A Study of the Equivalence of the BLUEs between a Partitioned Singular Linear Model and Its Reduced Singular Linear Models

Abstract Consider the partitioned linear regression model and its four reduced linear models, where y is an n × 1 observable random vector with E(y) = Xβ and dispersion matrix Var(y) = σ² V, where σ² is an unknown positive scalar, V is an n × n known symmetric nonnegative definite matrix, X = (X ₁ : X ₂) is an n×(p+q) known design matrix with rank(X) = r ≤ (p+q), and β = (β′ ₁: β′₂ )′ with β₁ and β₂ being p×1 and q×1 vectors of unknown parameters, respectively. In this article the formulae for the differences between the best linear unbiased estimators of M ₂ X ₁β₁under the model and its best linear unbiased estimators under the reduced linear models of are given, where M ₂ = I -X ₂ X ₂ ⁺ . Furthermore, the necessary and sufficient conditions for the equalities between the best linear unbiased estimators of M ₂ X ₁β₁ under the model and those under its reduced linear models are established. Lastly, we also study the connections between the model and its linear transformation model. *This work is supported by the National Natural Science Foundation of China, Tian Yuan Special Foundation (No. 10226024), Postdoctoral Foundation of China and Lab. of Math. for Nonlinear Sciences at Fudan University. This research is supported in part by The International Organizing Committee and The Local Organizing Committee at the University of Tampere for this Workshop **The work is supported in part by an NSF grant of China. Results in this paper were presented by the first author at The Eighth International Workshop on Matrices and Statistics: Tampere, Finland, August 1999     

Base subsets of symplectic Grassmannians

Let V and V′ be 2n-dimensional vector spaces over fields F and F′. Let also Ω: V× V→ F and Ω′: V′× V′→ F′ be non-degenerate symplectic forms. Denote by Π and Π′ the associated (2n−1)-dimensional projective spaces. The sets of k-dimensional totally isotropic subspaces of Π and Π′ will be denoted by and ${\mathcal G}'_{k}$, respectively. Apartments of the associated buildings intersect and by so-called base subsets. We show that every mapping of to sending base subsets to base subsets is induced by a symplectic embedding of Π to Π′.     

Derivation modules of orthogonal duals of hyperplane arrangements

Let A be an n × d matrix having full rank n. An orthogonal dual A^⊥ of A is a (d-n) × d matrix of rank (d−n) such that every row of A^⊥ is orthogonal (under the usual dot product) to every row of A. We define the orthogonal dual for arrangements by identifying an essential (central) arrangement of d hyperplanes in n-dimensional space with the n × d matrix of coefficients of the homogeneous linear forms for which the hyperplanes are kernels. When n ≥ 5, we show that if the matroid (or the lattice of intersection) of an n-dimensional essential arrangement contains a modular copoint whose complement spans, then the derivation module of the orthogonally dual arrangement ^⊥ has projective dimension at least ⌈ n(n+2)/4 ⌉ - 3.Hal Schenck partially supported by NSF DMS 03-11142, NSA MDA 904-03-1-0006, and ATP 010366-0103.     

A degree bound for globally generated vector bundles

Let E be a globally generated vector bundle of rank e ≥ 2 over a reduced irreducible projective variety X of dimension n defined over an algebraically closed field of characteristic zero. Let L := det(E). If deg(E) := deg(L) = L ⁿ  > 0 and E is not isomorphic to , we obtain a sharp bound

Invariants of 2 × 2 matrices, irreducible {\hbox{SL}(2, \mathbb{C})} characters and the Magnus trace map

We obtain an explicit characterization of the stable points of the action of on the cartesian product G  ^{× n} by simultaneous conjugation on each factor in terms of the corresponding invariant functions. From this, a simple criterion for the irreducibility of representations of finitely generated groups into G is derived. We also obtain analogous results for the action of on the vector space of n-tuples of 2 × 2 complex matrices. For a free group F _n of rank n, we show how to generically reconstruct the 2 ^n-2 conjugacy classes of representations F _n → G from their values under the map considered in Magnus [Math. Zeit. 170, 91–103 (1980)], defined by certain 3n − 3 traces of words of length one and two.      

