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1.
Enkelejd Hashorva 《Extremes》2009,12(3):239-263
Let (S 1,S 2) = (R cos(Θ), R sin(Θ)) be a bivariate random vector with associated random radius R which has distribution function F being further independent of the random angle Θ. In this paper we investigate the asymptotic behaviour of the conditional survivor probability when u approaches the upper endpoint of F. On the density function of Θ we impose a certain local asymptotic behaviour at 0, whereas for F we require that it belongs to the Gumbel max-domain of attraction. The main result of this contribution is an asymptotic expansion of , which is then utilised to construct two estimators for the conditional distribution function . Furthermore, we allow Θ to depend on u.   相似文献   

2.
Chen Zhou 《Extremes》2008,11(3):281-302
In this paper, we build a two-step estimator , which satisfies , where is the well-known maximum likelihood estimator of the extreme value index. Since the two-step estimator can be calculated easily as a function of the observations, it is much simpler to use in practice. By properly choosing the first step estimator, such as the Pickands estimator, we can even get a shift and scale invariant estimator with the above property. The author thanks Laurens de Haan for motivating this work and giving helpful comments. The author also thanks two anonymous referees for their useful comments.  相似文献   

3.
4.
Given a regular Gumm category such that any regular epimorphism is effective for descent, we prove that any Birkhoff subcategory in gives rise to an admissible Galois structure. This result allows one to consider some new applications of the categorical Galois theory in the context of topological algebras. Given a regular Mal’cev category , we first characterize the coverings of the Galois structure induced by the subcategory of the abelian objects in . Then we consider as a subcategory of the category of the equivalence relations in , and we characterize the coverings of the corresponding Galois structure . By composing the Galois structures and we obtain the Galois structure induced by as a subcategory of . We give the characterization of the -coverings in terms of the coverings of and .  相似文献   

5.
Michael Falk 《Extremes》2006,9(1):63-68
It is known that a bivariate extreme value distribution (EVD) with reverse exponential margins can be represented as , , where is a suitable norm on . We prove in this paper the converse implication, i.e., given an arbitrary norm on , , , defines an EVD with reverse exponential margins, if and only if the norm satisfies for the condition . This result is extended to bivariate EVDs with arbitrary margins as well as to extreme value copulas. By identifying an EVD , , with the unit ball corresponding to the generating norm , we obtain a characterization of the class of EVDs in terms of compact and convex subsets of .  相似文献   

6.
We consider a portfolio of dependent exchangeable random variables , where the dependence structure is generated by a mixture model (Archimedean copulas belong to this class of models). Define the ordered sample . We prove results of the following type: fix and choose appropriately, then converges in distribution to a random vector as , for which we can explicitly give the distribution.  相似文献   

7.
Via an integral transformation, we establish two embedding results between the Emden-Fowler type equation , tt 0 > 0, with solutions x such that as , , and the equation , u > 0, with solutions y such that for given k > 0. The conclusions of our investigation are used to derive conditions for the existence of radial solutions to the elliptic equation , , that blow up as in the two dimensional case.   相似文献   

8.
In a topological construct endowed with a proper -factorization system and a concrete functor , we study -compactness and -Hausdorff separation, where is a class of “closed morphisms” in the sense of Clementino et al. (A functional approach to general topology. In: Categorical Foundations. Encyclopedia of Mathematics and Its Applications, vol. 97, pp. 103–163. Cambridge University Press, Cambridge, 2004), determined by Λ. In particular, we point out under which conditions on Λ, the notion of -compactness of an object of coincides with 0-compactness of the image in Prap. Our results will be illustrated by some examples: except for some well-known ones, like b-compactness of a topological space, we also capture some compactness notions that were not considered before in the literature. In particular, we obtain a generalization of b-compactness to the setting of approach spaces. This notion is shown to play an important role in the study of uniformizability. The author is research assistant at the Fund of Scientific Research Vlaanderen (FWO).  相似文献   

9.
In this paper we show that each factorization structure on a small category , satisfying certain conditions, yields a presheaf on and a morphism of presheaves . We then give connections, and set up one to one correspondences, between subclasses of the following classes: (a) closure operators on (b) subobjects of (c) morphisms from to (d) weak Lawvere–Tierney topologies (e) weak Grothendieck topologies (f) closure operators on .  相似文献   

