Note on the differentiability of arithmetic Fourier series arising from Eisenstein series

The aim of this note is to present results concerning the differentiability of some Fourier series arising from Eisenstein series. Sine series exhibit different behaviours with respect to differentiability than the series with cosine function. The precise results are given for the series related to Eisenstein series of weight 2, whereas for the series arising from Eisenstein series of higher weight we conjecture the results.     

一类变系数非齐次调和方程边值问题的级数解

利用由三角级数和幂级数复合构成的函数项级数的有关性质,得到了一类变系数非齐次调和方程边值问题的级数解.使变系数非齐次调和方程边值问题的求解有了新的进展.     

Novel method of identifying time series based on network graphs

In this article, we propose a novel method for transforming a time series into a complex network graph. The proposed algorithm is based on the spatial distribution of a time series. The characteristics of geometric parameters of a network represent the dynamic characteristics of a time series. Our algorithm transforms, respectively, a constant series into a fully connected graph, periodic time series into a regular graph, linear divergent time series into a tree, and chaotic time series into an approximately power law distribution network graph. We find that when the dimension of reconstructed phase space increases, the corresponding graph for a random time series quickly turns into a completely unconnected graph, while that for a chaotic time series maintains a certain level of connectivity. The characteristics of the generated network, including the total edges, the degree distribution, and the clustering coefficient, reflect the characteristics of the time series, including diverging speed, level of certainty, and level of randomness. This observation allows a chaotic time series to be easily identified from a random time series. The method may be useful for analysis of complex nonlinear systems such as chaos and random systems, by perceiving the differences in the outcomes of the systems—the time series—in the identification of the systemic levels of certainty or randomness. © 2011 Wiley Periodicals, Inc. Complexity, 2011     

富里叶级数的收敛速度

对正弦和余弦富立叶级数,通过合并相邻同号项,使其重排成交错级数.讨论了重排形成的交错级数的敛散性.指出根据自变量x的不同取值,该交错级数可能是单调递减或周期递减的级数.按照莱布尼茨判定法提出了不同精度要求的级数项数的计算公式.选取一到三阶收敛的富立叶级数计算了不同比值精度及差值精度要求的级数项数.计算表明,在x的取值为2π的等分点时,富立叶级数的部分和随项数的增加单调地逼近其收敛值.在x的取值为其它点时,富立叶级数的部分和随项数的增加围绕收敛值上下变动,周期地逼近其收敛值.低收敛阶富立叶级数的收敛速度较慢.要达到0.01%的精度,一收敛阶富立叶级数需要数万项,二收敛阶富立叶级数也需要数百项.在不同计算点处,要达到相同的计算精度,需要的级数项数差别较大.     

Self-criticality and stochasticity of an S&P 500 index time series

In this paper, three time series representative of the daily high, low and closing prices of S&P 500 index time series, as from 1 December 1988 to 1 April 1998 are studied. The hypothesis advanced by Osborne that the stock market time series satisfy a log-normal distribution is rejected. The self-critical behavior of these time series is investigated. A fractional Brownian motion model for such time series is supported. Arguments are directed torwards a negation of a chaotic explanation of these time series.     

Riordan arrays and generalized Lagrange series

The theory of Riordan arrays studies the properties of formal power series and their sequences. The notion of generalized Lagrange series proposed in the present paper is intended to fill the gap in the methodology of this theory. Generalized Lagrange series appear in it implicitly, as various equalities. No special notation is provided for these series, although particular cases of these series are generalized binomial and generalized exponential series. We give the definition of generalized Lagrange series and study their relationship with ordinary Riordan arrays and, separately, with Riordan exponential arrays.     

On the generation of high-quality white noise series

A new approach to the simulation of white-noise time-series is presented. The approach is based on the frequency-domain property of white-noise as having a flat power spectrum density (PSD). From such a PSD, a linear complex spectrum of random-phase multisinusoidal series (MS) may be generated. Next, the fast Fourier transform is applied to this linear spectrum to generate a random-phase multisinusoidal N-sample series, simulating the white-noise series. The properties of some MS series are discussed including a gaussian white noise multisinusoidal series. The idea is illustrated by a number of examples. They demonstrate that the spectral and correlation properties of such series are enhanced in comparison to the properties of the random phases used to generate them. They also demonstrate that the spectral and correlation properties of such series are better, especially for short series, in comparison with standard white noise generators.     

On formal Laurent series

Several kinds of formal Laurent series have been introduced with some restrictions so far. This paper systematically sets up a natural definition and structure of formal Laurent series without those restrictions, including introducing a multiplication between formal Laurent series. This paper also provides some results on the algebraic structure of the space of formal Laurent series, denoted by \mathbbL\mathbb{L}. By means of the results of the generalized composition of formal power series, we define a composition of a Laurent series with a formal power series and provide a necessary and sufficient condition for the existence of such compositions. The calculus about formal Laurent series is also introduced.     

