On the boundedness and unboundedness of external polyhedral estimates for reachable sets of linear differential systems

The boundedness and unboundedness properties of external polyhedral (paralle-lepiped-valued) estimates are investigated for reachable sets of linear differential systems with a stable matrix. Boundedness and unboundedness criteria on an infinite time interval are presented for two types of estimates (“touching” estimates, which were introduced earlier, and estimates with constant orientation matrix). Conditions for the system matrix and bounding sets are given under which there are bounded estimates among the estimates of the mentioned types, under which there are unbounded estimates, and under which all the estimates are bounded or all the estimates are unbounded. In terms of the exponents of the estimates, the possible rate of their growth is described. For two-dimensional systems, the classification and comparison of possible situations of the boundedness or unboundedness for estimates of both types are given and boundedness criteria for estimates with special (orthogonal and “quasi-orthogonal”) constant orientation matrices are found. Results of numerical modeling are presented.     

Window estimates of location and scale with applications to the cauchy distribution

Location and scale parameters are estimated via “window estimates”. The consistency and asymptotic normality of the estimates are established. The special case of the Cauchy distribution is considered, where the estimates are shown to have the same asymptotic distribution as the maximum-likelihood estimates. Additional applications are given for the Pearson type-VII distributions. The estimates have the advantages of ease of computation and high asymptotic efficiencies for certain heavy-tailed distributions.     

Asymptotic normality of cumulant spectral estimates

The paper considers higher-order cumulant spectral estimates obtained by directly Fourier transforming weighted cumulant estimates. Such estimates computationally are different from those based on the finite Fourier transform. These estimates can be looked at continuously as well as directly on submanifolds. The estimates of cumulants are based on unbiased moment estimates. Asymptotic normality is obtained for these estimates and is based on a strong mixing condition and only a finite number of cumulant summability conditions.     

Generalized estimates for performance sensitivities of stochastic systems

Three kinds of estimates for performance sensitivities (gradients, Hessians etc.) of stochastic systems are introduced. These estimates are given in general operator form. Their convergence conditions and rate of convergence are presented. Particular attention is given to estimates obtained from a single sample path. Various examples of estimates are considered.     

On the boundedness of outer polyhedral estimates for reachable sets of linear systems

New properties of outer polyhedral (parallelepipedal) estimates for reachable sets of linear differential systems are studied. For systems with a stable matrix, it is determined what the orientation matrices are for which the estimates possessing the generalized semigroup property are bounded/unbounded on an infinite time interval. In particular, criteria are found (formulated in terms of the eigenvalues of the system’s matrix and the properties of bounding sets) that guarantee for previously mentioned tangent estimates and estimates with a constant orientation matrix that either there are initial orientation matrices for which the corresponding estimate tubes are bounded or all these tubes are unbounded. For linear stationary systems, a system of ordinary differential equations and algebraic relations is derived that determines estimates with constant orientation matrices for reachable sets that have no generalized semigroup property but are tangent and also bounded if the matrix of the system is stable.     

The Construction and Properties of Boundary Kernels for Smoothing Sparse Multinomials

In recent years several authors have investigated the use of smoothing methods for sparse multinomial data. In particular, Hall and Titterington (1987) studied kernel smoothing in detail. It is pointed out here that the bias of kernel estimates of probabilities for cells near the boundaries of the multinomial vector can dominate the mean sum of squared error of the estimator for most true probability vectors. Fortunately, boundary kernels devised to correct boundary effects for kernel regression estimators can achieve the same result for these estimators. Properties of estimates based on boundary kernels are investigated and compared to unmodified kernel estimates and maximum penalized likelihood estimates. Monte Carlo evidence indicates that the boundary-corrected kernel estimates usually outperform uncorrected kernel estimates and are quite competitive with penalized likelihood estimates.     

Efficiencies for window estimates of the parameters of the Cauchy distribution

Higgins and Tichenor [Appl. Math. and Comp. 3 (1977), 113-126] considered “window estimates” of location and reciprocal scale parameters for a general class of distributions and showed them to be asymptotically efficient for the Cauchy distribution. In this study, efficiencies of these estimates for the Cauchy distribution are investigated for small and moderate sample sizes by Monte Carlo methods. For n?40, window estimates of location are nearly optimal, and for n?20, they compare favorably with other easy-to-compute estimates. Window estimates of reciprocal scale are very good even for small samples and are nearly optimal for n?10. Thus, window estimates appear to have high efficiency for moderate as well as large sample sizes. Approximate normality is also investigated. The estimate of location converges rapidly to normality, whereas the estimate of reciprocal scale does not.     

Estimates for norms of matrix-valued and operator-valued functions and some of their applications

A survey is presented of estimates for a norm of matrix-valued and operator-valued functions obtained by the author. These estimates improve the Gel'fand-Shilov estimate for regular functions of matrices and Carleman's estimates for resolvents of matrices and compact operators.From the estimates for resolvents, the well-known result for spectrum perturbations of self-adjoint operators is extended to quasi-Hermitian operators. In addition, the classical Schur and Brown's inequalities for eigenvalues of matrices are improved.From estimates for the exponential function (semigroups), bounds for solution norms of nonlinear differential equations are derived. These bounds give the stability criteria which make it possible to avoid the construction of Lyapunov functions in appropriate situations.     

