On the approximate behavior of the posterior distribution for an extreme multivariate observation

The behavior of the posterior for a large observation is considered. Two basic situations are discussed; location vectors and natural parameters.Let X = (X₁, X₂, …, X_n) be an observation from a multivariate exponential distribution with that natural parameter Θ = (Θ₁, Θ₂, …, Θ_n). Let θ_x^* be the posterior mode. Sufficient conditions are presented for the distribution of Θ − θ_x^* given X = x to converge to a multivariate normal with mean vector 0 as |x| tends to infinity. These same conditions imply that E(Θ | X = x) − θ_x^* converges to the zero vector as |x| tends to infinity.The posterior for an observation X = (X₁, X₂, …, X_n is considered for a location vector Θ = (Θ₁, Θ₂, …, Θ_n) as x gets large along a path, γ, in Rⁿ. Sufficient conditions are given for the distribution of γ(t) − Θ given X = γ(t) to converge in law as t → ∞. Slightly stronger conditions ensure that γ(t) − E(Θ | X = γ(t)) converges to the mean of the limiting distribution.These basic results about the posterior mean are extended to cover other estimators. Loss functions which are convex functions of absolute error are considered. Let δ be a Bayes estimator for a loss function of this type. Generally, if the distribution of Θ − E(Θ | X = γ(t)) given X = γ(t) converges in law to a symmetric distribution as t → ∞, it is shown that δ(γ(t)) − E(Θ | X = γ(t)) → 0 as t → ∞.     

Compact causal data interpolation

Consider a Hilbert space equipped with a time-structure, i.e., a resolution E of the identity on defined on subsets of some linearly ordered set Λ. For which x and y in is it possible to find a causal (time respecting) compact operator T, so that Tx = y? When T is required to be a Hilbert-Schmidt operator and (Λ, E) is sufficiently regular, this question is answered in terms of the “time-densities” of x and y. The condition is that the integral ∝_gLμ_x({s t})⁻¹ dμ_y(t) should be finite, where μ_x and μ_y are the measures on Λ given by μ_x(Ω) = ¦|E(Ω)x¦|² and μ_y(Ω) = ¦|E(Ω)y¦|². Further a solution is given for the related problem of minimizing the sum of ¦|Tx − y¦|² and the squared Hilbert-Schmidt norm ¦|R¦|₂² of T.     

Sharp inequalities for convolution-type operators

Let μ be a probability measure on [− a, a], a > 0, and let x₀ε[− a, a], f ε Cⁿ([−2a, 2a]), n 0 even. Using moment methods we derive best upper bounds to ¦∫_−a^a ([f(x₀ + y) + f(x₀ − y)]/2) μ(dy) − f(x₀)¦, leading to sharp inequalities that are attainable and involve the second modulus of continuity of f⁽ⁿ⁾ or an upper bound of it.     

Tests for the mean direction of the Langevin distribution with large concentration parameter

In this paper we study the asymptotic behaviors of the likelihood ratio criterion (T_L^(s)), Watson statistic (T_W^(s)) and Rao statistic (T_R^(s)) for testing H_0s: μ (a given subspace) against H_1s: μ , based on a sample of size n from a p-variate Langevin distribution M_p(μ, κ) when κ is large. For the case when κ is known, asymptotic expansions of the null and nonnull distributions of these statistics are obtained. It is shown that the powers of these statistics are coincident up to the order κ⁻¹. For the case when κ is unknown, it is shown that T_R^(s) T_L^(s) T_W^(s) in their powers up to the order κ⁻¹.     

