Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

Suppose thatX _n =(X ₁,...X _n) is a collection ofm-dimensional random vectorsX _i forming a stochastic process with a parameter . Let be the MLE of . We assume that a transformationA( ) of has thek-thorder Edgeworth expansion (k=2,3). IfA extinguishes the terms in the Edgeworth expansion up tok-th-order (k2), then we say thatA is thek-th-order normalizing transformation. In this paper, we elucidate thek-th-order asymptotics of the normalizing transformations. Some conditions forA to be thek-th-order normalizing transformation will be given. Our results are very general, and can be applied to the i.i.d. case, multivariate analysis and time series analysis. Finally, we also study thek-th-order asymptotics of a modified signed log likelihood ratio in terms of the Edgeworth approximation.Research supported by the Office of Naval Research Contract N00014-91-J-1020.     

Decomposing 40 billion integers by four tetrahedral numbers

Based upon a computer search performed on a massively parallel supercomputer, we found that any integer less than billion (B) but greater than can be written as a sum of four or fewer tetrahedral numbers. This result has established a new upper bound for a conjecture compared to an older one, B, obtained a year earlier. It also gives more accurate asymptotic forms for partitioning. All this improvement is a direct result of algorithmic advances in efficient memory and cpu utilizations. The heuristic complexity of the new algorithm is compared with that of the old, .

     

Erratum: Renormalization group study of the A+B→Φ diffusion-limited reaction

A recent argument of Oerding shows that our calculation of the quantity , which determines the amplitude of the asymptotic decay of the particle density in 2<d<4, was in error. Instead it is simply given by =n ₀, the initial density, for uncorrelated initial conditions.     

A probabilistic analysis of the multiknapsack value function

The optimal solution value of the multiknapsack problem as a function of the knapsack capacities is studied under the assumption that the profit and weight coefficients are generated by an appropriate random mechanism. A strong asymptotic characterization is obtained, that yiclds a closed form expression for certain special cases.This research was partially supported by NSF Grant ECS-83-16224, and MPI Project Matematica computazionale.     

A stopping rule for the Robbins-Monro method

A stopping rule for the multidimensional Robbins-Monro stochastic approximation method is developed in this paper. Both moving average and stationary -mixing type of correlated noise processes are treated. Sequentially determined confidence ellipsoids are constructed to fulfill the goal for the determination of the stopping rule. The limit behavior of the algorithm is investigated. It is shown that the stopped Robbins-Monro process is asymptotically normal. Such asymptotic normality is established by means of weak convergence methods.Communicated by Y. C. Ho     

An efficient heuristic algorithm for minimum matching

We give a new heuristic algorithm for minimum matching problems and apply it to the Euclidean problem with random vertices in 2 dimensions. The algorithm is based on simulated annealing and performs in practice faster than previous heuristic algorithms yielding suboptimal solutions of the same good quality. From configurations with up toN=20.000 vertices in the unit square we estimate that the length of a minimum matching scales asymptotically asLN with (=0.3123±0.0016.

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Zusammenfassung Wir stellen einen neuen heuristischen Algorithmus für minimale Matching-Probleme vor und wenden diesen auf das euklidische Problem mit zufÄlliger Punkteverteilung in 2 Dimensionen an. Auf Simulated Annealing basierend lÄuft der Algorithmus schneller als frühere heuristische Algorithmen und erreicht dabei suboptimale Lösungen gleich guter QualitÄt. Aus Konfigurationen mit bis zuN=20.000 Punkten im Einheitsquadrat schÄtzen wir, da\ für die LÄnge des minimalen Matchings asymptotischLN mit=0.3123±0.0016 gilt.

     

Influence of the column hold-up time measurement accuracy on the prediction of chromatographic band profiles

The influence of the column hold-up time measurement accuracy on the determination of equilibrium isotherms by classical frontal analysis and the prediction of overloaded elution band profiles were investigated. The ideal model of chromatography in combination with a Langmuir isotherm was used. Breakthrough curves and overloaded elution profiles were computer generated with a known hold-up time value (true hold-up time). Then these data were evaluated the same way as it is done with experimental chromatographic data where the true hold-up time is unknown, i.e. to determine the equilibrium isotherm by the frontal analysis procedure, to fit the isotherm data to the Langmuir model and then to predict chromatographic band profiles using, e.g. the ideal model of chromatography. A comparison of overloaded elution profiles obtained with different deviations of the hold-up time from its true value shows that the effect of its measurement error is significant in preparative liquid chromatography because the isotherm is usually strongly nonlinear in this case.     

In situ and on-line monitoring of hydrodynamic flow profiles in microfluidic channels based on microelectrochemistry: optimization of channel geometrical parameters for best performance of flow profile reconstruction.

A theoretical approach for flow profile reconstruction in a rectangular microfluidic channel equipped with one or two microband electrodes working in generator-collector and generator-generator regimes was proposed by us previously (ChemPhysChem 2005, 6, 1581-1589; ChemPhysChem 2006, 7, 482-487). The purpose of the current study is to determine the ranges of dimensionless parameters corresponding to the highest sensitivity of the minimized functional to the shape of the flow profile. By application of a cubic spline to approximate the flow profile and analysis of the least-squares functional, which can then be represented as a function of one variable, we derive the area of optimal method performance. Thus, mathematical confirmation of our previous theoretical physical predictions could be obtained.     

Two Algorithms for Computing the Randles–Sevcik Function from Electrochemistry

We derive two expansions of the Randles–Sevcik function : an asymptotic expansion of for x and its Taylor expansion at any x ₀ . These expansions are accompanied by error bounds for the remainder at any order of the approximation.     

Asymptotic expansions of the Mehler-Fock transform

Asymptotic expansions in the two limitsx → + ∞ andx → 0+ are obtained for the Mehler-Fock transform