关于Type I McKay分布的Stein方程的解的性质的一些研究

在本文中, 我们得到了Type I McKay Distribution的Stein方程的通解. 我们证明了其Stein方程的有界解存在且唯一. 进一步的我们研究了其应的有界解的一些性质. 这对用Stein方法取研究Type I McKay分布的逼近可能会有一些作用.     

On a mixed Kernel Hilbert‐type integral inequality and its operator expressions with norm

By using some real analysis techniques, we study the structural characteristics of a multi‐parameter Hilbert‐type integral inequality with the hybrid kernel and obtain some equivalent conditions for this inequality. We also consider the operator expression of the equivalent inequalities. The conclusions not only integrate some results of references but also find some new Hilbert‐type integral inequalities with simple form by choosing suitable parameter values.     

Continuity theorems for the M/M/1/n queueing system

In this paper continuity theorems are established for the number of losses during a busy period of the M/M/1/n queue. We consider an M/GI/1/n queueing system where the service time probability distribution, slightly different in a certain sense from the exponential distribution, is approximated by that exponential distribution. Continuity theorems are obtained in the form of one or two-sided stochastic inequalities. The paper shows how the bounds of these inequalities are changed if further assumptions, associated with specific properties of the service time distribution (precisely described in the paper), are made. Specifically, some parametric families of service time distributions are discussed, and the paper establishes uniform estimates (given for all possible values of the parameter) and local estimates (where the parameter is fixed and takes only the given value). The analysis of the paper is based on the level crossing approach and some characterization properties of the exponential distribution. Dedicated to Vladimir Mikhailovich Zolotarev, Victor Makarovich Kruglov, and to the memory of Vladimir Vyacheslavovich Kalashnikov.     

Relationship between the zeros of two polynomials

In this paper, we shall follow a companion matrix approach to study the relationship between zeros of a wide range of pairs of complex polynomials, for example, a polynomial and its polar derivative or Sz.-Nagy’s generalized derivative. We shall introduce some new companion matrices and obtain a generalization of the Weinstein-Aronszajn Formula which will then be used to prove some inequalities similar to Sendov conjecture and Schoenberg conjecture and to study the distribution of equilibrium points of logarithmic potentials for finitely many discrete charges. Our method can also be used to produce, in an easy and systematic way, a lot of identities relating the sums of powers of zeros of a polynomial to that of the other polynomial.     

Finite groups with odd Sylow automizers

Let p be an odd prime number. In this paper, we characterize the nonabelian composition factors of a finite group with odd p-Sylow automizers, and then prove that the McKay conjecture, the Alperin weight conjecture, and the Alperin–McKay conjecture hold for such a group.     

Banks’ criterion and symmetric stable laws with index of stability between one-half and one

In this paper we compare the sample mean and the sample median of independent and identically distributed data that come from a symmetric stable distribution using Banks’ (1997) criterion, which is an alternative to Pitman’s (1937) criterion for comparing estimators of a parameter of interest. For data from a symmetric stable distribution with index of stability between one half and one and odd sample size, we show that Banks’ criterion choses the sample median as an estimator of the location parameter of the distribution. For data from a normal distribution with even sample size, we show that Banks’ criterion favours the sample mean (thus “complementing” a similar result about odd sample sizes in Karunaratne and Hadjicostas (2009)). In the process, we prove some trigonometric inequalities, which are interesting in their own right.     

Two-sided M-Bayesian credible limits of reliability parameters in the case of zero-failure data for exponential distribution

In this paper, we study the interval estimation of failure rate and reliability for exponential distribution, in the case of zero-failure data, using the method of two-sided Modified Bayesian (M-Bayesian) credible limit. We discuss the properties of two-sided M-Bayesian credible limits which include the impact of the value of upper bound c of hyper parameter, and the influence of different prior distributions of hyper parameter on two-sided M-Bayesian credible limits. The paper obtains the relationship between three kinds of two-sided M-Bayesian credible limits and two-sided classical confidence limits. Finally, we use a real data set to verify the properties of two-sided M-Bayesian credible limits, and the computing results indicate that the method is efficient and easy to operate.     

Estimates of Oscillations of the Hardy Transform

For the Hardy transform of a nonincreasing function we obtain a sharp two-sided estimate of the BLO-norm and sharp inequalities between the BMO- and the BLO-norms of a nonincreasing function. A well-known lower bound for the BMO-norm of the Hardy transform is improved on the basis of these inequalities.     

On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these likelihood ratios, which is an exponential functional of a two-sided Poisson process driven by some parameter, can be approximated (for sufficiently small values of the parameter) by another one, which is an exponential functional of a two-sided Brownian motion. In this paper we consider yet another likelihood ratio, which is the exponent of a two-sided compound Poisson process driven by some parameter. We establish, that similarly to the Poisson type one, the compound Poisson type likelihood ratio can be approximated by the Brownian type one for sufficiently small values of the parameter. We equally discuss the asymptotics for large values of the parameter and illustrate the results by numerical simulations.     

