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.     

Cost Based Filtering for the Constrained Knapsack Problem

We present cost based filtering methods for Knapsack Problems (KPs). Cost based filtering aims at fixing variables with respect to the objective function. It is an important technique when solving complex problems such as Quadratic Knapsack Problems, or KPs with additional constraints (Constrained Knapsack Problems (CKPs)). They evolve, e.g., when Constraint Based Column Generation is applied to appropriate optimization problems. We develop new reduction algorithms for KP. They are used as propagation routines for the CKP with (nlogn) preprocessing time and (n) time per call. This sums up to an amortized time (n) for (logn) incremental calls where the subsequent problems may differ with respect to arbitrary sets of necessarily included and excluded items.     

Die Dupinschen Zykliden im pseudoeuklidischen Raum

In the pseudoeuclidean space¹ E ³ a surface of degree 3 or 4 is calledDupin-cyclide if there exists a (pseudoeuclidean) torus such that a (pseudoeuclidean) spherical inversion maps upon . If the axis of is respectively space-like, isotropic or time-like is calledDupin-r-,-l- or-z-cyclide. ADupin-cyclide is the envelope of two families of spheres, the caustic surfaces of degenerate in caustic curves and the lines of curvature of constitute two (orthogonal) families of circles.     

Rate of convergence of a generalization of Newton's method

The Newton's method for finding the root of the equation (t)=0 can be easily generalized to the case where is monotone, convex, but not differentiable. Then, the convergence is superlinear. The purpose of this note is to show that the convergence is only superlinear. Indeed, for all (1, 2), we exhibit an example where the convergence of the iterates is exactly .     

On the structure of varieties with equationally definable principal congruences IV

The notion of apseudo-interior algebra is introduced; it is a hybrid of a (topological) interior algebra and a residuated partially ordered monoid. The elementary arithmetic of pseudo-interior algebras is developed leading to a simple equational axiomatization. A notion ofopen filter analogous to the open filters of interior algebras is investigated. Pseudo-interior algebras represent, in algebraic form, the logic inherent in varieties with acommutative, regular ternary deductive (TD) term p(x, y, z), which is defined by the conditions: (1)p(x,y,z) z (mod(x, y)); (2) for fixed elementsa, b of an algebra A, {p(a, b, z):z A} is a transversal of the set of equivalence classes of (a, b); (3)p(a, b, z) andp(a,b,z) define the same transversal whenever(a,b)=(a,b); (4)(p(x, y, 1), 1)= (x, y) for some constant term 1. The TD term generalizes the (affine) ternary discriminator. Varieties with a commutative, regular TD term include most of the varieties of traditional algebraic logic as well as all double-pointed affine discriminator varieties andn-potent hoops (residuated commutative po-monoids in which the partial ordering is inverse divisibility). The main theorem:A variety has a commutative, regular TD term iff it is termwise definitionally equivalent to a pseudo-interior algebra with additional operations that are compatible with the open filters in a natural way.Presented by R. W. Quackenbush.The authors gratefully acknowledge the support of National Science Foundation Grants DMS-8703743 and DMS-8805870.     

Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes

Let (X_i,Y _i) be a set of observations form a stationary -mixing process and (x) be the conditional -th quantile of Y given X = x. Several authors considered nonparametric estimation of (x) in the i.i.d. setting. Assuming the smoothness of FF(x), we estimate it by local polynomial fitting and prove the asymptotic normality and the uniform convergence.     

Description of Hyperinvariant Subspaces of a Contraction in Terms of Its Characteristic Function

If T is a completely nonunitary contraction on a Hilbert space and L is its invariant subspace corresponding to a regular factorization of its characteristic function = , then L is hyperinvariant if and only if the following two conditions are fulfilled: (1) supp _* supp is of Lebesgue measure zero; (2) for every pair A H (E E) and A _* H (E _* E _*) intertwining by , i.e., such that A =A _*, there exists a function A _F H (F F) intertwining with A by and with A _* by , i.e., such that A = A _F and A _F = A _*. Bibliography: 4 titles.     

