On exponential scores statistics for testing against positive aging

It has been shown in this paper that a test proposed by Barlow and Doksum (1972) based on the exponential scores statistic for testing exponentiality against increasing failure rate distributions is consistent for the much wider class of harmonic new better than used in expectation distributions.     

Representations for eigenfunctions of expected value operators in the Wishart distribution

Recent articles by Kushner and Meisner (1980) and Kushner, Lebow and Meisner (1981) have posed the problem of characterising the ‘EP’ functions f(S) for which Ef(S) for which E(f(S)) = λ_nf(Σ) for some λ_n ? $\text{R}$, whenever the m × m matrix S has the Wishart distribution W(m, n, Σ). In this article we obtain integral representations for all nonnegative EP functions. It is also shown that any bounded EP function is harmonic, and that EP polynomials may be used to approximate the functions in certain L^p spaces.     

A probabilistic analysis of some greedy cardinality matching algorithms

This paper deals with the expected cardinality of greedy matchings in random graphs. Different versions of the greedy heuristic for the cardinality matching problem are considered. Experimental data and some theoretical results are reported.     

Characterization of a class of bivariate distribution functions

Let F_X,Y(x,y) be a bivariate distribution function and P_n(x), Q_m(y), n, m = 0, 1, 2,…, the orthonormal polynomials of the two marginal distributions F_X(x) and F_Y(y), respectively. Some necessary conditions are derived for the co-efficients c_n, n = 0, 1, 2,…, if the conditional expectation E[P_n(X) ∥ Y] = c_nQ_n(Y) holds for n = 0, 1, 2,…. Several examples are given to show the application of these necessary conditions.     

Extreme points of Banach lattices related to conditional expectations

Let (X,F,μ) be a complete probability space, B a sub-σ-algebra, and Φ the probabilistic conditional expectation operator determined by B. Let K be the Banach lattice {f∈L¹(X,F,μ):‖Φ(|f|)_‖∞<∞} with the norm ‖f‖=‖Φ(|f|)_‖∞. We prove the following theorems:

(1)

The closed unit ball of K contains an extreme point if and only if there is a localizing set E for B such that supp(Φ(χE))=X.

(2)

Suppose that there is n∈N such that f?nΦ(f) for all positive f in L^∞(X,F,μ). Then K has the uniformly λ-property and every element f in the complex K with is a convex combination of at most 2n extreme points in the closed unit ball of K.

     

On the Non-parametric Prediction of Conditionally Stationary Sequences

We prove the strong consistency of estimators of the conditional distribution function and conditional expectation of a future observation of a discrete time stochastic process given a fixed number of past observations. The results apply to conditionally stationary processes (a class of processes including Markov and stationary processes) satisfying a strong mixing condition, and they extend and bring together the work of several authors in the area of non-parametric estimation. One of our goals is to provide further justification for the growing practical application of non-parametric estimators in non-stationary time series and in other `non-i.i.d.' settings. Some arguments as to why such estimators should work very generally in practice, often in a nearly `optimal' way, are given. Two numerical illustrations are included, one with simulated data and the other with oceanographic data. An erratum to this article is available at .     

Infinitely many solutions for a class of sublinear Schrodinger equation

In this paper, we investigate the Schr\"{o}dinger equation, which satisfies that the potential is asymptotical 0 at infinity in some measure-theoretic and the nonlinearity is sublinear growth. By using variant symmetric mountain lemma, we obtain infinitely many solutions for the problem. Moreover, if the nonlinearity is locally sublinear defined for $|u|$ small, we can also get the same result. In which, we show that these solutions tend to zero in $L^{\infty}(\mathbb{R}^{N})$ by the Br\"{e}zis-Kato estimate.     

一个数学期望的几种求解方法

利用概率论方法、测度变换方法、偏微分方程的变量代换法、Green函数法、Fourier变换法,给出了一个期望E(e-r(T-t)(ST-K)+|St=S)的几种求解方法.