Some Exponential Inequalities for Positively Associated Random Variables and Rates of Convergence of the Strong Law of Large Numbers

We present some exponential inequalities for positively associated unbounded random variables. By these inequalities, we obtain the rate of convergence n ^−1/2 β _n log ^3/2 n in which β _n can be particularly taken as (log log n)^1/σ with any σ>2 for the case of geometrically decreasing covariances, which is faster than the corresponding one n ^−1/2(log log n)^1/2log ² n obtained by Xing, Yang, and Liu in J. Inequal. Appl., doi: (2008) for the case mentioned above, and derive the convergence rate n ^−1/2 β _n log ^1/2 n for the above β _n under the given covariance function, which improves the relevant one n ^−1/2(log log n)^1/2log n obtained by Yang and Chen in Sci. China, Ser. A 49(1), 78–85 (2006) for associated uniformly bounded random variables. In addition, some moment inequalities are given to prove the main results, which extend and improve some known results.     

Representation ofL p-norms and isometric embedding inL p-spaces

For fixed 1≦p<∞ theL _p-semi-norms onR ⁿ are identified with positive linear functionals on the closed linear subspace ofC(R ⁿ ) spanned by the functions |<ξ, ·>| ^p , ξ∈R ⁿ . For every positive linear functional σ, on that space, the function Φ_σ:R ⁿ →R given by Φ_σ is anL _p-semi-norm and the mapping σ→Φ_σ is 1-1 and onto. The closed linear span of |<ξ, ·>| ^p , ξ∈R ⁿ is the space of all even continuous functions that are homogeneous of degreep, ifp is not an even integer and is the space of all homogeneous polynomials of degreep whenp is an even integer. This representation is used to prove that there is no finite list of norm inequalities that characterizes linear isometric embeddability, in anyL _p unlessp=2. Supported by the National Science Foundation MCS-79-06634 at U.C. Berkeley.     

Asymptotics of Huber-Dutter Estimators for Partial Linear Model with Nonstochastic Designs

For partial linear model Y=X~τβ_0 _(g0)(T) εwith unknown β_0∈R~d and an unknown smooth function go, this paper considers the Huber-Dutter estimators of β_0, scale σfor the errors and the function go respectively, in which the smoothing B-spline function is used. Under some regular conditions, it is shown that the Huber-Dutter estimators of β_0 and σare asymptotically normal with convergence rate n~((-1)/2) and the B-spline Huber-Dutter estimator of go achieves the optimal convergence rate in nonparametric regression. A simulation study demonstrates that the Huber-Dutter estimator of β_0 is competitive with its M-estimator without scale parameter and the ordinary least square estimator. An example is presented after the simulation study.     

On equalities for BLUEs under misspecified Gauss-Markov models

This paper studies relationships between the best linear unbiased estimators （BLUEs） of an estimable parametric functions Kβunder the Gauss-Markov model {y, Xβ, σ^2]E} and its misspecified model {y, X0β,σ^2∑0}. In addition, relationships between BLUEs under a restricted Gauss Markov model and its misspecified model are also investigated.     

Consistency and normality of Huber-Dutter estimators for partial linear model

For partial linear model Y = Xτβ0 g0(T) with unknown β0 ∈ Rd and an unknown smooth function g0, this paper considers the Huber-Dutter estimators of β0, scale σ for the errors and the function g0 approximated by the smoothing B-spline functions, respectively. Under some regularity conditions, the Huber-Dutter estimators of β0 and σ are shown to be asymptotically normal with the rate of convergence n-1/2 and the B-spline Huber-Dutter estimator of g0 achieves the optimal rate of convergence in nonparametric regression. A simulation study and two examples demonstrate that the Huber-Dutter estimator of β0 is competitive with its M-estimator without scale parameter and the ordinary least square estimator.     

Uniform boundedness of (<Emphasis Type="Italic">C</Emphasis>, 1) means of Jacobi expansions in weighted sup norms. I (The main theorems and ideas)

Lubinsky and Totik’s decomposition [11] of the Cesàro operators σ _n ^(α,β) of Jacobi expansions is modified to prove uniform boundedness in weighted sup norms, i.e., ‖w ^(a,b) σ _n ^(α,β) ‖_∞ ≦ C‖w ^(a,b) f‖_∞, whenever α,β ≧ −1/2 and a, b are within the square around (α/2 + 1/4, α/2 + 1/4) having a side length of 1. This approach uses only classical results from the theory of orthogonal polynomials and various estimates for the Jacobi weights. The present paper is concerned with the main theorems and ideas, while a second paper [7] provides some necessary estimations.      

