Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process

Summary In this paper we obtain an asymptotic expansion of the distribution of the maximum likelihood estimate (MLE) based onT observations from the first order Gaussian process up to the term of orderT ⁻¹. The expansion is used to compare with a generalized estimate including the least square estimate (LSE) , based on the asymptotic probabilities around the true value of the estimates up to the terms of orderT ⁻¹. It is shown that (or the modified MLE ) is better than (or the modified estimate ). Further, we note that does not attain the bound for third order asymptotic median unbiased estimates.     

Bounded point evaluations and cyclic polynomials on the spaces $$\hat F$$

LetF be aBK space withAK and denote the set of all formal power series with such that ε F for the sequence of coefficients of . We give a necessary and sufficient condition for a point to be a bounded point evaluation on , and for a polynomial to be cyclic in . As special cases, we obtain the results for the space ℓ _p (β) in [7]. Research of the authors supported under the research project #1232 of the Serbian Ministry of Sciences and Tecnology and, in the case of the second author, also by the DAAD foundation (German Academic Exchange Service), grant 911 103 102 8.     

What we know about the second adjunction mapping

Let be an algebraic submanifold of complex projective space ℙ ^N . Assume thatn:=dim and let denote the restriction of the hyperplane section bundle to . The meromorphic map associated to fork≥1 ties together the pluricanonical maps of the surface sections of . Known results show that the behavior of is far better than one would expect from experience with the pluricanonical mappings of algebraic surfaces. In this article we discuss the known results on the structure of the mappings and describe the open problems. Conferenza tenuta il 5 giugno 1997     

Elementary properties of free extensions

For any partial groupoid , let Fr be the free extension of to a total groupoid. We show that implies and that the theory of Fr is uniformly recursive in the theory of . These results fail if “groupoid” is replaced by “semigroup”, “commutative semigroup”, “group”, “abelian group”, “semilattice”, “K-lattice” for any nontrivial varietyK of lattices, or “Boolean algebra”. Research supported in part by NSF Grant MCS78-01867. We thank the referee for his valuable comments. Presented by B. Jónsson.     

On the word problem and the conjugacy problem for groups of the formF/V(R)

LetF be a free group with at most countable system of free generators, letR be its normal subgroup recursively enumerable with respect to , and let be a variety of groups that differs from and for which the corresponding verbal subgroupV of the free group of countable rank is recursive. It is proved that the word problem inF/V(R) is solvable if and only if this problem is solvable inF/R, and if , then there exists anR such, that the conjugacy problem inF/R is solvable, but this problem is unsolvable inF/V(R) for any Abelian variety (all algorithmic problems are regarded with respect to the images of under the corresponding natural epimorphisms). Translated fromMatematicheskie Zametki, Vol. 61, No. 1, pp. 3–9, January, 1997. Translated by M. I. Anokhin     

Baer cotorsion Pairs

LetR be a unital associative ring and two classes of leftR-modules. In [St3] the notion of a ( ) pair was introduced. In analogy to classical cotorsion pairs, a pair (V,W) of subclasses is called a ( ) pair if it is maximal with respect to the classes and the condition Ext _R ¹ (V, W)=0 for all . In this paper we study pairs whereR = ℤ and is the class of all torsion-free abelian groups andT is the class of all torsion abelian groups. A complete characterization is obtained assumingV=L. For example, it is shown that every pair is singly cognerated underV=L. The author was supported by a DFG grant.     

A class of multipliers for $$\mathcal{W}^ \bot $$

Let denote the class of ergodic probability preserving transformations which are disjoint from every weakly mixing system. Let be the class of multipliers for , i.e. ergodic transformations whose all ergodic joinings with any element of are also in . Fix an ergodic rotationT, a mildly mixing actionS of a locally compact second countable groupG and an ergodic cocycle ϕ forT with values inG. The main result of the paper is a sufficient (and also necessary by [LeP] whenG is countable Abelian andS is Bernoullian) condition for the skew product build fromT, ϕ andS to be an element of . Moreover, the self-joinings of such extensions ofT are described with an application to study semisimple extensions of rotations. Dedicated to Hillel Furstenberg on the occasion of his retirement The first-named author was supported in part by CRDF, grant UM1-2546-KH-03. The second-named author was supported in part by KBN grant 1P03A 03826.     

Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions

LetF andG be two distribution functions defined on the same probability space which are absolutely continuous with respect to the Lebesgue measure with probability densitiesf andg, respectively. Matusita [3] defines a measure of the closeness, affinity, betweenF andG as: . Based on two independent samples fromF andG we propose to estimate ρ by , where and are taken to be the kernel estimates off(x) andg(x), respectively, as given by Parzen [5]. In this note sufficient conditions are given such that (i) asx→∞ and (ii) with probability one, asn→∞. Research supported in part by the National Research Council of Canada and by McMaster University Science and Engineering Research Board. The author is presently with the Department of Mathematical Sciences, Memphis State University, Memphis, Tennessee 38152.     

On residue complexes,dualizing sheaves and local cohomology modules

According to Grothendieck Duality Theory [RD], on each varietyV over a fieldk, there is a canonical complex of -modules, theresidue complex . These complexes satisfy (and are characterized by) functorial properties in the categoryV ofk-varieties. In [Ye] a complex is constructed explicitly (when the fieldk is perfect). The main result of this paper is that the two families of complexes, and , which carry certain additional data (such as trace maps…), are uniquely isomorphic. As a corollary we recover Lipman’s canonical dualizing sheaf of [Li], and we obtain formulas for residues of local cohomology classes of differential forms.     

