On improved estimators of the generalized variance

Treated in this paper is the problem of estimating with squared error loss the generalized variance | Σ | from a Wishart random matrix S: p × p W_p(n, Σ) and an independent normal random matrix X: p × k N(ξ, Σ I_k) with ξ(p × k) unknown. Denote the columns of X by X₍₁₎ ,…, X_(k) and set ψ⁽⁰⁾(S, X) = {(n − p + 2)!/(n + 2)!} | S |, ψ⁽ⁱ⁾(X, X) = min[ψ⁽ⁱ⁻¹⁾(S, X), {(n − p + i + 2)!/(n + i + 2)!} | S + X₍₁₎ X′₍₁₎ + + X_(i) X′_(i) |] and Ψ⁽ⁱ⁾(S, X) = min[ψ⁽⁰⁾(S, X), {(n − p + i + 2)!/(n + i + 2)!}| S + X₍₁₎ X′₍₁₎ + + X_(i) X′_(i) |], i = 1,…,k. Our result is that the minimax, best affine equivariant estimator ψ⁽⁰⁾(S, X) is dominated by each of Ψ⁽ⁱ⁾(S, X), i = 1,…,k and for every i, ψ⁽ⁱ⁾(S, X) is better than ψ⁽ⁱ⁻¹⁾(S, X). In particular, ψ^(k)(S, X) = min[{(n − p + 2)!/(n + 2)!} | S |, {(n − p + 2)!/(n + 2)!} | S + X₍₁₎X′₍₁₎|,…,| {(n − p + k + 2)!/(n + k + 2)!} | S + X₍₁₎X′₍₁₎ + + X_(k)X′_(k)|] dominates all other ψ's. It is obtained by considering a multivariate extension of Stein's result (Ann. Inst. Statist. Math. 16, 155–160 (1964)) on the estimation of the normal variance.     

A sufficient condition for pairing problem of generators in symmetrizable Kac–Moody algebras

In a symmetrizable Kac–Moody algebra g(A), let α=∑_i=1ⁿk_iα_i be an imaginary root satisfying k_i>0 and α,α_i<0 for i=1,2,…,n. In this paper, it is proved that for any x_αg_α{0}, satisfying [x_α,f_n]≠0 and [x_α,f_i]=0 for i=1,2,…,n−1, there exists a vector y such that the subalgebra generated by x_α and y contains g′(A), the derived subalgebra of g(A).     

An Asymptotic Property of Schachermayer's Space under Renorming

Let X be a Banach space with closed unit ball B. Given k , X is said to be k-β, respectively, (k + 1)-nearly uniformly convex ((k + 1)-NUC), if for every ε > 0 there exists δ, 0 < δ < 1, so that for every x B and every ε-separated sequence (x_n) B there are indices (n_i)^k_{i = 1}, respectively, (n_i)^{k + 1}_{i = 1}, such that (1/(k + 1))||x + ∑^k_{i = 1} x_ni|| ≤ 1 − δ, respectively, (1/(k + 1))||∑^{k + 1}_{i = 1} x_ni|| ≤ 1 − δ. It is shown that a Banach space constructed by Schachermayer is 2-β, but is not isomorphic to any 2-NUC Banach space. Modifying this example, we also show that there is a 2-NUC Banach space which cannot be equivalently renormed to be 1-β.     

Numerical properties of Chern classes of certain covering manifolds

In this paper, we study numerical properties of Chern classes of certain covering manifolds. One of the main results is the following: Let ψ : X → Pⁿ be a finite covering of the n-dimensional complex projective space branched along a hypersurface with only simple normal crossings and suppose X is nonsingular. Let c_i(X) be the i-th Chern class of X. Then (i) if the canonical divisor K_X is numerically effective, then (−1)^kc_k(X) (k ≥ 2) is numerically positive, and (ii) if X is of general type, then (−1)ⁿcⁱ_l (X) cⁱ_r, (X) > 0, where i_l + … + i_r = n. Furthermore we show that the same properties hold for certain Kummer coverings.     

The Weak Convergence for Functions of Negatively Associated Random Variables

Let {X_n, n1} be a sequence of stationary negatively associated random variables, S_j(l)=∑^l_i=1 X_j+i, S_n=∑ⁿ_i=1 X_i. Suppose that f(x) is a real function. Under some suitable conditions, the central limit theorem and the weak convergence for sums are investigated. Applications to limiting distributions of estimators of Var S_n are also discussed.     

