Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss

Let X ₁, , X _n (n > p) be a random sample from multivariate normal distribution N _p (, ), where R ^p and is a positive definite matrix, both and being unknown. We consider the problem of estimating the precision matrix ^–1. In this paper it is shown that for the entropy loss, the best lower-triangular affine equivariant minimax estimator of ^–1 is inadmissible and an improved estimator is explicitly constructed. Note that our improved estimator is obtained from the class of lower-triangular scale equivariant estimators.     

Coproducts in the Category <Emphasis Type="Bold">M</Emphasis>κ<Emphasis Type="Bold">Frm</Emphasis>

The purpose of this paper is to study coproducts in the category MFrm (resp. M_cFrm), of metric -frames and uniform (resp. contractive) -frame maps. First, by applying the same technic that was used to find coproducts in Frm, we construct coproducts in the category Frm of -frames and -frame maps. Then, we define a metric diameter on the coproduct in Frm of a family of metric -frames and show that coproduct in Frm preserves metrizability.Mathematics Subject Classifications (2000) 06B23, 06D22, 18A30.     

Random time change and an integral representation for marked stopping times

Summary Consider the set of all possible distributions of triples (, , ), such that is a finite stopping time with associated mark in some fixed Polish space, while is the compensator random measure of (, ). We prove that is convex, and that the extreme points of are the distributions obtained when the underlying filtration is the one induced by (, ). Moreover, every element of has a corresponding unique integral representation. The proof is based on the peculiar fact that EV _, =0 for every predictable processV which satisfies a certain moment condition. From this it also follows thatT _, isU(0, 1) wheneverT is a predictable mapping into [0, 1] such that the image of , a suitably discounted version of , is a.s. bounded by Lebesgue measure. Iterating this, one gets a time change reduction of any simple point process to Poisson, without the usual condition of quasileftcontinuity. The paper also contains a very general version of the Knight-Meyer multivariate time change theorem.Research supported by NSF grant DMS-8703804     

Der Beweis eines Satzes von G. Choodnovsky

1. If is a weakly compact cardinal then ( ⁺)( ). 2. If is measurable andU a normal ultrafilter then ( ⁺)(U ).

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Diese Arbeit ist ein Teil der Dissertation des Autors. Teilweise gefördert von der DFG.     

Stochastic Loewner evolution in doubly connected domains

This paper introduces the annulus SLE processes in doubly connected domains. Annulus SLE₆ has the same law as stopped radial SLE₆, up to a time-change. For 6, some weak equivalence relation exists between annulus SLE and radial SLE. Annulus SLE₂ is the scaling limit of the corresponding loop-erased conditional random walk, which implies that a certain form of SLE₂ satisfies the reversibility property. We also consider the disc SLE process defined as a limiting case of the annulus SLEs. Disc SLE₆ has the same law as stopped full plane SLE₆, up to a time-change. Disc SLE₂ is the scaling limit of loop-erased random walk, and is the reversal of radial SLE₂.     

Mad families, forcing and the Suslin Hypothesis

Let be a regular cardinal and P a partial ordering preserving the regularity of . If P is (-Baire and) of density , then there is a mad family on killed in all generic extensions (if and) only if below each pP there exists a -sized antichain. In this case a mad family on is killed (if and) only if there exists an injection from onto a dense subset of Ult(P) mapping the elements of onto nowhere dense sets. If 2^<=, then in each generic extension of V, in which is the minimal cardinal obtaining new subsets, some mad family on is killed or an independent subset of appears. Also, the -Suslin Hypothesis holds iff there exists a mad family on which is killed in each generic extension containing new subsets of and preserving P() for <.Mathematics Subject Classification (2000): 03E35, 03E40, 03E65     

