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考虑半参数回归模型$y_i=x_i\beta+g(t_i)+V_i$ $(1\le i\len)$, 其中$(x_i,t_i)$是已知的设计点, 斜率参数$\beta$是未知的,$g(\cdot)$是未知函数, 误差$V_i=\tsm^\infty_{j=-\infty}c_je_{i-j}$,$\tsm^\infty_{j=-\infty}|c_j|<\infty$并且$e_i$是负相关的随机变量.在适当的条件下, 我们研究了$\beta$与$g(\cdot)$小波估计量的强收敛速度.结果显示$g(\cdot)$的小波估计量达到最优收敛速度. 同时,对$\beta$小波估计量也作了模拟研究.     

变系数混合效应模型

本文研究了下列变系数混合效应模型: $y_{ij}=z_{ij}^{\tau}b_i+x_{ij}^{\tau}\beta(w_{ij}) +\xe_{ij},\;i=1,\cdots,m;\;j=1,\cdots,n_i$, 其中$b_i$为i.i.d.期望为$\xt$, 协方差阵为$\xs^2_bI_q$的随机效应向量, $\xe_{ij}$是i.i.d.期望为零, 具有有限方差的随机误差. 文中我们不仅给出了函数系数向量$\xb(\cdot)$的局部多项式估计, 同时给出了随机效应期望、方差和随机误差方差的估计, 并给出了这些估计量的渐进正态性和相合性, 研究结果表明了这些估计量的可靠性.     

方差分量模型中回归系数的线性估计的可容许性

考虑方差分量模型$\ep Y=X\beta,\;\cov(Y)=\tsm_{i=1}^{m}\theta_iV_i$, 其中$n\times p$矩阵$X$和非负定矩阵$V_i\;(i=1,2,\cdots,m)$都是已知的, $\beta\in R^p,\;\theta_i\geq 0$或$\theta_i>0\;(i=1,2,\cdots,m)$均为参数\bd 在本文中, 我们在二次损失下, 当$\mu{(X)} \subset\mu{(V)}$时, 给出了关于可估函数$S\beta$的线性估计在线性估计类中可容许性的充要条件     

Controllability and Observability of Discrete Systems (in English)

本文考虑有限维空间E_n的线性动力系统$\frac{dx}{dt}=Ax+Bu,u \in E_r$,与其有关的离散系统$x_k+1=f(A)x_k+g(A)Bu_k$的完全能控性和完全能观性的关系。\lambda_1,\lambda_2,\cdots,\lambda_n表示A的n个特征根，对应的初等因子最大阶数为e_1,e_2,\cdots,e_n，则得到： 定理1 如果$\frac{dx}{dt}=Ax+Bu$是完全能控的单输入系统，那么$x_k+1=f(A)x_k+g(A)Bu_k$是完全能控的充要条件是$g(\lambda_)\ne 0$当$\lambda_i \ne \lambda_j$,当e_i>1时$f'(\lambda_i) \ne 0$ 定理2 在多输入情形，定理1的条件是充分的。 应用对偶原理的到对应的完全能观性结果。     

关于正态分布的次序统计量的随机序

设$X_1,X_2,\cdots,X_n$和$X^*_1,X^*_2,\cdots,X^*_n$分别服从正态分布$N(\mu_i,\sigma^2)$和$N(\mu^*_i,\sigma^2)$,以$X_{(1)}$,$X^*_{(1)}$分别表示$X_1,\cdots,X_n$和$X^*_1,\cdots,X^*_n$的极小次序统计量,以$X_{(n)}$, $X^*_{(n)}$分别表示$X_1,\cdots,X_n$和$X^*_1,\cdots$,$X^*_n$的极大次序统计量. 我们得到了如下结果:(i)\,如果存在严格单调函数$f$使得$(f(\mu_{1}),\cdots,f(\mu_{n}))\succeq_{\text{m}}$ $(f(\mu^{*}_{1}),\cdots,f(\mu^{*}_{n}))$,且$f'(x)f'(x)\!\geq\!0$, 则$X_{(1)}\!\leq_{\text{st}}\!X^*_{(1)}$;(ii)\,如果存在严格单调函数$f$使得$(f(\mu_{1})$,$\cdots,f(\mu_{n}))\succeq_{\text{m}}(f(\mu^{*}_{1}),\cdots,f(\mu^{*}_{n}))$,且$f'(x)f'(x)\leq 0$, 则$X_{(n)}\geq_{\text{st}}X^*_{(n)}$.(iii)\,设$X_{1},X_{2},\cdots,X_{n}$和\, $X^*_{1},X^*_{2},\cdots,X^*_{n}$分别服从正态分布$N(\mu,\sigma_i^2)$和$N(\mu,\sigma_i^{*2})$,若$({1}/{\sigma_{1}},\cdots,{1}/{\sigma_{n}})\succeq_{\text{m}}({1}/{\sigma^{*}_{1}},\cdots,{1}/{\sigma^{*}_{n}})$,则有$X_{(1)}\leq_{\text{st}}X^*_{(1)}$和$X_{(n)}\geq_{\text{st}}X^*_{(n)}$同时成立.     