Solving enumeration problems for serial sequences with a constant difference in adjacent series heights

In this paper, the sets of n-valued serial sequences are considered. The structure of such series is defined by constraints on the number of series, the length of series, and the height of series. The problem of recalculation, numeration, and generation is solved for the sets of ascending, descending, and one-transitive sequences with constant differences in the adjacent series heights.     

CONVERGENCE AND GROWTH OF MULTIPLE DIRICHLET SERIES

This article investigates the convergence and growth of multiple Dirichlet series. The Valiron formula of Dirichlet series is extended to n-tuple Dirichlet series and an equivalence relation between the order of n-tuple Dirichlet series and its coefficients and exponents is obtained.     

Inverse polynomial expansions of Laurent series

An algorithm is introduced, and shown to lead to various unique series expansions of formal Laurent series, as the sums of reciprocals of polynomials. The degrees of approximation by the rational functions which are the partial sums of these series are investigated. The types of series corresponding to rational functions themselves are also characterized.     

Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations

Consider a real-valued and second-order stationary time series with mean zero. The aim is to estimate its spectral density. A minimax solution of this problem is known when either the time series is observed directly, or some observations are missed according to an independent Bernoulli process, or for some special cases when the time series is multiplied by an amplitude-modulating time series with known distribution. It is shown that if a time series of interest, a Bernoulli time series defining missing mechanism, and an amplitude-modulating time series are mutually independent, then the shape of spectral density of an underlying time series of interest can be estimated with the minimax rate known for the case of direct observations. Furthermore, in some special cases the spectral density can be estimated with the minimax rate known for directly observed time series of interest.     

平面上零级Dirichlet级数和随机Dirichlet级数的上下级

本文对平面上的零级Dirichlet级数和随机Dirichlet级数的上下级进行了研究.利用Newton多边形,在一定条件下得到了Dirichlet级数和随机Dirichlet级数的上下级与其系数的重要关系.推广了平面上的零级Dirichlet级数和随机Dirichlet级数的增长性的研究范围.     

ON ORDER AND TYPE OF MULTIPLE DIRICHLET SERIES

This article investigates the growth of multiple Dirichlet series.The order and the type of n-tuple Dirichlet series in C~n are defined and some relations between them and the coefficients and exponents of n-tuple Dirichlet series are obtained,which generalize some results about simple Dirichlet series of Lindelof and Pringsheim.     

数项级数的收敛与重排

讨论了级数重排问题,在条件收敛级数与其重排级数的项之间增加一定的约束,可以得到原级数与重排级数收敛到同一数值的结论.     

二项式系数倒数级数恒等式

利用已知级数,通过裂项构造出一批新的二项式系数倒数级数,它们的分母分别含有1到4个奇因子与二项式系数的乘积表达式.所给出二项式系数倒数级数的和式是封闭形的.     

An eigenvalue approach to the limiting behavior of time series aggregates

Many time series variables such as rainfall, industrial production, and sales exist only in some aggregated forms. To see the implication of time series aggregation it is important to know the limiting behavior of the time series aggregates. From the relationship of autocovariances between the underlying time series variable and its aggregates, we show that the limiting behavior of time series aggregates is closely related to the eigenvalues and the eigenvectors of the aggregation operator. Specifically, the vector of admissible autocorrelations of the limiting model for the time series aggregates is the eigenvector associated with the largest eigenvalue of the aggregation transformation. This provides an interesting and simple method for deriving the limiting model for time series aggregates. Systematic sampling of time series can be treated similarly. The method is illustrated with an empirical example.     

The lower order and linear order of multiple dirichlet series

The article investigates the growth of multiple Dirichlet series.The lower order and the linear order of n-tuple Dirichlet series in C~n are defined and some relations between them and the coefficients and exponents of n-tuple Dirichlet series are obtained.     

Convergence and growth of multiple Dirichlet series

This article investigates the convergence and growth of multiple Dirichlet series. The Valiron formula of Dirichlet series is extended to n-tuple Dirichlet series and an equivalence relation between the order of n-tuple Dirichlet series and its coefficients and exponents is obtained.     

Convergence of the Magnus Series

The Magnus series is an infinite series which arises in the study of linear ordinary differential equations. If the series converges, then the matrix exponential of the sum equals the fundamental solution of the differential equation. The question considered in this paper is: When does the series converge? The main result establishes a sufficient condition for convergence, which improves on several earlier results.