Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors

Asymptotic chi-squared test statistics for testing the equality of moment vectors are developed. The test statistics proposed are generalized Wald test statistics that specialize for different settings by inserting an appropriate asymptotic variance matrix of sample moments. Scaled test statistics are also considered for dealing with nonstandard conditions. The specialization will be carried out for testing the equality of multinomial populations, and the equality of variance and correlation matrices for both normal and nonnormal data. When testing the equality of correlation matrices, a scaled version of the normal theory chi-squared statistic is proven to be an asymptotically exact chi-squared statistic in the case of elliptical data.     

最大无关组的判定定理及其它

本文给出了一个判定最大无关组的充要性定理及其证明．同时对用矩阵的行变换求最大无关组这一问题进行了点滴分析并介绍了一个解齐次线性方程组的简便方法。     

On Polynomial Functions over Finite Commutative Rings

Let R be an arbitrary finite commutative local ring. In this paper, we obtain a necessary and sufficient condition for a function over R to be a polynomial function. Before this paper, necessary and sufficient conditions for a function to be a polynomial function over some special finite commutative local rings were obtained.     

Gamow Vectors in Exactly Solvable Models

Through two examples: the Friedrichs model and a particular case of central potential scattering, we illustrate the way of constructing Gamow vectors.     

Backward extensions of subnormal operators

The concept of backward extension for subnormal weighted shifts is generalized to arbitrary subnormal operators. Several differences and similarities in these contexts are explored, with emphasis on the structure of the underlying measures.

     

一类最高权向量环的Krull维数

本文给出Om×GLn作用于Cm,n上的复多项式环上的最高权向量环的Krull维数公式,从而改正了Aslaksen,Tan及Zhu的一个错误.     

Adaptive application of operators in standard representation

Recently adaptive wavelet methods have been developed which can be shown to exhibit an asymptotically optimal accuracy/work balance for a wide class of variational problems including classical elliptic boundary value problems, boundary integral equations as well as certain classes of noncoercive problems such as saddle point problems. A core ingredient of these schemes is the approximate application of the involved operators in standard wavelet representation. Optimal computational complexity could be shown under the assumption that the entries in properly compressed standard representations are known or computable in average at unit cost. In this paper we propose concrete computational strategies and show under which circumstances this assumption is justified in the context of elliptic boundary value problems. Dedicated to Charles A. Micchelli on the occasion of his 60th birthday Mathematics subject classifications (2000) 41A25, 41A46, 65F99, 65N12, 65N55. This work has been supported in part by the Deutsche Forschungsgemeinschaft SFB 401, the first and third author are supported in part by the European Community's Human Potential Programme under contract HPRN-CT-202-00286 (BREAKING COMPLEXITY). The second author acknowledges the financial support provided through the European Union's Human Potential Programme, under contract HPRN-CT-2002-00285 (HASSIP) and through DFG grant DA 360/4–1.     

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension.     

The Padé-Rayleigh-Ritz method for solving large hermitian eigenproblems

We make use of the Padé approximants and the Krylov sequencex, Ax,,...,A ^m–1 x in the projection methods to compute a few Ritz values of a large hermitian matrixA of ordern. This process consists in approaching the poles ofR _x()=((I–A)^–1 x,x), the mean value of the resolvant ofA, by those of [m–1/m]_Rx(), where [m–1/m]_Rx() is the Padé approximant of orderm of the functionR _x(). This is equivalent to approaching some eigenvalues ofA by the roots of the polynomial of degreem of the denominator of [m–1/m]_Rx(). This projection method, called the Padé-Rayleigh-Ritz (PRR) method, provides a simple way to determine the minimum polynomial ofx in the Krylov subspace methods for the symmetrical case. The numerical stability of the PRR method can be ensured if the projection subspacem is sufficiently small. The mainly expensive portion of this method is its projection phase, which is composed of the matrix-vector multiplications and, consequently, is well suited for parallel computing. This is also true when the matrices are sparse, as recently demonstrated, especially on massively parallel machines. This paper points out a relationship between the PRR and Lanczos methods and presents a theoretical comparison between them with regard to stability and parallelism. We then try to justify the use of this method under some assumptions.     

Cocycle d'Euler etK2

In this paper we construct a canonical 2-cocycle on the groupP SL(2,k) with values in the Witt groupW(k) of the fieldk. This allows us to produce anatural homomorphism :H ₂(SL(2,k); Z)I ²(k), whereI ²(k) is the square of the fundamental ideal. We prove that this homomorphism is in fact a lift of Milnor's symbol.