An asymptotic minimax risk bound for estimation of a linear functional relationship

We consider estimation of the parameter B in a multivariate linear functional relationship X_i=ξ_i+ξ_1i, Y_i=Bξ_i+ξ_2i, i=1,…,n, where the errors (ζ_1i^′, ζ_2i^′) are independent standard normal and (ξ_i, i ) is a sequence of unknown nonrandom vectors (incidental parameters). If there are no substantial a priori restrictions on the infinite sequence of incidental parameters then asymptotically the model is nonparametric but does not fit into common settings presupposing a parameter from a metric function space. A special result of the local asymptotic minimax type for the m.1.e. of B is proved. The accuracy of the normal approximation for the m.l.e. of order n^−1/2 is also established.     

Capture in linear functional differential games of pursuit

The problem of capture in a pursuit game which is described by a linear retarded functional differential equation is considered. The initial function belongs to the Sobolev space W₂⁽¹⁾. The target is either a subset of W₂⁽¹⁾ a point in W₂⁽¹⁾, a subset of the Euclidean space Eⁿ or a point of Eⁿ. There is capture if the initial function can be forced to the target by the pursuer no matter what the quarry does. The concept of capture therefore formalizes the concepts of controllability under unpredictable disturbances. This is proved to be equivalent to the controllability of an associated linear retarded functional differential equation. There is nothing in (2) (6) or (7) below which restricts the control sets to be of the same dimension as the phase space. Our results can be applied in (2) for example, if the constraint sets Q′, P′ are subsets of E^m and Eⁱ respectively with q(t) = C(t) q′(t), − p(t) = B(t) p′(t), q′(t) ε E^mp′(t) ε E^r and B(t) is an n × r′-matrices and C(t) an n × m-matrix.     

Weak convergence to the matrix stochastic integral ∫0 B dB′

The asymptotic theory of regression with integrated processes of the ARIMA type frequently involves weak convergence to stochastic integrals of the form ∫₀¹ W dW, where W(r) is standard Brownian motion. In multiple regressions and vector autoregressions with vector ARIMA processes, the theory involves weak convergence to matrix stochastic integrals of the form ∫₀¹ B dB′, where B(r) is vector Brownian motion with a non-scalar covariance matrix. This paper studies the weak convergence of sample covariance matrices to ∫₀¹ B dB′ under quite general conditions. The theory is applied to vector autoregressions with integrated processes.     

A bilinear form relating two Leonard systems

Let Φ, Φ^′ be Leonard systems over a field , and V, V^′ the vector spaces underlying Φ, Φ^′, respectively. In this paper, we introduce and discuss a balanced bilinear form on V×V^′. Such a form naturally arises in the study of Q-polynomial distance-regular graphs. We characterize a balanced bilinear form from several points of view.     

Self-intersection local time for Gaussian ′( )-processes: Existence, path continuity and examples

In this paper we develop a criterion for existence or non-existence of self-intersection local time (SILT) for a wide class of Gaussian ′( ^d)-valued processes, we show that quite generally the SILT process has continuous paths, and we give several examples which illustrate existence of SILT for different ranges of dimensions (e.g., d ≤ 3, d ≤ 7 and 5 ≤ d ≤ 11 in the Brownian case). Some of the examples involve branching and exhibit “dimension gaps”. Our results generalize the work of Adler and coauthors, who studied the special case of “density processes” and proved that SILT paths are cadlag in the Brownian case making use of a “particle picture” approximation (this technique is not available for our general formulation).     

Strong Asymptotic Behavior and Weak Convergence of Polynomials Orthogonal on an Arc of the Unit Circle

Let σ be a finite positive Borel measure supported on an arc γ of the unit circle, such that σ′>0 a.e. on γ. We obtain a theorem about the weak convergence of the corresponding sequence of orthonormal polynomials. Moreover, we prove an analogue of the Szeg –Geronimus theorem on strong asymptotics of the orthogonal polynomials on the complement of γ, which completes to its full extent a result of N. I. Akhiezer. The key tool in the proofs is the use of orthogonality with respect to varying measures.     

On a problem of Duke–Erdős–Rödl on cycle-connected subgraphs

In this short note, we prove that for β<1/5 every graph G with n vertices and n^2−β edges contains a subgraph G^′ with at least cn^2−2β edges such that every pair of edges in G^′ lie together on a cycle of length at most 8. Moreover edges in G^′ which share a vertex lie together on a cycle of length at most 6. This result is best possible up to the constant factor and settles a conjecture of Duke, Erdős, and Rödl.     

