A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

Formule d'Itô pour des Diffusions Uniformément Elliptiques,et Processus de Dirichlet

Soit X une diffusion uniformément elliptique sur R ^d ,F une fonction dans H _loc ¹(R ^d ) et la loi initiale de la diffusion. On montre que si l'intégrale |F|²(x)U(x)dx est finie, oùU désigne le potentiel de la mesure , alors F(X) est un processus de Dirichlet. Si de plus, F appartient àH ² _loc(R ^d ) et si les intégrales |F|²(x)U(x)dx et |f _k |²(x)U(x)dx sont finies, pour les dérivées faibles f _k de F, alors on peut écrire une formule d'Itô. En particulier, on définit l'intégrale progressive F(X)dX et on prouve l'existence des covariations quadratiques [f _k (X),X ^k ].     

Der günstigste Bedienungskanal mit exponentiellem Zu- und Abgang bei ungeduldigen Kunden

Zusammenfassung Es wird ein System mit exponentiellem Zugang () und exponentieller Abfertigung () untersucht, bei dem sich die ungeduldigen Kunden nur dann der Warteschlange anschließen, wenn sie eine kurze Abfertigungszeit erwarten. Die (bekannte) Lösung des Problems führt auf eine unendliche PotenzreiheH(; ), die von zwei Parametern abhängt (=/; enthält ein Maß für die Ungeduld der Kunden). Für kleine Werte von und/oder genügen wenige Reihenglieder zur Berechnung vonH(; ). Für große Werte von und Werte von nahe bei 1 konvergiert die Reihe nur langsam. Für diesen Fall wird eine Integraldarstellung als Näherung hergeleitet, mit der man die kennzeichnenden Parameter des Systems (die mittlere LängeL der Schlange und ihre VarianzV) einfach findet. Schließlich werden die günstigsten Bedingungen (₀) so berechnet, daß der Gewinn aus dem Betrieb eines solchen Systems möglichst groß wird. Mit wachsendem AufwandverhältnisA/E (A = Kosten je mögliche Abfertigung,E = Einnahme je wirkliche Abfertigung) nimmt ₀ immer größere Werte an. Der je Zeiteinheit erzielbare größte GewinnG _max sinkt damit rasch ab.

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Summary Impatient customers arriving exponentially at a single exponential service channel will join a queue only if they expect to be served within a short interval of time. The (known) solution to this problem involves an infinite power seriesH(;) depending on two parameters (=/; indirectly accounts for the degree of impatience of customers). For small values of and/or a few terms of the series suffice to computeH(; ). For large values of and values of near 1 the series converges only very slowly. It is shown that in this case the series can be approximated by an integral allowing the characteristic parameters of the system (mean lengthL and varianceV of the queue) to be easily determined. Finally, optimal conditions (₀) are derived which maximize the profit earned from running such a system. It turns out that ₀ is an increasing function of the ratioA/E (A = cost per potential service operation;E = revenue per actual service operation). At the same time the maximal profitG _max (per unit of time) falls off rapidly.

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Vorgel v.:F. Ferschl     

Slope Estimates of Artin–Schreier Curves

Let X/F_p be an Artin–Schreier curve defined by the affine equation y ^p –y=f(x) where f(x)F_p[x] is monic of degree d. In this paper we develop a method for estimating the first slope of the Newton polygon of X. Denote this first slope by NP₁(X/F_p). We use our method to prove that if p>d2 then NP₁(X/F_p)(p–1)/d/(p–1). If p>2d4, we give a sufficient condition for the equality to hold.     

Quasisimilarity of model contractions with unequal defects

Let T and T be C₁₀ contractions with characteristic functions H (ⁿⁿ⁺¹), H (^mm+1). The fundamental result is: T and T are quasisimilar if and only if The paper contains an analysis of this condition; examples are given.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 149, pp. 24–37, 1986.     

Equivalence Bimodule Between Non-Commutative Tori

The non-commutative torus C ^*(ⁿ,) is realized as the C*-algebra of sections of a locally trivial C*-algebra bundle over S with fibres isomorphic to C ^*n/S, ₁) for a totally skew multiplier ₁ on ⁿ/S. D. Poguntke [9] proved that A is stably isomorphic to C(S) C(^*( Zⁿ/S, ₁) C(S) A M_kl( C) for a simple non-commutative torus A and an integer kl. It is well-known that a stable isomorphism of two separable C*-algebras is equivalent to the existence of equivalence bimodule between them. We construct an A-C(S) A-equivalence bimodule.     

Mathematical expectations of functions of sums of a random number of independent terms

Conditions are found which must be imposed on a function g(x) in order that M g(₁+₂+ + _v < if M g(_i) < and M g(v) < ,, ₁, ₂, , _n, ... being non-negative and independent, being integral, and {_i} being identically distributed. The result is applied to the theory of branching processes.Translated from Matematicheskie Zametki, Vol. 3, No. 4, pp. 387–394, April, 1968.     

1-Homogeneous Graphs with Cocktail Party μ-Graphs

Let be a graph with diameter d 2. Recall is 1-homogeneous (in the sense of Nomura) whenever for every edge xy of the distance partition{{z V() | (z, y) = i, (x, z) = j} | 0 i, j d}is equitable and its parameters do not depend on the edge xy. Let be 1-homogeneous. Then is distance-regular and also locally strongly regular with parameters (v,k,,), where v = k, k = a ₁, (v – k – 1) = k(k – 1 – ) and c ₂ + 1, since a -graph is a regular graph with valency . If c ₂ = + 1 and c ₂ 1, then is a Terwilliger graph, i.e., all the -graphs of are complete. In [11] we classified the Terwilliger 1-homogeneous graphs with c ₂ 2 and obtained that there are only three such examples. In this article we consider the case c ₂ = + 2 3, i.e., the case when the -graphs of are the Cocktail Party graphs, and obtain that either = 0, = 2 or is one of the following graphs: (i) a Johnson graph J(2m, m) with m 2, (ii) a folded Johnson graph J¯(4m, 2m) with m 3, (iii) a halved m-cube with m 4, (iv) a folded halved (2m)-cube with m 5, (v) a Cocktail Party graph K _{m × 2} with m 3, (vi) the Schläfli graph, (vii) the Gosset graph.     

Fractal Characteristics of Measures; An Approach Via Function Spaces

Let be a positive Radon measure in R ⁿ with compact support . Let Q _jm be cubes with side-length 2^-j+1 originating from the canonical tiling of R ⁿ where j\in N ₀ and m\in Z ⁿ. If \in R, 0 < p \le , 0 < q \le , then _pq is the mixed _q – _p -quasi-norm of the sequence 2 ^j (Q _jm ). Quantities of this type are considered in fractal geometry (multifractal formalism) and in the theory of the function spaces B ^s _pq (R ⁿ) and F ^s _pq (R ⁿ). In Theorem 1 we deal with the question when _pq is an equivalent quasi-norm in some of these spaces (-property). If || = 0, then _S consists of those points (t,s) in the t–s-diagram in Figure 1 for which belongs to B ^s _p (R ⁿ) with pt = 1. Theorem 2 deals with the interrelation of S and _pq . Some applications to truncated Riesz potentials, Bessel potentials and Fourier transforms of are given.     

On a Property of Subexponential Distributions

Let F be a distribution function (d.f.) on [0, ) with finite first moment m >0. We define the integrated tail distribution function F ₁ of F by F ₁(t)=m^-1 ₀ ^t (1- F(u))du, t0. In this paper, we obtain sufficient conditions under which implications FSF ₁S and F ₁S FS hold, where S is the class of subexponential distributions.