On the speed of convergence in the central limit theorem of log-likelihood ratio processes

Let , the parameter space, be an open subset ofR ^k ,k1. For each , let the r.v.'sX _n ,n=1, 2,... be defined on the probability space (X, P ) and take values in (S,S,L) whereS is a Borel subset of a Euclidean space andL is the -field of Borel subsets ofS. ForhR _k and a sequence of p.d. normalizing matrices _n = _n ^{k × k} (₀ set _n ^* = ^* = ₀ + _n h, where ₀ is the true value of , such that ^*, . Let _n (^*, _*)( be the log-likelihood ratio of the probability measure with respect to the probability measure , whereP _n is the restriction ofP over _n = (X ₁,X ₂,...,X _n . In this paper we, under a very general dependence setup obtain a rate of convergence of the normalized log-likelihood ratio statistic to Standard Normal Variable. Two examples are taken into account.     

Note on the effectiveness factor of a first order reaction

Upper and lower bounds for the effectiveness factor are derived, whereu is the solution of u=c ² u in,u=1 on .

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Zusammenfassung Es werden obere und untere Schranken hergeleitet für den Diffusionsfaktor , wobeiu die Lösung ist von u=c ² u in,u=1 auf .

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This research was done while the author was visiting Cornell University, Ithaca, New York.     

Local partial regularity theorems for suitable weak solutions of a class of degenerate systems

A partial regularity theorem is established for a particular class of weak solutions to the systemu/t– div(K(u)u)=(u)¦¦², div((u))=0 on a bounded domain inR ^N . Under our assumptions, (u) may exhibit exponential decay, and thus the system may be degenerate. Our proof is based upon a blow-up argument.This work was supported in part by NSF Grant DMS9424448.     

Nonparametric Inference for a Class of Stochastic Partial Differential Equations II

Consider the stochastic partial differential equationdu (t,x) = (t)u (t, x)dt + dW _Q(t,x), 0 t T where = ₂/x ₂, and is a class of positive valued functions. We obtain an estimator for the linear multiplier (t) and establish the consistency, rate of convergence and asymptotic normality of this estimator as 0.     

Complexity of the redholm equation of the second kind with kernels from classes with dominating mixed derivative

One finds the exact order of complexity of approximate solutions of Fredholm integral equations of the second kind with periodic kernels H(t,) and free terms f (t), having continuous derivatives [(^i+jH)/(t^{i j})], f⁽ⁱ⁾(t), i, .Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 8, pp. 1138–1145, August, 1990.     

On a Singular Semilinear Elliptic Boundary Value Problem and the Boundary Harnack Principle

On a bounded C ²-domain we consider the singular boundary-value problem 1/2u=f(u) in D, u _D =, where d3, f:(0,)(0,) is a locally Hölder continuous function such that f(u) as u0 at the rate u ^–, for some (0,1), and is a non-negative continuous function satisfying certain growth assumptions. We show existence of solutions bounded below by a positive harmonic function, which are smooth in D and continuous in . Such solutions are shown to satisfy a boundary Harnack principle.     

On the Existence of Positive Solutions of Nonlinear Elliptic Equations

We study the existence of positive solutions of the nonlinear elliptic problem in D with u=0 on D, where and are two Randon's measures belonging to a Kato subclass and D is an unbounded smouth domain in ^d(d3). When g is superlinear at 0 and 0f(t)t for t(0,b), then probabilistic methods and fixed point argument are used to prove the existence of infinitely many bounded continuous solutions of this problem.     

Variational problems in SBV and image segmentation

We show how it is possible to prove the existence of solutions of the Mumford-Shah image segmentation functional F(u,K) = _\K [u² + (u – g)²]dx + ^{n – 1}(K), u W ^1,2(\K), K closed in .We use a weak formulation of the minimum problem in a special class SBV() of functions of bounded variation. Moreover, we also deal with the regularity of minimizers and the approximation of F by elliptic functionals defined on Sobolev spaces. In this paper, we have collected the main results of Ambrosio and others.     

