Asymptotic Formulae and Divisor Problems

We investigate the asymptotic behaviour of the summatory functions of _z(n, ), _k(n, ) z ⁽ⁿ⁾ and _k(n, ) z ⁽ⁿ⁾.     

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.     

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.     

Radii of convexity and close-to-convexity of certain integral representations

Strict upper bounds are determined for ¦s(z)¦, ¦Re s(z)¦, and ¦Im s(z) ¦ in the class of functions s(z)=a _nzⁿ+a_n+1zⁿ⁺¹+... (n¹) regular in ¦z¦<1 and satisfying the condition ¦u (₁) –u (₂) ¦K¦ ₁- ₂¦, where U()=Re s (eⁱ ), K>0, and ₁ and ₂ are arbitrary real numbers. These bounds are used in the determination of radii of convexity and close-to-convexity of certain integral representations.Translated from Matematicheskie Zametki, Vol. 7, No. 5, pp. 581–592, May, 1970.The author wishes to thank L. A. Aksent'ev for his guidance in this work.     

Solution of the nonlinear functional equations representing the roll gap relationships in a cold mill

In the development of a roll force model for cold rolling, techniques were developed for solving the system equations which are of general interest. This paper gives a brief introduction to the physical model but concentrates on the solution of the model equations and the simulation. An unusual feature of the model was that the calculated profiles had to satisfy a number of boundary conditions at different points throughout the roll arc. A new method was developed for calculating these profiles and for determining the gradient functions which satisfied the boundary constraints.Nomenclature p() pressure at roll angle - h() gauge - a() roll radius - y() yield stress - g _i () gradient function on iterationi - e() gauge error - (, ) transition function - H(–) Heaviside unit step function at = - (–) unit impulse function at = - H(, ₁, ₂) defined asH( – ₁) –H( – ₂) - angular position from the roll center line - _T angular limits of roll arc represented - _n angular position of the neutral angle - _i angular position ofith strip elastic-plastic boundary - _pi pressure change at the boundaryi - _i , _i , _i constants defined in Appendix A - k ₁,k ₂ elastic region constants - k total number of strip boundaries (elastic-plastic and entry and exit points) - R undeformed work roll radius - R _s roll separation—distance between roll centers - h ₀₁ unstrained gauge in an elastic region - h _in gauge of the strip at the entry to the roll gap - J gauge error cost function - <x, y> inner product ofx andy - x norm ofx - L ₂[0, _T ] the space of Lebesgue square-integrable functions defined on the interval [0, _T ] - JUVY denotes (Dx)() =dx()/d The author would like to acknowledge the help given by Dr. G. F. Bryant, Director, and Mr. M. A. Fuller, Senior Research Engineer, the Industrial Automation Group, Imperial College of Science and Technology, London. He is also grateful to M. J. G. Henderson of the University of Birmingham for his advice and encouragement during the project. He would like to thank the Directors of GEC Electrical Projects Limited for allowing him to undertake the work and also Mr. J. McTaggart and Mr. C. McKenzie (GEC), Professor H. A. Prime of the University of Birmingham, and Dr. G. F. Bryant for arranging the project.     

On the factor-thickness of regular graphs

For eachr-regular graphG, define a binary sequence(G) = ( ₁, ₂,..., _r-1) by _k = 0 ifG has ak-factor, and _k = 1 otherwise. A binary sequence = ( _i |i = 1, 2,...,r – 1) is said to be realizable if there exists anr-regular graphG such that(G) = . In this paper we characterize all binary sequences which are realizable.     

Criteria of algebraic independence of complex numbers over a field of finite transcendence type (II)

In the present paper we establish a criterion of algebraic independence of complex numbers ₁, ..., _n over a field of finite transcendence type using a sequence of nonzero polynomials in several variables with integral coefficients, which satisfy simultaneously certain upper and lower estimates in different orders of magnitude at the point ( ₁, ..., _q , ₁, ..., _n ), where { ₁, ..., _q } is a transcendence basis of over .The Project Supported by the National Natural Science Foundation of China     

Empirical Bayes Test for the Parameter of the Truncated-Type Distribution Families

The empirical Bayes test (EBT) is proposed for testing H₀ : ₀ H₁ : > ₀ in the truncated-type distribution families. It is found that the EBT proposed is obtained asymptotically optimal and its convergence rate is also obtained.AMS Subject Classification (2000) 62J10, 62G99     

Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Let {X _k , 1 k n} be n independent and real-valued random variables with common subexponential distribution function, and let {k, 1 k n} be other n random variables independent of {X _k , 1 k n} and satisfying a _k b for some 0 < a b < for all 1 k n. This paper proves that the asymptotic relations P (max_{1 m n k=1} ^m _k X _k > x) P (sum _k=1 ⁿ _k X _k > x) sum _k=1 ⁿ P ( _k X _k > x) hold as x . In doing so, no any assumption is made on the dependence structure of the sequence { _k , 1 k n}. An application to ruin theory is proposed.     

