The convergence rates of empirical Bayes estimation in a multiple linear regression model

Empirical Bayes (EB) estimation of the parameter vector =(,²) in a multiple linear regression modelY=X+ is considered, where is the vector of regression coefficient, N(0,² I) and ² is unknown. In this paper, we have constructed the EB estimators of by using the kernel estimation of multivariate density function and its partial derivatives. Under suitable conditions it is shown that the convergence rates of the EB estimators areO(n ^{-(k-1)(k-2)/k(2k+p+1)}), where the natural numberk3, 1/3<<1, andp is the dimension of vector .The project is supported by the National Natural Science Foundation of China.     

Noncommutative Valuation Rings of the Quotient Artinian Ring of a Skew Polynomial Ring

Let R be a Dubrovin valuation ring of a simple Artinian ring Q and let Q[X,] be the skew polynomial ring over Q in an indeterminate X, where is an automorphism of Q. Consider the natural map from Q[X,]_XQ[X,] to Q, where Q[X,]_XQ[X,] is the localization of Q[X,] at the maximal ideal XQ[X,] and set , the complete inverse image of R by . It is shown that is a Dubrovin valuation ring of Q(X,) (the quotient ring of Q[X,]) and it is characterized in terms of X and Q. In the case where R is an invariant valuation ring, the given automorphism is classified into five types, in order to study the structure of (the value group of ). It is shown that there is a commutative valuation ring R with automorphism which belongs to each type and which makes Abelian or non-Abelian. Furthermore, some examples are used to show that several ideal-theoretic properties of a Dubrovin valuation ring of Q with finite dimension over its center, do not necessarily hold in the case where Q is infinite-dimensional. Presented by A. VerschorenMathematics Subject Classifications (2000) 16L99, 16S36, 16W60.     

The Higher K-Theory of Real Curves

If X is a smooth curve defined over the real numbers , we show that K _n (X) is the sum of a divisible group and a finite elementary Abelian 2-group when n 2. We determine the torsion subgroup of K _n (X), which is a finite sum of copies of and 2, only depending on the topological invariants of X() and X(), and show that (for n 2) these torsion subgroups are periodic of order 8.     

Almost flat locally finite coverings of the sphere

For any subset A of the unit sphere of a Banach space X and for [0,2) the notion of -flatness is introduced as a measure of non-flatness of A. For any positive , construction of locally finite tilings of the unit sphere by -flat sets is carried out under suitable -renormings of X in a quite general context; moreover, a characterization of spaces having separable dual is provided in terms of the existence of such tilings. Finally, relationships between the possibility of getting such tilings of the unit sphere in the given norm and smoothness properties of the norm are discussed.     

Measure properties of the set of initial data yielding non uniqueness for a class of differential inclusions

We study uniqueness property for the Cauchy problemxV(x), x(0)=, whereVR ⁿR is a locally Lipschitz continuous, quasiconvex function (i.e. the sublevel sets {Vc} are convex) and V(x) is the generalized gradient ofV atx. We prove that if 0V(x) forV(x)b, then the set of initial data {V=b} yielding non uniqueness of solution in a geometric sense has (n–1)-dimensional Hausdorff measure zero in {V=b}.     

Bands of groups with universal properties

For a nonempty setX, a bandB, and a mapping :XB, we construct a band of groups, here called a cryptogroup,F(X,,B) which exhibits some remarkable properties. The first of these is a universal property relative to the classCG of all cryptogroups. In fact,CG is a variety with the operations of multiplication and inversion. For a varietyV of bands, we find a varietyV ⁰ of cryptogroups such that wheneverB is a band free inV ⁰ on the setX with embedding :XB, F(X,,B) is free inV ⁰. IfB is a normal band given as a strong semilattice of rectangular bands, we construct an isomorphic copy ofF(X,, B) which is a strong semilattice of completely simple semigroups. The objectsX, , B) admit the structure of a category, which is then related to the category of cryptogroups and their homomorphisms.This research was supported, in part by, NSERC Grant A4044.     

