin boundary conditions are analyzed. Particular attention is given for a multi-connected vibrating membrane Ω in Ra surrounded by simply connected bounded domains Ω j with smooth bounding surfaces S j （j = 1,……, n）, where a finite number of piecewise smooth Dirichlet, Neumann and Robin boundary conditions on the piecewise smooth components Si^＊ （i = 1 ＋ kj-1,……, kj） of the bounding surfaces S j are considered, such that S j = Ui-1＋kj-1^kj Si^＊, where k0=0. The basic problem is to extract information on the geometry Ω by using the wave equation approach from a complete knowledge of its eigenvalues. Some geometrical quantities of Ω （e.g. the volume, the surface area, the mean curvuture and the Gaussian curvature） are determined from the asymptotic expansion ofexpansion of μ（t） for small │t│.

Finite Generalized Tetrahedron Groups with a High-Power Relator

An ordinary tetrahedron group is a group with a presentati on of the form

The Asymptotics of the Two-Dimensional Wave Equation for a General Multi-Connected Vibrating Membrane with Piecewise Smooth Robin Boundary Conditions

The asymptotic expansion for small |t| of the trace of the wave kernel ∧↑μ(t) =∑v=1^∞exp(-it μv^1/2), where i= √-1 and {μv}v=1^∞ are the eigenvalues of the negative Laplacian -△=-∑β=1^2(δ/δx^β)^2 in the (x^1, x^2)-plane, is studied for a multi-connected vibrating membrane Ω in R^2 surrounded by simply connected bounded domains Ωj with smooth boundaries δΩj(j=1,...,n), where a finite number of piecewise smooth Robin boundary conditions on the piecewise smooth components Гi(i=1 κj-1,...,κj) of the boundaries δΩj are considered, such that δΩj=∪i=1 κj-1^κj Гi and κ0=0. The basic problem is to extract information on the geometry of Ω using the wave equation approach. Some geometric quantities of Ω (e.g. the area of Ω, the total lengths of its boundary, the curvature of its boundary, the number of the holes of Ω, etc.) are determined from the asymptotic expansion of the trace of the wave kernel ∧↑μ(t) for small |t|.     

An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process

Let e _t=(e _t1,...e _tp) be a p-dimensional nonnegative strict white noise with finite second moments. Let h _ij(x) be nondecreasing functions from [0,) onto [0,) such that h _ij(x) x for i, j = 1,...,p. Let U = (u _ij) be a p×p matrix with nonnegative elements having all its roots inside the unit circle. Define a process X t=(X _t1,...,X _tp) by for

Global Existence of Positive Periodic Solutions for a Distributed Delay Competition Model

By using the continuation theorem of Mawhin's coincidence degree theory, a sufficient condition is derived for the existence of positive periodic solutions for a distributed delay competition modelwhere ri and r2 are continuous w-periodic functions in R+=[0,∞) with ,ai,ci(i =1,2) are positive continuous w-periodic functions in R+=[0,∞),bi (i = 1,2) is nonnegative continuous w-periodic function in R+=[0,∞), w and T are positive constants. Ki,Lt ∈ C([-T,0], (01 88)) and Ki(s)ds = 1,ds - 1. i = 1,2. Some known results are improved and extended.     

Bispectral and (\mathfrak{gl}_{N},\mathfrak{gl}_{M}) dualities

Let be a space of quasipolynomials of dimension N=N ₁+⋅⋅⋅+N _n . We define the regularized fundamental operator of V as the polynomial differential operator D=∑ _i=0 ^N A _N−i (x)∂ _x ⁱ annihilating V and such that its leading coefficient A ₀ is a polynomial of the minimal possible degree. We apply a suitable integral transformation to V to construct a space of quasipolynomials whose regularized fundamental operator is the differential operator ∑ _i=0 ^N u ⁱ A _N−i (∂ _u ). Our integral transformation corresponds to the bispectral involution on the space of rational solutions (vanishing at infinity) of the KP hierarchy. As a corollary of the properties of the integral transformation, we obtain a correspondence between critical points of the two master functions associated with the -dual Gaudin models and also between the corresponding Bethe vectors. The research of E. M. was supported in part by the NSF (Grant No. DMS-0140460). The research of A. V. was supported in part by the NSF (Grant No. DMS-0244579).     

Asymptotic Expansions of the Heat Kernel of the Laplacian for General Annular Bounded Domains with Robin Boundary Conditions：Further Results

The asymptotic expansions of the trace of the heat kernel θ(t)=∑^∞v=1^exp(-tλv) for small positive t,where {λv} are the eigenvalues of the negative Laplacian -△n=-∑^ni=1(D/Dx^1)^2 in R^2(n=2 or 3),are studied for a general annular bounded domain Ω with a smooth inner boundary DΩ1 and a smooth outer boundary DΩ2,where a finite number of piecewise smooth Robin boundary conditions(D/Dnj γh)Ф=0 on the components Гj(j= 1,...,m) of (DΩ1 and on the components Гj (j=k 1,…,m) of of DΩ2 are considered such that DΩl=U^kj=lГj and DΩ2= U^m=k 1Гj and where the coefficients γj(j=1,...,m) are piecewise smooth positive functions. Some applications of θ(t) for an ideal gas enclosed in the general annular bounded domain Ω are given. Further results are also obtained.     