涉及分担超平面的正规定则

在本文中, 作者继续讨论涉及分担超平面的全纯曲线的正规性, 得到了如下结果:设$\mathcal F$是一族从区域$D\subset\mathbb C$到$\mathbb P^N(\mathbb C)$上的全纯曲线,$H_j=\{x\in\mathbb P^N(\mathbb C):\langle\bm{x},\alpha_j\rangle=0\}$是$\mathbb P^N(\mathbb C)$中处于一般位置的超平面, 这里$\alpha_j=(a_{j0},\cdots,a_{jN})^{\rm T}$且$a_{j0}\ne0$, $j=1,2,\cdots,2N+1$.若对于任意的$f\in\mathcal F$, 满足下列两个条件:(i) 如果$f(z)\in H_j$, 那么$\nabla f\in H_j$, 这里$j=1,2,\cdots,2N+1$;(ii) 如果$f(z)\in\bigcup\limits_{j=1}^{2N+1} H_j$, 那么$\frac{|\langle f(z),H_0\rangle|}{\|f\|\|H_0\|}\ge \delta$, 这里$0<\delta<1$是一个常数,而$H_0=\{w_0=0\}$,\noindent 则$\mathcal F$在$D$上正规.     

负相协误差下非线性模型$M$估计的强相合性

对于非线性模型$y_i=f(x_i,\theta)+e_i,\;i=1,2,\cdots,n$, 当$\{e_i,\,i=1,2,\cdots,n\}$为NA序列时, 本文在适当的条件下证明了$\theta$的$M$估计量的强相合性.     