The structure of the algebraic eigenspace to the spectral radius of eventually compact, nonnegative integral operators

Let K be an eventually compact linear integral operator on L^p(Ω, μ), 1 p < ∞, with nonnegative kernel k(x, y), where the underlying measure μ is totally σ-finite on the domain set Ω when P = 1. This work extends the previous analysis of the author who characterized the distinguished eigenvalues of K and K^*, and the support sets for the eigenfunctions and generalized eigenfunctions belonging to the spectral radius of K or K^*. The characterizations of the support sets for the algebraic eigenspaces of K or K^* are phrased in terms of significant k-components which are maximal irreducible subsets of Ω and which yield a positive spectral radius for the integral operator defined by the restriction of k(x, y) to the Cartesian product of such sets. In this paper, we show that a basis for the functions, constituting the algebraic eigenspaces of K and K^* belonging to the spectral radius of K, can be chosen to consist of elements which are positive on their sets of support, except possibly on sets of measure less than some arbitrarily specified positive number. In addition, we present necessary and sufficient conditions, in terms of the significant k-components, for both K and K^* to possess a positive eigenfunction (a.e. μ) corresponding to the spectral radius, as well as necessary and sufficient conditions for the sequence γⁿKⁿg _p to converge whenever g 0, where − _p denotes the norm in L^p(Ω, μ), and γ₁ the smallest (in modulus) characteristic value of K. This analysis is made possible by introducing the concepts of chains, lengths of chains, height, and depth of a significant k-component as was done by U. Rothblum [Lin. Alg. Appl. 12 (1975), 281–292] for the matrix setting.     

Existence of three solutions for a class of elliptic eigenvalue problems

In this paper, we consider a problem of the type −Δu = λ(f(u) + μg(u)) in Ω, u¦∂Ω = 0, where Ω Rⁿ is an open-bounded set, f, g are continuous real functions on R, and λ, μ ε R. As an application of a new approach to nonlinear eigenvalues problems, we prove that, under suitable hypotheses, if ¦μ¦ is small enough, then there is some λ > 0 such that the above problem has at least three distinct weak solutions in W₀^1,2(Ω).     

On the degree of weak convergence of a sequence of finite measures to the unit measure under convexity

This is a study of the degree of weak convergence under convexity of a sequence of finite measures μ_j on ^k, k 1, to the unit measure δ_x0. LetQ denote a convex and compact subset of ^k, let ƒ ε C^m(Q), m 0, satisfy a convexity condition and let μ be a finite measure on Q. Using standard moment methods, upper bounds and best upper bounds are obtained for ¦∝_Qƒdμ − ƒ(x₀)¦. They sometimes lead to sharp inequalities which are attained for particular μ and ƒ. These estimates are better than the corresponding ones found in the literature.     

On the square root of a positive B( )-valued function

Let (Ω, , μ) be a measure space, a separable Banach space, and ^* the space of all bounded conjugate linear functionals on . Let f be a weak^* summable positive B( ^*)-valued function defined on Ω. The existence of a separable Hilbert space , a weakly measurable B( )-valued function Q satisfying the relation Q^*(ω)Q(ω) = f(ω) is proved. This result is used to define the Hilbert space L_2,f of square integrable operator-valued functions with respect to f. It is shown that for B⁺( ^*)-valued measures, the concepts of weak^*, weak, and strong countable additivity are all the same. Connections with stochastic processes are explained.     

Interpolatory properties of best L2-approximants

Let ƒbe a continuous function and s_n be the polynomial of degree at mostn of best L₂(μ)-approximation to ƒon [-1,1]. Let Z_n(ƒ):=\s{xε[-1,1]:ƒ(x)−s_n(x) = 0\s}. Under mild conditions on the measure μ, we prove that Z_n(ƒ) is dense in [-1,1]. This answers a question posed independently by A. Kroó and V. Tikhomiroff. It also provides an analogue of the results of Kadec and Tashev (for L∞) and Kroó and Peherstorfer (for L₁) for least squares approximation.     