Determination of the partial positivity of the curvature in symmetric spaces

This paper is devoted to the study of the partial positivity (resp. negativity) of the curvature of irreducible symmetric spaces of the classical types. A Riemannian manifoldM is called to have s-positive (resp. s-negative) curvatureif for each x M and for any (s+1)orthonormal vectors {e₁, ..., e_{(s + 1)}}of a tangent space at x, (resp.< ) 0} $$ " align="middle" border="0"> > (resp. <)0,where K(e₁, e_i)denotes the sectional curvature of the linear span of e₁and e_i.If M is an irreducible symmetric space of the compact (resp. noncompact) type, then there exists the smallest integer s, 1 s >(resp. <) 0,since M has nonnegative (resp. nonpositive) sectional curvature and positive (resp. negative) Ricci curvature. Here, we compute this integer s for all the irreducible classical symmetric spaces of the compact (resp. noncompact) type. In general, knowing this s leads to important geometric as well as purely topological consequences.     

On the exceptional sets in Sylvester expansions*

For any x ?? (0, 1], let the series \( {\sum}_{n=1}^{\infty }1/{d}_n(x) \) be the Sylvester expansion of x, where {d _j (x),?j?≥?1} is a sequence of positive integers satisfying d₁(x)?≥?2 and d_j?+?1(x)?≥?d _j (x)(d _j (x)???1)?+?1 for j?≥?1. Suppose ? : ? → ?⁺ is a function satisfying ?(n+1) – ? (n) → ∞ as n → ∞. In this paper, we consider the set

$$ E\left(\phi \right)=\left\{x\kern0.5em \in \left(0,1\right]:\kern0.5em \underset{n\to \infty }{\lim}\frac{\log {d}_n(x)-{\sum}_{j=1}^{n-1}\log {d}_j(x)}{\phi (n)}=1\right\} $$

and quantify the size of the set in the sense of Hausdorff dimension. As applications, for any β > 1 and γ > 0, we get the Hausdorff dimension of the set \( \left\{x\in \kern1em \left(0,1\right]:\kern0.5em {\lim}_{n\to \infty}\left(\log {d}_n(x)-{\sum}_{j=1}^{n-1}\log {d}_j(x)\right)/{n}^{\beta }=\upgamma \right\}, \) and for any τ > 1 and η > 0, we get a lower bound of the Hausdorff dimension of the set \( \left\{x\kern0.5em \in \kern0.5em \left(0,1\right]:\kern1em {\lim}_{n\to \infty}\left(\log {d}_n(x)-{\sum}_{j=1}^{n-1}\log {d}_j(x)\right)/{\tau}^n=\eta \right\}. \)     

Partitions and Compositions Defined by Inequalities

We consider sequences of integers (₁,..., _k) defined by a system of linear inequalities _{i j>i}a_ijj with integer coefficients. We show that when the constraints are strong enough to guarantee that all _i are nonnegative, the generating function for the integer solutions of weight n has a finite product form , where the b_i are positive integers that can be computed from the coefficients of the inequalities. The results are proved bijectively and are used to give several examples of interesting identities for integer partitions and compositions. The method can be adapted to accommodate equalities along with inequalities and can be used to obtain multivariate forms of the generating function. We show how to extend the technique to obtain the generating function when the coefficients a_i,i+1 are allowed to be rational, generalizing the case of lecture hall partitions. Our initial results were conjectured thanks to the Omega package (G.E. Andrews, P. Paule, and A. Riese, European J. Comb. 22(7) (2001), 887–904).Research supported by NSA grants MDA 904-00-1-0059 and MDA 904-01-0-0083.     

Deforming Curves in Jacobians to Non-Jacobians I: Curves in <Emphasis Type="Italic">C</Emphasis><Superscript>(2)</Superscript>

We introduce deformation theoretic methods for determining when a curve X in a nonhyperelliptic Jacobian JC will deform with JC to a non-Jacobian. We apply these methods to a particular class of curves in the second symmetric power of C. More precisely, given a pencil of degree d on C, let X be the curve parametrizing pairs of points in divisors of (see the paper for the precise scheme-theoretical definition). We prove that if X deforms infinitesimally out of the Jacobian locus with JC then either d=4 or d=5, dim H° and C has genus 4 This material is based upon work partially supported by the National Security Agency under Grant No. MDA904-98-1-0014 and the National Science Foundation under Grant No. DMS-0071795. Any opinions, findings and conclusions or recomendations expressed in this material are those of the author and do not necessarily reflect the views of the National Science Foundation (NSF) or the National Security Agency (NSA)     

