Large Deviations Behavior for the Quadratic Error of Density Estimate

For a projection estimator f_n of an unknown density f we investigate the behavior of large deviations probability P{T_n > r_n} when r_n , where T_n is appropriately centered and normed quadratic error f_n-f)².     

Estimation of vector ARMAX models

The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered under general conditions, relating to the nature of the exogenous variables and the innovation sequence and to the form of the parameterization of the rational transfer functions, from exogenous variables and innovations to the output vector. The exogenous variables are assumed to be such that the sample serial covariances converge to limits. The innovations are assumed to be martingale differences and to be nondeterministic in a fairly weak sense. Stronger conditions ensure that the asymptotic distribution of the estimates has the same covariance matrix as for Gaussian innovations but these stronger conditions are somewhat implausible. With each ARMAX structure may be associated an integer (the McMillan degree) and all structures for a given value of this integer may be topologised as an analytic manifold. Other parameterizations and topologisations of spaces of structures as analytic manifolds may also be considered and the presentation is sufficiently general to cover a wide range of these. Greater generality is also achieved by allowing for general forms of constraints.     

Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces

This paper is concerned with large-$\text{O}$ error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such difference sequences are established. Applications of these lead to the central limit theorem and the weak law of large numbers with rates for Banach space-valued martingales.     

Central Elements of Atomic Effect Algebras

Various conditions ensuring that an atomic effect algebra is a Boolean algebra are presented. PACS: 02.10.-v.     

Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear Complementarity Problems

Most existing interior-point methods for a linear complementarity problem (LCP) require the existence of a strictly feasible point to guarantee that the iterates are bounded. Based on a regularized central path, we present an infeasible interior-point algorithm for LCPs without requiring the strict feasibility condition. The iterates generated by the algorithm are bounded when the problem is a P _* LCP and has a solution. Moreover, when the problem is a monotone LCP and has a solution, we prove that the convergence rate is globally linear and it achieves `-feasibility and `-complementarity in at most O(n ² ln(1/`)) iterations with a properly chosen starting point.     

A proof of W. T. Gowers' theorem

W. T. Gowers' theorem asserts that for every Lipschitz function and 0$">, there exists an infinite-dimensional subspace of such that the oscillation of on is at most . The proof of this theorem has been reduced by W. T. Gowers to the proof of a new Ramsey type theorem. Our aim is to present a proof of the last result.

     

Almost Sure Central Limit Theorems for Heavily Trimmed Sums

We obtain an almost sure central limit theorem (ASCLT) for heavily trimmed sums. We also prove a function-typed ASCLT under the same conditions that assure measurable functions to satisfy the ASCLT for the partial sums of i.i.d, random variables with E X1 = 0, EX1^2 = 1.     

Generalized Sasaki Projections and Riesz Ideals in Pseudoeffect Algebras

A noncommutative version of generalized Sasaki projections in pseudoeffect algebras is introduced. It is proved that an ideal in a pseudoeffect algebra is Riesz if and only if it is closed under the right and left Sasaki projections. In lattice ordered pseudoeffect algebras, it is shown that generalized Sasaki projections are one-element sets, and their explicit form is found. It is shown that if a supremum of a normal Riesz ideal in a lattice ordered pseudoeffect algebra exists, it is a central element. These results extend those obtained recently by Avallone and Vitolo for effect algebras.     

On Central Endomorphisms of a Group with Operators

Let G be a group with a set of operators such that Z(G) is -admissible. Central -automorphisms occur in the Krull-Remak-Schmidt Theorem. We discuss the existence of a central -endomorphism of G that is not an automorphism.2000 Mathematics Subject Classification: 20E36     

Orthocomplete effect algebras

We prove that for every orthocomplete effect algebra the center of forms a complete Boolean algebra. As a consequence, every orthocomplete atomic effect algebra is a direct product of irreducible ones.