Limit theorems for sums of dependent random variables occurring in statistical mechanics

Summary We study the asymptotic behavior of partial sums S _nfor certain triangular arrays of dependent, identically distributed random variables which arise naturally in statistical mechanics. A typical result is that under appropriate assumptions there exist a real number m, a positive real number , and a positive integer k so that (S _n–nm)/n^1–1/2k converges weakly to a random variable with density proportional to exp(–¦s¦ ^2k/(2k)!). We explain the relation of these results to topics in Gaussian quadrature, to the theory of moment spaces, and to critical phenomena in physical systems.Alfred P. Sloan Research Fellow. Research supported in part by a Broadened Faculty Research Grant at the University of Massachusetts and by National Science Foundation Grant MPS 76-06644Research supported in part by National Science Foundation Grants MPS 74-04870 A01 and MCS 77-20683     

An Estimate for the <Emphasis Type="Italic">n</Emphasis>th Minimal Error of Linear Algorithms for One Problem in a Normed Vector Space

We find an estimate for the nth minimal error of linear algorithms for some problem defined in a finite-dimensional space with values in an arbitrary normed vector space.Original Russian Text Copyright © 2005 Sidorov S. P.The author was supported by the Russian Foundation for Basic Research (Grant 04-01-00060), the State Maintenance Programs for the Leading Scientific Schools of the Russian Federation (Grant 1295.2003.1), and the Program Universities of Russia (Grant 04.01.374).__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 3, pp. 673–678, May–June, 2005.     

Sequential estimation in regression models using analogues of trimmed means

A sequential procedure is proposed for constructing a fixed-size confidence region for the parameters of a linear regression model. The procedure is based on certain regression analogues of trimmed means, as formulated by Welsh (1987,Ann. Statist.,15, 20–36), rather than least squares estimates. For error distributions with continuous, symmetric density and some moment higher than fourth finite, if the design points of the model are bounded, then the procedure is both asymptotically consistent and asymptotically efficient as the size of the region approaches zero.Research supported in part by the National Science Foundation under Grants DMS 85-03321 and 88-02556 and by the Air Force under Grant AFOSR-87-0041.     

Adaptive choice of trimming proportions

We consider Jaeckel's (1971,Ann. Math. Statist.,42, 1540–1552) proposal for choosing the trimming proportion of the trimmed mean in the more general context of choosing a trimming proportion for a trimmedL-estimator of location. We obtain higher order expansions which enable us to evaluate the effect of the estimated trimming proportion on the adaptive estimator. We find thatL-estimators with smooth weight functions are to be preferred to those with discontinuous weight functions (such as the trimmed mean) because the effect of the estimated trimming proportion on the estimator is of ordern ^–1 rather thann ^–3/4. In particular, we find that valid inferences can be based on a particular smooth trimmed mean with its asymptotic standard error and the Studentt distribution with degrees of freedom given by the Tukey and McLaughlin (1963,Sankhy Ser. A,25, 331–352) proposal.     

On Resolvable Multipartite <Emphasis Type="Italic">G</Emphasis>-Designs

A necessary and sufficient condition for the existence of a _km–factorization of the complete symmetric k–partite multi-digraph K*(n₁,n₂,...,n_k) is obtained for odd k. As a consequence, a resolvable (k,n,km,) multipartite _km–design exists for odd k if and only if m|n. This deduces a result of Ushio when m=1 and k=3. Further, a necessary and sufficient condition for the existence of a _km–factorization of is established for even k, where denotes the wreath product of graphs. Finally, a simple and short proof for the non-existence of a _k–factorization of is obtained for odd k.Acknowledgments.The author thanks Dr. P. Paulraja for his useful ideas in writing this paper and the Department of Science and Technology, New Delhi, for its support (Project Grant No. DST/MS/103/99).Final version received: November 17, 2003     

Temperely-Lieb Algebras and the Four-Color Theorem

The Temperley–Lieb algebra T_n with parameter 2 is the associative algebra over Q generated by 1,e₀,e₁, . . .,e_n, where the generators satisfy the relations if |i–j|=1 and e_ie_j=e_je_i if |i–j|2. We use the Four Color Theorem to give a necessary and sufficient condition for certain elements of T_n to be nonzero. It turns out that the characterization is, in fact, equivalent to the Four Color Theorem.* Partially supported by NSF under Grant DMS-9802859 and by NSA under grant MDA904-97-1-0015. Partially supported by NSF under Grant DMS-9623031 and by NSA under Grant MDA904-98-1-0517.     

Consistency and Asymptotic Normality of Estimators in a Proportional Hazards Model with Interval Censoring and Left Truncation

Satten et al. (1998, J. Amer. Statist. Assoc., 93, 318–327) proposed an approach to the proportional hazards model for interval censored data in which parameter estimates are obtained by solving estimating equations which are the score equations for the full data proportional hazards model, averaged over all rankings of imputed failure times consistent with the observed censoring intervals. In this paper, we extend this approach to incorporate data that are left-truncated and right censored (dynamic cohort data). Consistency and asymptotic normality of the estimators obtained in this way are established.     