Some remarks on indestructibility and Hamkins’ lottery preparation

In this paper, we first prove several general theorems about strongness, supercompactness, and indestructibility, along the way giving some new applications of Hamkins lottery preparation forcing to indestructibility. We then show that it is consistent, relative to the existence of cardinals < so that is supercompact and is inaccessible, for the least strongly compact cardinal to be the least strong cardinal and to have its strongness, but not its strong compactness, indestructible under -strategically closed forcing. Mathematics Subject Classification (2000):03E35, 03E55     

Das 0-1-Gesetz der terminalen σ-Algebra bei Harrisirrfahrten

Für homogene M.K., bestehend aus einer aperiodischen rekurrenten Klasse, ist bekannt, da\ die terminale -Algebra das 0–1-Gesetz erfüllt. Der erste Teil dieser Arbeit behandelt die Gültigkeit des 0–1-Gesetzes für transiente Ketten, für die eine Folge ₀, ₁, ₂, ₃,... von ZustÄnden existiert mit P(nX_n= _l+1¦X₀= _l) = 1, N. Das herzuleitende Kriterium wird nur von dieser Folge und den Stoppzeiten, von _l nach _l+1 zu gelangen, abhÄngen. Eine Anwendung auf Harrisirrfahrten wird uns dort konkrete Aussagen liefern.     

Some remarks on the behaviour of the solution in dynamic processes for rate-type models

This work examines a dynamic problem in the study of semilinear rate-type models for which the plastic rate of deformation depends also on a parameter . The continuous dependence of the solution with respect to is obtained and the problem of finite time stability is also discussed. In the case when is interpreted as the absolute temperature, the dynamic problem is studied in the context of a Cattaneo-type heat law and also using the classical Fourier law. In the case when is interpreted as an internal state variable an existence and uniqueness result is obtained using a fixed point method and the finite time stability is also investigated.     

On certain indestructibility of strong cardinals and a question of Hajnal

A model in which strongness of is indestructible under ⁺ -weakly closed forcing notions satisfying the Prikry condition is constructed. This is applied to solve a question of Hajnal on the number of elements of { |2 <}.     

Orthogonal systems invariant under an automorphism

, , - ( ) . , - , ( ) .     

Ein Existenzsatz für Elementarinhalte

An elementary content I is a real valued, non-negative, invariant and monotonous homomorphism on a decomposition structure of elementary figures. The semigroup (H,+,) of abstract classes is introduced (§3) by using the relation of equidecomposability and it's natural generalizations. Each elementary content divides into I= where and are canonical homomorphisms with respect to the relations studied before and : H + is a monotonous homomorphism called content (cf. Satz 3, §3). In §4 (Satz 4) the Existence-Theorem on contents is stated and it is proved in §5. The last section §6 gives the application on Archimedean decomposition structures including the case of volume measurement on polyhedrons.     

Sur la constante de Kummer-Leopoldt d’un corps de nombres

Kummers lemma for the cyclotomic field gives sufficient local conditions for a unit to be a global p-th power, and can thus be viewed as an early version of Leopoldts conjecture. To study generalizations and converse statements, we introduce the Kummer-Leopoldt constant (F) of a number field F and compute it in Iwasawa theoretic terms. The vanishing of (F) gives the desired generalization and converse of Kummers lemma.Mathematics Subject Classification(2000): Primary 11R23     

On the free subset property at singular cardinals

We give a proof ofTheorem 1. Let be the smallest cardinal such that the free subset property Fr (, ₁)holds. Assume is singular. Then there is an inner model with ₁ measurable cardinals.     

Superlinearly Convergent Infeasible-Interior-Point Algorithm for Degenerate LCP

A large-step infeasible path-following method is proposed for solving general linear complementarity problems with sufficient matrices. If the problem has a solution, the algorithm is superlinearly convergent from any positive starting points, even for degenerate problems. The algorithm generates points in a large neighborhood of the central path. Each iteration requires only one matrix factorization and at most three (asymptotically only two) backsolves. It has been recently proved that any sufficient matrix is a P _*()-matrix for some 0. The computational complexity of the algorithm depends on as well as on a feasibility measure of the starting point. If the starting point is feasible or close to being feasible, then the iteration complexity is . Otherwise, for arbitrary positive and large enough starting points, the iteration complexity is O((1 + )² nL). We note that, while computational complexity depends on , the algorithm itself does not.     

