Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process

Summary In this paper we obtain an asymptotic expansion of the distribution of the maximum likelihood estimate (MLE) based onT observations from the first order Gaussian process up to the term of orderT ⁻¹. The expansion is used to compare with a generalized estimate including the least square estimate (LSE) , based on the asymptotic probabilities around the true value of the estimates up to the terms of orderT ⁻¹. It is shown that (or the modified MLE ) is better than (or the modified estimate ). Further, we note that does not attain the bound for third order asymptotic median unbiased estimates.     

Elementary properties of free extensions

For any partial groupoid , let Fr be the free extension of to a total groupoid. We show that implies and that the theory of Fr is uniformly recursive in the theory of . These results fail if “groupoid” is replaced by “semigroup”, “commutative semigroup”, “group”, “abelian group”, “semilattice”, “K-lattice” for any nontrivial varietyK of lattices, or “Boolean algebra”. Research supported in part by NSF Grant MCS78-01867. We thank the referee for his valuable comments. Presented by B. Jónsson.     

Special finite-dimensional monocomposition algebras

Special monocomposition algebras introduced in [1] are studied. Using their properties, we prove that any nondegenerate monocomposition algebra ,dim ≥ 3, with unity contains no proper ideal of dimension ≤8. This implies that if 3≤dim ≤ 9, then is a central simple algebra. Translated fromAlgebra i Logika, Vol. 35, No. 2, pp. 125–144, March–April, 1996.     

Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process

Consider the parameter space Θ which is an open subset of ℝ ^k ,k≧1, and for each θ∈Θ, let the r.v.′sY _n ,n=0, 1, ... be defined on the probability space (X,A,P _θ) and take values in a Borel setS of a Euclidean space. It is assumed that the process {Y _n },n≧0, is Markovian satisfying certain suitable regularity conditions. For eachn≧1, let υ _n be a stopping time defined on this process and have some desirable properties. For 0 < τ _n → ∞ asn→∞, set h _n →h ∈R ^k , and consider the log-likelihood function of the probability measure with respect to the probability measure . Here is the restriction ofP _θ to the σ-field induced by the r.v.′sY ₀,Y ₁, ..., . The main purpose of this paper is to obtain an asymptotic expansion of in the probability sense. The asymptotic distribution of , as well as that of another r.v. closely related to it, is obtained under both and . This research was supported by the National Science Foundation, Grant MCS77-09574. Research supported by the National Science Foundation, Grant MCS76-11620.     

On the representation of differentiations by Hamiltonians,operating from an algebra of local observable spin systems

Let and be algebras of local and quasilocal observable spin systems corresponding to the group Zr, be a differentiation invariant with respect to displacements. The question of representation of D in the form of formal Hamiltonian formed by the displacements of an elementx ε is considered. It is shown that such a representation exists if the condition holds, where means an element obtained from the elements [T_kX,a] by some r-multiple process of summation. Translated from Matematicheskii Zametki, Vol. 21, No. 1, pp. 93–98, January, 1977.     

Baer cotorsion Pairs

LetR be a unital associative ring and two classes of leftR-modules. In [St3] the notion of a ( ) pair was introduced. In analogy to classical cotorsion pairs, a pair (V,W) of subclasses is called a ( ) pair if it is maximal with respect to the classes and the condition Ext _R ¹ (V, W)=0 for all . In this paper we study pairs whereR = ℤ and is the class of all torsion-free abelian groups andT is the class of all torsion abelian groups. A complete characterization is obtained assumingV=L. For example, it is shown that every pair is singly cognerated underV=L. The author was supported by a DFG grant.     

Equivariant D-modules attached to nilpotent orbits in a semisimple Lie algebra

Let _u be a compact Lie algebra and let _u be its complexification. Let ζ^−1/2 be the inverse on the set of regular elements of _u of a square root of the discriminant of . Generalizing a result of W. Lichtenstein in the case _u = (n, ℂ) or (nℝ), we prove that ∂(q).ζ^1/2 is non zero for all harmonic polynomialsq ∈S( ) \ {0}. This fact is deduced from results about equivariantD-modules supported on the nilpotent cone of .     