The closure diagram for nilpotent orbits of the split real form of E8

Let and be adjoint nilpotent orbits in a real semisimple Lie algebra. Write ≥ if is contained in the closure of . This defines a partial order on the set of such orbits, known as the closure ordering. We determine this order for the split real form of the simple complex Lie algebra, E ₈. The proof is based on the fact that the Kostant-Sekiguchi correspondence preserves the closure ordering. We also present a comprehensive list of simple representatives of these orbits, and list the irreeducible components of the boundaries and of the intersections .     

Equivariant D-modules attached to nilpotent orbits in a semisimple Lie algebra

Let _u be a compact Lie algebra and let _u be its complexification. Let ζ^−1/2 be the inverse on the set of regular elements of _u of a square root of the discriminant of . Generalizing a result of W. Lichtenstein in the case _u = (n, ℂ) or (nℝ), we prove that ∂(q).ζ^1/2 is non zero for all harmonic polynomialsq ∈S( ) \ {0}. This fact is deduced from results about equivariantD-modules supported on the nilpotent cone of .     

Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression

Consider the nonparametric regression model , whereg is an unknown function to be estimated on [0, 1], are the fixed design points in the interval [0, 1] and is a triangular array of row iid random variables having median zero. The nearest neighbor median estimator is taken as the estimator of the unknown functiong(x). Median cross validation (mev) criterion is employed to select the smoothing parameterh. Leth _π ^* be the smoothing parameter chosen by mev criterion. Under mild regularity conditions, the upper and lower bounds ofh _π ^* , the rate of convergence and the weak consistency of the median cross-validated estimate are obtained. Project supported by the National Natural Science Foundation of China and the Doctoral Foundation of Education of China.     

Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications

LetF andG denote two distribution functions defined on the same probability space and are absolutely continuous with respect to the Lebesgue measure with probability density functionsf andg, respectively. A measure of the closeness betweenF andG is defined by: . Based on two independent samples it is proposed to estimate λ by , whereF _n (x) andG _n (x) are the empirical distribution functions ofF(x) andG(x) respectively and and are taken to be the so-called kernel estimates off(x) andg(x) respectively, as defined by Parzen [16]. Large sample theory of is presented and a two sample goodness-of-fit test is presented based on . Also discussed are estimates of certain modifications of λ which allow us to propose some test statistics for the one sample case, i.e., wheng(x)=f ₀ (x), withf ₀ (x) completely known and for testing symmetry, i.e., testingH ₀:f(x)=f(−x).     

Eine Verallgemeinerung derCW-Komplexe

In the definition ofCW-complexes, the one-point spaceP, respectively the spaceP∪* with basepoint *, play the roll of the only “building-stone”. Let be a family of compact spaces. Then the definition of a generalizedCW-complex over is obtained from the definition of aCW-complex by replacingP by the spaces of and formation of the mapping cone by a slightly modified construction. LetCW * denote the category of all pointed spaces which have the homotopy type of a generalizedCW-complex over . If , thenCW * is the category of all pointedCW-spaces.CW * is closed under the formation of direct sums and of mapping cones, cylinders and tori, and is formally characterized as the smallest such subcategory of Top * containing the spaces W∪*, . Following the methods of E. H. Brown, it is proved, that any half exact homotopy functor onCW * is representable, and any cohomology theory onCW is naturally equivalent to the cohomology theory of an Ω-spectrum; for example, the singular cohomo logy is representable onCW for any family of compact spaces.      

An optimal bound for high-quality conforming triangulations

This paper shows that, for any plane geometric graph withn vertices, there is a triangulation that conforms to , i.e., each edge of is the union of some edges of , where hasO(n²) vertices with each angle of its triangles measuring no more than 11/15π. Additionally, can be computed inO(n ² logn) time. This research was partially supported by the National University of Singapore under Grant RP940641.     

Compactness of minimal closed invariant sets of actions of unipotent groups

Let G be a connected Lie group, let Γ be a lattice in G, and let be a unipotent subgroup of G. It is proved that, for the natural action of on G/Γ, every minimal closed -invariant subset is compact. Dedicated to Professor Jacques Tits on the occasion of his sixtieth birthday     

On small zeros of quadratic forms over finite fields (II)

Let be a quadratic form with integer coefficients and letp denote a prime. Cochrane^[1] proved that ifn≥4 then has a solution satisfying , where . The aim of the present paper is to generalize the above result to finite fields.     

Measure-valued almost periodic functions

We consider Stepanov almost periodic functions μ ∈ ranging in the metric space of Borel probability measures on a complete separable metric space is equipped with the Prokhorov metric). The main result is as follows: a function , belongs to if and only if for each bounded continuous function , the function is Stepanov almost periodic (of order 1) and

Asymptotic normality of a quadratic measure of orthogonal series type density estimate

LetX ₁,...,X _n be i.i.d. random variable with a common densityf. Let be an estimate off(x) based on a complete orthonormal basis {φ _k :k≧0} ofL ₂[a, b]. A Martingale central limit theorem is used to show that , where and .     

Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

In this paper we study the behavior of sums of a linear process associated to a strictly stationary sequence with values in a real separable Hilbert space and are linear operators from H to H. One of the results is that satisfies the CLT provided are i.i.d. centered having finite second moments and . We shall provide an example which shows that the condition on the operators is essentially sharp. Extensions of this result are given for sequences of weak dependent random variables under minimal conditions.