Factorization of transfer functions. I. (+).regular factorization

In the first part of the paper the concept of (+).regular factorization is generalized to the case of n factors.THEOREM 1. The factorization =_nn–1...₁, is (+).regular where (_k) is the Sz.-Nagy-Foias space. A criterion for the preservation of minimality under the synthesis of conservative scattering systems is obtained.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 3, pp. 312–317, March, 1990.     

A finitely based theory of a non-trivial language,with exactly ℵ0 subcovers

LetL=f, g be the language with two unary operation symbols. I prove that the finitely based equational theory =[f₀=₀] ofL covers exactly ₀ others.Presented by S. Burris.Dedicated to George McNulty, my mentor in equational logic.     

Beurling-Lax representations using classical Lie groups with many applications II: GL(n,©) and Wiener-Hopf factorization

The classical Beurling-Lax-invariant subspace theorem characterizes the full range simply invariant subspacesM of L _n ² as being of the formM=H _n ² where L _n×n is a phase function. Here L _n ² is the Hilbert space of measurable ⁿ-valued functions on the unit circle {e^it|0t2} which are square-integrable in norm, H _n ² is the subspace of functions in L _n ² with analytic continuation to the interior of the disk {zz|<1}, L _n×n ² is the space of measurable essentially bounded n×n matrix functions on the unit circle, and a phase function is one whose values (e^it) are unitary for a.e. t (i.e., (e^it) is in the Lie group U(n) a.e.). Halmos extended this to L ² . A subspace ML _n ² is said to beinvariant if e^it MM,simply invariant if in addition e^ikt M=(0), andfull range if 0} $$ " align="middle" border="0"> e^–iNt M is dense in L _n ² . In the Beurling-Lax representationM=H _n ² ,M uniquely determines up to a unitary constant factor on the right if one insists that (e^it)U(n). If one demands only that (e^it) GL(n,) (the group of invertible n×n complex matrices), however, there is considerably more freedom; in fact H _n ² =₁H _n ² where ₁ F and FL _n×n is outer with inverse F^–1L _n×n . More generally, we have H _n ² =[₁H _n ]^– whenever ₁=F and F is outer with F and F^–1 in L _n×n ² . (An FL _n×n ² will be said to beouter if FH _n is a dense subset of H _n ² .) In particular one can use this freedom to obtain representationsM=[H _n ]^– where the representor has values (e^it) in other matrix Lie groups. This program was carried out in accompanying work of the authors [B-H1-4] for the classical simple Lie groups U(m,n), O(p,q), O^*(2n), Sp(n,C), Sp(n,R), Sp(p,q), O(n,C), GL(n,R), U^*(2n), GL(n,R) and SL(n,C) and many applications were given. In this paper we give a natural theorem for GL(n,), by introducing the extra structure of preassigning the spaceM ^x=[H _n ]^– as well asM=[H _n ]^–. The theorems in [B-H1-4] can be derived by specializing our main result here for GL(n,) to the various subgroups which we listed.Both authors are partially supported by the National Science Foundation.     

On the Morse index of minimal surfaces in ℝp with polygonal boundaries

The minimal surfaces spanning a polygon in ^p (p2) correspond to the critical points of an analytic function in finitely many variables, namely Shiffman's function. We shall prove that the Morse index of the minimal surface coincides with the Morse index of at the corresponding critical point. Alternatively expressed, the Schwarz operator of the minimal surface and the Hessian of have the same number of negative eigenvalues. Finally we control the degeneration of the critical points.     

Nonparametric Inference for a Class of Stochastic Partial Differential Equations II

Consider the stochastic partial differential equationdu (t,x) = (t)u (t, x)dt + dW _Q(t,x), 0 t T where = ₂/x ₂, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0.     