Ratio asymptotics for orthogonal rational functions on an interval

Let {α₁,α₂,…} be a sequence of real numbers outside the interval [−1,1] and μ a positive bounded Borel measure on this interval satisfying the Erd s–Turán condition μ′>0 a.e., where μ′ is the Radon–Nikodym derivative of the measure μ with respect to the Lebesgue measure. We introduce rational functions _n(x) with poles {α₁,…,α_n} orthogonal on [−1,1] and establish some ratio asymptotics for these orthogonal rational functions, i.e. we discuss the convergence of _n+1(x)/_n(x) as n tends to infinity under certain assumptions on the location of the poles. From this we derive asymptotic formulas for the recurrence coefficients in the three-term recurrence relation satisfied by the orthonormal functions.     

非对称Cantor集的Hausdorff中心测度

§ 1　 IntroductionThe class of Cantor sets is a typical one of sets in fractal geometry.Mathematicianshave paid their attentions to such sets for a long time.Itis well known that the Hausdorffmeasure of the Cantor middle- third set is1(see[1]) .Recently,Feng[3] obtained the exactvalues of the packing measure for a class of linear Cantor sets.Using Feng s method,Zhuand Zhou[5] obtained the exactvalue of Hausdorff centred measure of the symmetry Cantorsets.In this papar,we consider the Ha…     

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.     

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.     

Limit distributions and one-parameter groups of linear operators on Banach spaces

Let = {U_t: t > 0} be a strongly continuous one-parameter group of operators on a Banach space X and Q be any subset of a set (X) of all probability measures on X. By (Q; ) we denote the class of all limit measures of {U_tn(μ₁ * μ₂*…*μ_n)*δ_xn}, where {μ_n}Q, {x_n}X and measures U_tnμ_j (j=1, 2,…, n; N=1, 2,…) form an infinitesimal triangular array. We define classes L_m( ) as follows: L₀( )= ( (X); ), L_m( )= (L_m−1( ); ) for m=1, 2,… and L_∞( )=_m=0^∞L_m( ). These classes are analogous to those defined earlier by Urbanik on the real line. Probability distributions from L_m( ), m=0, 1, 2,…, ∞, are described in terms of their characteristic functionals and their generalized Poisson exponents and Gaussian covariance operators.     

Existence of maximal solutions

Let Ω be a plane bounded region. Let U = {U_μ(P):μ(P)εL∞(Ω), u_μ ε H²_{2, 0}(Ω) and a(P, μ(P))u_μ,xx + 2b(P, μ(P))u_μ,xy + c(P, μ(P))u_μ,vv = ƒ(P) for P ε Ω; here we are given a(P, X), b(P, X), c(P, X) ε L_∞(Ω × E¹), ƒ(P) ε L_p(Ω) with p > 2, and our partial differential equation is uniformly elliptic. The functions μ(P) are called profiles. We establish sufficient conditions—which when they apply are constructive—that there exist a μ₀ ε L_∞(Ω) such that u_μ0 (P) u_μ(P) for all P ε Ω and for each μ ε L_∞(Ω). Similar results are obtained for a difference equation and convergence is proved.     

On Hilbert''s Integral Inequality

In this paper, we generalize Hilbert's integral inequality and its equivalent form by introducing three parameterst,a, andb.Iff, g L²[0, ∞), then[formula]where π is the best value. The inequality (1) is well known as Hilbert's integral inequality, and its equivalent form is[formula]where π²is also the best value (cf. [[1], Chap. 9]). Recently, Hu Ke made the following improvement of (1) by introducing a real functionc(x),[formula]wherek(x) = 2/π∫^∞₀(c(t²x)/(1 + t²)) dt − c(x), 1 − c(x) + c(y) ≥ 0, andf, g ≥ 0 (cf. [[2]]). In this paper, some generalizations of (1) and (2) are given in the following theorems, which are other than those in [ [2]].     