Estimates of constants in right-hand sides of Marcinkiewicz’s and Rosenthal’s inequalities

Some optimal asymptotic estimates of constants for the right-hand inequalities of Marcinkiewicz and Rosenthal are derived. These estimates imply some new inequalities for the rate of increase of sums and optimal right-hand estimates for the law of the iterated logarithm. Similar estimates are derived for self-normalized sums. Bibliography: 12 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 341, 2007, pp. 115–123.     

Convolution Kernels of 2D Fourier Multipliers Based on Real Analytic Functions

In this paper, estimates are proven for convolution kernels associated to multipliers from a reasonably general class of compactly supported two-dimensional functions constructed out of real analytic functions. These estimates are both for overall decay rate and decay rate in specific directions. The estimates are sharp for a certain range of exponents appearing in the theorems.     

Functions of commuting contractions under perturbation

The purpose of the paper is to obtain estimates for differences of functions of two pairs of commuting contractions on Hilbert space. In particular, Lipschitz type estimates, Hölder type estimates, Schatten–von Neumann estimates are obtained. The results generalize earlier known results for functions of self‐adjoint operators, normal operators, contractions and dissipative operators.     

Modular estimates of fractional integral operators and k-plane transforms

The modular estimates for the fractional integral operators and the k-plane transforms are obtained in this paper. These estimates are obtained by using the modular estimates of Hardy operators and the modular interpolation theorem.     

The computation of Lagrange-multiplier estimates for constrained minimization

Almost all efficient algorithms for constrained optimization require the repeated computation of Lagrange-multiplier estimates. In this paper we consider the difficulties in providing accurate estimates and what tests can be made in order to check the validity of the estimates obtained. A variety of formulae for the estimation of Lagrange multipliers are derived and their respective merits discussed. Finally the role of Lagrange multipliers within optimization algorithms is discussed and in addition to other results, it is shown that some algorithms are particularly sensitive to errors in the estimates.     

Theory of quadratic estimates of variance

A class of quadratic estimates is constructed for the second-order moment and variance of a random variable. These estimates are found on the basis of sample values obtained by simple sampling. The best quadratic estimates are found for the second-order moment and variance in the case of known mathematical expectation. The exactness of biased and unbiased estimates of variance is investigated in the case of unknown mathematical expectation. Kiev University, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 9, pp. 1217–1231, September, 1999.     

多复变数一类α次星形映射齐次展开式各项的精细估计

本文首先给出复Banach空间单位球上一类α次星形映射齐次展开式各项的精细估计,特别当这些映射又是k折对称映射时,估计还是精确的.其次建立C~n中单位多圆柱上上述推广映射齐次展开式各项的精细估计,同样当这些映射又是k折对称映射时,估计仍是精确的.由此证明了多复变数中关于α次星形映射的弱Bieberbach猜想,且所得到的估计都能回到单复变数的情形.     

A Note on the Stability of the Integral-Differential Equation of the Hyperbolic Type in a Hilbert Space

In this paper, the initial-value problem for integral-differential equation of the hyperbolic type in a Hilbert space H is considered. The unique solvability of this problem is established. The stability estimates for the solution of this problem are obtained. The difference scheme approximately solving this problem is presented. The stability estimates for the solution of this difference scheme are obtained. In applications, the stability estimates for the solutions of the nonlocal boundary problem for one-dimensional integral-differential equation of the hyperbolic type with two dependent limits and of the local boundary problem for multidimensional integral-differential equation of the hyperbolic type with two dependent limits are obtained. The difference schemes for solving these two problems are presented. The stability estimates for the solutions of these difference schemes are obtained.     

Efficient Estimation of Two Seemingly Unrelated Regression Equations

We derive simpler expressions under a certain structure of design matrices for the two-stage Aitken estimates of the regression coefficients of two seemingly unrelated regression equations. The estimates are shown to have smaller variance than the ordinary least squares estimates for sufficiently large samples.     

Invertibility and Spectrum of Hille–Tamarkin Matrices

Hille–Tamarkin matrices are investigated.Invertibility conditions and estimates for the norm of the inverse matrices are established. In addition, bounds for the spectrum are suggested. In particular, new estimates for the spectral radius are derived.     

Estimates for the orders of zeros of polynomials in some analytic functions

In the present paper, we consider estimates for the orders of zeros of polynomials in functions satisfying a system of algebraic differential equations and possessing a special D-property defined in the paper. The main result obtained in the paper consists of two theorems for the two cases in which these estimates are given. These estimates are improved versions of a similar estimate proved earlier in the case of algebraically independent functions and a single point. They are derived from a more general theorem concerning the estimates of absolute values of ideals in the ring of polynomials, and the proof of this theorem occupies the main part of the present paper. The proof is based on the theory of ideals in rings of polynomials. Such estimates may be used to prove the algebraic independence of the values of functions at algebraic points.     

A posteriori error estimates with the finite element method of lines for a Sobolev equation

A posteriori error estimates for semidiscrete finite element methods for a nonlinear Sobolev equation are considered. The error estimates are obtained by solving local nonlinear or linear pseudo‐parabolic equations for corrections to the solution on each element. The ratios of these estimates and the true errors are proved to converge to 1, implying that the estimates can be used as indicators in adaptive schemes for the problem. Numerical results underline our theoretical results. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005