Relative perturbation results for eigenvalues and eigenvectors of diagonalisable matrices

Let and be a perturbed eigenpair of a diagonalisable matrixA. The problem is to bound the error in and . We present one absolute perturbation bound and two relative perturbation bounds. The absolute perturbation bound is an extension of Davis and Kahan's sin θ Theorem from Hermitian to diagonalisable matrices. The two relative perturbation bounds assume that and are an exact eigenpair of a perturbed matrixD ₁ AD ₂ , whereD ₁ andD ₂ are non-singular, butD ₁ AD ₂ is not necessarily diagonalisable. We derive a bound on the relative error in and a sin θ theorem based on a relative eigenvalue separation. The perturbation bounds contain both the deviation ofD ₁ andD ₂ from similarity and the deviation ofD ₂ from identity. This work was partially supported by NSF grant CCR-9400921.     

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.     

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 .     

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.     

A local duality theorem for categories of modules

Let Λ be an associative ring with identity and let be the category of left unitary Λ-modules. A subcateqory of the category is said to be small if the pairwise nonisomorphic objects of form a set. The main result of this paper consists of the fact that for every small full subcategory , there exists a ring Γ such that is dual to a small full subcategory of the category . Some applications of this result are indicated. Bibliography: 3 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 227, 1995, pp. 66–73.     

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 .     

Dispersion of Lagrangian trajectories in a random large-scale velocity field

We study the distribution of the distance R(t) between two Lagrangian trajectories in a spatially smooth turbulent velocity field with an arbitrary correlation time and a non-Gaussian distribution. There are two dimensionless parameters, the degree of deviation from the Gaussian distribution α and β=τD, where τ is the velocity correlation time and D is a characteristic velocity gradient. Asymptotically, R(t) has a lognormal distribution characterized by the mean runaway velocity and the dispersion Δ. We use the method of higher space dimensions d to estimate and Δ for different values of α and β. It was shown previously that for β≪ 1 and for β≫ 1. The estimate of Δ is then nonuniversal and depends on details of the two-point velocity correlator. Higher-order velocity correlators give an additional contribution to Δ estimated as αD²τ for β≪1 and αβ/τ for β≫1. For α above some critical value σ_cr, the values of and Δ are determined by higher irreducible correlators of the velocity gradient, and our approach loses its applicability. This critical value can be estimated as for β≪1 and for β≫1. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 122, No. 3, pp. 456–467, March, 2000.     

Special finite-dimensional monocomposition algebras

Special monocomposition algebras introduced in [1] are studied. Using their properties, we prove that any nondegenerate monocomposition algebra ,dim ≥ 3, with unity contains no proper ideal of dimension ≤8. This implies that if 3≤dim ≤ 9, then is a central simple algebra. Translated fromAlgebra i Logika, Vol. 35, No. 2, pp. 125–144, March–April, 1996.     

Representation of analytic functions by generalized series of exponents in unbounded convex domains

We establish conditions for the representation of functions f(z) analytic in unbounded convex domains D and continuous in via series of the form . Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 6, pp. 812–817, June, 1998.     

On the representation of differentiations by Hamiltonians,operating from an algebra of local observable spin systems

Let and be algebras of local and quasilocal observable spin systems corresponding to the group Zr, be a differentiation invariant with respect to displacements. The question of representation of D in the form of formal Hamiltonian formed by the displacements of an elementx ε is considered. It is shown that such a representation exists if the condition holds, where means an element obtained from the elements [T_kX,a] by some r-multiple process of summation. Translated from Matematicheskii Zametki, Vol. 21, No. 1, pp. 93–98, January, 1977.     

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.      

Orthogonal polynomials of a discrete variable and Lie algebras of complex-size matrices

We give a uniform interpretation of the classical continuous Chebyshev and Hahn orthogonal polynomials of a discrete variable in terms of the Feigin Lie algebra for λ∈ℂ. The Chebyshev and Hahn q-polynomials admit a similar interpretation, and orthogonal polynomials corresponding to Lie superalgebras can be introduced. We also describe quasi-finite modules over , real forms of this algebra, and the unitarity conditions for quasi-finite modules. Analogues of tensors over are also introduced. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 123, No. 2, pp. 205–236, May, 2000.     