有界完全Reinhardt域上推广的Roper-Suffridge算子

在$\C^n$中的有界完全Reinhardt域$\Omega$上推广的Roper-Suffridge算子$\Phi(f)$定义为 \begin{eqnarray*} \Phi^r_{n,\beta_2, \gamma_2,\ldots, \beta_n, \gamma_n}(f)(z)\!=\!\Big(rf\Big(\frac{z_1}{r}\Big), \Big(\frac{rf(\frac{z_1}{r})}{z_1}\Big)^{\beta_2}\Big(f’\Big(\frac{z_1}{r}\Big)\Big)^{\gamma_2}z_2,\ldots, \Big(\frac{rf(\frac{z_1}{r})}{z_1}\Big)^{\beta_n}\Big(f’\Big(\frac{z_1}{r}\Big)\Big)^{\gamma_n}z_n \Big), \end{eqnarray*} 其中 $n\geq2$, $(z_1, z_2,\ldots, z_n)\in \Omega$, $r=r(\Omega)=\sup\{|z_1|: (z_1, z_2,\ldots, z_n)\in \Omega\}, 0\leq \gamma_j\leq 1-\beta_j, 0\leq \beta_j\leq 1$, 这里选取幂函数的单值解析分支, 使得 $(\frac{f(z_1)}{z_1})^{\beta_j}|_{z_1=0}= 1$ 和 $(f’(z_1))^{\gamma_j}|_{z_1=0}=1, j=2,\ldots, n$. 证明了 $\Omega$上的算子 $\Phi^r_{n,\beta_2, \gamma_2,\ldots, \beta_n, \gamma_n}(f)$ 是将 $S^*_\alpha(U)$ 的子集映入$S^*_\alpha\,(\Omega)\,(0\leq \alpha<1)$, 且对于一些合适的常数 $\beta_j, \gamma_j, p_j$, $D_p$上的这个算子 $\Phi^r_{n,\beta_2, \gamma_2,\ldots, \beta_n, \gamma_n}(f)$ 保持$\alpha$阶星形性或保持$\beta$ 型螺形性, 其中 $ D_p=\bigg\{(z_1, z_2,\ldots, z_n)\in \C^n: \he{j=1}{n}|z_j|^{p_j}<1\bigg\},\quad p_j>0, j=1, 2,\ldots, n, $ $U$是复平面$\C$上的单位圆, $S^*_\alpha(\Omega)$ 是 $\Omega$ 上所有正规化$\alpha$阶星形映射所成的类. 也得到: 对于某些合适的常数 $\beta_j, \gamma_j, p_j$ 和 在$\C^n$中的有界完全Reinhardt域$\Omega$上推广的Roper-Suffridge算子$\Phi(f)$定义为 \begin{eqnarray*} \Phi^r_{n,\beta_2, \gamma_2,\ldots, \beta_n, \gamma_n}(f)(z)\!=\!\Big(rf\Big(\frac{z_1}{r}\Big), \Big(\frac{rf(\frac{z_1}{r})}{z_1}\Big)^{\beta_2}\Big(f’\Big(\frac{z_1}{r}\Big)\Big)^{\gamma_2}z_2,\ldots, \Big(\frac{rf(\frac{z_1}{r})}{z_1}\Big)^{\beta_n}\Big(f’\Big(\frac{z_1}{r}\Big)\Big)^{\gamma_n}z_n \Big), \end{eqnarray*} 其中 $n\geq2$, $(z_1, z_2,\ldots, z_n)\in \Omega$, $r=r(\Omega)=\sup\{|z_1|: (z_1, z_2,\ldots, z_n)\in \Omega\}, 0\leq \gamma_j\leq 1-\beta_j, 0\leq \beta_j\leq 1$, 这里选取幂函数的单值解析分支, 使得 $(\frac{f(z_1)}{z_1})^{\beta_j}|_{z_1=0}= 1$ 和 $(f’(z_1))^{\gamma_j}|_{z_1=0}=1, j=2,\ldots, n$. 证明了 $\Omega$上的算子 $\Phi^r_{n,\beta_2, \gamma_2,\ldots, \beta_n, \gamma_n}(f)$ 是将 $S^*_\alpha(U)$ 的子集映入$S^*_\alpha\,(\Omega)\,(0\leq \alpha<1)$, 且对于一些合适的常数 $\beta_j, \gamma_j, p_j$, $D_p$上的这个算子 $\Phi^r_{n,\beta_2, \gamma_2,\ldots, \beta_n, \gamma_n}(f)$ 保持$\alpha$阶星形性或保持$\beta$ 型螺形性, 其中 $ D_p=\bigg\{(z_1, z_2,\ldots, z_n)\in \C^n: \he{j=1}{n}|z_j|^{p_j}<1\bigg\},\quad p_j>0, j=1, 2,\ldots, n, $ $U$是复平面$\C$上的单位圆, $S^*_\alpha(\Omega)$ 是 $\Omega$ 上所有正规化$\alpha$阶星形映射所成的类. 也得到: 对于某些合适的常数 $\beta_j, \gamma_j, p_j$ 和 在C~n中的有界完全Reinhardt域Ω上推广的Roper-Suffridge算子Φ(f)定义为Φ_(n,β_2,γ_2,…,β_n,γ_n)~r(f)(z)=(rf(z_1/r),((rf(z_1/r))/z_1)~(β_2)(f′(z_1/r))~γ_2_(z_2,…,)((rf(z_1/r))/z_1)~(β_n)(f′(z_1/r))~(γ_n)_(z_n),其中n≥2,(z_1,z_2,…,z_n)∈Ω,r=r(Ω)=sup{|z_1|:(z_1,z_2,…,z_n)∈Ω},0≤γ_j≤1-β_j,0≤β_j≤1,这里选取幂函数的单值解析分支,使得((f(z_1))/z_1)~(β_j)|_(z_1=0)=1和(f′(z_1))~(γ_j)|_(z_1=0)=1,j= 2,…,n.证明了Ω上的算子Φ_(n,β_2,γ_2,…,β_n,γ_n)~r(f)是将S_α~*(U)的子集映入S_α~*(Ω)(0≤α<1),且对于一些合适的常数β_j,γ_j,p_j,D_p上的这个算子Φ_(n,β_2,γ_2,…,β_n,γ_n)~r(f)保持α阶星形性或保持β型螺形性,其中(?) U是复平面C上的单位圆,S_α~*(Ω)是Ω上所有正规化α阶星形映射所成的类.也得到:对于某些合适的常数β_j,γ_j,p_j和0≤α<1,Φ_(n,β_2,γ_2,…,β_n,γ_n)~r(f)∈S_α~*(D_p)当且仅当f∈S_α~*(U).     

