Restricted component additive games

Curiel, Potters, Prasad, Tijs and Veltman (1993) introduced component additive games which are cooperative TU games that arise by imposing an order on the player set. Further, they introduced the -rule which allocates a core element to each component additive game.In this paper we consider the class of restricted component additive games that arise by restricting the attention to head-tail coalitions. The extreme points of the corresponding restricted core are characterized. Further, it is shown that the -rule is the barycenter of the corresponding restricted core and that the -rule coincides with the nucleolus of this restricted game.     

i-perfectm-cycle systems,m ≤ 19

Summary For allm 19 and each meaningful value ofi (2 i m/2), the spectrum problem fori-perfectm-cycle systems is examined.     

A New Table of Binary/Ternary Mixed Covering Codes

A table of upper bounds for K3,2(n1,n2;R), the minimum number of codewords in a covering code with n1 ternary coordinates, n2 binary coordinates, and covering radius R, in the range n = n1 + n2 13, R 3, is presented. Explicit constructions of codes are given to prove the new bounds and verify old bounds. These binary/ternary covering codes can be used as systems for the football pool game. The results include a new binary code with covering radius 1 proving K2(13,1) 736, and the following upper bound for the football pool problem for 9 matches: K3(9,1) 1356.     

Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics

Robust estimation of tail index parameters is treated for (equivalent) two-parameter Pareto and exponential models. These distributions arise as parametric models in actuarial science, economics, telecommunications, and reliability, for example, as well as in semiparametric modeling of upper observations in samples from distributions which are regularly varying or in the domain of attraction of extreme value distributions. New estimators of generalized quantile type are introduced and compared with several well-established estimators, for the purpose of identifying which estimators provide favorable trade-offs between efficiency and robustness. Specifically, we examine asymptotic relative efficiency with respect to the (efficient but nonrobust) maximum likelihood estimator, and breakdown point. The new estimators, in particular the generalized median types, are found to dominate well-established and popular estimators corresponding to methods of trimming, least squares, and quantiles. Further, we establish that the least squares estimator is actually deficient with respect to both criteria and should become disfavored. The generalized median estimators manifest a general principle: smoothing followed by medianing produces a favorable trade-off between efficiency and robustness.     

Remarks on ergodicity of stationary irreducible transient Markov chains

Summary Consider a stationary process {X _n(), – < n < . If the measure of the process is finite (the measure of the whole sample space finite), it is well known that ergodicity of the process {X _n(), - < n < and of each of the subprocesses {X _n(), 0 n < , {X _n(), – < n 0 are equivalent (see [3]). We shall show that this is generally not true for stationary processes with a sigma-finite measure, specifically for stationary irreducible transient Markov chains. An example of a stationary irreducible transient Markov chain {X _n(), - < n <} with {itX_n(), 0 n < < ergodic but {X _n(), < n 0 nonergodic is given. That this can be the case has already been implicitly indicated in the literature [4]. Another example of a stationary irreducible transient Markov chain with both {X _n(), 0 n < and {itX _n(),-< < n 0} ergodic but {X _n(), - < n < nonergodic is presented. In fact, it is shown that all stationary irreducible transient Markov chains {X _n(), - < n < < are nonergodic.This research was supported in part by the Office of Naval Research.John Simon Guggenheim Memorial Fellow.     

On the exactness of a theorem of G.A. Fomin

, . . [1] - . .     

Extremes of a Gaussian Process and the Constant H α

Consider a triangular array of standard Gaussian random variables {_n,i, i 0, n 1} such that {_n,i, i 0} is a stationary normal sequence for each n 1. Let _n,k = corr(_n,i,_n,i+k). If (1-_n,k)log n _k (0,) as n for some k, then the locations where the extreme values occur cluster and the limiting distribution of the maxima is still the Gumbel distribution as in the stationary or i.i.d. case, but shifted by a parameter measuring the clustering. Triangular arrays of Gaussian sequences are used to approximate a continuous Gaussian process X(t), t 0. The cluster behavior of the random sequence refers to the behavior of the extremes values of the continuous process. The relation is analyzed. It reveals a new definition of the constants H used for the limiting distribution of maxima of continuous Gaussian processes and provides further understanding of the limit result for these extremes.     

Асимптоический Анализ Распределения Статистики Диксона

. u 60-u u     

On convergence subsystems of orthonormal systems

It is proved that for any sequence {R _k} _k=1 of real numbers satisfyingR _kk (k1) andR _k=o(k log₂ k),k, there exists an orthonormal system {n _k(x)} _n=1 ,x (0;1), such that none of its subsystems {n _k(x)} _k=1 withn _kR_k (k1) is a convergence subsystem.     