Quantum duality in quantum deformations

In accordance with the quantum duality principle, the twisted algebra is equivalent to the quantum group and has two preferred bases: one inherited from the universal enveloping algebra and the other generated by coordinate functions of the dual Lie group . We show howthe transformation can be explicitly obtained for any simple Lie algebra and a factorable chain of extended Jordanian twists. In the algebra , we introduce a natural vector grading , compatible with the adjoint representation of the algebra. Passing to the dual-group coordinates allows essentially simplifying the costructure of the deformed Hopf algebra , considered as a quantum group . The transformation can be used to construct new solutions of the twist equations. We construct a parameterized family of extended Jordanian deformations and study it in terms of ; we find new realizations of the parabolic twist. Dedicated to the birthday of my teacher, Yurii Novozhilov __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 148, No. 1, pp. 112–125, July, 2006.     

Eine Verallgemeinerung derCW-Komplexe

In the definition ofCW-complexes, the one-point spaceP, respectively the spaceP∪* with basepoint *, play the roll of the only “building-stone”. Let be a family of compact spaces. Then the definition of a generalizedCW-complex over is obtained from the definition of aCW-complex by replacingP by the spaces of and formation of the mapping cone by a slightly modified construction. LetCW * denote the category of all pointed spaces which have the homotopy type of a generalizedCW-complex over . If , thenCW * is the category of all pointedCW-spaces.CW * is closed under the formation of direct sums and of mapping cones, cylinders and tori, and is formally characterized as the smallest such subcategory of Top * containing the spaces W∪*, . Following the methods of E. H. Brown, it is proved, that any half exact homotopy functor onCW * is representable, and any cohomology theory onCW is naturally equivalent to the cohomology theory of an Ω-spectrum; for example, the singular cohomo logy is representable onCW for any family of compact spaces.      

Factorizations of composition formations

It is proved that, if is a singly generated composition formation, where , then is a composition formation. Translated fromMatematicheskie Zametki, Vol. 65, No. 3, pp. 389–395, March, 1999.     

Primitive systems of elements in the variety\mathfrak{A}\mathfrak{N}_2 and some locally finite varieties of groupsand some locally finite varieties of groups

Part of any basis of a relatively free group in the variety is called a primitive system of elements. We provide a criterion of being primitive for , where is a variety of Abelian groups satisfying x^m=1, and a variety generated by a finite group. Let be a variety of nilpotent groups of class ≤c. It is proved that, for the group , the property of being primitive for an element g is stronger than the condition of being unimodular on a vector composed of values of Fox derivatives in the ring . The group is not residually finite whenever a system of elements is primitive. Supported by RFFR grant No. 96-01-01948. Translated fromAlgebra i Logika, Vol. 37, No. 6, pp. 687–699, November–December, 1998.     

On the word problem and the conjugacy problem for groups of the formF/V(R)

LetF be a free group with at most countable system of free generators, letR be its normal subgroup recursively enumerable with respect to , and let be a variety of groups that differs from and for which the corresponding verbal subgroupV of the free group of countable rank is recursive. It is proved that the word problem inF/V(R) is solvable if and only if this problem is solvable inF/R, and if , then there exists anR such, that the conjugacy problem inF/R is solvable, but this problem is unsolvable inF/V(R) for any Abelian variety (all algorithmic problems are regarded with respect to the images of under the corresponding natural epimorphisms). Translated fromMatematicheskie Zametki, Vol. 61, No. 1, pp. 3–9, January, 1997. Translated by M. I. Anokhin     

On the numerical construction of an attractor for the Navier-Stokes system

In this paper the problem of the numerical approximation of the minimal global B-attractor for a semiflow generated by the Navier-Stokes equations in a two-dimensional bounded domain Ω is considered. The method suggested here is based on the formula , where G^N is a sequence of compact subsets of L₂(Ω), . The procedure of constructing G^N is finite and includes the numerical solution of the Navier-Stokes equations by means of the Galerkin method, together with an explicit finite-difference discretization in time. Bibliography: 5 titles. To dear teacher Olga A. Ladyzhenskaya on the occasion of the jubilee Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 200, 1992, pp. 91–97. Translated by V. I. Ochkur.     

