Reduction of variance for Gaussian densities via restriction to convex sets

Let X be a random vector with values in $\text{R}$ⁿ and a Gaussian density f. Let Y be a random vector whose density can be factored as k · f, where k is a logarithmically concave function on $\text{R}$ⁿ. We prove that the covariance matrix of X dominates the covariance matrix of Y by a positive semidefinite matrix. When k is the indicator function of a compact convex set A of positive measure the difference is positive definite. If A and X are both symmetric Var(a · X) is bounded above by an expression which is always strictly less than Var(a · X) for every a ∈ $\text{R}$ⁿ. Finally some counterexamples are given to show that these results cannot be extended to the general case where f is any logarithmically concave density.     

An O(K·n4) algorithm for finding the k best cuts in a network

An algorithm for finding the K best cuts in a network is presented. Using a branch technique introduced by Lawler [4] we reduce the problem to K computations of 2nd best cuts. The latter problem can be solved by an O(n⁴) algorithm yielding an overall complexity of O(K·n⁴) for the presented algorithm.     

Mutual information in Gaussian channels

In the Gaussian channel Y(t) = Φ(t) + X(t) = message + noise, where Φ(t) and X(t) are mutually independent, the information I(Y, Φ) is evaluated. One of the results is that I(Y, Φ) < ∞ if and only if Φ ? $\text{H}$(X) = the reproducing kernel Hilbert space for X(·). And the causal formula of I(Y, Φ) is given.     

A generalization of doubly stochastic matrices over a field

Let X and Y be m×n matrices over a field F such that Y^TX is nonsingular, and let Λ and Λ′ be sets of n-square matrices over F. Solutions A to the simultaneous equations AX = XK and $\text{Y}{}^{\mathrm{T}}\text{A =}\text{K}\text{?}\text{Y}{}^{\mathrm{T}}$ where K?Λ and $\text{K}\text{?}\text{? Λ′}$ are considered. It is shown that many properties of doubly stochastic matrices over a field have a natural generalization in terms of the set Δ(Λ,Λ′) of all such solutions.     

Central limit theorems for C(S)-valued random variables

Let C(S) be the space of real-valued continuous functions on a compact metric space S. Let {X_n, n ? 1} be a sequence of independent identically distributed C(S)-valued random variables with mean zero and sup_t?sE[X₁²(t)] = 1. We show that the measures induced by ($\text{X}{}_1\text{+ ··· + X}{}_{\mathrm{n}}\text{) n}{}^{\mathrm{<mtext>?</mtext><mtext>1</mtext><mtext>2</mtext>}}$ converge weakly to a Gaussian measure on C(S) under different conditions on X₁, one of which consolidates and extends results of Strassen and Dudley, Giné, and Dudley. Our method of proof is different from the methods employed by these authors.     

A note on realizing homomorphisms of category algebras

The complete Boolean homomorphisms from the category algebra $\text{C}$(X) of a complete matrix space X to the category algebra $\text{C}$(Y) of a Baire topological space Y are characterized as those σ-homomorphisms which are induced by continuous maps from dense G₈-subsets of Y into X. This result is used to deduce a series of related results in topology and measure theory (some of which are well-known). Finally a similar result for the complete Boolean homomorphisms from the category algebra $\text{C}$(X) of a compact Hausdorff space X tothe category algebra $\text{C}$(Y) of a Baire topological space Y is proved.     

Increasing and decreasing operators on complete lattices

The (isotone) map f: X → X is an increasing (decreasing) operator on the poset X if f(x) ? f²(x) (f²(x) ? f(x), resp.) holds for each x ∈ X. Properties of increasing (decreasing) operators on complete lattices are studied and shown to extend and clarify those of closure (resp. anticlosure) operators. The notion of the decreasing closure, $\text{f}$, (the increasing anticlosure, $\text{f}$,) of the map f: X → X is introduced extending that of the transitive closure, $\text{f}\text{?}$, of f. $\text{f}\text{f}$, and $\text{f}$ are all shown to have the same set of fixed points. Our results enable us to solve some problems raised by H. Crapo. In particular, the order structure of H(X), the set of retraction operators on X is analyzed. For X a complete lattice H(X) is shown to be a complete lattice in the pointwise partial order. We conclude by claiming that it is the increasing-decreasing character of the identity maps which yields the peculiar properties of Galois connections. This is done by defining a u-v connection between the posets X and Y, where u: X → X (v: Y → Y) is an increasing (resp. decreasing) operator to be a pair f, g of maps f; X → Y, g: Y → X such that gf ? u, fg ? v. It is shown that the whole theory of Galois connections can be carried over to u-v connections.     