10.
Let E Γ be a family of hyperelliptic curves defined by , where is defined over a small finite field of odd characteristic. Then with in an extension degree n field over this small field, we present a deterministic algorithm for computing the zeta function of the curve by using Dwork deformation in rigid cohomology. The time complexity of the algorithm is and it needs bits of memory. A slight adaptation requires only space, but costs time . An implementation of this last result turns out to be quite efficient for n big enough. H. Hubrechts is a Research Assistant of the Research Foundation–Flanders (FWO–Vlaanderen).  相似文献   

11.
Given an open set in , we prove that every function in is zero everywhere on the boundary if and only if is regular in capacity. If in addition is bounded, then it is regular in capacity if and only if the mapping from into is injective, where denotes the Perron solution of the Dirichlet problem. Let be the set of all open subsets of which are regular in capacity. Then one can define metrics and on only involving the resolvent of the Dirichlet Laplacian. Convergence in those metrics will be defined to be the local/global uniform convergence of the resolvent of the Dirichlet Laplacian applied to the constant function . We prove that the spaces and are complete and contain the set of all open sets which are regular in the sense of Wiener (or Dirichlet regular) as a closed subset.  相似文献   

12.
In [2] the subconstruct of sober approach spaces was introduced and it was shown to be a reflective subconstruct of the category of approach spaces. The main result of this paper states that moreover is firmly -reflective in for the class of epimorphic embeddings. ‘Firm -reflective’ is a notion introduced in [3] by G.C.L. Brümmer and E. Giuli and is inspired by the exemplary behaviour of the usual completion in the category of Hausdorff uniform spaces with uniformly continuous maps. It means that is -reflective in and that the reflector is such that belongs to if and only if is an isomorphism. Firm -reflectiveness implies uniqueness of completion in the sense that whenever is a map with and sober, the associated is an isomorphism. Our result generalizes the fact that in the category the subconstruct of sober topological spaces is firmly reflective for the class of b-dense embeddings in . Also firmness in some other subconstructs of will be easily obtained.A. Gerlo and C. Van Olmen are research assistants at the Fund of Scientific Research Vlaanderen (FWO). E. Vandersmissen is a research assistant supported by the FWO-grant G.0244.05.  相似文献   

13.
In the study of the asymptotic behaviour of solutions of differential-difference equations the -spectrum has been useful, where and implies Fourier transform , with given , φL (ℝ,X), X a Banach space, (half)line. Here we study and related concepts, give relations between them, especially weak Laplace half-line spectrum of φ, and thus ⊂ classical Beurling spectrum = Carleman spectrum =  ; also  = Beurling spectrum of “φ modulo ” (Chill-Fasangova). If satisfies a Loomis type condition (L U ), then countable and uniformly continuous ∈U are shown to imply ; here (L U ) usually means , indefinite integral Pf of f in U imply Pf in (the Bohl-Bohr theorem for = almost periodic functions, U=bounded functions). This spectral characterization and other results are extended to unbounded functions via mean classes , ℳ m U ((2.1) below) and even to distributions, generalizing various recent results for uniformly continuous bounded φ. Furthermore for solutions of convolution systems S*φ=b with in some we show . With these above results, one gets generalizations of earlier results on the asymptotic behaviour of solutions of neutral integro-differential-difference systems. Also many examples and special cases are discussed.  相似文献   