Existence theorems for nonlinear evolution inclusions

Summary In this paper we obtain an existence theorem for the abstract Cauchy problem for multivalued differential equations of the form u–^– f(u)+G(u), u(O)=x₀, where ^– f is the Fréchet subdifferential of a functionf defined on an open subset of a real separable Hilbert space H, taking its values in R {+} and G is a multifunction from C([0, T], ) into the nonempty subsets of L²([0, T], H). As an application we obtain an existence theorem for the multivalued perturbed problem x–^– f(x)+F(t, x), x(0)=x₀, where F:[0, T]×(H) is a multifunction satisfying some regularity assumptions.     

Contraction of Exterior Powers in Characteristic 2 and the Spin Module

Let K be a field of characteristic 2 and letV be a vector space of dimension 2m over K. Let f be a non-degenerate alternating bilinear form defined on V × V. The symplectic group Sp(2m, K) acts on the exterior powers ^k V for 0 k. 2m There is a contraction map defined on the exterior algebra , which commutes with the Sp(2m, K) action and satisfies ² = 0 and ( ^k V) ^k–1 V We prove that ( ^k V)= ker ^k–1 V except when k=m+2. In the exceptional case, ( ^m+2 V) has codimension 2^m in ker ^m V and we show that the quotient module ker ^m V/ ^m+2 V is a spin module for Sp(2m,K). When K is algebraically closed, we show that this spin module occurs with multiplicity 1 in ^m V and multiplicity 0 in all other components of V.     

Some overdetermined boundary value problems for harmonic functions

Summary In this paper we study various overdetermined problems involving harmonic functions. In particular, we show that if the second eigenfunctionu ₂ of the Stekloff eigenvalue problem in a bounded simply connected plane domain has a constant value of u ₂ on , then is a disk

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Résumé Cet article est consacré à l'étude de certains problèmes surdéterminés pour des fonctions harmoniques. En particulier, nous montrons que si le gradient de la seconde fonction propre du problème de Stekloff défini dans un domaine borné, simplement connexe du plan, a son module constant sur la frontière , alors est nécessairement un disque.

     

On monotone extensions of boundary data

Summary A functionf C (), is called monotone on if for anyx, y the relation x – y ₊ ^s impliesf(x)f(y). Given a domain with a continuous boundary and given any monotone functionf on we are concerned with the existence and regularity ofmonotone extensions i.e., of functionsF which are monotone on all of and agree withf on . In particular, we show that there is no linear mapping that is capable of producing a monotone extension to arbitrarily given monotone boundary data. Three nonlinear methods for constructing monotone extensions are then presented. Two of these constructions, however, have the common drawback that regardless of how smooth the boundary data may be, the resulting extensions will, in general, only be Lipschitz continuous. This leads us to consider a third and more involved monotonicity preserving extension scheme to prove that, when is the unit square [0, 1]² in ², strictly monotone analytic boundary data admit a monotone analytic extension.Research supported by NSF Grant 8922154Research supported by DARPA: AFOSR #90-0323     

On the Construction of Cosine Operator Functions and Semigroups on Function Spaces with Generator a(x)(d2dx2)+b(x)(d/dx)+c(x); Theory

In this paper we develop a method to solve exactly partial differential equations of the type ( ⁿ /t ⁿ )f(x,t)=(a(x)( ⁿ /x ⁿ )+b(x) (/x+c(x))f(x,t); n=1,2, with several boundary conditions, where f·,t) lies in a function space. The most powerful tool here is the theory of cosine operator functions and their connection to (holomorphic) semigroups. The method is that generally we are able to unify and generalize many theorems concerning problems in the theories of holomorphic semigroups, cosine operator functions, and approximation theory, especially these dealing with approximation by projections. These applications will be found in [14].     

On Fine Limits and Curving-Shaped Limits

This paper studies the boundary behavior of the so-called SIH-functions, i.e., the functions satisfying the scale invariant Harnack inequality on a domain D R^N (N 2). Suppose that D contains a curving-cone at a point D and u is a SIH-function on D. Then u has a curving-shaped limit L at , if u has a -fine limit (especially, a p-fine limit in the sense of [6] or an -fine limit in the sense of the Riesz potential theory [4]) L at .AMS Subject Classification (2000): 31B25, 31C15, 30C65     

Sensitivity analysis of the greatest eigenvalue of a symmetric matrix via the ɛ-subdifferential of the associated convex quadratic form

