Fubini theorem w.r.t. stochastic measure on product measurable space

ＦＵＢＩＮＩＴＨＥＯＲＥＭｗ．ｒ．ｔ．ＳＴＯＣＨＡＳＴＩＣＭＥＡＳＵＲＥＯＮＰＲＯＤＵＣＴＭＥＡＳＵＲＡＢＬＥＳＰＡＣＥＣＨＥＮＰＥＩＤＥ（陈培德）（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ,ｔｈｅＣｈｉｎｅｓｅＡｃａｄｅｍｙｏｆＳ...     

Inadmissibility and admissibility results for unbiased loss estimators based on gauss-markov estimators

LetY be distributed according to ann-variate normal distribution with a meanX and a nonsingular covariance matrix ² V, where bothX andV are known, R ^p is a parameter, > 0 is known or unknown. Denote and . Assume thatF is linearly estimable. When is known, it is proved that the unbiased loss estimator ²tr(F(XV ^–1 X)^– F) of is admissible for rank (F)=k4 and inadmissible fork 5 with the squared error loss . When is unknown and rank (X) <n, it is established that the loss estimatorcS ², wherec is any nonnegative constant, of is inadmissible and that the unbiased loss estimator tr(F(XV ^–1 X)^– F) of is admissible fork 4, and inadmissible fork 5 with squared error loss.This project is supported by the National Natural Science Foundation of China.     

On a theorem of Seidel and Walsh

Given a sequence ( _n ) _n in with there are functions such that , is a dense subset of , and the set of functions with this property is residual in . We will show that in and some related Banach spaceX there are functionsf with is dense in , and we will give a sufficient condition when the set of such functions is residual inX.     

Strong topologies on vector-valued function spaces

Let be a real Banach space and let E be an ideal of L ⁰ over a -finite measure space (, , ). Let (X) be the space of all strongly -measurable functions f: X such that the scalar function , defined by , belongs to E. The paper deals with strong topologies on E(X). In particular, the strong topology the order continuous dual of E(X)) is examined. We generalize earlier results of [PC] and [FPS] concerning the strong topologies.     

Remarks on Estimation Problem for Stationary Processes in Continuous Time

The problem of estimating of the law (in the space of the paths) and the common marginal distribution for a strictly stationary ergodic process X is discussed. We show, in particular, that:(1) The empirical measure

Stabilizability in Asymptotically Finite-Dimensional Semigroups

We study a semigroup of linear operators on a Banach space X which satisfies the condition codim X ₀<, where We show that X ₀ is closed and establish some properties of the asymptotic behavior of the subspaces complementing X ₀ to X.     

Quadratic Property of the Rational Semicharacteristic

Let . Assume that V is a manifold, is the set of germs of n-dimensional oriented submanifolds of V, and is the ₂-module of all ₂-valued functions on E _n (V). If is an oriented submanifold, let be the indicator function of the set of germs of X. It is proved that there exists a quadratic map such that for any compact oriented submanifold one has the relation , where is the (rational) semicharacteristic of , i.e., the residue class defined by the formula

QUADRATIC ESTIMATORS OF QUADRATIC FUNCTIONS WITH PARAMETERS IN NORMAL LINEAR MODELS

ＱＵＡＤＲＡＴＩＣＥＳＴＩＭＡＴＯＲＳＯＦＱＵＡＤＲＡＴＩＣＦＵＮＣＴＩＯＮＳＷＩＴＨＰＡＲＡＭＥＴＥＲＳＩＮＮＯＲＭＡＬＬＩＮＥＡＲＭＯＤＥＬＳ￥ＷＵＱＩＧＵＡＮＧ（吴启光）（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｅＳｃｉｅｎｃｅ,ｔｈｅＣｈｉｎｅｓｅ...     

Some remarks on the product of two C α-compact subsets

For a cardinal , we say that a subset B of a space X is C -compact in X if for every continuous function is a compact subset of . If B is a C-compact subset of a space X, then (B, X) denotes the degree of C -compactness of B in X. A space X is called -pseudocompact if X is C -compact into itself. For each cardinal , we give an example of an -pseudocompact space X such that X × X is not pseudocompact: this answers a question posed by T. Retta in Some cardinal generalizations of pseudocompactness Czechoslovak Math. J. 43 (1993), 385–390. The boundedness of the product of two bounded subsets is studied in some particular cases. A version of the classical Glicksberg's Theorem on the pseudocompactness of the product of two spaces is given in the context of boundedness. This theorem is applied to several particular cases.     

Conditions of Local Asymptotic Normality for Gaussian Stationary Processes

Let {\bold x}[] be a stationary Gaussian process with zero mean and spectral density f, let be the -algebra induced by the random variables {\bold x}[], D(R¹), and let _t, t > 0, be the -algebra induced by the random variables x[],supp [-t,t]. Denote by (f) the Gaussian measure on generated by {\bold x}. Let _t(f) be the restriction of (f) to _t. Let f and g be nonnegative functions such that the measures _t(f) and _t(g) are absolutely continuous. Put

Das asymptotische Verhalten der Peanokerne einiger interpolatorischer Quadraturverfahren

Summary Interpolatory quadrature formulae consist in replacing by wherep _f denotes the interpolating polynomial off with respect to a certain knot setX. The remainder may in many cases be written as wherem=n resp. (n+1) forn even and odd, respectively. We determine the asymptotic behaviour of the Peano kernelP _X (t) forn for the quadrature formulae of Filippi, Polya and Clenshaw-Curtis.