The existence of Howell designs of even side

A Howell design of side s and order 2n, or more briefly, an H(s, 2n), is an s × s array in which each cell either is empty or contains an unordered pair of elements from some 2n-set, say X, such that (i) each row and column is Latin (that is, every element of X is in precisely one cell of each row and column) and (ii) any unordered pair of elements of X is in at most one cell of the array. A necessary condition for the existence of an H(s, 2n) is that n = 0 or n ? s ? 2n ?1. An $\text{H}{}^1\text{(s, 2n)}$ is an H(s, 2n) in which there is a subset of X, say Y, of cardinality 2n ? s such that no pair of elements from Y is in any cell of the array. In this paper it is shown that if s is an even positive integer, if s and n satisfy the necessary condition and if (s, 2n) ≠ (2, 4) or (6, 12), then there is an $\text{H}{}^1\text{(s, 2n)}$; furthermore, there is no H(2, 4) nor any $\text{H}{}^1\text{(6,12)}$ though there is an H(6, 12).     

The minimal generating space of a polynomial

Given a polynomial $\text{P(X}{}_1\text{,…,X}{}_{\mathrm{N}}\text{)∈}\text{R}\text{[}\text{X}\text{]}$, we calculate a subspace G_p of the linear space 〈X〉 generated by the indeterminates which is minimal with respect to the property $\text{P∈}\text{R}\text{[}\text{G}{}_{\mathrm{p}}\text{]}$ (the algebra generated by G_p, and prove its uniqueness. Furthermore, we use this result to characterize the pairs (P,Q) of polynomials P(X₁,…,X_n) and Q(X₁,…,X_n) for which there exists an isomorphism T:〈X〉 →〈X〉 that “separates P from Q,” i.e., such that for some k(1<k<n) we can write P and Q as $\text{P}{}^1\text{(Y}{}_1\text{,…,Y}{}_{\mathrm{k}}\text{)}$ and $\text{Q}{}^1\text{(Y}{}_{\mathrm{<mtext>k+</mtext><mtext>1</mtext>}}\text{,…,Y}{}_{\mathrm{n}}\text{)}$ respectively, where $\text{Y}\text{=T}\text{X}$.     

Birational composition of quadratic forms over a local field

Let f(X) and g(Y) be nondegenerate quadratic forms of dimensions m and n, respectively, over K, char K ≠ 2. The problem of birational composition of f(X) and g(Y) is considered: When is the product f(X) · g(Y) birationally equivalent over K to a quadratic form h(Z) over K of dimension m + n? The solution of the birational composition problem for anisotropic quadratic forms over K in the case of m = n = 2 is given. The main result of the paper is the complete solution of the birational composition problem for forms f(X) and g(Y) over a local field P, char P ≠ 2.     

Approximation by rational modules in Sobolev and Lipschitz norms

Let X?C be compact, 0>n∈Z, and g a continuous function on X. Let R(n,g,X) be the rational module consisting of the functions on X of the type r₀ + r₁g + ··· + r_ngⁿ, where r_j is a rational function with poles off X, 0 ? j ? n. It is shown that if X is nowhere dense, g is sufficiently smooth, and $\text{}\text{?}\text{t6g(z) ≠ 0, z ∈ X}$, then the restriction to X of each function in C∈(C) is approximable in the Lip(n ? 1, X)-norm, n ? 2, by functions in R(n, g, X). Also dealt with are approximation problems in Sobolev norms by more general types of rational modules.     

Modified construction of nuclear Fréchet spaces without basis

Recently, B. Mitiagin and N. Zobin constructed an example of nuclear Fréchet space without basis. The essential modification of their constructions gives the following results. There exists such a nuclear Fréchet space X that for any nuclear Fréchet space Y the space X × Y has no basis (Sections 1 and 2). This fact has a lot of corollaries (Sect. 3); e.g., the space X × C^∞(R¹) having the maximal diametral dimension among nuclear Fréchet spaces nevertheless has no basis. One can also construct (Sect. 4) a nuclear Fréchet space $\text{X}\text{?}$ without strongly finite-dimensional decomposition (see Definition 0.1). In Section 5 some comments and open questions are given.     

On the square root of a positive B(X,X1)-valued function

Let (Ω, $\text{B}$, μ) be a measure space, $\text{X}$ a separable Banach space, and $\text{X}$¹ the space of all bounded conjugate linear functionals on $\text{X}$. Let f be a weak¹ summable positive B($\text{X, X}$¹)-valued function defined on Ω. The existence of a separable Hilbert space $\text{K}$, a weakly measurable B($\text{X, K}$)-valued function Q satisfying the relation $\text{Q}{}^1\text{(ω)Q(ω) = f(ω)}$ 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⁺($\text{X, X}$¹)-valued measures, the concepts of weak¹, weak, and strong countable additivity are all the same. Connections with stochastic processes are explained.     

On the multi-dimensional renewal theorem

Let X be a random variable on Rⁿ, n ? 2, having a density. Assume X has a finite exponential moment and non-zero mean vector, μ. Let ν be the corresponding renewal measure, and Q a cube. We obtain an asymptotic formula for ν(x + Q) as x → ∞ which is uniform in a small cone about the mean vector. This formula depends on moments of arbitrarily high order but depends only on the first and second moments of X in a region $\text{x · μ > ¦x¦¦μ¦(1 ? o(¦x¦}{}^{\mathrm{<mtext>?2</mtext><mtext>3</mtext>}}\text{))}$.     