Pointwise convergence of cone-like restricted two-dimensional Fejér means of Walsh-Fourier series

For the two-dimensional Walsh system, Gat and Weisz proved the a.e. convergence of Fejer means σnf of integrable functions, where the set of indices is inside a positive cone around the identical function, that is, β^-1≤n1/n2 ≤β is provided with some fixed parameter ~ 〉 1. In this paper we generalize the result of Gat and Weisz. We not only generalize this theorem, but give a necessary and sufficient condition for cone-like sets in order to preserve this convergence property.     

A Study of the Equivalence of the BLUEs between a Partitioned Singular Linear Model and Its Reduced Singular Linear Models

Abstract Consider the partitioned linear regression model and its four reduced linear models, where y is an n × 1 observable random vector with E(y) = Xβ and dispersion matrix Var(y) = σ² V, where σ² is an unknown positive scalar, V is an n × n known symmetric nonnegative definite matrix, X = (X ₁ : X ₂) is an n×(p+q) known design matrix with rank(X) = r ≤ (p+q), and β = (β′ ₁: β′₂ )′ with β₁ and β₂ being p×1 and q×1 vectors of unknown parameters, respectively. In this article the formulae for the differences between the best linear unbiased estimators of M ₂ X ₁β₁under the model and its best linear unbiased estimators under the reduced linear models of are given, where M ₂ = I -X ₂ X ₂ ⁺ . Furthermore, the necessary and sufficient conditions for the equalities between the best linear unbiased estimators of M ₂ X ₁β₁ under the model and those under its reduced linear models are established. Lastly, we also study the connections between the model and its linear transformation model. *This work is supported by the National Natural Science Foundation of China, Tian Yuan Special Foundation (No. 10226024), Postdoctoral Foundation of China and Lab. of Math. for Nonlinear Sciences at Fudan University. This research is supported in part by The International Organizing Committee and The Local Organizing Committee at the University of Tampere for this Workshop **The work is supported in part by an NSF grant of China. Results in this paper were presented by the first author at The Eighth International Workshop on Matrices and Statistics: Tampere, Finland, August 1999     

To the problem of a strong differentiability of integrals along different directions

It is proved that for any given sequence (σ _n ,n ∈ ℕ)=Γ₀ ⊂ Γ, where Γ is the set of all directions in ℝ² (i.e., pairs of orthogonal straight lines) there exists a locally integrable functionf on ℝ² such that: (1) for almost all directionsσ ∈ Γ\Γ₀ the integral ∫f is differentiable with respect to the familyB _2σ of open rectangles with sides parallel to the straight lines fromσ: (2) for every directionσ _n ∈ Γ₀ the upper derivative of ∫f with respect toB _{2σ n} equals +∞; (3) for every directionσ ∈ Γ the upper derivative of ∫ |f| with respect toB _2σ equals +∞.     

THE ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION IN MULTIPLE LINEAR REGRESSION MODEL

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Moment convergence rates in the law of the logarithm for dependent sequences

Let {X _n ; n ≥ 1} be a strictly stationary sequence of negatively associated random variables with mean zero and finite variance. Set S _n = Σ _k=1 ⁿ X _k , M _n = max _k≤n |S _k |, n ≥ 1. Suppose σ ² = EX ₁² + 2Σ _k=2^∞ EX ₁ X _k (0 < σ < ∞). In this paper, the exact convergence rates of a kind of weighted infinite series of E{M _n −σɛ√n log n}₊ and E{|S _n | − σɛ√n log n}₊ as ɛ ↘ 0 and E{σɛ√π ² π/8logn − M _n }₊ as ɛ ↗ ∞ are obtained.     

Finite bending of plates into cylindrical shells

Summary The use of finite components of strain and a linear stress-strain relation shows that a plate can be bent into a cylindrical shell whose section is given by rⁿ cos nθ=aⁿ, where n=(3−2σ)⁻¹, σ being the Poisson’s ratio. The case (σ=1/2) and the one given by r^2/5 cos2/5 θ=a^2/5, (σ=1/4) are discussed in detail. To Antonio Signorini on his 70^th birth day.     

