Transformations preserving normality and Wishart-ness

Let R^n×p, (n), Gl(p) and ₊(p) denote respectively the set of n×p matrices, the set of n×n orthogonal matrices, the set of p×p nonsingular matrices and the set of p × p positive definite matrices. In this paper, it is first shown that a bijective and bimeasurable transformation (BBT) g on R^p≡R^p×1 preserving the multivariate normality of N_p(μ, Σ) for fixed μ=μ₁, μ₂ (μ₁≠μ₂) and for all Σ ₊(p) is of the form g(x)=Ax+b a.e. for some (A, b)Gl(p)×R^p. Second, a BBT g on R^n×p preserving the form for certain 's and all Σ ₊(p) is shown to be of the form g(x)=QxA+E a.e. for some (Q, A, E) (n)×Gl(p)×R^n×p. Third, a BBT h on ₊(p) preserving the Wishart-ness of W_p(Σ, m) (m≥p) for all Σ ₊(p) is shown to be of the form h(w)=A′wA a.e. for some AGl(p). Fourth, a BBT k(x, w)=(k₁(x, w), k₂(x, w)) on R^n×p× ₊(p) which preserves the form of for certain 's and all Σ ₊(p) is shown to be of the form k(x, w)=(QxA+E, A′wA) a.e. for some (Q, A, E) (n)×Gl(p)×R^n×p.     

Representations for the first associated q-classical orthogonal polynomials

Let {p_k(x; q)} be any system of the q-classical orthogonal polynomials, and let be the corresponding weight function, satisfying the q-difference equation D_q(σ)=τ, where σ and τ are polynomials of degree at most 2 and exactly 1, respectively. Further, let {p_k⁽¹⁾(x;q)} be associated polynomials of the polynomials {p_k(x; q)}. Explicit forms of the coefficients b_n,k and c_n,k in the expansions

are given in terms of basic hypergeometric functions. Here _k(x) equals x^k if σ⁺(0)=0, or (x;q)_k if σ⁺(1)=0, where σ⁺(x)σ(x)+(q−1)xτ(x). The most important representatives of those two classes are the families of little q-Jacobi and big q-Jacobi polynomials, respectively.Writing the second-order nonhomogeneous q-difference equation satisfied by p_n−1⁽¹⁾(x;q) in a special form, recurrence relations (in k) for b_n,k and c_n,k are obtained in terms of σ and τ.     

On the evaluation of the Eigenvalues of a banded toeplitz block matrix

Let A = (a_ij) be an n × n Toeplitz matrix with bandwidth k + 1, K = r + s, that is, a_ij = a_j−i, i, J = 1,… ,n, a_i = 0 if i > s and if i < -r. We compute p(λ)= det(A - λI), as well as p(λ)/p′(λ), where p′(λ) is the first derivative of p(λ), by using O(k log k log n) arithmetic operations. Moreover, if a_i are m × m matrices, so that A is a banded Toeplitz block matrix, then we compute p(λ), as well as p(λ)/p′(λ), by using O(m³k(log² k + log n) + m²k log k log n) arithmetic operations. The algorithms can be extended to the computation of det(A − λB) and of its first derivative, where both A and B are banded Toeplitz matrices. The algorithms may be used as a basis for iterative solution of the eigenvalue problem for the matrix A and of the generalized eigenvalue problem for A and B.     

On reducibility of n-ary quasigroups

An n-ary operation Q:Σⁿ→Σ is called an n-ary quasigroup of order |Σ| if in the relation x₀=Q(x₁,…,x_n) knowledge of any n elements of x₀,…,x_n uniquely specifies the remaining one. Q is permutably reducible if Q(x₁,…,x_n)=P(R(x_σ(1),…,x_σ(k)),x_σ(k+1),…,x_σ(n)) where P and R are (n-k+1)-ary and k-ary quasigroups, σ is a permutation, and 1<k<n. An m-ary quasigroup S is called a retract of Q if it can be obtained from Q or one of its inverses by fixing n-m>0 arguments. We prove that if the maximum arity of a permutably irreducible retract of an n-ary quasigroup Q belongs to {3,…,n-3}, then Q is permutably reducible.     