On non-negatively curved metrics on open five-dimensional manifolds

Let V ⁿ be an open manifold of non-negative sectional curvature with a soul Σ of co-dimension two. The universal cover of the unit normal bundle N of the soul in such a manifold is isometric to the direct product M ^n-2 × R. In the study of the metric structure of V ⁿ an important role plays the vector field X which belongs to the projection of the vertical planes distribution of the Riemannian submersion on the factor M in this metric splitting . The case n = 4 was considered in [Gromoll, D., Tapp, K.: Geom. Dedicata 99, 127–136 (2003)] where the authors prove that X is a Killing vector field while the manifold V ⁴ is isometric to the quotient of by the flow along the corresponding Killing field. Following an approach of [Gromoll, D., Tapp, K.: Geom. Dedicata 99, 127–136 (2003)] we consider the next case n = 5 and obtain the same result under the assumption that the set of zeros of X is not empty. Under this assumption we prove that both M ³ and Σ³ admit an open-book decomposition with a bending which is a closed geodesic and pages which are totally geodesic two-spheres, the vector field X is Killing, while the whole manifold V ⁵ is isometric to the quotient of by the flow along corresponding Killing field. Supported by the Faculty of Natural Sciences of the Hogskolan i Kalmar (Sweden).     

The Density of Linear Symplectic Cocycles with Simple Lyapunov Spectrum in YIC（X, SL（2, R））

Let （X, G（X）, m） be a probability space with a-algebra G（X） and probability measure m. The set V in G is called P-admissible, provided that for any positive integer n and positive-measure set Vn∈ contained in V, there exists a Zn∈G such that Zn belong to Vn and 0 〈 m（Zn） 〈 1/n. Let T be an ergodic automorphism of （X, G） preserving m, and A belong to the space of linear measurable symplectic cocycles     

A strong law of large numbers for nonexpansive vector-valued stochastic processes

A mapT: X→X on a normed linear space is callednonexpansive if ‖Tx-Ty‖≤‖x-y‖∀x, y∈X. Let (Ω, Σ,P) be a probability space, an increasing chain of σ-fields spanning Σ,X a Banach space, andT: X→X. A sequence (x_n) of strongly -measurable and stronglyP-integrable functions on Ω taking on values inX is called aT-martingale if . LetT: H→H be a nonexpansive mapping on a Hilbert spaceH and let (x_n) be aT-martingale taking on values inH. If then x _n /n converges a.e. LetT: X→X be a nonexpansive mapping on ap-uniformly smooth Banach spaceX, 1<p≤2, and let (x_n) be aT-martingale (taking on values inX). If then there exists a continuous linear functionalf∈X ^* of norm 1 such that If, in addition, the spaceX is strictly convex, x _n /n converges weakly; and if the norm ofX ^* is Fréchet differentiable (away from zero), x _n /n converges strongly. This work was supported by National Science Foundation Grant MCS-82-02093     

On the solutions of a boundary value problem arising in free convection with prescribed heat flux

For given , c < 0, we are concerned with the solution f _b of the differential equation f ′′′ + ff ′′ + g(f ′) = 0 satisfying the initial conditions f(0) = a, f ′ (0) = b, f ′′ (0) = c, where g is some nonnegative subquadratic locally Lipschitz function. It is proven that there exists b _* > 0 such that f _b exists on [0, + ∞) and is such that as t → + ∞, if and only if b ≥ b _*. This allows to answer questions about existence, uniqueness and boundedness of solutions to a boundary value problem arising in fluid mechanics, and especially in boundary layer theory.      

