A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

Classification of graded Hecke algebras for complex reflection groups

The graded Hecke algebra for a finite Weyl group is intimately related to the geometry of the Springer correspondence. A construction of Drinfeld produces an analogue of a graded Hecke algebra for any finite subgroup of GL(V). This paper classifies all the algebras obtained by applying Drinfeld's construction to complex reflection groups. By giving explicit (though nontrivial) isomorphisms, we show that the graded Hecke algebras for finite real reflection groups constructed by Lusztig are all isomorphic to algebras obtained by Drinfeld's construction. The classification shows that there exist algebras obtained from Drinfeld's construction which are not graded Hecke algebras as defined by Lusztig for real as well as complex reflection groups. Received: July 25, 2001     

Irreducible Representations of Wreath Products of Association Schemes

The wreath product of finite association schemes is a natural generalization of the notion of the wreath product of finite permutation groups. We determine all irreducible representations (the Jacobson radical) of a wreath product of two finite association schemes over an algebraically closed field in terms of the irreducible representations (Jacobson radicals) of the two factors involved.     

Quantum Phase Transition in Quasi-two-dimensional Heisenberg Antiferromagnet with Single-Ion Anisotropy

In the present paper, we investigate the quantum phase transition in a spatially anisotropic antiferrornagnetic Heisenberg model of S =1 with single-ion energy anisotropy. By using the Schwinger boson representation, we calculate the Gaussian correction to the critical value J⊥^c caused by quantum spin fluctuations. We find that, for the positive single-ion energy, a nonzero value of J⊥^c is always needed to stabilize the antiferromagnetic long-range order in this model. It resolves a difference among literature and shows clearly that the effect of quantum fluctuations may qualitatively change a result obtained by the mean-field theories on lower-dimensional systems.     

Variable resolution triangulations

A comprehensive study of multiresolution decompositions of planar domains into triangles is given. A general model is introduced, called a Multi-Triangulation (MT), which is based on a collection of fragments of triangulations arranged into a directed acyclic graph. Different decompositions of a domain can be obtained by combining different fragments of the model. Theoretical results on the expressive power of the MT are given. An efficient algorithm is proposed that can extract a triangulation from the MT, whose level of detail is variable over the domain according to a given threshold function. The algorithm works in linear time, and the extracted representation has minimum size among all possible triangulations that can be built from triangles in the MT, and that satisfy the given level of detail. Major applications of these results are in real-time rendering of complex surfaces, such as topographic surfaces in flight simulation.     

Integral representations of nonnegative solutions for parabolic equations and elliptic Martin boundaries

We consider nonnegative solutions of a parabolic equation in a cylinder D×(0,T), where D is a noncompact domain of a Riemannian manifold. Under the assumption [IU] (i.e., the associated heat kernel is intrinsically ultracontractive), we establish an integral representation theorem: any nonnegative solution is represented uniquely by an integral on (D×{0})∪(M_∂D×[0,T)), where M_∂D is the Martin boundary of D for the associated elliptic operator. We apply it in a unified way to several concrete examples to explicitly represent nonnegative solutions. We also show that [IU] implies the condition [SP] (i.e., the constant function 1 is a small perturbation of the elliptic operator on D).     

On the Equivalence of Multiparameter Gaussian Processes

Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that are equivalent in law to the Brownian sheet and to the fractional Brownian sheet. We survey multiparameter analogues of the Hitsuda, Girsanov and Shepp representations. As an application, we study a special type of stochastic equation with linear noise.      

TWO-SCALE FINITE ELEMENT DISCRETIZATIONS FOR PARTIAL DIFFERENTIAL EQUATIONS

Some two-scale finite element discretizations are introduced for a class of linear partialdifferential equations. Both boundary value and eigenvalue problems are studied. Basedon the two-scale error resolution techniques, several two-scale finite element algorithmsare proposed and analyzed. It is shown that this type of two-scale algorithms not onlysignificantly reduces the number of degrees of freedom but also produces very accurateapproximations.     

A class of Nevanlinna functions related to singular Sturm-Liouville problems

The class of Nevanlinna functions consists of functions which are holomorphic off the real axis, which are symmetric with respect to the real axis, and whose imaginary part is nonnegative in the upper halfplane. The Kac subclass of Nevanlinna functions is defined by an integrability condition on the imaginary part. In this note a further subclass of these Kac functions is introduced. It involves an integrability condition on the modulus of the Nevanlinna functions (instead of the imaginary part). The characteristic properties of this class are investigated. The definition of the new class is motivated by the fact that the Titchmarsh-Weyl coefficients of various classes of Sturm-Liouville problems (under mild conditions on the coefficients) actually belong to this class.

     

多个相异性矩阵的数据分析

本文给出了分析多个相异性矩阵的三种方法.首先找到了一种图表示,使我们对所有相异性矩阵有一个总体的了解;其次定义了一个新的相异性矩阵,它可以看作是对所有原始相异性矩阵的一个折衷处理;最后提出了一种MIMU方法.在文中我们还对由上述方法得到的坐标图进行了比较.