A Dual Approach to Constrained Interpolationfrom a Convex Subset of Hilbert Space

Many interesting and important problems of best approximationare included in (or can be reduced to) one of the followingtype: in a Hilbert spaceX, find the best approximationP_K(x) to anyxXfrom the setKC∩A⁻¹(b),whereCis a closed convex subset ofX,Ais a bounded linearoperator fromXinto a finite-dimensional Hilbert spaceY, andbY. The main point of this paper is to show thatP_K(x)isidenticaltoP_C(x+A*y)—the best approximationto a certain perturbationx+A*yofx—from the convexsetCor from a certain convex extremal subsetC_bofC. Thelatter best approximation is generally much easier to computethan the former. Prior to this, the result had been known onlyin the case of a convex cone or forspecialdata sets associatedwith a closed convex set. In fact, we give anintrinsic characterizationof those pairs of setsCandA⁻¹(b) for which this canalways be done. Finally, in many cases, the best approximationP_C(x+A*y) can be obtained numerically from existingalgorithms or from modifications to existing algorithms. Wegive such an algorithm and prove its convergence     

Mappings of finite distortion: the degree of regularity

This paper investigates the self-improving integrability properties of the so-called mappings of finite distortion. Let K(x)1 be a measurable function defined on a domain ΩRⁿ, n2, and such that exp(βK(x))L_loc¹(Ω), β>0. We show that there exist two universal constants c₁(n),c₂(n) with the following property: Let f be a mapping in W_loc^1,1(Ω,Rⁿ) with |Df(x)|ⁿK(x)J(x,f) for a.e. xΩ and such that the Jacobian determinant J(x,f) is locally in L¹ log^−c₁(n)βL. Then automatically J(x,f) is locally in L¹ log^c₂(n)βL(Ω). This result constitutes the appropriate analog for the self-improving regularity of quasiregular mappings and clarifies many other interesting properties of mappings of finite distortion. Namely, we obtain novel results on the size of removable singularities for bounded mappings of finite distortion, and on the area distortion under this class of mappings.     

Prophet regions and sharp inequalities for pth absolute moments of martingales

Exact comparisons are made relating E|Y₀|^p, E|Y_n−1|^p, and E(max_j≤n−1 |Y_j|^p), valid for all martingales Y₀,…,Y_n−1, for each p ≥ 1. Specifically, for p > 1, the set of ordered triples {(x, y, z) : X = E|Y₀|^p, Y = E |Y_n−1|^p, and Z = E(max_j≤n−1 |Y_j|^p) for some martingale Y₀,…,Y_n−1} is precisely the set {(x, y, z) : 0≤x≤y≤z≤Ψ_n,p(x, y)}, where Ψ_n,p(x, y) = xψ_n,p(y/x) if x > 0, and = a_n−1,py if x = 0; here ψ_n,p is a specific recursively defined function. The result yields families of sharp inequalities, such as E(max_j≤n−1 |Y_j|^p) + ψ_n,p^*(a) E |Y₀|^p ≤ aE |Y_n−1|^p, valid for all martingales Y₀,…,Y_n−1, where ψ_n,p^* is the concave conjugate function of ψ_n,p. Both the finite sequence and infinite sequence cases are developed. Proofs utilize moment theory, induction, conjugate function theory, and functional equation analysis.     

Comonotone Jackson's Inequality

Let 2s points y_i=−πy_2s<…<y₁<π be given. Using these points, we define the points y_i for all integer indices i by the equality y_i=y_i+2s+2π. We shall write fΔ⁽¹⁾(Y) if f is a 2π-periodic continuous function and f does not decrease on [y_i, y_i−1], if i is odd; and f does not increase on [y_i, y_i−1], if i is even. In this article the following Theorem 1—the comonotone analogue of Jackson's inequality—is proved. 1. If fΔ⁽¹⁾(Y), then for each nonnegative integer n there is a trigonometric polynomial τ_n(x) of order n such that τ_nΔ⁽¹⁾(Y), and |f(x)−π_n(x)|c(s) ω(f; 1/(n+1)), x , where ω(f; t) is the modulus of continuity of f, c(s)=const. Depending only on s.