Maximal plurisubharmonic functions and the polynomial hull of a completely circled fibration

LetX(-ϱB ^m ×C ⁿ be a compact set over the unit sphere ϱB ^m such that for eachz∈ϱB ^m the fiberX _z ={ω∈C ⁿ ;(z, ω)∈X} is the closure of a completely circled pseudoconvex domain inC ⁿ . The polynomial hull ofX is described in terms of the Perron-Bremermann function for the homogeneous defining function ofX. Moreover, for each point (z ₀,w ₀)∈Int there exists a smooth up to the boundary analytic discF:Δ→B ^m ×C ⁿ with the boundary inX such thatF(0)=(z ₀,w ₀). This work was supported in part by a grant from the Ministry of Science of the Republic of Slovenia.     

Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces

Let （X, Xn; n ≥1） be a sequence of i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with covariance operator ∑. Set Sn = X1 ＋ X2 ＋ ... ＋ Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2（b＋1） ∞ ∑n=1 （logn）^b/n^3/2 E{｜｜Sn｜｜-σε√nlogn}=σ^-2（b＋1）/（2b＋3）（b＋1） B｜｜Y｜^2b＋3
holds if EX=0,and E｜｜X｜｜^2（log｜｜x｜｜）^3bv（b＋4）〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑.     

On optimal condition numbers for Markov chains

Let T and be arbitrary nonnegative, irreducible, stochastic matrices corresponding to two ergodic Markov chains on n states. A function κ is called a condition number for Markov chains with respect to the (α, β)–norm pair if . Here π and are the stationary distribution vectors of the two chains, respectively. Various condition numbers, particularly with respect to the (1, ∞) and (∞, ∞)-norm pairs have been suggested in the literature. They were ranked according to their size by Cho and Meyer in a paper from 2001. In this paper we first of all show that what we call the generalized ergodicity coefficient , where e is the n-vector of all 1’s and A ^# is the group generalized inverse of A = I − T, is the smallest condition number of Markov chains with respect to the (p, ∞)-norm pair. We use this result to identify the smallest condition number of Markov chains among the (∞, ∞) and (1, ∞)-norm pairs. These are, respectively, κ ₃ and κ ₆ in the Cho–Meyer list of 8 condition numbers. Kirkland has studied κ ₃(T). He has shown that and he has characterized transition matrices for which equality holds. We prove here again that 2κ ₃(T) ≤ κ(6) which appears in the Cho–Meyer paper and we characterize the transition matrices T for which . There is actually only one such matrix: T = (J _n  − I)/(n − 1), where J _n is the n × n matrix of all 1’s. This research was supported in part by NSERC under Grant OGP0138251 and NSA Grant No. 06G–232.     

H p (Rn) is equidistributed withL p (Rn)

Let 0<p<∞. LetH ^p (R ⁿ) be the real variable Hardy spaces defined by Stein and Weiss. Let L^p(R ⁿ) be the usual Lebesgue space. It is shown that forf∈L ^p there is an with the distribution functions of |f| and identical and . The converse is trivially true. Research partially supported by NSF Grant #MCS77-02213.     

Deterministic extractors for affine sources over large fields

An (n,k)-affine source over a finite field is a random variable X = (X ₁,..., X _n ) ∈ , which is uniformly distributed over an (unknown) k-dimensional affine subspace of . We show how to (deterministically) extract practically all the randomness from affine sources, for any field of size larger than n ^c (where c is a large enough constant). Our main results are as follows:

Modules of vector fields,differential forms and degenerations of differential systems