Selection in Monotone Matrices and Computingkth Nearest Neighbors

Anm×nmatrix =(a_{i, j}), 1≤i≤mand 1≤j≤n, is called atotally monotonematrix if for alli₁, i₂, j₁, j₂, satisfying 1≤i₁<i₂≤m, 1≤j₁<j₂≤n.[formula]We present an[formula]time algorithm to select thekth smallest item from anm×ntotally monotone matrix for anyk≤mn. This is the first subquadratic algorithm for selecting an item from a totally monotone matrix. Our method also yields an algorithm of the same time complexity for ageneralized row-selection problemin monotone matrices. Given a setS={p₁,…, p_n} ofnpoints in convex position and a vectork={k₁,…, k_n}, we also present anO(n^4/3log^c n) algorithm to compute thek_ith nearest neighbor ofp_ifor everyi≤n; herecis an appropriate constant. This algorithm is considerably faster than the one based on a row-selection algorithm for monotone matrices. If the points ofSare arbitrary, then thek_ith nearest neighbor ofp_i, for alli≤n, can be computed in timeO(n^7/5 log^c n), which also improves upon the previously best-known result.     

Topology of random clique complexes

In a seminal paper, Erd?s and Rényi identified a sharp threshold for connectivity of the random graph G(n,p). In particular, they showed that if p?logn/n then G(n,p) is almost always connected, and if p?logn/n then G(n,p) is almost always disconnected, as n→∞.The clique complexX(H) of a graph H is the simplicial complex with all complete subgraphs of H as its faces. In contrast to the zeroth homology group of X(H), which measures the number of connected components of H, the higher dimensional homology groups of X(H) do not correspond to monotone graph properties. There are nevertheless higher dimensional analogues of the Erd?s-Rényi Theorem.We study here the higher homology groups of X(G(n,p)). For k>0 we show the following. If p=n^α, with α<−1/k or α>−1/(2k+1), then the kth homology group of X(G(n,p)) is almost always vanishing, and if −1/k<α<−1/(k+1), then it is almost always nonvanishing.We also give estimates for the expected rank of homology, and exhibit explicit nontrivial classes in the nonvanishing regime. These estimates suggest that almost all d-dimensional clique complexes have only one nonvanishing dimension of homology, and we cannot rule out the possibility that they are homotopy equivalent to wedges of a spheres.     

The Asymptotic Behavior of a Family of Sequences via Tauberian Theorems

We study the asymptotic behavior of a family of sequences defined by the following nonlinear induction relation c₀ = 1 and c_n ∑^k_{j = 1} r_jc_[n/mj] + ∑^k_{j = k + 1} r_jc_{[(n + 1)^1/mj] − 1} for n ≥ 1, where the r_j are real positive numbers and m_j are integers greater than or equal to 2. Depending on the fact that ∑^k_{j = 1} r_j is greater or lower than 1, we prove that c_n/n^α or c_n/(ln n)^α goes to some finite limit for some explicit α. Our study is based on Tauberian theorems and extends a result of Erdös et al.     

The Rényi–Ulam pathological liar game with a fixed number of lies

The q-round Rényi–Ulam pathological liar game with k lies on the set [n]{1,…,n} is a 2-player perfect information zero sum game. In each round Paul chooses a subset A[n] and Carole either assigns 1 lie to each element of A or to each element of [n]A. Paul wins if after q rounds there is at least one element with k or fewer lies. The game is dual to the original Rényi–Ulam liar game for which the winning condition is that at most one element has k or fewer lies. Define to be the minimum n such that Paul can win the q-round pathological liar game with k lies and initial set [n]. For fixed k we prove that is within an absolute constant (depending only on k) of the sphere bound, ; this is already known to hold for the original Rényi–Ulam liar game due to a result of J. Spencer.     