On the square root of a positive B( )-valued function

Let (Ω, , μ) be a measure space, a separable Banach space, and ^* the space of all bounded conjugate linear functionals on . Let f be a weak^* summable positive B( ^*)-valued function defined on Ω. The existence of a separable Hilbert space , a weakly measurable B( )-valued function Q satisfying the relation Q^*(ω)Q(ω) = f(ω) is proved. This result is used to define the Hilbert space L_2,f of square integrable operator-valued functions with respect to f. It is shown that for B⁺( ^*)-valued measures, the concepts of weak^*, weak, and strong countable additivity are all the same. Connections with stochastic processes are explained.     

Ratio asymptotics for orthogonal rational functions on an interval

Let {α₁,α₂,…} be a sequence of real numbers outside the interval [−1,1] and μ a positive bounded Borel measure on this interval satisfying the Erd s–Turán condition μ′>0 a.e., where μ′ is the Radon–Nikodym derivative of the measure μ with respect to the Lebesgue measure. We introduce rational functions _n(x) with poles {α₁,…,α_n} orthogonal on [−1,1] and establish some ratio asymptotics for these orthogonal rational functions, i.e. we discuss the convergence of _n+1(x)/_n(x) as n tends to infinity under certain assumptions on the location of the poles. From this we derive asymptotic formulas for the recurrence coefficients in the three-term recurrence relation satisfied by the orthonormal functions.     

Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability

The basic result of the paper states: Let F₁, …, F_n, F₁^′,…, F_n^′ have proportional hazard functions with λ₁ ,…, λ_n , λ₁^′ ,…, λ_n^′ as the constants of proportionality. Let X₍₁₎ ≤ … ≤ X_(n) (X₍₁₎^′ ≤ … ≤ X_(n)^′) be the order statistics in a sample of size n from the heterogeneous populations {F₁ ,…, F_n}({F₁^′ ,…, F_n^′}). Then (λ₁ ,…, λ_n) majorizes (λ₁^′ ,…, λ_n^′) implies that (X₍₁₎ ,…, X_(n)) is stochastically larger than (X₍₁₎^′ ,…, X_(n)^′). Earlier results stochastically comparing individual order statistics are shown to be special cases. Applications of the main result are made in the study of the robustness of standard estimates of the failure rate of the exponential distribution, when observations actually come from a set of heterogeneous exponential distributions. Further applications are made to the comparisons of linear combinations of Weibull random variables and of binomial random variables.     

Strong Consistency of Bayes Estimates in Stochastic Regression Models

Under minimum assumptions on the stochastic regressors, strong consistency of Bayes estimates is established in stochastic regression models in two cases: (1) When the prior distribution is discrete, the p.d.f.fof i.i.d. random errors is assumed to have finite Fisher informationI=∫^∞_−∞(f′)²/f dx<∞; (2) for general priors, we assumefis strongly unimodal. The result can be considered as an application of a theorem of Doob to stochastic regression models.     

Inequalities and bounds for quasi-symmetric 3-designs

Quasi-symmetric 3-designs with block intersection numbers x and y(0x<y<k) are studied, several inequalities satisfied by the parameters of a quasi-symmetric 3-designs are obtained. Let D be a quasi-symmetric 3-design with the block size k and intersection numbers x, y; y>x1 and suppose D′ denote the complement of D with the block size k′ and intersection numbers x′ and y′. If k −1 x + y then it is proved that x′ + y′ k′. Using this it is shown that the quasi-symmetric 3-designs corresponding to y = x + 1, x + 2 are either extensions of symmetric designs or designs corresponding to the Witt-design (or trivial design, i.e., v = k + 2) or the complement of above designs.     

Numerical differentiation inspired by a formula of R.P. Boas

First, we briefly discuss three classes of numerical differentiation formulae, namely finite difference methods, the method of contour integration, and sampling methods. Then we turn to an interpolation formula of R.P. Boas for the first derivative of an entire function of exponential type bounded on the real line. This formula may be classified as a sampling method. We improve it in two ways by incorporating a Gaussian multiplier for speeding up convergence and by extending it to higher derivatives. For derivatives of order s, we arrive at a differentiation formula with N^′ nodes that applies to all entire functions of exponential type without any additional restriction on their growth on the real line. It has an error bound that converges to zero like e^-αN/N^m as N→∞, where α>0 and N^′=2N, m=3/2 for odd s while N^′=2N+1, m=5/2 for even s. Comparable known formulae have stronger hypotheses and, for the same α, they have m=1/2 only. We also deduce a direct (error-free) generalization of Boas’ formula (Corollary 5). Furthermore, we give a modification of the main result for functions analytic in a domain and consider an extension to non-analytic functions as well. Finally, we illustrate the power of the method by examples.     