LetA(·) be ann × n symmetric affine matrix-valued function of a parameteruR ^m , and let (u) be the greatest eigenvalue ofA(u). Recently, there has been interest in calculating (u), the subdifferential of atu, which is useful for both the construction of efficient algorithms for the minimization of (u) and the sensitivity analysis of (u), namely, the perturbation theory of (u). In this paper, more generally, we investigate the Legendre-Fenchel conjugate function of (·) and the -subdifferential (u) of atu. Then, we discuss relations between the set (u) and some perturbation bounds for (u).The author is deeply indebted to Professor J. B. Hiriart-Urruty who suggested this study and provided helpful advice and constant encouragement. The author also thanks the referees and the editors for their substantial help in the improvement of this paper.     

A Method of Solution for the One-Dimensional Heat Equation Subject to Nonlocal Conditions

The problem of solving the one-dimensional heat equation /t - ²/x² = f(x, t) subject to given initial and nonlocal conditions is considered. It is solved in the Laplace transform domain by taking the Laplace transform of the unknown function with respect to time t. The physical solution is recovered with the help of a numerical technique for inverting the Laplace transform.AMS Subject Classification (1991): 35K20.     

Extended Rotation and Scaling Groups for Nonlinear Evolution Equations

A (1+1)-dimensional nonlinear evolution equation is invariant under the rotation group if it is invariant under the infinitesimal generator V=x _u –u _x . Then the solution satisfies the condition u _x=–x/u. For equations that do not admit the rotation group, we provide an extension of the rotation group. The corresponding exact solution can be constructed via the invariant set R ₀={u: u _x=xF(u)} of a contact first-order differential structure, where F is a smooth function to be determined. The time evolution on R ₀ is shown to be governed by a first-order dynamical system. We introduce an extension of the scaling groups characterized by an invariant set that depends on two constants and n1. When =0, it reduces to the invariant set S ₀ introduced by Galaktionov. We also introduce a generalization of both the scaling and rotation groups, which is described by an invariant set E ₀ with parameters a and b. When a=0 or b=0, it respectively reduces to R ₀ or S ₀. These approaches are used to obtain exact solutions and reductions of dynamical systems of nonlinear evolution equations.     

Estimate of the modulus of continuity of the generalized solutions of certain singular parabolic equations

One considers singular parabolic equations of the form (u)/t–u0,where sign u is a multivalued function, equal to -I for u<0, to 1 for u>0, and to the segment [-I,I] for u=0. Such a class of equations contains, in particular, the model for the two-phase Stefan problem, the porous medium equation, and the plasma equation. For the bounded generalized solutions u(x,t) of the indicated equations (without the assumption u/L²one has established a qualified local estimate of the modulus of continuity.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Ins'tituta im. V. A. Steklova AN SSSR, Vol. 147, pp. 49–71, 1985.     

The Laplacian with Robin Boundary Conditions on Arbitrary Domains

Using a capacity approach, we prove in this article that it is always possible to define a realization of the Laplacian on L ²() with generalized Robin boundary conditions where is an arbitrary open subset of R ⁿ and is a Borel measure on the boundary of . This operator generates a sub-Markovian C ₀-semigroup on L ²(). If d=d where is a strictly positive bounded Borel measurable function defined on the boundary and the (n–1)-dimensional Hausdorff measure on , we show that the semigroup generated by the Laplacian with Robin boundary conditions has always Gaussian estimates with modified exponents. We also obtain that the spectrum of the Laplacian with Robin boundary conditions in L ^p () is independent of p[1,). Our approach constitutes an alternative way to Daners who considers the (n–1)-dimensional Hausdorff measure on the boundary. In particular, it allows us to construct a conterexample disproving Daners' closability conjecture.     

The commutant of rationally cyclic subnormal operators and rational approximation

Let denote the set of analytic bounded point evaluations forR ^q (K, ). Assume that . In this paper, we first show that if is a finitely connected domain and if the evaluation map fromR ^q (K, )L () toH () is surjective, then | is absolutely continuous with respect to harmonic measure for . This generalizes Olin and Yang's corresponding result for polynomials and the proof we present here is simpler. We also provide an example that shows this absolute continuity property fails in general when is an infinitely connected domain. In the second part, we then offer a solution to a problem of Conway and Elias.