Minimality of root vectors of operator functions analytic in an angle

We study the minimality of elementsx _h,j,k of canonical systems of root vectors. These systems correspond to the characteristic numbers _k of operator functionsL() analytic in an angle; we assume that operators act in a Hilbert space . In particular, we consider the case whereL()=I+T()c, >0,I is an identity operator,C is a completely continuous operator, (I- C)^–1c for ¦arg¦, 0<<, the operator functionT() is analytic, and T()c for ¦arg¦<. It is proved that, in this case, there exists >0 such that the system of vectorsC ^v x _h,j,k is minimal in for arbitrary positive <1+, provided that ¦_k¦>.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 5, pp. 545–566, May, 1994.This research was partially supported by the Ukrainian State Committee of Science and Technology.     

Orders of one-sided approximations of functions inL p -metric

. L _p , 0<p<, . , f, {E _n (f) _p } ₁ p>0 .

---

---

The author expresses his thanks to S. B. Stekin for the attention he has paid to this work.     

Wold decomposition,prediction and parameterization of stationary processes with infinite variance

Summary A discrete time stochastic process {_t} is said to be a p-stationary process (1<p2)if , for all integers n1, t ₁,...t _n,h and scalars b ₁,...b _n.The class of p-stationary processes includes the class of second-order weakly stationary stochastic processes, harmonizable stable processes of order (1<2), and p ^thorder strictly stationary processes. For any nondeterministic process in this class a finite Wold decomposition (moving average representation) and a finite predictive decomposition (autoregressive representation) are given without alluding to any notion of covariance or spectrum. These decompositions produce two unique (interrelated) sequences of scalar which are used as parameters of the process {_t}. It is shown that the finite Wold and predictive decomposition are all that one needs in developing a Kolmogorov-Wiener type prediction theory for such processes.     

Invarianz gewisser Operatorenklassen unter nichtkommutativen ergodischen Mitteln

Let be a group of *-automorphisms on the algebra of bounded linear operators on a complex Hilbert space H. Then the strongly closed convex hull of the orbit of any compact operator under consists of compact operators. The same is true if one replaces compact by nuclear, Hilbert-Schmidt or positive Fredholm. We further discuss these results in the framework of the noncommutative mean ergodic theorem of KOVACS and SZ#x00FC;CS and formulate an analogous theorem for the algebra of compact operators on a complex Hilbert space.

---

---

Gefördert von der Deutschen Forschungsgemeinschaft im Rahmen des Forschungsvorhabens Ko 506/1.     

Some extensions of the Hewitt-Savage zero-one law

Summary Let denote the class of infinite product probability measures = ₁× ₂× defined on an infinite product of replications of a given measurable space (X, A), and let denote the subset of for which (A) =0 or 1 for each permutation invariant event A. Previous works by Hewitt and Savage, Horn and Schach, Blum and Pathak, and Sendler (referenced in the paper) discuss very restrictive sufficient conditions under which a given member , of belongs to . In the present paper, the class is shown to possess several closure properties. E.g., if and _{0 n} for some n 1, then ₀× ₁× ₂×.... While the current results do not permit a complete characterization of they demonstrate conclusively that is a much larger subset of than previous results indicated. The interesting special case X={0,1} is discussed in detail.Research supported by the National Science Foundation under grant No. MCS75-07556     

Existence for the Cahn-Hilliard phase separation model with a nondifferentiable energy

Summary The Cahn-Hilliard model for phase separation in a binary alloy leads to the equations (I) u_t=w, (II) w= (u)– u with an associated energy functional F(u)=f [(u)+ +¦u¦²/2] dx. In this paper we discuss the existence theory for initial bounday value problems arising from modifications to the Cahn-Hilliard model due to the addition of the non-differentiable term ¦u¦dx to the energy F(u).     

Existence of compatible families of proper regular conditional probabilities

Summary Let (, , ) be a perfect probability space with countably generated, and let IB be a family of sub--fields of . Under a countability condition on the family IB, I show that there exists a family {}_IB of regular conditional probabilities which are everywhere compatible. Under a more stringent condition on IB, I show that the can furthermore be chosen to be everywhere proper. It follows that in the Dobrushin-Lanford-Ruelle formulation of the statistical mechanics of classical lattice systems, every (perfect) probability measure is a Gibbs measure for some specification.Research supported in part by NSF PHY-78-23952NSF Predoctoral Fellow (1976–79) and Danforth Fellow (1979–81).     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Pointwise convergence of expansions with respect to certain product systems

- , - _n A_n-,. , . , ¦_n¦=1 (n=1,2, ), . , — — , .     

Relaxation of a Quadratic Functional Defined by a Nonnegative Unbounded Matrix

We study the lower semicontinuous envelope in L^p(), F, of a functional F of the form F(u)=A uudx where A=A(x) is not strictly elliptic and not bounded. We prove that F; may also be written as F;(u)= Buudx with B=AP A for a matrix P which is the matrix of an orthogonal projection. In the one-dimensional case, we characterize the domain of F and we explicit the matrix P.     

Positivity and Stability for One-Sided Coupled Operator Matrices

Many evolutionary systems can be described by an abstract Cauchy problem governed by an operator matrix. Assuming this problem to be one-sided coupled and well-posed we study in this paper the positivity and the stability of the associated matrix semigroup. The abstract results are illustrated by several examples.