14.
Given a finite group G and a natural number n, we study the structure of the complex of nested sets of the associated Dowling lattice (Proc. Internat. Sympos., 1971, pp. 101–115) and of its subposet of the G-symmetric partitions which was recently introduced by Hultman (, 2006), together with the complex of G-symmetric phylogenetic trees . Hultman shows that the complexes and are homotopy equivalent and Cohen–Macaulay, and determines the rank of their top homology. An application of the theory of building sets and nested set complexes by Feichtner and Kozlov (Selecta Math. (N.S.) 10, 37–60, 2004) shows that in fact is subdivided by the order complex of . We introduce the complex of Dowling trees and prove that it is subdivided by the order complex of . Application of a theorem of Feichtner and Sturmfels (Port. Math. (N.S.) 62, 437–468, 2005) shows that, as a simplicial complex, is in fact isomorphic to the Bergman complex of the associated Dowling geometry. Topologically, we prove that is obtained from by successive coning over certain subcomplexes. It is well known that is shellable, and of the same dimension as . We explicitly and independently calculate how many homology spheres are added in passing from to . Comparison with work of Gottlieb and Wachs (Adv. Appl. Math. 24(4), 301–336, 2000) shows that is intimely related to the representation theory of the top homology of . Research partially supported by the Swiss National Science Foundation, project PP002-106403/1.  相似文献   

15.
Let be a field and q be a nonzero element of that is not a root of unity. We give a criterion for 〈0〉 to be a primitive ideal of the algebra of quantum matrices. Next, we describe all height one primes of ; these two problems are actually interlinked since it turns out that 〈0〉 is a primitive ideal of whenever has only finitely many height one primes. Finally, we compute the automorphism group of in the case where m ≠ n. In order to do this, we first study the action of this group on the prime spectrum of . Then, by using the preferred basis of and PBW bases, we prove that the automorphism group of is isomorphic to the torus when m ≠ n and (m,n) ≠ (1, 3),(3, 1). This research was supported by a Marie Curie Intra-European Fellowship within the 6th European Community Framework Programme and by Leverhulme Research Interchange Grant F/00158/X.  相似文献   

16.
The Kostka–Foulkes polynomials related to a root system can be defined as alternating sums running over the Weyl group associated to . By restricting these sums over the elements of the symmetric group when is of type or , we obtain again a class of Kostka–Foulkes polynomials. When is of type or there exists a duality between these polynomials and some natural -multiplicities and in tensor products [11]. In this paper we first establish identities for the which implies in particular that they can be decomposed as sums of Kostka–Foulkes polynomials with nonnegative integer coefficients. Moreover these coefficients are branching coefficients This allows us to clarify the connection between the -multiplicities and the polynomials defined by Shimozono and Zabrocki. Finally we show that and coincide up to a power of with the one dimension sum introduced by Hatayama and co-workers when all the parts of are equal to , which partially proves some conjectures of Lecouvey and Shimozono and Zabrocki.Presented by P. Littelmann.  相似文献   

17.
We study the representation theory of the -algebra associated with a simple Lie algebra at level k. We show that the “-” reduction functor is exact and sends an irreducible module to zero or an irreducible module at any level k∈ℂ. Moreover, we show that the character of each irreducible highest weight representation of is completely determined by that of the corresponding irreducible highest weight representation of affine Lie algebra of . As a consequence we complete (for the “-” reduction) the proof of the conjecture of E. Frenkel, V. Kac and M. Wakimoto on the existence and the construction of the modular invariant representations of -algebras. Mathematics Subject Classification (1991)  17B68, 81R10  相似文献   

18.
The space of bivariate generalised Hermite polynomials of degree n is invariant under rotations. We exploit this symmetry to construct an orthonormal basis for which consists of the rotations of a single polynomial through the angles , ℓ=0,...n. Thus we obtain an orthogonal expansion which retains as much of the symmetry of as is possible. Indeed we show that a continuous version of this orthogonal expansion exists.   相似文献   

19.
Let be an algebraic Lie algebra and a (generalised) Takiff algebra. Any finite-order automorphism θ of induces an automorphism of of the same order, denoted . We study invariant-theoretic properties of representations of the fixed point subalgebra of on other eigenspaces of in . We use the observation that, for special values of m, the fixed point subalgebra, , turns out to be a contraction of a certain Lie algebra associated with and θ. To my teacher Supported in part by R.F.B.R. grant 06-01-72550.  相似文献   

20.
We construct a Diophantine interpretation of over . Using this together with a previous result that every recursively enumerable (r.e.) relation over is Diophantine over , we will prove that every r.e. relation over is Diophantine over . We will also look at recursive infinite base fields , algebraic over . It turns out that the Diophantine relations over are exactly the relations which are r.e. for every recursive presentation.  相似文献   

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