Quasi-coproducts and accessible categories with wide pullbacks

We establish a 2-categorical duality involving the 2-category A of all -accessible categories with wide pullbacks, also known as locally -polypresentable categories, and of functors preserving -filtered colimits and wide pullbacks. Commutation of wide pullbacks with so-called quasi-coproducts in Set is the basic ingredient to this duality, which leads to a full characterization of categories of type Wdpb Filt (A, Set)=A The first author acknowledges financial assistance from a special research grant of the Faculty of Arts at York University. The second author is partially supported by an NSERC operating grant.Presented at the European Colloquium of Category Theory, Tours, France, 25–31 July 1994.     

On graphs that can be oriented as diagrams of ordered sets

We study some equivalent and necessary conditions for a finite graph to be the covering graph of a (partially) ordered set. For each 1, M. Aigner and G. Prins have introduced a notion of a vertex colouring, here called -good colouring, such that a 1-good colouring is the usual concept and graphs that have a 2-good colouring are precisely covering graphs. We present some inequalities for the corresponding chromatic numbers , especially for x ₂. There exist graphs that satisfy these inequalities for =2 but are not covering graphs. We show also that x ₂ cannot be bounded by a function of x=x ₁. A construction of Neetil and Rödl is used to show that x ₂ is not bounded by a function of the girth.     

On condition numbers and the distance to the nearest ill-posed problem

Summary The condition number of a problem measures the sensitivity of the answer to small changes in the input. We call the problem ill-posed if its condition number is infinite. It turns out that for many problems of numerical analysis, there is a simple relationship between the condition number of a problem and the shortest distance from that problem to an ill-posed one: the shortest distance is proportional to the reciprocal of the condition number (or bounded by the reciprocal of the condition number). This is true for matrix inversion, computing eigenvalues and eigenvectors, finding zeros of polynomials, and pole assignment in linear control systems. In this paper we explain this phenomenon by showing that in all these cases, the condition number satisfies one or both of the diffrential inequalitiesm·²DM·², where D is the norm of the gradient of . The lower bound on D leads to an upper bound 1/m(x) on the distance. fromx to the nearest ill-posed problem, and the upper bound on D leads to a lower bound 1/(M(X)) on the distance. The attraction of this approach is that it uses local information (the gradient of a condition number) to answer a global question: how far away is the nearest ill-posed problem? The above differential inequalities also have a simple interpretation: they imply that computing the condition number of a problem is approximately as hard as computing the solution of the problem itself. In addition to deriving many of the best known bounds for matrix inversion, eigendecompositions and polynomial zero finding, we derive new bounds on the distance to the nearest polynomial with multiple zeros and a new perturbation result on pole assignment.     

Cardinal Functions on Initial Chain Algebras on Pseudotrees

Initial chain algebras on pseudotrees generalize the notion of an interval algebra on a linear order. Many relationships which hold between the various cardinal functions on interval algebras also hold for initial chain algebras. In particular, for initial chain algebras on pseudotrees, depth equals tightness, spread equals hereditary Lindelöf degree, irredundance equals the cardinality of the algebra, and incomparability equals hereditary cofinality. For interval algebras, Rubin showed that any subalgebra of regular uncountable cardinality contains either a chain of size or a pairwise incomparable family of size . This result holds for initial chain algebras as well.     

A certain class of functions that are univalent in an annulus

In the class F₁ of functions f(), regular and univalent in the annulus ={<||<1} and satisfying the conditions ¦f()¦ < 1 and f() 0 for , ¦f()¦=1 ¦¦=1, for f(l)=1, one finds the set of the values D(A)=f(A): f for an arbitrary fixed point A. One makes use of the method of variations and certain facts from the theory of the moduli of families of curves.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 144, pp. 82–92, 1985.