Integral-valued rational functions on valued fields

Let K be a field and a non-trivial valuation ring of K withm as its maximal ideal. Denote by and the rings of polynomials f∈K[X] and rational functions f∈K(X) resp. such that . We prove that for one variable X we have if and only if the completion of (K, ) is locally compact or algebraically closed. In the second case—i.e. if K is dense in the algebraic closure of (K, )—we even get for any number of variables X=(X₁,...,X_n). This work contains parts of the second author's thesis [Ri] written under the supervision of the first author.     

Orthogonal polynomials of a discrete variable and Lie algebras of complex-size matrices

We give a uniform interpretation of the classical continuous Chebyshev and Hahn orthogonal polynomials of a discrete variable in terms of the Feigin Lie algebra for λ∈ℂ. The Chebyshev and Hahn q-polynomials admit a similar interpretation, and orthogonal polynomials corresponding to Lie superalgebras can be introduced. We also describe quasi-finite modules over , real forms of this algebra, and the unitarity conditions for quasi-finite modules. Analogues of tensors over are also introduced. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 123, No. 2, pp. 205–236, May, 2000.     

On some generalizations of the factorization method

The classical factorization method reduces the study of a system of ordinary differential equations U_t=[U₊, U] to solving algebraic equations. Here U(t) belongs to a Lie algebra which is the direct sum of its subalgebras and , where “+” signifies the projection on . We generalize this method to the case . The corresponding quadratic systems are reducible to a linear system with variable coefficients. It is shown that the generalized version of the factorization method can also be applied to Liouville equation-type systems of partial differential equations. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 110, No. 3, pp. 339–350, March, 1997.     

The closure diagram for nilpotent orbits of the split real form of E8

Let and be adjoint nilpotent orbits in a real semisimple Lie algebra. Write ≥ if is contained in the closure of . This defines a partial order on the set of such orbits, known as the closure ordering. We determine this order for the split real form of the simple complex Lie algebra, E ₈. The proof is based on the fact that the Kostant-Sekiguchi correspondence preserves the closure ordering. We also present a comprehensive list of simple representatives of these orbits, and list the irreeducible components of the boundaries and of the intersections .     

A question in the theory of saturated formations of finite soluble groups

This paper examines the following question. If and are saturated formations then is defined to be the class of all soluble groups whose belong to . In general is a formation, but need not be a saturated formation. Here the smallest saturated formation containing is studied.     

Some inequalities based on inverse factorial series

Summary Fairly sharp bounds (lower and upper) of the quantities log Γ(x+1), log and are given by evaluating the corresponding series of inverse factorials. These results are useful in the asymptotic theory of order statistics and record value statistics and also in the elementary analytic number theory, with which the quantities frequently concerned. The Institute of Statistical Mathematics     

Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions

LetF andG be two distribution functions defined on the same probability space which are absolutely continuous with respect to the Lebesgue measure with probability densitiesf andg, respectively. Matusita [3] defines a measure of the closeness, affinity, betweenF andG as: . Based on two independent samples fromF andG we propose to estimate ρ by , where and are taken to be the kernel estimates off(x) andg(x), respectively, as given by Parzen [5]. In this note sufficient conditions are given such that (i) asx→∞ and (ii) with probability one, asn→∞. Research supported in part by the National Research Council of Canada and by McMaster University Science and Engineering Research Board. The author is presently with the Department of Mathematical Sciences, Memphis State University, Memphis, Tennessee 38152.