Optimal broadcast on parallel locality models

In this paper matching upper and lower bounds for broadcast on general purpose parallel computation models that exploit network locality are proven. These models try to capture both the general purpose properties of models like the PRAM or BSP on the one hand, and to exploit network locality of special purpose models like meshes, hypercubes, etc., on the other hand. They do so by charging a cost l(|i−j|) for a communication between processors i and j, where l is a suitably chosen latency function.An upper bound T(p)=∑_i=0^loglogp2ⁱ·l(p^1/2i) on the runtime of a broadcast on a p processor H-PRAM is given, for an arbitrary latency function l(k).The main contribution of the paper is a matching lower bound, holding for all latency functions in the range from l(k)=Ω(logk/loglogk) to l(k)=O(log²k). This is not a severe restriction since for latency functions l(k)=O(logk/log¹⁺log(k)) with arbitrary >0, the runtime of the algorithm matches the trivial lower bound Ω(logp) and for l(k)=Θ(log¹⁺k) or l(k)=Θ(k), the runtime matches the other trivial lower bound Ω(l(p)). Both upper and lower bounds apply for other parallel locality models like Y-PRAM, D-BSP and E-BSP, too.     

Stability conditions for systems of linear nonautonomous delay differential equations

Systems of linear nonautonomous delay differential equations are considered which are of the form y′_i(t) = ∑_{k = 1}ⁿ ∝₀^T b_ik(t, s) y_k(t − s) dη_ik(s) − c_i(t) y_i(t), where I = 1,…, n. Sufficient conditions are derived for both the asymptotic stability and the instability of the zero solution. The main result is found by a monotone technique using elementary methods only. Moreover, additional criteria are obtained by using the method of Lyapunov functionals.     

Counting cycles and finite dimensional L norms

We obtain sharp bounds for the number of n-cycles in a finite graph as a function of the number of edges, and prove that the complete graph is optimal in more ways than could be imagined. We prove sharp estimates on both ∑_i=1ⁿx_i^k and ∑_i=1ⁿ|x_i|^k, subject to the constraints that ∑_i=1ⁿx_i²=C and ∑_i=1ⁿx_i=0.     

Cesàro Asymptotics for Orthogonal Polynomials on the Unit Circle and Classes of Measures

The convergence in L²( ) of the even approximants of the Wall continued fractions is extended to the Cesàro–Nevai class CN, which is defined as the class of probability measures σ with lim_n→∞ ∑ⁿ⁻¹_k=0 |a_k|=0, {a_n}_n0 being the Geronimus parameters of σ. We show that CN contains universal measures, that is, probability measures for which the sequence {|_n|² dσ}_n0 is dense in the set of all probability measures equipped with the weak-* topology. We also consider the “opposite” Szeg class which consists of measures with ∑^∞_n=0 (1−|a_n|²)^1/2<∞ and describe it in terms of Hessenberg matrices.     

A Remark on Self-Normalization for Dependent Random Variables

Let (X _t , t ∈ Z) be a stationary process, and let S _n = ∑_{1⩽ i⩽n} X _i . In this paper, we consider the central limit theorem for the self-normalized sequence S _n /U _n , where U _n ² = ∑_1⩽j⩽N Y _j ² , Y _j = ∑_{(j−1)m<i⩽jm} X _i , n = mN. We show how such a self-normalization works for AR(1) and MA(q) processes.__________Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 2, pp. 173–183, April–June, 2005.     

On Approximate ℓ 1 Systems in Banach Spaces

Let X be a real Banach space and let (f(n)) be a positive nondecreasing sequence. We consider systems of unit vectors (x_i)^∞_i=1 in X which satisfy ∑_iA±x_i|A|−f(|A|), for all finite A and for all choices of signs. We identify the spaces which contain such systems for bounded (f(n)) and for all unbounded (f(n)). For arbitrary unbounded (f(n)), we give examples of systems for which [x_i] is H.I., and we exhibit systems in all isomorphs of ℓ₁ which are not equivalent to the unit vector basis of ℓ₁. We also prove that certain lacunary Haar systems in L₁ are quasi-greedy basic sequences.     

Matrices dont deux lignes quelconque coïncident dans un nombre donne de positions communes

Le nombre maximal de lignes de matrices seront désignées par:

1. (a) R(k, λ) si chaque ligne est une permutation de nombres 1, 2,…, k et si chaque deux lignes différentes coïncide selon λ positions;

2. (b) S⁰(k, λ) si le nombre de colonnes est k et si chaque deux lignes différentes coïncide selon λ positions et si, en plus, il existe une colonne avec les éléments y₁, y₂, y₃, ou y₁ = y₂ ≠ y₃;

3. (c) T⁰(k, λ) si c'est une (0, 1)-matrice et si chaque ligne contient k unités et si chaque deux lignes différentes contient les unités selon λ positions et si, en plus, il existe une colonne avec les éléments 1, 1, 0.

