Change-point in the mean of dependent observations

We prove the consistency of a family of CUSUM-type estimators of the point of change in the mean of dependent observations and derive the rates of convergence. The result is valid under weak assumptions on the dependence structure.  

Global Stability of a Predator-Prey System with Stage Structure for the Predator

In this paper,some feasibly sufficient conditions are obtained for the global asymptotic stability of a positive steady state of a predator-prey system with stage structure for the predator by using the theory of competitive systems,compound matrices and stability of periodic orbits,and then the work of Wang [4] is improved.  

Testing for parameter changes in ARCH models

The paper develops the asymptotic theory for CUSUM-type tests for a change point in parameters of an ARCH(∞) model. Special attention is given to asymptotics under local alternatives. Research partially supported by EPSRC grant GR/L/78222 from the University of Liverpool. Partially supported by NATO grant CRG 960503. Partially supported by the Lithuanian State Science and Studies Foundation, Grant K-014. Published in Lietuvos Matematikos Rinkinys, Vol. 39, No. 2, pp. 231–247, April–June, 1999.  

Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation

The study of precise large deviations for random sums is an important topic in insurance and finance. In this paper, we extend recent results of Tang (Electron J Probab 11(4):107–120, 2006) and Liu (Stat Probab Lett 79(9):1290–1298, 2009) to random sums in various situations. In particular, we establish a precise large deviation result for a nonstandard renewal risk model in which innovations, modelled as real-valued random variables, are negatively dependent with common consistently-varying-tailed distribution, and their inter-arrival times are also negatively dependent.  

On a question of Brezis and Marcus

Motivated by a question of Brezis and Marcus, we show that the L^p–Hardy inequality involving the distance to the boundary of a convex domain, can be improved by adding an L^q norm q ≥ p, with a constant depending on the interior diameter of Ω.  

Affine-Invariant Distances, Envelopes and Symmetry Sets

Affine invariant symmetry sets of planar curves are introduced and studied in this paper. Two different approaches are investigated. The first one is based on affine invariant distances, and defines the symmetry set as the closure of the locus of points on (at least) two affine normals and affine-equidistant from the corresponding points on the curve. The second approach is based on affine bitangent conics. In this case the symmetry set is defined as the closure of the locus of centers of conics with (at least) 3-point contact with the curve at two or more distinct points on the curve. This is equivalent to conic and curve having, at those points, the same affine tangent, or the same Euclidean tangent and curvature. Although the two analogous definitions for the classical Euclidean symmetry set are equivalent, this is not the case for the affine group. We present a number of properties of both affine symmetry sets, showing their similarities with and differences from the Euclidean case. We conclude the paper with a discussion of possible extensions to higher dimensions and other transformation groups, as well as to invariant Voronoi diagrams.  

Singularities of Centre Symmetry Sets

The center symmetry set (CSS) of a smooth hypersurface S inan affine space Rⁿ is the envelope of lines joining pairs ofpoints where S has parallel tangent hyperplanes. The idea stemsfrom a definition of Janeczko, in an alternative version dueto Giblin and Holtom. For n = 2 the envelope is always real,while for n > 3 the existence of a real envelope dependson the geometry of the hypersurface. In this paper we make alocal study of the CSS, some results applying to n 5 and othersto the cases n = 2,3. The method is to construct a generatingfunction whose bifurcation set contains the CSS and possiblysome other redundant components. Focal sets of smooth hypersurfacesare a special case of the construction, but the CSS is an affineand not a euclidean invariant. Besides the familiar local formsof focal sets there are other local forms corresponding to boundarysingularities, and yet others which do not appear to have arisenelsewhere in a geometrical context. There are connections withFinsler geometry. This paper concentrates on the theory andthe proof of the local normal forms for the CSS. 2000 MathematicsSubject Classification 57R45, 58K40, 32S25, 58B20.  

Stability of the Picard Bundle

Let X be a non-singular algebraic curve of genus g 2, n 2an integer, a line bundle over X of degree d > 2n(g –1) with (n,d) = 1 and M the moduli space of stable bundles ofrank n and determinant over X. It is proved that the Picardbundle W is stable with respect to the unique polarisation ofM. 2000 Mathematics Subject Classification 14H60, 14J60.