On an Extension of Hadamard Inequalities for Convex Functions(in English)

设f是区间[a,b]上连续的凸函数，我们证明了Hadamard的不等式 $[f(\frac{{a + b}}{2}) \le \frac{1}{{b - a}}\int_a^b {f(x)dx \le \frac{{f(a) + f(b)}}{2}}$ 可以拓广成对[a,b]中任意n+1个点x_0,\cdots,x_n和正数组p_0,\cdots,p_n都成立的下列不等式 $f(\frac{\sum\limits_{i=0}^n p_ix_i}{\sum\limits_{i=0}^n p_i}) \leq |\Omega|^-1 \int_\Omega f(x(t))dt \leq \frac{\sum\limits _{i=0}^n {p_if(x_i)}}{\sum\limits_{i=0}^n p_i}$ 式中\Omega是一个包含于n维单位立方体的n维长方体，其重心的第i个坐标为$\sum\limits _{j=i}^n p_j /\sum\limits_{j=i-1}^n p_i$,|\Omega|为\Omega的体积，对\Omega中的任意点$t=(t_1,\cdots,t_n)$, $w(t)=x_0(1-t_1)+\sum\limits _{i=1}^{n-1} x_i(1-t_{i+1})\prod\limits_{j = 1}^i {{t_j}} +x_n \prod\limits _{j=1}^n t_j$ 不等式中两个等号分别成立的情形亦已被分离出来。 此不等式是著名的Jensen 不等式的精密化。     

On Applications of Vector Measure to the Optimal Control Theory for Distributed Parameter Systems

Let X and Z be two reflexive Banach spaces, U\in Z and b(\cdot,\cdot):[t_0,T]*U\rightarrow X continuous. Suppose $x(t)\equiv x(t,u(\cdot))$ is a function from [t_0, T] into X , satisfying the distrbnted parameter system $dx(t)\dt=A(t)x(t)+b(t,u(t)),t_0+\int_t_0^T {+r(t,u(t))dt}$. We have proved the following theorem. Theorem. Suppose u^*(\cdot) is the optimal control function, $x^*(t)=x(t,u^*(\cdot))$ and $\psi (t)=-U'(T,t)Q_1x^*(T)-\int_t^T{U'(\sigma,t)Q(\sigma)x^*(\sigma)d\sigma}$, then the maximum principle $<\psi(t),b(t,u^*(t))>-1/2r(t,u^*(t))=\mathop {\max }\limits_{u \in U} {\psi (t),b(t,u)>-1/2r(t,u)}$ (16) holds for almost all t on [t_0, T ].     

NA样本部分线性模型估计的强相合性

考虑回归模型:Y~((j))(x_(in),t_(in))=t_(in)β+g(x_(in))+σ_(in)e~((j))(x_(in)),1≤j≤m,1≤i≤n,其中σ_(in)~2=f(u_(in)),(x_(in),t_(in),u_(in))为固定非随机设计点列,β是未知待估参数,g(·)和f(·)是未知函数,误差{e~((j))(x_(in))}是均值为零的NA变量.给出基于g(·)和f(·)一类非参数估计的β的最小二乘估计和加权最小二乘估计,并在适当条件下得到了它们的强相合性.     

BERRY-ESSEEN BOUNDS OF ERROR VARIANCE ESTIMATION IN PARTLY LINEAR MODELS

§1.ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒｔｈｅｍｏｄｅｌｇｉｖｅｎｂｙＹｉ=ｘｉτβ ｇ(ｔｉ) εｉ,ｉ=1,…,(1.1)ｗｈｅｒｅｘｉ=(ｘｉ1,…,ｘｉｐ)τ(ｐ1)ａｎｄｔｉ(ｔｉ∈[0,1])ａｒｅｋｎｏｗｎｄｅｓｉｇｎｐｏｉｎｔｓ,β=(β1,…,βｐ)τｉｓａｎｕｎｋｎｏｗｎｐａｒａｍｅｔｅｒｖｅｃｔｏｒａｎｄｇｉｓａｎｕｎｋｎｏｗｎｆｕｎｃｔｉｏｎ,ａｎｄεｉａｒｅｉ.ｉ.ｄ.ｒａｎｄｏｍｅｒｒｏｒｓｗｉｔｈｚｅｒｏ0ａｎｄｖａｒｉａｎｃｅσ2.Ｔｈｅｍｏｄｅｌｄｅｆｉｎｅｄｉｎ(1.1)ｂｅｌｏｎｇｓｔｏｔｈｅｃｌａｓｓ…     