Some properties of BLUE in a linear model and canonical correlations associated with linear transformations

Let (x, Xβ, V) be a linear model and let A′ = (A′₁, A′₂) be a p × p nonsingular matrix such that A₂X = 0, Rank A₂ = p − Rank X. We represent the BLUE and its covariance matrix in alternative forms under the conditions that the number of unit canonical correlations between y₁ ( = A₁x) and y₂ ( = A₂x) is zero. For the second problem, let x′ = (x′₁, x′₂) and let a g-inverse V⁻ of V be written as (V⁻)′ = (A′₁, A′₂). We investigate the reations (if any) between the nonzero canonical correlations {1 ₁ … ₁ > 0} due to y₁ ( = A₁x) and y₂ ( = A₂x), and the nonzero canonical correlations {1 λ₁ … λ_v+r > 0} due to x₁ and x₂. We answer some of the questions raised by Latour et al. (1987, in Proceedings, 2nd Int. Tampere Conf. Statist. (T. Pukkila and S. Puntanen, Eds.), Univ. of Tampere, Finland) in the case of the Moore-Penrose inverse V⁺ = (A′₁, A′₂) of V.     

Summability of orthogonal expansions of several variables

Summability of spherical h-harmonic expansions with respect to the weight function ∏_j=1^d |x_j|^2κ_j (κ_j0) on the unit sphere S^d−1 is studied. The main result characterizes the critical index of summability of the Cesàro (C,δ) means of the h-harmonic expansion; it is proved that the (C,δ) means of any continuous function converge uniformly in the norm of C(S^d−1) if and only if δ>(d−2)/2+∑_j=1^d κ_j−min_1jd κ_j. Moreover, it is shown that for each point not on the great circles defined by the intersection of the coordinate planes and S^d−1, the (C,δ) means of the h-harmonic expansion of a continuous function f converges pointwisely to f if δ>(d−2)/2. Similar results are established for the orthogonal expansions with respect to the weight functions ∏_j=1^d |x_j|^2κ_j(1−|x|²)^μ−1/2 on the unit ball B^d and ∏_j=1^d x_j^κ_j−1/2(1−|x|₁)^μ−1/2 on the simplex T^d. As a related result, the Cesàro summability of the generalized Gegenbauer expansions associated to the weight function |t|^2μ(1−t²)^λ−1/2 on [−1,1] is studied, which is of interest in itself.     

The wave equation for Dunkl operators

Let k = (k_α)_αε, be a positive-real valued multiplicity function related to a root system , and Δ_k be the Dunkl-Laplacian operator. For (x, t) ε ^N, × , denote by u_k(x, t) the solution to the deformed wave equation Δ_ku_k,(x, t) = δ_ttu_k(x, t), where the initial data belong to the Schwartz space on ^N. We prove that for k 0 and N l, the wave equation satisfies a weak Huygens' principle, while a strict Huygens' principle holds if and only if (N − 3)/2 + Σ_αε+k_α ε . Here ⁺ is a subsystem of positive roots. As a particular case, if the initial data are supported in a closed ball of radius R > 0 about the origin, the strict Huygens principle implies that the support of u_k(x, t) is contained in the conical shell {(x, t), ε ^N × | |t| − R x |t| + R}. Our approach uses the representation theory of the group SL(2, ), and Paley-Wiener theory for the Dunkl transform. Also, we show that the (t-independent) energy functional of u_k is, for large |t|, partitioned into equal potential and kinetic parts.     

New pairs of -sequences with 4-level cross-correlation

Let ω be a primitive element of GF(2ⁿ), where . Let d=(2^2k+2^s+1-2^k+1-1)/(2^s-1), where n=2k, and s is such that 2s divides k. We prove that the binary m-sequences s(t)=tr(ω^t) and s(dt) have a four-level cross-correlation function and give the distribution of the values.     

Procrustes problems and associated approximation problems for matrices with k-involutory symmetries

We say that a matrix R∈C^n×n is k-involutary if its minimal polynomial is x^k-1 for some k?2, so R^k-1=R^-1 and the eigenvalues of R are 1,ζ,ζ²,…,ζ^k-1, where ζ=e^2πi/k. Let α,μ∈{0,1,…,k-1}. If R∈C^m×m, A∈C^m×n, S∈C^n×n and R and S are k-involutory, we say that A is (R,S,μ)-symmetric if RAS^-1=ζ^μA, and A is (R,S,α,μ)-symmetric if RAS^-α=ζ^μA.Let L be the class of m×n(R,S,μ)-symmetric matrices or the class of m×n(R,S,α,μ)-symmetric matrices. Given X∈C^n×t and B∈C^m×t, we characterize the matrices A in L that minimize ‖AX-B‖ (Frobenius norm), and, given an arbitrary W∈C^m×n, we find the unique matrix A∈L that minimizes both ‖AX-B‖ and ‖A-W‖. We also obtain necessary and sufficient conditions for existence of A∈L such that AX=B, and, assuming that the conditions are satisfied, characterize the set of all such A.     

