A class of multiple shrinkage estimators

Based on a sample of size n, we investigate a class of estimators of the mean of a p-variate normal distribution with independent components having unknown covariance. This class includes the James-Stein estimator and Lindley's estimator as special cases and was proposed by Stein. The mean squares error improves on that of the sample mean for p3. Simple approximations imations for this improvement are given for large n or p. Lindley's estimator improves on that of James and Stein if either n is large, and the coefficient of variation of is less than a certain increasing function of p, or if p is large. An adaptive estimator is given which for large samples always performs at least as well as these two estimators.     

Bernstein operational matrix of fractional derivatives and its applications

In this paper, Bernstein operational matrix of fractional derivative of order α in the Caputo sense is derived. We also apply this matrix to the collocation method for solving multi-order fractional differential equations. The numerical results obtained by the present method compares favorably with those obtained by various collocation methods earlier in the literature.     

Harnack’s inequality for a class of non-divergent equations in the Heisenberg group

We prove an invariant Harnack’s inequality for operators in non-divergence form structured on Heisenberg vector fields when the coe?cient matrix is uniformly positive definite, continuous, and symplectic. The method consists in constructing appropriate barriers to obtain pointwise-to-measure estimates for supersolutions in small balls, and then invoking the axiomatic approach developed by Di Fazio, Gutiérrez, and Lanconelli to obtain Harnack’s inequality.     

An explicit compact universal space for real flows

The Kakutani–Bebutov Theorem (1968) states that any compact metric real flow whose fixed point set is homeomorphic to a subset of $\mathbb{R}$ embeds into the Bebutov flow, the $\mathbb{R}$-shift on $C(\mathbb{R},[0,1])$. An interesting fact is that this universal space is a function space. However, it is not compact, nor locally compact. We construct an explicit countable product of compact subspaces of the Bebutov flow which is a universal space for all compact metric real flows, with no restriction; namely, into which any compact metric real flow embeds. The result is compared to previously known universal spaces.     

Keller–Osserman estimates and removability result for the anisotropic porous medium equation with gradient absorption term

We study “large” nonnegative solutions for a class of quasilinear equations model of which is We give a sufficient condition on the exponents and for the removability of isolated singularities.     

Explicit uniform bounds on integrals of Bessel functions and trace theorems for Fourier transforms

Explicit and partly sharp estimates are given of integrals over the square of Bessel functions with an integrable weight which can be singular at the origin. They are uniform with respect to the order of the Bessel functions and provide explicit bounds for some smoothing estimates as well as for the L² restrictions of Fourier transforms onto spheres in which are independent of the radius of the sphere. For more special weights these restrictions are shown to be Hölder continuous with a Hölder constant having this independence as well. To illustrate the use of these results a uniform resolvent estimate of the free Dirac operator with mass in dimensions is derived.     

Brownian motion with drift on spaces with varying dimension

Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in Chen and Lou (2018). In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. Through the method of Duhamel’s principle, it is established in this paper that the transition density of BMVD with drift has the same type of two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift.     

Transition probabilities of Lévy‐type processes: Parametrix construction

We present an existence result for Lévy‐type processes which requires only weak regularity assumptions on the symbol with respect to the space variable x. Applications range from existence and uniqueness results for Lévy‐driven SDEs with Hölder continuous coefficients to existence results for stable‐like processes and Lévy‐type processes with symbols of variable order. Moreover, we obtain heat kernel estimates for a class of Lévy and Lévy‐type processes. The paper includes an extensive list of Lévy(‐type) processes satisfying the assumptions of our results.