On the approximation of continuous time threshold ARMA processes

Threshold autoregressive (AR) and autoregressive moving average (ARMA) processes with continuous time parameter have been discussed in several recent papers by Brockwellet al. (1991,Statist. Sinica,1, 401–410), Tong and Yeung (1991,Statist. Sinica,1, 411–430), Brockwell and Hyndman (1992,International Journal Forecasting,8, 157–173) and Brockwell (1994,J. Statist. Plann. Inference,39, 291–304). A threshold ARMA process with boundary width 2>0 is easy to define in terms of the unique strong solution of a stochastic differential equation whose coefficients are piecewise linear and Lipschitz. The positive boundary-width is a convenient mathematical device to smooth out the coefficient changes at the boundary and hence to ensure the existence and uniqueness of the strong solution of the stochastic differential equation from which the process is derived. In this paper we give a direct definition of a threshold ARMA processes with =0 in the important case when only the autoregressive coefficients change with the level of the process. (This of course includes all threshold AR processes with constant scale parameter.) The idea is to express the distributions of the process in terms of the weak solution of a certain stochastic differential equation. It is shown that the joint distributions of this solution with =0 are the weak limits as 0 of the distributions of the solution with >0. The sense in which the approximating sequence of processes used by Brockwell and Hyndman (1992,International Journal Forecasting,8, 157–173) converges to this weak solution is also investigated. Some numerical examples illustrate the value of the latter approximation in comparison with the more direct representation of the process obtained from the Cameron-Martin-Girsanov formula. It is used in particular to fit continuous-time threshold models to the sunspot and Canadian lynx series.Research partially supported by National Science Foundation Research Grants DMS 9105745 and 9243648.     

Distribution of Cardinalities of Row Spaces of Boolean Matrices of Order n

Let R(A) denote the row space of a Boolean matrix A of order n. We show that if n 7, then the cardinality |R(A)| (2^n–1 - 2^n–5, 2^n–1 - 2^n–6) U (2^n–1 - 2^n–6, 2^n–1). This result confirms a conjecture in [1].AMS Subject Classification (1991): 05B20 06E05 15A36Support partially by the Postdoctoral Science Foundation of China.Dedicated to Professor Chao Ko on the occasion of his 90th birthday     

Geometric convergence to e−z by rational functions with real poles

Summary In this paper, we show that there exists a sequence of rational functions of the formR _n(z)=p_n–1(z)/(1+z/n)ⁿ,n=1, 2, ..., with degp _n–1n–1, which converges geometrically toe ^–z in the uniform norm on [0, +), as well as on some infinite sector symmetric about the positive real axis. We also discuss the usefulness of such rational functions in approximating the solutions of heat-conduction type problems.Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2688, and by the University of South Florida Research Council.Research supported in part by the Air Force Office of Scientific Research under Grant AFOSR-74-2729, and by the Energy Research and Development Administration (ERDA) under Grant E(11-1)-2075.     

Little q-Legendre Polynomials and Irrationality of Certain Lambert Series

Certain q-analogs h _p(1) of the harmonic series, with p = 1/q an integer greater than one, were shown to be irrational by Erds (J. Indiana Math. Soc. 12, 1948, 63–66). In 1991–1992 Peter Borwein (J. Number Theory 37, 1991, 253–259; Proc. Cambridge Philos. Soc. 112, 1992, 141–146) used Padé approximation and complex analysis to prove the irrationality of these q-harmonic series and of q-analogs ln _p (2) of the natural logarithm of 2. Recently Amdeberhan and Zeilberger (Adv. Appl. Math. 20, 1998, 275–283) used the qEKHAD symbolic package to find q-WZ pairs that provide a proof of irrationality similar to Apéry's proof of irrationality of (2) and (3). They also obtain an upper bound for the measure of irrationality, but better upper bounds were earlier given by Bundschuh and Väänänen (Compositio Math. 91, 1994, 175–199) and recently also by Matala-aho and Väänänen (Bull. Australian Math. Soc. 58, 1998, 15–31) (for ln _p (2)). In this paper we show how one can obtain rational approximants for h _p(1) and ln _p (2) (and many other similar quantities) by Padé approximation using little q-Legendre polynomials and we show that properties of these orthogonal polynomials indeed prove the irrationality, with an upper bound of the measure of irrationality which is as sharp as the upper bound given by Bundschuh and Väänänen for h _p(1) and a better upper bound as the one given by Matala-aho and Väänänen for ln _p (2).     