On null and alternative distribution of statistic of two-side discordancy test for an extreme outlier

We find the joint distribution of Grubbs statistics for a normal sample. Those statistics are standardized maximum and standardized minimum. We note some properties of the joint distribution function. We apply the joint distribution function and find the exact distribution of the test statistic which uses in two-sided discordancy test for an extreme outlier. We obtain recursive relationships for the distribution function of the statistic, which uses in two-sided discordancy test. We obtain the region of critical values of the statistic, where the significance level of criteria equals the double significance level of the Grubbs criteria. We apply the joint distribution of Grubbs statistics and find the power function for the criteria in the case of a normal sample with a single outlier.     

A reduction theorem for the McKay conjecture

The McKay conjecture asserts that for every finite group G and every prime p, the number of irreducible characters of G having p’-degree is equal to the number of such characters of the normalizer of a Sylow p-subgroup of G. Although this has been confirmed for large numbers of groups, including, for example, all solvable groups and all symmetric groups, no general proof has yet been found. In this paper, we reduce the McKay conjecture to a question about simple groups. We give a list of conditions that we hope all simple groups will satisfy, and we show that the McKay conjecture will hold for a finite group G if every simple group involved in G satisfies these conditions. Also, we establish that our conditions are satisfied for the simple groups PSL₂(q) for all prime powers q≥4, and for the Suzuki groups Sz(q) and Ree groups R(q), where q=2 ^e or q=3 ^e respectively, and e>1 is odd. Since our conditions are also satisfied by the sporadic simple group J ₁, it follows that the McKay conjecture holds (for all primes p) for every finite group having an abelian Sylow 2-subgroup.     

Some Weighted Integral Inequalities with a Parameter and Applications

In this paper, we obtain some weighted integral inequalities with a parameter, which not only provide a generalization of the known results, but also give some other interesting inequalities as special cases. Several applications for quadrature formulae, the r-moments and the expectation of a continuous random variable are given.     

MATRIX NORM VERSIONS OF THE KANTOROVICH INEQUALITY AND ITS APPLICATIONS

In this paper we discuss the generalizations of the Kantorovich inequality and obtain some generalized Kantorovich inequalities in the sense of matrix norm. We further illustrate how to use these inequalities to determine the lower bound of relative efficiency of the parameter estimate in linear model.     

关于L_p球的几个新不等式和性质(英文)

本文研究了L_p球的相关问题.利用对偶混合体积、球面Radon变换和Fourier变换的方法,获得了关于L_p球的几个新不等式和性质,其中一个不等式与著名的最大切片猜想有关.     

Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications

In this paper we discuss exponential functionals of the multi-factor variance gamma (VG) process. This process is a generalization of the well-known VG process. We obtain analytically the expectations of the considered functionals. Derived formulas are based on values of generalized hypergeometric functions. Applications of the established results to option pricing are given.     

An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters

We derive a new algorithm for calculating an exact confidence interval for a parameter of location or scale family, based on a two-sided hypothesis test on the parameter of interest, using some pivotal quantities. We use this algorithm to calculate approximate confidence intervals for the parameter or a function of the parameter of one-parameter continuous distributions. After appropriate heuristic modifications of the algorithm we use it to obtain approximate confidence intervals for a parameter or a function of parameters for multi-parameter continuous distributions. The advantage of the algorithm is that it is general and gives a fast approximation of an exact confidence interval. Some asymptotic (analytical) results are shown which validate the use of the method under certain regularity conditions. In addition, numerical results of the method compare well with those obtained by other known methods of the literature on the exponential, the normal, the gamma and the Weibull distribution.     

一般寿命分布和定时截尾的Bayes变量抽样方案

林（1994）研究了指数分布和定时截尾的变量抽样方案．本文将讨论一般寿命分布和定时截尾的一次抽样方案．在多项式损失函数的假设下,我们讨论了Weibull分布、双参数指数分布和-分布三种情形,并着重讨论Weibull分布的情形．本文还提出了一个可用于近似地确定最优抽样方案的有报算法,并且进行了灵敏度分析,还同林较早的模型（1990,1994）做了比较．     

Some complements to the Jensen and Chebyshev inequalities and a problem of W. Walter

Motivated by an integral inequality conjectured by W. Walter, we prove some general integral inequalities on finite intervals of the real line. In addition to supplying new proofs of Walter's conjecture, the general inequalities furnish a reverse Jensen inequality under appropriate conditions and provide generalizations of Chebyshev's integral inequality.     

Some inequalities and asymptotic formulas for eigenvalues on Riemannian manifolds

In this paper, we establish sharp inequalities for four kinds of classical eigenvalues in bounded domains of Riemannian manifolds. We also obtain the Weyl-type asymptotic formulas for the eigenvalues of the buckling and clamped plate problems in bounded domains of Riemannian manifolds. In addition, we give a negative answer to the Payne conjecture for the one-dimensional case.     

On duo rings,pure semisimplicity and finite representation type

In this note, we prove through a short and direct argument, that in left pure semisimple local rings, the two-sided ideals are principal. In particular, these rings are left (resp. right) uniserial if and only if they are left (resp. right) duo. As a corollary we obtain that if a ring is a counter-example to the pure semisimple conjecture, then it cannot be a duo ring.