     

Un théorème de Vitali-Hahn-Saks pour les semimartingales

Summary Let (, , P) be a complete probability space; let _t0 be an increasing right-continuous family of -complete sub--fields of ; let be a sequence of semimartingales. Assume that for all positive t and for all bounded predictable processes H, the r.v.'s converge in probability to a limit J(t, H) when n tends to infinity. Then there exists a semimartingale X such that, for all t and H, J(t, H)= .     

Some greedyt-intersecting families of finite sequences

Letn, s ₁,s ₂, ... ands _n be positive integers. Assume is an integer for eachi}. For , , and , denotes _p (a)={j|1jn,a _j p}, , and . is called anI _t ^p -intersecting family if, for any a,b ,a _i b _i =min(a _i ,b _i )p for at leastt i's. is called a greedyI _t ^P -intersecting family if is anI _t ^p -intersecting family andW _p (A)W _p (B+A ^c ) for anyAS _p ( ) and any with |B|=t–1.In this paper, we obtain a sharp upper bound of | | for greedyI _t ^p -intersecting families in for the case 2ps _i (1in) ands ₁>s ₂>...>s _n .This project is partially supported by the National Natural Science Foundation of China (No.19401008) and by Postdoctoral Science Foundation of China.     

ИНтЕгРАльНыЕ пРЕДст АВлЕНИь В тРУБЧАтых ОБлАстьх НАД пОлИЁДРАМИ И ВОпРОсы пРИБлИжЕНИ ь ФУНкцИИ

Let B ⁿ be a domain and (y), y B and arbitrary positive, continuous function. If p, s (0, +), denote byH _s, ^p (T _B ) the class of the functionsf(z)f(x+iy), holomorphic in the tube domain

An Extension of the Admissibility-Type Conditions for the Exponential Dichotomy of C 0-Semigroups

In the present paper we obtain a sufficient condition for the exponential dichotomy of a strongly continuous, one-parameter semigroup , in terms of the admissibility of the pair . It is already known the equivalence between the -admissibility condition and and the hyperbolicity of a C ₀-semigroup , when we assume a priori that the kernel of the dichotomic projector (denoted here by X ₂) is T(t)-invariant and is an invertible operator. We succeed to prove in this paper that the admissibility of the pair still implies the existence of an exponential dichotomy for a C ₀-semigroup even in the general case where the kernel of the dichotomic projector, X ₂, is not assumed to be T(t)-invariant.      

Asymptotic behaviour of linear evolutionary integral equations

The asymptotic behaviour of bounded solutions of evolutionary integral equations in a Banach spaceX

Décroissance rapide de la distribution fλ

Let X be an open subset of ⁿ and (f₁, ...,f_p): X ^p be a holomorphic mapping. We prove that if (x⁰,0, ⁰) T^* × ^p does not belong to the characteristic variety of the _X []-module _X[]f, then there exists a conic neighborhood V × of (x⁰, ⁰) such the function is rapidely decreasing in | Im | for with Re bounded, for any (n,n)-form of class C with compact support in V. The following partial converse of this result is also established: if for all (n,n)-forms of class C with compact support in X, then .     

A classification of martingale Hardy spaces associated with rearrangement-invariant function spaces

Let X be a rearrangement-invariant Banach function space over a complete probability space , and denote by the Hardy space consisting of all martingales such that . We prove that implies for any filtration if and only if Doobs inequality holds in X, where denotes the martingale defined by , n = 0, 1, 2, ..., and a.s.Received: 1 August 2000     

The Invariants of the Clifford Groups

The automorphism group of the Barnes-Wall lattice L _m in dimension 2 ^m (m ; 3) is a subgroup of index 2 in a certain Clifford group of structure 2 ₊ ^1+2m . O ⁺(2m,2). This group and its complex analogue of structure .Sp(2m, 2) have arisen in recent years in connection with the construction of orthogonal spreads, Kerdock sets, packings in Grassmannian spaces, quantum codes, Siegel modular forms and spherical designs. In this paper we give a simpler proof of Runge@apos;s 1996 result that the space of invariants for of degree 2k is spanned by the complete weight enumerators of the codes , where C ranges over all binary self-dual codes of length 2k; these are a basis if m k - 1. We also give new constructions for L _m and : let M be the -lattice with Gram matrix . Then L _m is the rational part of M ^m, and = Aut(M^m). Also, if C is a binary self-dual code not generated by vectors of weight 2, then is precisely the automorphism group of the complete weight enumerator of . There are analogues of all these results for the complex group , with doubly-even self-dual code instead of self-dual code.     

Nonconvergence results for the application of least-squares estimation to Ill-posed problems

One standard approach to solvingf(x)=b is the minimization of f(x)–b² overx in , where corresponds to a parametric representation providing sufficiently good approximation to the true solutionx*. Call the minimizerx=A( ). Take = _N for a sequence { _N } of subspaces becoming dense, and so determine an approximating sequences {x _N A ( _N )}. It is shown, withf linear and one-to-one, that one need not havex _Nx* iff ^–1 is not continuous.This work was supported by the US Army Research Office under Grant No. DAAG-29-77-G-0061. The author is indebted to the late W. C. Chewning for suggesting the topic in connection with computing optimal boundary controls for the heat equation (Ref. 2).