Parametric stochastic convexity and concavity of stochastic processes

A collection of random variables {X(), } is said to be parametrically stochastically increasing and convex (concave) in if X() is stochastically increasing in , and if for any increasing convex (concave) function , E(X()) is increasing and convex (concave) in whenever these expectations exist. In this paper a notion of directional convexity (concavity) is introduced and its stochastic analog is studied. Using the notion of stochastic directional convexity (concavity), a sufficient condition, on the transition matrix of a discrete time Markov process {X _n(), n=0,1,2,...}, which implies the stochastic monotonicity and convexity of {X _n(), }, for any n, is found. Through uniformization these kinds of results extend to the continuous time case. Some illustrative applications in queueing theory, reliability theory and branching processes are given.Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205. Reproduction in whole or in part is permitted for any purpose by the United States Government.     

On the Embedding of an Affine Space into a Projective Space

Let k, K be fields, and assume that |k| 4 and n, m 2, or |k| = 3 and n 3, m 2. Then, for any embedding of AG(n, k) into PG(m, K), there exists an isomorphism from k into K and an (n+1) × (m+1) matrix B with entries in K such that can be expressed as (x₁,x₂,...,x_n) = [(1,x₁ ,x₂ ,...,x_n )B], where the right-hand side is the equivalence class of (1,x₁ ,x₂ ,...,x_n )B. Moreover, in this expression, is uniquely determined, and B is uniquely determined up to a multiplication of element of K*. Let l 1, and suppose that there exists an embedding of AG(m+l, k) into PG(m, K) which has the above expression. If we put r = dim _k K, then we have r 3 and m > 2 l-1)/(r-2). Conversely, there exists an embedding of AG(l+m, k) into PG(m, K) with the above expression if K is a cyclic extension of k with dim _k K=r 3, and if m 2l/(r-2) with m even or if m 2l/(r-2) +1 with m odd.     

Arithmetic of the Modular Function j1,8

Since the genus of the modular curve X_1 (8) = _1 (8) * is zero, we find a field generator j _1,8(z) = ₃(2z)/₃(4z) (₃(z) := _n ein ^2z ) such that the function field over X ₁(8) is (j _1,8). We apply this modular function j _1,8 to the construction of some class fields over an imaginary quadratic field K, and compute the minimal polynomial of the singular value of the Hauptmodul N(j _1,8) of (j _1,8).     

The quality of the Diophantine approximations found by the Jacobi-Perron algorithm and related algorithms

Given a vector of real numbers=(₁,... _d ) ^d , the Jacobi-Perron algorithm and related algorithms, such as Brun's algorithm and Selmer's algorithm, produce a sequence of (d+1)×(d+1) convergent matrices {C⁽ⁿ⁾():n1} whose rows provide Diophantine approximations to . Such algorithms are specified by two mapsT:[0, 1] ^d [0, 1] ^d and A:[0,1] ^d GL(d+1,), which compute convergent matrices C⁽ⁿ⁾())...A(T())A(). The quality of the Diophantine approximations these algorithms find can be measured in two ways. The best approximation exponent is the upper bound of those values of for which there is some row of the convergent matrices such that for infinitely many values ofn that row of C⁽ⁿ⁾() has . The uniform approximation exponent is the upper bound of those values of such that for all sufficiently large values ofn and all rows of C⁽ⁿ⁾⁽⁾ one has . The paper applies Oseledec's multiplicative ergodic theorem to show that for a large class of such algorithms and take constant values and on a set of Lebesgue measure one. It establishes the formula where are the two largest Lyapunov exponents attached by Oseledec's multiplicative ergodic theorem to the skew-product (T, A,d), whered is aT-invariant measure, absolutely continuous with respect to Lebesgue measure. We conjecture that holds for a large class of such algorithms. These results apply to thed-dimensional Jacobi-Perron algorithm and Selmer's algorithm. We show that; experimental evidence of Baldwin (1992) indicates (nonrigorously) that. We conjecture that holds for alld2.     

A Comparison of Methods for Estimating the Extremal Index

The extremal index, (01), is the key parameter when extending discussions of the limiting behavior of the extreme values from independent and identically distributed sequences to stationary sequences. As measures the limiting dependence of exceedances over a threshold u, as u tends to the upper endpoint of the distribution, it may not always be informative about the extremal dependence at levels of practical interest. Therefore we also consider a threshold-based extremal index, (u). We compare the performance of a range of different estimators for and (u) covering processes with < 1 and = 1. We find that the established methods for estimating actually estimate (u), so perform well only when (u) . For Markov processes, we introduce an estimator which is as good as the established methods when (u) but provides an improvement when (u) < = 1. We illustrate our methods using simulated data and daily rainfall measurements.     