Sub-quadratic convergence of a smoothing Newton algorithm for the <Emphasis Type="Italic">P</Emphasis><Subscript><Emphasis Type="Italic">0</Emphasis></Subscript>– and monotone LCP

Given , the linear complementarity problem (LCP) is to find such that (x, s) 0,s=Mx+q,x^Ts=0. By using the Chen-Harker-Kanzow-Smale (CHKS) smoothing function, the LCP is reformulated as a system of parameterized smooth-nonsmooth equations. As a result, a smoothing Newton algorithm, which is a modified version of the Qi-Sun-Zhou algorithm [Mathematical Programming, Vol. 87, 2000, pp. 1–35], is proposed to solve the LCP with M being assumed to be a P₀-matrix (P₀–LCP). The proposed algorithm needs only to solve one system of linear equations and to do one line search at each iteration. It is proved in this paper that the proposed algorithm has the following convergence properties: (i) it is well-defined and any accumulation point of the iteration sequence is a solution of the P₀–LCP; (ii) it generates a bounded sequence if the P₀–LCP has a nonempty and bounded solution set; (iii) if an accumulation point of the iteration sequence satisfies a nonsingularity condition, which implies the P₀–LCP has a unique solution, then the whole iteration sequence converges to this accumulation point sub-quadratically with a Q-rate 2–t, where t(0,1) is a parameter; and (iv) if M is positive semidefinite and an accumulation point of the iteration sequence satisfies a strict complementarity condition, then the whole sequence converges to the accumulation point quadratically.This authors work is supported by the Hong Kong Research Grant Council and the Australian Research Council.This authors work is supported by Grant R146-000-035-101 of National University of Singapore.Mathematics Subject Classification (1991): 90C33, 65K10     

Model-theoretic complexity of automatic structures

We study the complexity of automatic structures via well-established concepts from both logic and model theory, including ordinal heights (of well-founded relations), Scott ranks of structures, and Cantor–Bendixson ranks (of trees). We prove the following results: (1) The ordinal height of any automatic well-founded partial order is bounded by ω^ω. (2) The ordinal heights of automatic well-founded relations are unbounded below , the first non-computable ordinal. (3) For any computable ordinal α, there is an automatic structure of Scott rank at least α. Moreover, there are automatic structures of Scott rank . (4) For any computable ordinal α, there is an automatic successor tree of Cantor–Bendixson rank α.     

The Structural Nature of the Nerve Functor for n-Groupoids

Given a left exact category B, the construction of the nerve functor _n for n-groupoids in B is related to a certain property of the category S-S i m p l _{n – 1} B of the split (n – 1)-truncated simplicial objects in B, which allows us to define the split n-truncated simplicial objects in B completely internally to S-S i m p l _{n – 1} B and thus to construct intrisincally from it the category S-S i m p l _n B.     

Projective S-acts and Exact Functors

Let S be a semigroup. In this paper, projective S-acts and exact sequences in S-Act are studied. It is shown that, for a unitary S-act P, the functor Hom(P, –) is exact if and only if P Se for some idempotent e S.The research was supported by the National Natural Science Foundation of China.1991 Mathematics Subject Classification: 20M50     

Semicontinuous solutions for Hamilton-Jacobi equations and theL ∞control problem

We prove uniqueness for extended real-valued lower semicontinuous viscosity solutions of the Bellman equation forL -control problems. This result is then used to prove uniqueness for lsc solutions of Hamilton-Jacobi equations of the form –u _t +H(t, x, u, –Du)=0, whereH(t, x, r, p) is convex inp. The remaining assumptions onH in the variablesr andp extend the currently known results.Supported in part by Grant DMS-9300805 from the National Science Foundation.     

On Rapidly Convergent Series Expressions for Zeta- and L-Values,and Log Sine Integrals

Regarding the rapidly convergent series expansion for special values of - and L-functions for integer points, there are two approaches.One approach starts from Euler's 1772 formula for (3) and culminates in Srivastava's very recent results via many intermediate results, and the other is due to Wilton's investigation, which was shown by us (Aeq. Math. 59, 2000, 1–19) to be a consequence of Ramanujan's work (Collected Papers of Srinivasa Ramanujan, CUP 1927, reprint Chelsea, 1962, pp. 163–168).More recently, Katsurada (Acta Arith. 90, 1999, 79–89.) has generalized all existing formulas into a rather wide framework of Dirichlet L-functions.Our purpose is to show that even the most general Katsurada's formulas are easy consequences of our fundamental summation formulas for the series with Hurwitz zeta-function coefficients.We give a three-line proof of Katsurada's main theorem, and also we make some remarks on the recent paper of Bradley (The Ramanujan J. 3, 1999, 159–173).     

Further developments on some dependence orderings for continuous bivariate distributions

The dependence orderings, more associated and more regression dependent, due to Schriever (1986, Order Dependence, Centre for Mathematics and Computer Sciences, Amsterdam; 1987, Ann. Statist., 15, 1208–1214) and Yanagimoto and Okamoto (1969, Ann. Inst. Statist. Math., 21, 489–505) respectively, are studied in detail for continuous bivariate distributions. Equivalent forms of the orderings under some conditions are given so that the orderings are more easily checkable for some bivariate distributions. For several parametric bivariate families, the dependence orderings are shown to be equivalent to an ordering of the parameter. A study of functionals that are increasing with respect to the more associated ordering leads to inequalities, measures of dependence as well as a way of checking that this ordering does not hold for two distributions.This research has been supported by NSERC Canada grants and a Scientific Grant of the University of Science and Technology of China.