La fonction T⁰(k, λ) était introduite par Chvátal et dans les articles de Deza, Mullin, van Lint, Vanstone, on montrait que T⁰(k, λ) max(λ + 2, (k − λ)² + k − λ + 1). La fonction S⁰(k, λ) est introduite ici et dans le Théorème 1 elle est étudiée analogiquement; dans les remarques 4, 5, 6, 7 on donne les généralisations de problèmes concernant T⁰(k, λ), S⁰(k, λ), dans la remarque 9 on généralise le problème concernant R(k, λ). La fonction R(k, λ) était introduite et étudiée par Bolton. Ci-après, on montre que R(k, λ) S⁰(k, λ) T⁰(k, λ) d'où découle en particulier: R(k, λ) λ + 2 pour λ k + 1 − (k + 2)^1/2; R(k, λ) = 0(k²) pour k − λ = 0(k); R(k, λ) (k − 1)² − (k + 2) pour k 1191.     

On almost sure convergence of Cesaro averages of subsequences of vector-valued functions

A remarkable theorem proved by Komlòs [4] states that if {f_n} is a bounded sequence in L¹(R), then there exists a subsequence {f_nk} and f L¹(R) such that f_nk (as well as any further subsequence) converges Cesaro to f almost everywhere. A similar theorem due to Révész [6] states that if {f_n} is a bounded sequence in L²(R), then there is a subsequence {f_nk} and f L²(R) such that Σ_k=1^∞ a_k(f_nk − f) converges a.e. whenever Σ_k=1^∞ | a_k |² < ∞. In this paper, we generalize these two theorems to functions with values in a Hilbert space (Theorems 3.1 and 3.3).     

Strong limit theorems for quasi-orthogonal random fields

This is a systematic and unified treatment of a variety of seemingly different strong limit problems. The main emphasis is laid on the study of the a.s. behavior of the rectangular means ζ_mn = 1/(λ₁(m) λ₂(n)) Σ_i=1^m Σ_k=1ⁿ X_ik as either max{m, n} → ∞ or min{m, n} → ∞. Here {X_ik: i, k ≥ 1} is an orthogonal or merely quasi-orthogonal random field, whereas {λ₁(m): m ≥ 1} and {λ₂(n): n ≥ 1} are nondecreasing sequences of positive numbers subject to certain growth conditions. The method applied provides the rate of convergence, as well. The sufficient conditions obtained are shown to be the best possible in general. Results on double subsequences and 1-parameter limit theorems are also included.     

On the fluctuations of independent copies of moving maxima

Let {X_n, n1} be a sequence of independent random variables (r.v.'s) with a common distribution function (d.f.) F. Define the moving maxima Y_k(n)=max(X_n−k(n)+1,X_n−k(n)+2,…,X_n), where {k(n), n1} is a sequence of positive integers. Let Y_k(n)¹ and Y_k(n)² be two independent copies of Y_k(n). Under certain conditions on F and k(n), the set of almost sure limit points of the vector consisting of properly normalised Y_k(n)¹ and Y_k(n)² is obtained.     

Asymptotic expansions in the conditional central limit theorem

Let X_n, n , be i.i.d. with mean 0, variance 1, and E(¦X_n¦^r) < ∞ for some r 3. Assume that Cramér's condition is fulfilled. We prove that the conditional probabilities P(1/√n Σ_{i = 1}ⁿ X_i t¦B) can be approximated by a modified Edgeworth expansion up to order o(1/n^{(r − 2)/2)}), if the distances of the set B from the σ-fields σ(X₁, …, X_n) are of order O(1/n^{(r − 2)/2)}(lg n)^β), where β < −(r − 2)/2 for r and β < −r/2 for r . An example shows that if we replace β < −(r − 2)/2 by β = −(r − 2)/2 for r (β < −r/2 by β = −r/2 for r ) we can only obtain the approximation order O(1/n^{(r − 2)/2)}) for r (O(lg lgn/n^{(r − 2)/2)}) for r ).