A Weighted Goodness-of-Fit Test for GARCH(1,1) Specification

Suppose that (j) is the lag-j autocorrelation of the squared residuals computed from a realization of length n under the assumption that the observations follow a GARCH(1,1) model. We study the asymptotic distribution of the statistics of the form , where the _j are nonnegative summable weights and the matrix , can be estimated from the data. We show that, under weak assumptions on model errors, the statistic Q _n converges in distribution to , where the N _i are iid standard normal. We discuss choices of the weights _j for which the distribution of Q is tabulated. Our results lead to and provide a rigorous justification for Portmanteau goodness-of-fit tests for GARCH(1,1) specification.     

A Note on Drazin Invertibility for Upper Triangular Block Operators

A bounded linear operator A acting on a Banach space X is said to be an upper triangular block operators of order n, and we write ${A \in \mathcal{UT}_{n}(X)}$ , if there exists a decomposition of ${X = X_{1} \oplus . . . \oplus X_{n}}$ and an n × n matrix operator ${(A_{i,j})_{\rm 1 \leq i, j \leq n}}$ such that ${A = (A_{i, j})_{1 \leq i, j \leq n}, A_{i, j} = 0}$ for i > j. In this note we characterize a large set of entries A _{i, j} with j > i such that ${\sigma_{\rm D} (A) = {\bigcup\limits_{i = 1}^{n}} \sigma_{\rm D} (A_{i, i})}$ ; where σ_D(.) is the Drazin spectrum. Some applications concerning the Fredholm theory and meromorphic operators are given.     

Isothermic Submanifolds

We propose an answer to a question raised by F. Burstall: Is there any interesting theory of isothermic submanifolds of ? ⁿ of dimension greater than two? We call an n-immersion f(x) in ? ^m isothermic _k if the normal bundle of f is flat and x is a line of curvature coordinate system such that its induced metric is of the form $\sum_{i=1}^{n} g_{ii}\,\mathrm{d} x_{i}^{2}$ with $\sum_{i=1}^{n} \epsilon_{i} g_{ii}=0$ , where ?? _i =1 for 1??i??n?k and ?? _i =?1 for n?k<i??n. A smooth map (f ₁,??,f _n ) from an open subset ${\mathcal{O}}$ of ? ⁿ to the space of m×n matrices is called an n-tuple of isothermic _k n-submanifolds in ? ^m if each f _i is an isothermic _k immersion, $(f_{i})_{x_{j}}$ is parallel to $(f_{1})_{x_{j}}$ for all 1??i,j??n, and there exists an orthonormal frame (e ₁,??,e _n ) and a GL(n)-valued map (a _ij ) such that $\mathrm{d}f_{i}= \sum_{j=1}^{n} a_{ij} e_{j}\,\mathrm {d} x_{j}$ for 1??i??n. Isothermic₁ surfaces in ?³ are the classical isothermic surfaces in ?³. Isothermic _k submanifolds in ? ^m are invariant under conformal transformations. We show that the equation for n-tuples of isothermic _k n-submanifolds in ? ^m is the $\frac{O(m+n-k,k)}{O(m)\times O(n-k,k)}$ -system, which is an integrable system. Methods from soliton theory can therefore be used to construct Christoffel, Ribaucour, and Lie transforms, and to describe the moduli spaces of these geometric objects and their loop group symmetries.     

The 3D Inverse Problem of the Wave Equation for a General Multi-connected Vibrating Membrane with a Finite Number of Piecewise Smooth Boundary Conditions

The trace of the wave kernel μ（t） =∑ω=1^∞ exp（-itEω^1/2）, where {Eω}ω^∞=1 are the eigenvalues of the negative Laplacian -△↓2 = -∑k^3=1 （δ/δxk）^2 in the （x^1, x^2, x^3）-space, is studied for a variety of bounded domains, where -∞ 〈 t 〈 ∞ and i= √-1. The dependence of μ （t） on the connectivity of bounded domains and the Dirichlet, Neumann and Robin boundary conditions are analyzed. Particular attention is given for a multi-connected vibrating membrane Ω in Ra surrounded by simply connected bounded domains Ω j with smooth bounding surfaces S j （j = 1,……, n）, where a finite number of piecewise smooth Dirichlet, Neumann and Robin boundary conditions on the piecewise smooth components Si^＊ （i = 1 ＋ kj-1,……, kj） of the bounding surfaces S j are considered, such that S j = Ui-1＋kj-1^kj Si^＊, where k0=0. The basic problem is to extract information on the geometry Ω by using the wave equation approach from a complete knowledge of its eigenvalues. Some geometrical quantities of Ω （e.g. the volume, the surface area, the mean curvuture and the Gaussian curvature） are determined from the asymptotic expansion ofexpansion of μ（t） for small │t│.