Martin boundary of unlimited covering surfaces

LetW be an open Riemann surface and ap-sheeted (1<p<∞) unlimited covering surface ofW. Denote by Δ¹ (resp., ) the minimal Martin boundary ofW (resp., ). For ζ ∈ Δ, let ζ be the (cardinal) number of the set of pionts which lie over ζ and the class of open connected subsetsM ofW such thatM∪{ζ} is a minimal fine neighborhood of ζ. Our main result is the following: , where is the number of components of π^-1 M and π is the projection of ontoW. Moreover, some applications of the above results are discussed whenW is the unit disc.     

Asymptotic bounds for estimators without limit distribution

Let be a general family of probability measures,κ : a functional, and the optimal limit distribution for regular estimator sequences of κ. On intervals symmetric about 0, the concentration of this optimal limit distribution can be surpassed by the asymptotic concentration of an arbitrary estimator sequence only forP in a “small” subset of . For asymptotically median unbiased estimator sequences the same is true for arbitrary intervals containing 0. The emphasis of the paper is on “pointwise” conditions for , as opposed to conditions on shrinking neighbourhoods, and on “general” rather than parametric families.     

Construction of representations of the Poincaré Lie algebra by extension of direct integrals of representations ofSL(2,C)

Summary Continuing the program initiated in the first paper of this series, representations of the Lie algebra of the Poincaré group are constructed by forming suitable direct integrals of representations of SL(2, C) and extending them to by means of four additional momentum operators whose matrix elements are derived in a basis adapted to the direct integral structure. The representations obtained here include Wigner’s representations with positive mass and spin and Wigner’s representations with zero mass, spin and helicity ± . Lavoro eseguito con contributo del C.N.R. nell’ambito dell’attività di ricerca del Gruppo Nazionale per la Fisica Matematica e per le applicazioni della Matematica alla Fisica ed all’Ingegneria. Entrata in Redazione il 12 marzo 1972.     

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     

On non-closure of range of values of elliptic operator for a plane angle

Summary Let a plane angle of opening α∈(π, 2π). LetP _D andP _N the Dirichlet and Neumann problems associated to the Poisson equation in . ForP _D andP _N it is proved non existence of solution in L _p ( ) whenp=2/(1±π/α). In other words, the ranges of elliptic operators naturally associated toP _D andP _N are not-closed in L _p ( ) forp=2/(1±π/α).

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Sunto Sia } un angolo piano di apertura α∈(π, 2π). SianoP _D eP _N i problemi di Dirichlet e di Neumann associati all'equazione di Poisson in . PerP _D eP _N si prova non esistenza di soluzioni in L _p ( ) quandop=2/(1±π/α). Vale a dire i ranges degli operatori ellittici naturalmente associati aP _D eP _N sono non-chiusi in π^--AgBrα _K L _p ( ) perp=2/(1±π/α).

     

Necessary and sufficient conditions for inclusion relations for absolute summability

We obtain a set of necessary and sufficient conditions for to imply for 1 <k ≤ s < ∞. Using this result we establish several inclusion theorems as well as conditions for the equivalence of and .     

Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process

Consider the parameter space Θ which is an open subset of ℝ ^k ,k≧1, and for each θ∈Θ, let the r.v.′sY _n ,n=0, 1, ... be defined on the probability space (X,A,P _θ) and take values in a Borel setS of a Euclidean space. It is assumed that the process {Y _n },n≧0, is Markovian satisfying certain suitable regularity conditions. For eachn≧1, let υ _n be a stopping time defined on this process and have some desirable properties. For 0 < τ _n → ∞ asn→∞, set h _n →h ∈R ^k , and consider the log-likelihood function of the probability measure with respect to the probability measure . Here is the restriction ofP _θ to the σ-field induced by the r.v.′sY ₀,Y ₁, ..., . The main purpose of this paper is to obtain an asymptotic expansion of in the probability sense. The asymptotic distribution of , as well as that of another r.v. closely related to it, is obtained under both and . This research was supported by the National Science Foundation, Grant MCS77-09574. Research supported by the National Science Foundation, Grant MCS76-11620.