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.     

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.     

Some extensions of the Kantorovich inequality and statistical applications

Kantorovich gave an upper bound to the product of two quadratic forms, (X′AX) (X′A⁻¹X), where X is an n-vector of unit length and A is a positive definite matrix. Bloomfield, Watson and Knott found the bound for the product of determinants |X′AX| |X′A⁻¹X| where X is n × k matrix such that X′X = I_k. In this paper we determine the bounds for the traces and determinants of matrices of the type X′AYY′A⁻¹X, X′B²X(X′BCX)⁻¹ X′C²X(X′BCX)⁻¹ where X and Y are n × k matrices such that X′X = Y′Y = I_k and A, B, C are given matrices satisfying some conditions. The results are applied to the least squares theory of estimation.     

An inverse polynomial method for the identification of the leading coefficient in the Sturm–Liouville operator from boundary measurements

An inverse polynomial method of determining the unknown leading coefficient k=k(x) of the linear Sturm–Liouville operator Au=−(k(x)u^′(x))^′+q(x)u(x), x(0,1), is presented. As an additional condition only two measured data at the boundary (x=0,x=1) are used. In absence of a singular point (u^′(x)≠0,u^″(x)≠0,x[0,1]) the inverse problem is classified as a well-conditioned . If there exists at least one singular point, then the inverse problem is classified as moderately ill-conditioned (u^′(x₀)=0,x₀(0,1);u^′(x)≠0,x≠x₀;u^″(x)≠0,x[0,1]) and severely ill-conditioned (u^′(x₀)=u^″(x₀)=0,x₀(0,1);u^′(x)≠0,u^″(x)≠0,x≠x₀). For each of the cases direct problem solution is approximated by corresponding polynomials and the inverse problem is reformulated as a Cauchy problem for to the first order differential equation with respect the unknown function k=k(x). An approximate analytical solution of the each Cauchy problems are derived in explicit form. Numerical simulations all the above cases are given for noise free and noisy data. An accuracy of the presented approach is demonstrated on numerical test solutions.     

C-Cosine Functions and the Abstract Cauchy Problem, II

For a bounded linear injectionCon a Banach spaceXand a closed linear operatorA : D(A) X → Xwhich commutes withCwe prove that (1) the abstract Cauchy problem,u″(t) = Au(t),t R,u(0) = Cx,u′(0) = Cy, has a unique strong solution for everyx,y D(A) if and only if (2)A₁ = AD(A²) generates aC₁-cosine function onX₁(D(A) with the graph norm), if (and only if, in caseAhas nonempty resolvent set) (3)Agenerates aC-cosine function onX. HereC₁ = CX₁. Under the assumption thatAis densely defined andC⁻¹AC = A, statement (3) is also equivalent to each of the following statements: (4) the problemv″(t) = Av(t) + C(x + ty) + ∫^t₀ Cg(r) dr,t R,v(0) = v′(0) = 0, has a unique strong solution for everyg L¹_locandx, y X; (5) the problemw″(t) = Aw(t) + Cg(t),t R,w(0) = Cx,w′(0) = Cy, has a unique weak solution for everyg L¹_locandx, y X. Finally, as an application, it is shown that for any bounded operatorBwhich commutes withCand has range contained in the range ofC,A + Bis also a generator.     

On the weak non-defectivity of veronese embeddings of projective spaces

Fix integers n, x, k such that n≥3, k>0, x≥4, (n, x)≠(3, 4) and k(n+1)<( _n ^n+x ). Here we prove that the order x Veronese embedding ofP ⁿ is not weakly (k−1)-defective, i.e. for a general S⊃P ⁿ such that #(S) = k+1 the projective space | I _2S (x)| of all degree t hypersurfaces ofP ⁿ singular at each point of S has dimension ( _n ^/n+x )−1− k(n+1) (proved by Alexander and Hirschowitz) and a general F∈| I _2S (x)| has an ordinary double point at each P∈ S and Sing (F)=S. The author was partially supported by MIUR and GNSAGA of INdAM (Italy).     

