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 large8594.gif" alt="rarr" align="BASELINE" BORDER="0"> large8734.gif" alt="infin" align="MIDDLE" BORDER="0">, where T_n is appropriately centered and normed quadratic error f_n-f)².     

Models of a structural phase transition with general anharmonicity and disorder

It is shown how the self-consistent phonon Ansatz leads to a new class of exactly soluble models of a structural phase transition. Both nonpolynomial anharmonicity and disorder are analyzed in detail. In the classical limit, the thermodynamics is obtained and sufficient conditions on the anharmonicity are given to ensure a soft-mode phase transition. Diagonal disorder has been studied numerically. It is found that in three dimensions a pronounced mobility edge, separating localized and delocalized phonon states, may exist.     

A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues

One and two sample rank statistics are shown in general to be more efficient in the Bahadur sense than their sequential rank statistic analogues as defined by Mason (1981, Ann. Statist.9 424–436) and Lombard (1981, South African Statist. J.15 129–152), even though the two families of statistics (those based on full ranks and those based on sequential ranks) have the same Pitman efficiency against local alternatives. In the process, general results on large deviation probabilities and laws of large numbers for statistics based on sequential ranks are obtained.     

An exactly soluble case of the triangular ising model in a magnetic field

An anisotropic triangular Ising model in which the first- and second-order parameters and the field parameters are functionally related is solved exactly by representing the distribution of the atom patterns in terms of a suitably constructed Markov process. The probabilities of patterns, defined as the probabilities generated by this process, are a mathematically tractable alternative to the classical representation of these probabilities in terms of the partition function. The interaction and field parameters of this Ising model, its magnetization, free energy, and its nearest neighbor correlation functions, are expressed in terms of the parameters of this Markov process. Special cases are worked out in detail and numerical examples are given.     

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.     

Studies on Fast Algorithm for the Scattering of a Large Array of Waveguide-Fed Wide-Slot Antennas in Millimeter Wave Region

We present an effective numerical technique to characterize the scattering of wide-slot antennas fed by waveguides with arbitrary terminations in terms of the method of moment (MoM) and the mixed potential integral equation (MPIE). In particular, the precorrected-fast Fourier transform (P-FFT) eliminates the need to generate and store the usual square impedance matrix andthus leads to speed up the matrix-vector multiplication in the resultant system. This property makes the Rao-Wilton-Glisson (RWG) functions to be useful in simulating electrically large-scale problems. In addition, the scattering from the finite ground surfaces is accounted for in the total scattered field by using the method of equivalent edge currents. The numerical results are presented and compared with both the traditional method of moment results obtained using the entire-domain basis functions and the experimental results, to demonstrate the proposed method to be a good candidate for study on the scattering of arbitrary wide-slot large array.     

A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with -iteration complexity

An interior point method for monotone linear complementarity problems acting in a wide neighborhood of the central path is presented. The method has -iteration complexity and is superlinearly convergent even when the problem does not possess a strictly complementary solution. Mathematics Subject Classification (2000): 49M15, 65K05, 90C33 Work supported by the National Science Foundation under Grant No. 0139701. An erratum to this article is available at.     

Large Deviations View Points for Heavy-Tailed Random Walks

Let X ₁, X ₂,... be a sequence of i.i.d. non-negative random variables with heavy tails. W e study logarithmic asymptotics for the distributions of the partial sums S _n = X ₁ + ··· + X _n . Our main interest is in the crude estimates P(S _n > n ^x ) large8776.gif" alt="ap" align="MIDDLE" BORDER="0"> n ^{–large945.gif" alt="agr" align="BASELINE" BORDER="0">x + 1} for appropriate values of x where large945.gif" alt="agr" align="BASELINE" BORDER="0"> is a specific parameter. The related conjecture proposed by Gantert (Stat. Probab. Lett. 49, 113–118) is investigated.     

Generic compactness reformulated

We point out a connection between reflection principles and generic large cardinals. One principle of pure reflection is introduced that is as strong as generic supercompactness of large969.gif" alt="ohgr" align="BASELINE" BORDER="0">₂ by large931.gif" alt="Sgr" align="BASELINE" BORDER="0">-closed forcing. This new concept implies CH and extends the reflection principles for stationary sets in a canonical way.Mathematics Subject Classification (2000): 03E50, 03E55