核实数据下误差为鞅差序列的部分线性模型的估计及性质

Consider the partly linear model Y = xβ + g(t) + e where the explanatory x is erroneously measured,and both t and the response Y are measured exactly,the random error e is a martingale difference sequence.Let x be a surrogate variable observed instead of the true x in the primary survey data.Assume that in addition to the primary data set containing N observations of {(Y_j,x_j,t_j)_(j=n+1)~(n+N),the independent validation data containing n observations of {(x_j,x_j,t_j)_(j=1)~n} is available.In this paper,a semiparametric method with the primary data is employed to obtain the estimator of β and g(·) based on the least squares criterion with the help of validation data.The proposed estimators are proved to be strongly consistent.Finite sample behavior of the estimators is investigated via simulations too.     

$NA$ 相依样本部分线性模型估计理论

考虑部分线性模型 ,其中误差为NA相依样本,具有公共未知分布函数G(·),卢为未知参数, g(·)为未知函数.本文首先建立β和g(·)的相合性估计βn和gn(·),然后基于βn和gn(·)构造出G(·)的非参数估计Gn(·),最后在适当条件下,建立了Gn(·)一致强相合于G(·).     

奇异积分算子交换子在变指数空间上的特征

The main purpose of this paper is to characterize the Lipschitz space by the boundedness of commutators on Lebesgue spaces and Triebel-Lizorkin spaces with variable exponent.Based on this main purpose, we first characterize the Triebel-Lizorkin spaces with variable exponent by two families of operators. Immediately after, applying the characterizations of TriebelLizorkin space with variable exponent, we obtain that b ∈■β if and only if the commutator of Calderón-Zygmund singular integral operator is bounded, respectively, from■ to■,from■ to■ with■. Moreover, we prove that the commutator of Riesz potential operator also has corresponding results.     

Classification of Solutions to a Critically Nonlinear System of Elliptic Equations on Euclidean Half-Space

For $N\geq 3$ and non-negative real numbers $a_{ij}$ and $b_{ij}$ ($i,j= 1, \cdots, m$), the semi-linear elliptic system\begin{equation*} \begin{cases}\Delta u_i+\prod\limits_{j=1}^m u_j^{a_{ij}}=0,\text{in}\mathbb{R}_+^N,\\dfrac{\partial u_i}{\partial y_N}=c_i\prod\limits_{j=1}^m u_j^{b_{ij}},\text{on} \partial\mathbb{R}_+^N,\end{cases}\qquad i=1,\cdots,m,\end{equation*} % is considered, where $\mathbb{R}_+^N$ is the upper half of $N$-dimensional Euclidean space. Under suitable assumptions on the exponents $a_{ij}$ and $b_{ij}$, a classification theorem for the positive $C^2(\mathbb{R}_+^N)\cap C^1(\overline{R_+^N})$-solutions of this system is proven.     

THE RATES OF CONVERGENCE OF M-ESTIMATORS FOR PARTLY LINEAR MODELS IN DEPENDENT CASES

51.IntroductionAnembeddingofacoveringmaporaprincipalG-bundleT:E- Xintoavectorbundlep:V→XisamapH:E-VwhichmapsEhomeomorphicallyontoitsimageH(E)inVsuchthatpoH=7.In[6l,HansenprovedthatanyfinitecoveringmapoveraCW-complexcanbeembeddedintothetrivialrealm-planebundleifdimX5m 1.Embeddingfinite..covringmapsintoarbitraryvectorbundleswasconsideredbyDuval1andHuschl3].Suchanembeddingproblemwasalsodiscussedin[4,5,6,7,8,11,12]and[13].Inthisnote,thefirstpoilltistostudyingreaterdepththeembeddingproble…     

本征平方函数在极大变指数Herz空间上的有界性

我们证明了本征平方函数及其交换子在Herz空间$\dot{K}_{q(\cdot)}^{\alpha(\cdot), p),\theta}({\Bbb{R}}^n)$空间上的有界性,其中$\alpha$, $q$均为变指数。当$\alpha(\cdot)\equiv \alpha$为常数时,所得结果也是新的.