An Error Expansion for some Gauss–Turán Quadratures and <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-Estimates of the Remainder Term

Our aim in this paper is to obtain error expansions in the Gauss–Turán quadrature formula ∫₋₁¹f(t)w(t) dt=∑_ν=1ⁿ∑_i=0^2sA_i,νf⁽ⁱ⁾(τ_ν)+R_n,s(f), in the case when f is an analytic function in some region of the complex plane containing the interval [−1,1] in its interior. Using a representation of the remainder term R_n,s(f) in the form of contour integral over confocal ellipses, we obtain R_n,1(f) for the four Chebyshev weights and R_n,2(f) for the Chebyshev weight of the first kind. Also, we get a few new L¹-estimates of the remainder term, which are stronger than the previous ones. Some numerical results, illustrations and comparisons are also given. AMS subject classification (2000) 41A55, 65D30, 65D32.Received January 2004. Accepted October 2004. Communicated by Lothar Reichel.M. M. Spalević: This work was supported in part by the Serbian Ministry of Science and Environmental Protection (Project: Applied Orthogonal Systems, Constructive Approximation and Numerical Methods, grant number 2002).     

Discrete Approximation of Unbounded Operators and Approximation of their Spectra

Let E be a Banach space over and let the densely defined closed linear operator A: (A)E→E be discretely approximated by the sequence ((A_n, (A_n)))_n of operators A_n where each A_n is densely defined in the Banach space F_n. Let σ_a(A) be the approximate point spectrum of A and let σ(A_n) denote the -pseudospectrum of A_n. Generalizing our own result, we show that σ_a(A)lim inf σ(A_n)=_n ∩_kn σ(A_k) holds for every >0. We deduce that then for every compact set K lim_n dist(σ_a(A)∩K, σ_a(A_n))=0 provided there exists M>0 such that (λ−A_n)⁻¹M dist(λ, σ(A_n))⁻¹ holds for every n and every λ in the resolvent set ρ(A_n) of A_n. We finally treat the problem under which conditions σ_a(A) can be approximated from below. More precisely we investigate the problem: Under which assumptions does ∩_>0 ∩_{n kn} σ_, a(A_k)σ_a(A) hold where σ_, a(A) denotes the -approximate pseudospectrum?     

A result about determinantal divisors

Let Rbe a principal ideal ringR_n the ring of n× nmatrices over R, and d_k (A) the kth determinantal divisor of Afor 1 ? k? n, where Ais any element of R_n , It is shown that if A,BεR_n , det(A) det(B:) ≠ 0, then d_k (AB) ≡ 0 mod d_k (A) d_k (B). If in addition (det(A), det(B)) = 1, then it is also shown that d_k (AB) = d_k (A) d_k (B). This provides a new proof of the multiplicativity of the Smith normal form for matrices with relatively prime determinants.     

Onα-Symmetric Multivariate Characteristic Functions

Ann-dimensional random vector is said to have anα-symmetric distribution,α>0, if its characteristic function is of the form((|u₁|^α+…+|u_n|^α)^1/α). We study the classesΦ_n(α) of all admissible functions: [0, ∞)→ . It is known that members ofΦ_n(2) andΦ_n(1) are scale mixtures of certain primitivesΩ_nandω_n, respectively, and we show thatω_nis obtained fromΩ_2n−1byn−1 successive integrations. Consequently, curious relations between 1- and 2- (or spherically) symmetric distributions arise. An analogue of Askey's criterion gives a partial solution to a question of D. St. P. Richards: If(0)=1,is continuous, lim_t→∞ (t)=0, and⁽²ⁿ⁻²⁾(t) is convex, thenΦ_n(1). The paper closes with various criteria for the unimodality of anα-symmetric distribution.     

Recursive constructions of -polynomials over

This paper presents procedures for constructing irreducible polynomials over GF(2^s) with linearly independent roots (or normal polynomials or N-polynomials). For a suitably chosen initial N-polynomial F₀(x)GF(2^s) of degree n, polynomials F_k(x)GF(2^s) of degrees n2^k are constructed by iteratively applying the transformation x→x+x^-1, and their roots are shown to form a normal basis of GF(2^sn2k) over GF(2^s). In addition, the sequences are shown to be trace compatible, i.e., the trace map T_{GF(2^sn2k+1)/GF(2^sn2k)} fromGF(2^sn2k+1) onto GF(2^sn2k) maps the roots of F_k+1(x) onto those of F_k(x).