Locally most powerful rank tests for testing randomness and symmetry

Let X _i, 1 i N, be N independent random variables (i.r.v.) with distribution functions (d.f.) F _i(x,), 1 i N, respectively, where is a real parameter. Assume furthermore that F _i(·,0) = F(·) for 1 i N. Let R = (R ₁,R _N) and R ⁺,...,R _N ⁺ be the rank vectors of X = (X ₁,X _N) and |X|=(|X ₁|,...,|X _N|), respectively, and let V = (V ₁,V _N) be the sign vector of X. The locally most powerful rank tests (LMPRT) S = S(R) and the locally most powerful signed rank tests (LMPSRT) S = S(R ⁺, V) will be found for testing = 0 against > 0 or < 0 with F being arbitrary and with F symmetric, respectively.     

On unconditionally convergent basis expansions in the space of continuous functions

[0,1], - H .

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This paper was written during the author's scholarship at the State University of Odessa in the USSR.     

On multivariate polynomial interpolation

We provide a map which associates each finite set in complexs-space with a polynomial space from which interpolation to arbitrary data given at the points in is possible and uniquely so. Among all polynomial spacesQ from which interpolation at is uniquely possible, our is of smallest degree. It is alsoD- and scale-invariant. Our map is monotone, thus providing a Newton form for the resulting interpolant. Our map is also continuous within reason, allowing us to interpret certain cases of coalescence as Hermite interpolation. In fact, our map can be extended to the case where, with eachgq, there is associated a polynomial space P, and, for given smoothf, a polynomialqQ is sought for which

Necessary and sufficient condition of the existence of global Hopf bifurcation for Hamiltonian systems

ForH C ² (,R) where 0 R ²ⁿ ,H (0)=0 and detH(0)0, the paper proves that there is a global Hopf bifurcation fromx=0 for Hamiltonian systemx=JH(x) iffJH(0)possesses purely imaginary eigenvalues. The work improves the corresponding result of J.C.Alexander and J. Yorke (Amer. J. Math., 100 (1978), 263–292).     

Interpolation problems and Toeplitz operators on multiply connected domains

LetR be a bounded domain in the complex plane bounded by n + 1 nonintersecting analytic Jordan curves, letE, F, andG be flat unitary vector bundles (in the sense of Abrahamse and Douglas) and let :F G and :E G be bounded analytic bundle maps. A condition is given for the existence of a bounded analytic map D:E F such that D = , together with an estimate for D. An interesting special case is the case whereE = G and = I _E , for which the condition involves a uniform lower bound for a class of Toeplitz operators overR, all of which are induced (formally) by the bundle map (N = rankE). When interpreted for a finite column of analytic scalar functions, this special case gives quantitative information on the corona theorem forR. The main tool is the Sz.Nagy-Foias commutant lifting theorem for regionsR recently obtained by the author.Research supported by National Science Foundation Grant No. MCS 77-00966.     

Holomorphe Funktionen auf Gebieten über Banach-Räumen zu vorgegebenen Konvergenzradien

Given a function: ₊ on a domain spread over an infinite dimensional complex Banach space E with a Schauder basis such that -log is plurisubharmonic and d (d denotes the boundary distance on ) one can find a holomorphic function f: with _f, where _f is the radius of convergence of f. If, in addition, is locally Lipschitz continuous with constant 1, f can be chosen so that (3M)^–1 _f, where M is the basis constant of E. In the particular case of E= ₁ there are holomorphic functions f on with= _f.     

Discrete Spectrum of Differential Operators in Spectral Gaps under Nonnegative Perturbations of High Order

Let A be a self-adjoint elliptic second-order differential operator, let (, ) be an inner gap in the spectrum of A, and let B(t) = A + tW ^* W, where W is a differential operator of higher order. Conditions are obtained under which the spectrum of the operator B(t) in the gap (, ) is either discrete, or does not accumulate to the right-hand boundary of the spectral gap, or is finite. The quantity N(, A, W, ), (, ), > 0 (the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to ) is considered. Estimates of N(, A, W, ) are obtained. For the perturbation W ^* W of a special form, the asymptotics of N(, A, W, ) as + is given. Bibliography: 5 titles.