Arithmétique d'une famille de corps cubiques

In this Note, we study the family of polynomials: P(X)=X³?nX²?n, with n=3^sp₁…p_t, where s=0 or 1 and where the p_i, for 1?i?t, are distinct prime numbers and all different from 3, and (4n²+27)/9^s is squarefree. For this family, we determine the arithmetic invariants of the number field $\text{K=}\text{Q}\text{(α),}$ where α is the only real root of the polynomial P(X), and we find the following results: $\text{O}{}_{\mathrm{K}}\text{=}\text{Z}\text{[α]}$ is the ring of integers of K, d_K=?n²(4n²+27) is the discriminant of K; ε=α²+1 is the fundamental unit of O_K and R_K=Log(α²+1) is the regulator of K. To cite this article: O. Lahlou, M. El Hassani Charkani, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Limit laws for record values

{X_n,n?1} are i.i.d. random variables with continuous d.f. F(x). X_j is a record value of this sequence if X_j>max{X₁,…,X_j?1}. Consider the sequence of such record values {X_Ln,n?1}. Set R(x)=-log(1?F(x)). There exist B_n > 0 such that . in probability (i.p.) iff i.p. iff $\text{{R(kx)?R(x)}}\text{R}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{(kx)}$ → ∞ as x→∞ for all k>1. Similar criteria hold for the existence of constants A_n such that X_Ln?A_n → 0 i.p. Limiting record value distributions are of the form N(-log(-logG(x))) where G(·) is an extreme value distribution and N(·) is the standard normal distribution. Domain of attraction criteria for each of the three types of limit laws can be derived by appealing to a duality theorem relating the limiting record value distributions to the extreme value distributions. Repeated use is made of the following lemma: If $\text{P}\text{{X}{}_{\mathrm{n}}\text{?x}=1?e}{}^{\mathrm{-x}}\text{,x?0}$, then X_Ln=Y₀+…+Y_n where the Y_j's are i.i.d. and $\text{P}\text{{Y}{}_{\mathrm{j}}\text{?x}=1?e}{}^{\mathrm{-x}}$.     

Estimation d'une rupture en dépendance faibleChange point estimation for a weakly dependent sequence

Let $\text{(X}{}_{\mathrm{n}}\text{,Y}{}_{\mathrm{n}}\text{)}{}_{\mathrm{<mtext>n\in </mtext><mtext>N</mtext>}}$ be a stationary sequence governed by the model Y_n=m(X_n)+σ(X_n)ε_n where $\text{(ε}{}_{\mathrm{n}}\text{)}{}_{\mathrm{<mtext>n\in </mtext><mtext>N</mtext>}}$ is i.i.d. and independent from $\text{(X}{}_{\mathrm{n}}\text{)}{}_{\mathrm{<mtext>n\in </mtext><mtext>N</mtext>}}\text{.}$ The latter sequence satisfy a weak dependence condition proposed by Doukhan and Louhichi in [2]. We provide a Central Limit Theorem for jumps in the regression function. Our method deals with linear local regression described in [4]. We use a variation on Lindeberg–Rio method as in [5]. To cite this article: P. Ango Nze, C. Prieur, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 267–270.     

Sperner families over a subset

Let |X| = n > 0, |Y| = k > 0, and Y ? X. A family A of subsets of X is a Sperner family of X over Y if A₁A₂ for every pair of distinct members of A and every member of A has a nonempty intersection with Y. The maximum cardinality f(n, k) of such a family is determined in this paper. $\text{f(n,k)=(}\text{n}\text{[n}\text{2]}\text{)?(}\text{?k}\text{[n}\text{2]}\text{)}$.     

Canonical forms of Borel-measurable mappings Δ: [ω]ω → R

We show that for every Borel-measurable mapping Δ: [ω]^ω → $\text{R}$ there exists A ∈ [ω]^ω and there exists a continuous mapping Γ: [A]^ω → [A]^?ω with Γ(X) ? X such that for all X, Y ∈ [A]^ω it follows that Δ(X) = Δ(Y) if Γ(X) = Γ(Y). In a sense, this is generalization of the Erdös-Rado canonization theorem     

Valeurs aux entiers négatifs des séries de Dirichlet associées a un polynôme,I

In this paper, we are studying Dirichlet series Z(P,ξ,s) = Σ_n?$\text{N}$^1rP(n)^?s ξⁿ, where P ∈ $\text{R}$₊ [X₁,…,X_r] and ξⁿ = ξ₁ⁿ¹ … ξ_r^nr, with ξ_i ∈ $\text{C}$, such that |ξ_i| = 1 and ξ_i ≠ 1, 1 ≦ i ≦ r. We show that Z(P, ξ,·) can be continued holomorphically to the whole complex plane, and that the values Z(P, ξ, ?k) for all non negative integers, belong to the field generated over $\text{Q}$ by the ξ_i and the coefficients of P. If, there exists a number field K, containing the ξ_i, 1 ≦ i ≦ r, and the coefficients of P, then we study the denominators of Z(P, ξ, ?k) and we define a $\text{B}$-adic function Z$\text{B}$(P, ξ,·) which is equal, on class of negative integers, to Z(P, ξ, ?k).