We deal with (n−1)-generated modules of smooth (analytic, holomorphic) vector fieldsV=(X ₁,..., X_n−1) (codimension 1 differential systems) defined locally on ℝ ⁿ or ℂ ⁿ , and extend the standard duality(X ₁,..., X_n−1)↦(ω), ω=Ω(X₁,...,X_n−1,.,) (Ω−a volume form) betweenV′s and 1-generated modules of differential 1-forms (Pfaffian equations)—when the generatorsX _i are linearly independent—onto substantially wider classes of codimension 1 differential systems. We prove that two codimension 1 differential systemsV and are equivalent if and only if so are the corresponding Pfaffian equations (ω) and provided that ω has1-division property: ωΛμ=0, μ—any 1-form ⇒ μ=fω for certain function germf. The 1-division property of ω turns out to be equivalent to the following properties ofV: (a)fX∈V, f—not a 0-divisor function germ ⇒X∈V (thedivision property); (b) (V ^⊥)^⊥=V; (c)V ^⊥=(ω); (d) (ω)^⊥=V, where ⊥ denotes the passing from a module (of vector fields or differential 1-forms) to its annihilator. Supported by Polish KBN grant N^o 2 1090 91 01. Partially supported by the fund for the promotion of research at the Technion, 100–942.     

Small bound for birational automorphism groups of algebraic varieties (with an Appendix by Yujiro Kawamata)

We give an effective upper bound of |Bir(X)| for the birational automorphism group of an irregular n-fold (with n = 3) of general type in terms of the volume V = V(X) under an “albanese smoothness and simplicity” condition. To be precise, . An optimum linear bound is obtained for those threefolds with non-maximal albanese dimension. For all n ≥ 3, a bound is obtained when alb _X is generically finite, alb(X) is smooth and Alb(X) is simple. The author is supported by an Academic Research Fund of NUS.     

<Emphasis Type="Italic">L</Emphasis>-functions of symmetric products of the Kloosterman sheaf over Z

The classical n-variable Kloosterman sums over the finite field F _p give rise to a lisse -sheaf Kl _n+1 on , which we call the Kloosterman sheaf. Let L _p (G _{m, F p} , Sym ^k Kl _n+1, s) be the L-function of the k-fold symmetric product of Kl _n+1. We construct an explicit virtual scheme X of finite type over Spec Z such that the p-Euler factor of the zeta function of X coincides with L _p (G _{m, F p} , Sym ^k Kl _n+1, s). We also prove similar results for and . The research of L. Fu is supported by the NSFC (10525107).     

Darboux points and integrability of homogeneous Hamiltonian systems with three and more degrees of freedom

We consider natural complex Hamiltonian systems with n degrees of freedom given by a Hamiltonian function which is a sum of the standard kinetic energy and a homogeneous polynomial potential V of degree k > 2. The well known Morales-Ramis theorem gives the strongest known necessary conditions for the Liouville integrability of such systems. It states that for each k there exists an explicitly known infinite set ⊂ ℚ such that if the system is integrable, then all eigenvalues of the Hessian matrix V″(d) calculated at a non-zero d ∈ ℂ ⁿ satisfying V′(d) = d, belong to . The aim of this paper is, among others, to sharpen this result. Under certain genericity assumption concerning V we prove the following fact. For each k and n there exists a finite set such that if the system is integrable, then all eigenvalues of the Hessian matrix V″(d) belong to . We give an algorithm which allows to find sets . We applied this results for the case n = k = 3 and we found all integrable potentials satisfying the genericity assumption. Among them several are new and they are integrable in a highly non-trivial way. We found three potentials for which the additional first integrals are of degree 4 and 6 with respect to the momenta.      

Sobolev spaces related to Schrödinger operators with polynomial potentials

The aim of this note is to prove the following theorem. Let

A Geometric Problem and the Hopf Lemma. Ⅱ

Abstract A classical result of A. D. Alexandrov states that a connected compact smooth n-dimensional manifold without boundary, embedded in ℝⁿ⁺¹, and such that its mean curvature is constant, is a sphere. Here we study the problem of symmetry of M in a hyperplane X_n+1 =constant in case M satisfies: for any two points (X′,X_n+1), on M, with , the mean curvature at the first is not greater than that at the second. Symmetry need not always hold, but in this paper, we establish it under some additional conditions. Some variations of the Hopf Lemma are also presented. Several open problems are described. Part I dealt with corresponding one dimensional problems. (Dedicated to the memory of Shiing-Shen Chern) * Partially supported by NSF grant DMS-0401118.