Perturbation of Orthogonal Polynomials on an Arc of the Unit Circle

Orthogonal polynomials on the unit circle are completely determined by their reflection coefficients through the Szeg recurrences. We assume that the reflection coefficients converge to some complex number a with 0 < |a| < 1. The polynomials then live essentially on the are {e^iθ : α ≤ θ ≤ 2 π − α) where cos(α/2) [formula] with α (0, π). We analyze the orthogonal polynomials by comparing them with the orthogonal polynomials with constant reflection coefficients, which were studied earlier by Ya. L. Geronimus and N. I. Akhiezer. In particular, we show that under certain assumptions on the rate of convergence of the reflection coefficients the orthogonality measure will be absolutely continuous on the are. In addition, we also prove the unit circle analogue of M. G. Krein′s characterization of compactly supported nonnegative Borel measures on the real line whose support contains one single limit point in terms of the corresponding system of orthogonal polynomials.     

The Heegaard Genus of Amalgamated 3-Manifolds

Let M and M′ be simple 3-manifolds, each with connected boundary of genus at least two. Suppose that Mand M′ are glued via a homeomorphism between their boundaries. Then we show that, provided the gluing homeomorphism is ‘sufficiently complicated’, the Heegaard genus of the amalgamated manifold is completely determined by the Heegaard genus of Mand M′ and the genus of their common boundary. Here, a homeomorphism is ‘sufficiently complicated’ if it is the composition of a homeomorphism from the boundary ofM to some surface S, followed by a sufficiently high power of a pseudo-Anosov onS, followed by a homeomorphism to the boundary of M′. The proof uses the hyperbolic geometry of the amalgamated manifold, generalised Heegaard splittings and minimal surfaces.     

Global bifurcation of a class of periodic boundary-value problems

We prove that λ=0 is a global bifurcation point of the second-order periodic boundary-value problem (p(t)x^′(t))^′−λx(t)−λ²x^′(t)−f(t,x(t),x^′(t),x^″(t));x(0)=x(1),x^′(0)=x^′(1). We study this equation under hypotheses for which it may be solved explicitly for x^″(t). However, it is shown that the explicitly solved equation does not satisfy the usual conditions that are sufficient to conclude global bifurcation. Thus, we need to study the implicit equation with regard to global bifurcation.     

Almost Kenmotsu manifolds with a condition of η-parallelism

We consider almost Kenmotsu manifolds (M²ⁿ⁺¹,φ,ξ,η,g) with η-parallel tensor h^′=h○φ, 2h being the Lie derivative of the structure tensor φ with respect to the Reeb vector field ξ. We describe the Riemannian geometry of an integral submanifold of the distribution orthogonal to ξ, characterizing the CR-integrability of the structure. Under the additional condition _ξh^′=0, the almost Kenmotsu manifold is locally a warped product. Finally, some lightlike structures on M²ⁿ⁺¹ are introduced and studied.     

A theorem of Riesz type with Pettis integrals in topological vector spaces

Let X be a locally convex Hausdorff space and let C₀(S,X) be the space of all continuous functions f:S→X, with compact support on the locally compact space S. In this paper we prove a Riesz representation theorem for a class of bounded operators T:C₀(S,X)→X, where the representing integrals are X-valued Pettis integrals with respect to bounded signed measures on S. Under the additional assumption that X is a locally convex space, having the convex compactness property, or either, X is a locally convex space whose dual X^′ is a barrelled space for an appropriate topology, we obtain a complete identification between all X-valued Pettis integrals on S and the bounded operators T:C₀(S,X)→X they represent. Finally we give two illustrations of the representation theorem proved, in the particular case when X is the topological dual of a locally convex space.     

A Generalized φ-Divergence for Asymptotically Multivariate Normal Models

I. Csiszár's (Magyar. Tud. Akad. Mat. Kutató Int. Közl8 (1963), 85–108) -divergence, which was considered independently by M. S. Ali and S. D. Silvey (J. R. Statist. Soc. Ser. B28 (1966), 131–142) gives a goodness-of-fit statistic for multinomial distributed data. We define a generalized φ-divergence that unifies the -divergence approach with that of C. R. Rao and S. K. Mitra (“Generalized Inverse of Matrices and Its Applications,” Wiley, New York, 1971) and derive weak convergence to a χ² distribution under the assumption of asymptotically multivariate normal distributed data vectors. As an example we discuss the application to the frequency count in Markov chains and thereby give a goodness-of-fit test for observations from dependent processes with finite memory.     

Parameter dependence of solutions of differential equations on spaces of distributions and the splitting of short exact sequences

We show that a linear partial differential operator with constant coefficients P(D) is surjective on the space of E-valued (ultra-)distributions over an arbitrary convex set if E^′ is a nuclear Fréchet space with property (DN). In particular, this holds if E is isomorphic to the space of tempered distributions S^′ or to the space of germs of holomorphic functions over a one-point set H({0}). This result has an interpretation in terms of solving the scalar equation P(D)u=f such that the solution u depends on parameter whenever the right-hand side f also depends on the parameter in the same way. A suitable analogue for surjective convolution operators over is obtained as well. To get the above results we develop a splitting theory for short exact sequences of the form

0XYZ0,