On approximation of functions on sphere

Let f be an integrable function on the unit sphere Σ _n−1 of R ⁿ (n⩾3) and let σ _N ^δ be the Cesàro means of order σ of the Fourier-Laplace series of f. The special value λ:=n−2/2 of σ is known as the critical index. This paper proves that      

Saturation classes for a sequence of convolution operators with limited oscillation

Saturation classes for the sequenceK _n (f, x) = ∫f(x −t)dμ _n (t) of linear operators whereK _n(f, x) is of the limited oscillation type, that is,μ _n (t) is monotonic fort ≠ [−Aσ _n ,Aσ _n ],σ _n =o(1),n → ∞ and ∫t ^2m dμ _n (t), are obtained. Examples of applications to some sequences of non-positive operators are given.     

Joint ergodicity and mixing

The study of jointly ergodic measure preserving transformations of probability spaces, begun in [1], is continued, and notions of joint weak and strong mixing are introduced. Various properties of ergodic and mixing transformations are shown to admit analogues for several transformations. The case of endomorphisms of compact abelian groups is particularly emphasized. The main result is that, given such commuting endomorphisms σ₁σ₂,...,σ, ofG, the sequence ((1/N)Σ _n=0 ^N−1 σ ₁ ⁿ f ¹·σ ₂ ⁿ f ²· ··· · σ _s ⁿ f ^sconverges inL ²(G) for everyf ₁,f ₂,…,f _s∈L ^∞(G). If, moreover, the endomorphisms are jointly ergodic, i.e., if the limit of any sequence as above is Π _i=1 ^s ∫ _G f ₁ d μ, where μ is the Haar measure, then the convergence holds also μ-a.e.     

The smallest degree sum that yields potentially Kr,r-graphic sequences

We consider a variation of a classical Turán-type extremal problem as follows: Determine the smallest even integer σ(K_r,r,n) such that every n-term graphic sequence π = (d₁,d₂,...,d_n) with term sum σ(π) = d₁ + d₂ + ... + d_n ≥ σ(K_r,r,n) is potentially K_r,r-graphic, where K_r,r is an r × r complete bipartite graph, i.e. π has a realization G containing K_r,r as its subgraph. In this paper, the values σ(K_r,r,n) for even r and n ≥ 4r² - r - 6 and for odd r and n ≥ 4r² + 3r - 8 are determined.     

Precise asymptotics of error variance estimator in partially linear models

In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression models, y _i = x _i ^τ β + g(t _i ) + ε _i , 1 ≤ i ≤ n, {ε _i , i = 1, ⋯ n} are i.i.d random errors with mean 0 and positive finite variance σ ². Following the ideas of Allan Gut and Aurel Spătaru^[7,8] and Zhang^[21], on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.      

On extremal point distributions in the Euclidean plane

We ask for the maximum σ _n ^γ of Σ _i,j=1 ⁿ ‖x _i-x _j‖^γ, where x ₁,χ,x _n are points in the Euclidean plane R ² with ‖x_i-x_j‖ ≦1 for all 1≦ i,j ≦ n and where ‖.‖^γ denotes the γ-th power of the Euclidean norm, γ ≧ 1. (For γ =1 this question was stated by L. Fejes Tóth in [1].) We calculate the exact value of σ _n ^γ for all γ γ 1,0758χ and give the distributions which attain the maximum σ _n ^γ . Moreover we prove upper bounds for σ _n ^γ for all γ ≧ 1 and calculate the exact value of σ ₄ ^γ for all γ ≧ 1. This revised version was published online in June 2006 with corrections to the Cover Date.     

Some ℵ0-bounded subsets of stone-čech compactifications

We characterize the maximalm-bounded extension of an arbitrary completely regular Hausdorff spaceX. The other principal results are:Theorem. LetX be a locally compact, σ-compact non-compact space with no more than 2^ℵ0 zero-sets. Then assuming the continuum hypothesis,βX − X can be written as the union of 2^2ℵ0 pairwise disjoint, dense ℵ₀-bounded subspaces.Theorem. LetX be a locally compact, σ-compact metric space without isolated points. Then both the set of remote points ofβX and the complement of this set inβX −X are ℵ₀-bounded.     

Minimum ideal triangulations of hyperbolic 3-manifolds

Let σ(n) be the minimum number of ideal hyperbolic tetrahedra necessary to construct a finite volumen-cusped hyperbolic 3-manifold, orientable or not. Let σ_or(n) be the corresponding number when we restrict ourselves to orientable manifolds. The correct values of σ(n) and σ_or(n) and the corresponding manifolds are given forn=1,2,3,4 and 5. We then show that 2n−1≤σ(n)≤σ_or(n)≤4n−4 forn≥5 and that σ_or(n)≥2n for alln. Both authors were supported by NSF Grants DMS-8711495, DMS-8802266 and Williams College Research Funds.