A decomposition for the exponential dispersion model generated by the invariant measure on the hyperboloid

For = ₀, ₁, ₂) andx=(x₀, x₁, x₂) in R³, define [,x] = ₀ x ₀ – ₁ x ₁ – ₂ x ₂,C = {x³:x ₀ > 0 and [x, x]>0},R(x)=([x, x]) ^1/2 forx inC andH ₁={xC: x₀>0,R(x)=1}. Define the measure onH ₁ such that if is inC and =R(), then exp (–[,x])(dx = ( exp )^–1. Therefore, is invariant under the action ofSO (1, 2), the connected component ofO(1, 2) containing the identity. We first prove that there exists a positive measure in ³ such that its Laplace transform is ( exp )^– if and only if >1. Finally, for 1 and inC, denotingP(,)(dx) = ( exp )^– exp (–[,x])(dx, we show that ifY ₀,...,Y _n aren+1 independent variables with densityP(,),j=0,...,n and ifS _k =X ₀ + ... +X _k andQ _k =R(S _k) –R(S _k–1) –R(Y _k),k=1,...,n, then then+1 statisticsD _n = [/,S _k ] –R _{k – 1} ),Q ₁,...,Q _n are independent random variables with the exponential () or gamma (1,1/) distribution.This research has been partially funded by NSERC Grant A8947.     

Exact Solution of the Ising Model on the Cayley Tree with Competing Ternary and Binary Interactions

The exact solution is found for the problem of phase transitions in the Ising model with competing ternary and binary interactions. For the pair of parameters =(J) and ₁=₁(J ₁) in the plane (₁,), we find two critical curves such that a phase transition occurs for all pairs (₁,) lying between the curves.     

Some geometric applications of the beta distribution

Let be the angle between a line and a random k-space in Euclidean n-space R ⁿ. Then the random variable cos² has the beta distribution. This result is applied to show (1) in R ⁿthere are exponentially many (in n) lines going through the origin so that any two of them are nearly perpendicular, (2) any N-point set of diameter d in R ⁿlies between two parallel hyperplanes distance 2d{(log N)/(n-1)}^1/2 apart and (3) an improved version of a lemma of Johnson and Lindenstrauss (1984, Contemp. Math., 26, 189–206). A simple estimate of the area of a spherical cap, and an area-formula for a neighborhood of a great circle on a sphere are also given.     

Harmonic analysis on tori

We consider measurable subsets {ofR}ⁿ with 0<m()<, and we assume that has a spectral set . (In the special case when is also assumed open, may be obtained as the joint spectrum of a family of commuting self-adjoint operators {H _k: 1kn} in L ² () such that each H _k is an extension of i(/x _k) on C _c (), k=1, ..., n.)It is known that is a fundamental domain for a lattice if is itself a lattice. In this paper, we consider a class of examples where is not assumed to be a lattice. Instead is assumed to have a certain inhomogeneous form, and we prove a necessary and sufficient condition for to be a fundamental domain for some lattice in {ofR}ⁿ. We are thus able to decide the question, fundamental domain or not, by considering only properties of the spectrum . Our criterion is obtained as a corollary to a theorem concerning partitions of sets which have a spectrum of inhomogeneous form.Work supported in part by the NSF.Work supported in part by the NSRC, Denmark.     

Combinatorics and flexure

Combinatorial identities, trigonometric formulas, together with complex variable techniques are used to derive exact and closed expressions for the six flexure functions of certain isotropic cylinders under flexure. The cross sections are bounded either by the closed curvesr=a cosⁿ (/n) (–<) or the closed curvesr=asin(/n)ⁿ(–<), wheren isa positive integer (n>1).

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Résumé Des identiteés combinatoires et des formules trigonométriques avec des techniques de variables complexes sont utilisées pour dériver des expressions exactes et simples pour les six fonctions de flexion de quelques cylindres isotropiques. Les sections sont limitées par les courbes ferméesr=a cosⁿ /n(–) et les courbesr=asin/nⁿ(–) où est un entier positif (n>1).

     

On-line k-Truck Problem and Its Competitive Algorithms

In this paper, based on the Position Maintaining Strategy (PMS for short), on-line scheduling of k-truck problem, which is a generalization of the famous k-server problem, is originally presented by our team. We proposed several competitive algorithms applicable under different conditions for solving the on-line k-truck problem. First, a competitive algorithm with competitive ratio 2k+1/ is given for any 1. Following that, if (c+1)/(c-1) holds, then there must exist a (2k-1)-competitive algorithm for k-truck problem, where c is the competitive ratio of the on-line algorithm about the relevant k-server problem. And then a greedy algorithm with competitive ratio 1+/, where lambda is a parameter related to the structure property of a given graph, is given. Finally, competitive algorithms with ratios 1+1/ are given for two special families of graphs.