Finite Representability of ℓp in Quotients of Banach Spaces

A typical result of the paper states that if X is a Banach space with a basis and for some 1pq, the spaces _p and _q are finitely block representable in every block subspace of X, then every block subspace of X admits a block quotient Z such that for every r[p,q], the space _r is finitely block representable in Z. Results of a similar nature are also established for ^N _p-block-sequences and asymptotic spaces.     

Asymptotic stability at infinity of planar vector fields

Let >0 andX be aC ¹ vector field on the plane such that: (i) for allq², Det(DX(q))>0; and (ii) for allp², with p, Trace(D(X(p))<0. IfX has a singularity and ² Trace(DX)dxdy is less than 0 (resp. greater or equal than 0), then the point at infinity of the Riemann sphere ²{} is a repellor (resp. an attractor) ofX.     

Embeddings of Lorentz—Marcinkiewicz spaces with mixed norms

X(Y) f -:X(Y)={fM(×): f_{X(Y)=f(x,.)YX<} . =(0, ), M (×) — , ×, X, Y, Z— . X(Y) Z(×).     

Complemented subspaces of sums and products of banach spaces

Summary We prove that, when X is one of the Banach spaces l^p (1p ) or c₀, then every infinite-dimensional complemented subspace of X^N (resp. X^(N)) is isomorphic to one of the following spaces: (, X, × X, X^N (resp. , X, X, X^(N)). Therefore, X^N and X^(N) are primary. We also give some consequences and related results.The second author acknowledges partial support from the Italian Ministero della Pubblica Istruzione.     

Parametric stochastic convexity and concavity of stochastic processes

A collection of random variables {X(), } is said to be parametrically stochastically increasing and convex (concave) in if X() is stochastically increasing in , and if for any increasing convex (concave) function , E(X()) is increasing and convex (concave) in whenever these expectations exist. In this paper a notion of directional convexity (concavity) is introduced and its stochastic analog is studied. Using the notion of stochastic directional convexity (concavity), a sufficient condition, on the transition matrix of a discrete time Markov process {X _n(), n=0,1,2,...}, which implies the stochastic monotonicity and convexity of {X _n(), }, for any n, is found. Through uniformization these kinds of results extend to the continuous time case. Some illustrative applications in queueing theory, reliability theory and branching processes are given.Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205. Reproduction in whole or in part is permitted for any purpose by the United States Government.     

Surjectivity for Hamiltonian loop group spaces

Let G be a compact Lie group, and let LG denote the corresponding loop group. Let (X,) be a weakly symplectic Banach manifold. Consider a Hamiltonian action of LG on (X,), and assume that the moment map :XL ^* is proper. We consider the function ||²:X, and use a version of Morse theory to show that the inclusion map j:^-1(0)X induces a surjection j ^*:H _G ^*(X)H _G ^*(^-1(0)), in analogy with Kirwans surjectivity theorem in the finite-dimensional case. We also prove a version of this surjectivity theorem for quasi-Hamiltonian G-spaces.     

On measures integrating all functions of a given vector lattice

LetE be a vector lattice of real-valued functions defined on a setX, and (E):={{f1}:fE}. Among others, it is shown that, under some additional assumptions onE, every measure that integrates all functionsfE is (E)--smooth iffX is (E)-complete. An application of this general result to various topological situations yields some new measure-theoretic characterizations of realcompact, Borel-complete andN-compact spaces, respectively.     

Principal part of resolvent and factorization of an increasing nonanalytic operator-function

Let a selfadjoint operator-valued functionL() be given on the interval [a,b] such thatL(a)0,L(b)0,L()0 (ab), andL() has a certain smoothness (for instance, it satisfies Hölder's condition). It turns out that the spectral theory of the operator-valued functionL() can be reduced to the spectral theory of one operatorZ, the spectrum of which lies on (a, b) and which is similar to a selfadjoint operator. In particular, the factorization takes place:L()=M()(I–Z), where the operator-valued functionM() is invertible on [a, b]. Earlier similar results were known only for analytic operator-valued functions. The authors had to use new methods for the proof of the described theorem. The key moment is the decomposition ofL ^–1() into the sume of its principal and regular parts.     

Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes

We consider the Markov chainX _n+1=T(X _n )+ _n , where { _n ;n1} is a ^d -valued random sequence of independent identically distributed random variables, and the functionT: ^{d d} is measurable and satisfies a suitable growth condition. Under certain conditions involvingT and the probability distribution of _n , we show that this Markov chain is ergodic. Moreover, we obtain sharp upper bounds for the tail of the corresponding stationary probability density function. In our proofs, we make use of the Leray-Schauder fixed-point theorem.     

A Homotopy 2-Groupoid of a Hausdorff Space

If X is a Hausdorff space we construct a 2-groupoid G ₂ X with the following properties. The underlying category of G ₂ X is the `path groupoid" of X whose objects are the points of X and whose morphisms are equivalence classes f, g of paths f, g in X under a relation of thin relative homotopy. The groupoid of 2-morphisms of G ₂ X is a quotient groupoid X / N X, where X is the groupoid whose objects are paths and whose morphisms are relative homotopy classes of homotopies between paths. N X is a normal subgroupoid of X determined by the thin relative homotopies. There is an isomorphism G ₂ X(f,f) ₂(X, f(0)) between the 2-endomorphism group of f and the second homotopy group of X based at the initial point of the path f. The 2-groupoids of function spaces yield a 2-groupoid enrichment of a (convenient) category of pointed spaces.We show how the 2-morphisms may be regarded as 2-tracks. We make precise how cubical diagrams inhabited by 2-tracks can be pasted.     

On the domain of attraction of an operator between supremum and sum

Summary Between the operations which produce partial maxima and partial sums of a sequenceY ₁,Y ₂, ..., lies the inductive operation:X _n =X _n-1(X _n-1+Y _n ),n1, for 0<<1. If theY _n are independent random variables with common distributionF, we show that the limiting behavior of normed sequences formed from {X _n ,n1}, is, for 0<<1, parallel to the extreme value case =0. ForFD() we give a full proof of the convergence, whereas forFD()D(), we only succeeded in proving tightness of the involved sequence. The processX _n is interesting for some applied probability models.     

Topological transitivity of cylindrical cascades

The existence is proved of a topologically transitive (t.t.) homeomorphism U of the space W = × Z of the formU (, z)=(T,, z+f ()) ( , z Z), where is a complete separable metric space, T is a t.t. homeomorphism of onto itself, Z is a separable banach space, andf is a continuous map: z. For the special case W = S¹×R, T=+ ( is incommensurable with 2) the existence is proved of t.t. homeomorphisms (1) of two types: 1) with zero measure of the set of transitive points, 2) with zero measure of the set of intransitive points. An example is presented of a continuous functionf: S¹R for which the corresponding homeomorphism (1) is t.t. for all incommensurable with 2.Translated from Matematicheskie Zametki, Vol. 14, No. 3, pp. 441–452, September, 1973.The author thanks D. V. Anosov for advice and interest in the work.     

On the Space of Riemannian Metrics on Symplectic and Contact Manifolds

Let A M be the space of all almost Kahlerian smooth metrics on a symplectic manifold M ²ⁿ , such that the fundamental form of each metric coincides with . It is well known that A M is a retractor of the space M of all smooth metrics on M. We show that M is a smooth trivial bundle over A M . A similar fact holds also in the case of a contact manifold.     

Galerkin methods for parabolic equations with nonlinear boundary conditions

A variety of Galerkin methods are studied for the parabolic equationu _t =(a(x) u),x ⁿ ,t (O,T], subject to the nonlinear boundary conditionu _v =g(x,t,u),x,t (O,T] and the usual initial condition. Optimal order error estimates are derived both inL ² () andH ¹ () norms for all methods treated, including several that produce linear computational procedures.The authors were partially supported by The National Science Foundation during the preparation of this paper.