Ergodicity of nonlinear first order autoregressive models

Criteria are derived for ergodicity and geometric ergodicity of Markov processes satisfyingX _n+1 =f(X _n )+(X _n ) _n+1 , wheref, are measurable, { _n } are i.i.d. with a (common) positive density,E| _n |>. In the special casef(x)/x has limits, , asx– andx+, respectively, it is shown that <1, <1, <1 is sufficient for geometric ergodicity, and that <-1, 1, 1 is necessary for recurrence.     

Limits of certain iterates of Post-Widder operators

The paper is a study of the limiting behaviour of the [n t]-th iterates of the well-known Post-Widder operatorsL _{n, x} used in the real inversion of the Laplace transform. It is shown that the limiting operators constitute a semigroup T _t;t0 of class (C ₀) on a family C _,; , >0 of Banach spaces. Applications of the semigroup structure lead to a pointwise saturation theorem forL _{n, x} and a characterization of convex functions inC _, through an inequality involving the action ofL _{n, x}.     

On complexity of subset interconnection designs

Given a setX and subsetsX ₁,...,X _m, we consider the problem of finding a graphG with vertex setX and the minimum number of edges such that fori=1,...,m, the subgraphG _i; induced byX _i is connected. Suppose that for any pointsx ₁,...,x X, there are at mostX _i 's containing the set {x₁,...,x }. In the paper, we show that the problem is polynomial-time solvable for ( 2, 2) and is NP-hard for (3,=1), (=l,6), and (2,3).Support in part by the NSF under grant CCR-9208913 and CCR-8920505.Part work was done while this author was visiting at DIMACS and on leave from Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing.     

Characterization theorem of generalized polynomial of best approximation having bounded coefficients

Let the set of generalized polynomials having bounded coefficients beK={p= _jg_j. _{j j j},j=1, 2, ...,n}, whereg ₁,g ₂, ...,g _n are linearly independent continuous functions defined on the interval [a, b], _j, _j are extended real numbers satisfying _j<+, _j>-, and _{j j}. Assume thatf is a continuous function defined on a compact setX [a, b]. This paper gives the characterization theorem forp being the best uniform approximation tof fromK, and points out that the characterization theorem can be applied in calculating the approximate solution of best approximation tof fromK.     

Zeros in tables of characters for the groups Sn and An

In the representation theory of symmetric groups, for each partition of a natural number n, the partition h() of n is defined so as to obtain a certain set of zeros in the table of characters for S_n. Namely, h() is the greatest (under the lexicographic ordering ) partition among P(n) such that (g) 0. Here, is an irreducible character of S_n, indexed by a partition , and g is a conjugacy class of elements in S_n, indexed by a partition . We point out an extra set of zeros in the table that we are dealing with. For every non self-associated partition P(n), the partition f() of n is defined so that f() is greatest among the partitions of n which are opposite in sign to h() and are such that (g) 0 (Thm. 1). Also, for any self-associated partition of n > 1, we construct a partition () P(n) such that () is greatest among the partitions of n which are distinct from h() and are such that (g) 0 (Thm. 2).Supported by RFBR grant No. 04-01-00463 and by RFBR-BRFBR grant No. 04-01-81001.Translated from Algebra i Logika, Vol. 44, No. 1, pp. 24–43, January–February, 2005.     

A geometric construction of the K-loop of a hyperbolic space

It is well known that the homogeneous orthochronous proper Lorentzgroup is isomorphic to the proper motion group of the hyperbolic space. To each Lorentz boost \ {id} there corresponds in the hyperbolic space exactly one lineL such that fixes each of the two ends ofL . Furthermore has no fixed points but each plane containingL is fixed by . If we fix a pointo, then to each other pointa there is exactly one boosta ⁺ such thatL _a+ is the line joiningo anda anda ⁺(o)=a. The set P of points of the hyperbolic space is turned in a K-loop (P, +) bya+b:=a ⁺(b). Each line of the hyperbolic space has the representationa+Z(b) wherea, b P,b 0 andZ(b):= {x P |x+b=b+x}.Dedicated to H. Salzmann on the occasion of his 65th birthdaySupported by the NATO Scientific Affairs Division grant CRG 900103.     

Estimation of Local Smoothness Coefficients for Continuous Time Processes

We consider processes that satisfied a local Hölder condition with coefficient ₀. According to the sampling times of observations given by i _n with i=0,...,n–1, we study two general classes of estimators for ₀. Their almost sure rates of convergence depend on asymptotic independence of the observed processes, on _n and eventually on an extra parameter ₀. Since this last parameter is in general unknown, we construct a family of preliminary estimators for ₀ with their rates of almost sure convergence. Finally we present some numerical simulations in order to compare the behaviour of our various estimators.     

On convection with nearly insulating boundaries in a low Prandtl number fluid

Summary For the Prandtl numberP in the rangeP ^1/3 1 ( is the ratio between the thermal conductivities of the boundary and of the fluid) two-dimensional rolls are preferred in contrast to square-pattern convection that represents the preferred stable convection in the rangeP ^1/3.

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Zussammenfasung Für PrandtlzahlenP, die der RelationP ^1/3 1 genügen (\ ist das Verhältnis zwischen den thermischen Leitfähigkeiten der Wand und des Fluid), sind zweidimensionale Rollen bevorzugt im Gegensatz zur quadratartigen Konvektion, welche die bevorzugte stabile Konvektionsform im BereichP ^1/3 darstellt.

     

Solution of two sequencing problems

The solution of the following problems is offered. Suppose a multiset J (¦J¦=p) is given. For each pair of elements and J, a number 1 P is given. Moreover, if 1 < x<p then x is undefined. If x=1, then x=p. Problem 1. Find the permutation ₁..._F of elements of the multiset J satisfying the following conditions. Let _i, _i=. If i,j < x, thenj <i. If i,j > x, then i<j. Such a permutation is called a PC-schedule. Problem 2. Find a PC-schedule in which the following property holds: if i < x < j, _i=, _j=, then. Such a PC-schedule is called an SC-schedule. The conditions under which these problems have solutions are studied. For their solution an algorithm of shifts is used with the complexity O(¦B(J)¦²¦J¦).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 124, pp. 44–72, 1983.     

Dualities for the Domany–Kinzel Model

We study the Domany–Kinzel model, which is a class of discrete-time Markov processes in one-dimension with two parameters (p ₁,p ₂)[0,1]². When p ₁= and p ₂=(2– ²) with (,)[0,1]², the process can be identified with the mixed site-bond oriented percolation model on a square lattice with probabilities of a site being open and of a bond being open. This paper treats dualities for the Domany–Kinzel model _t ^A and the DKdual _t ^A starting from A. We prove that , as long as one of A,B is finite and p ₂p ₁.     

On the semimartingale representation of reflecting Brownian motion in a cusp

Summary LetC be the symmetric cusp {(x, y)²:–x yx ,x0} where >1. In this paper we decide whether or not reflecting Brownian motion inC has a semimartingale representation. Here the reflecting Brownian motion has directions of reflection that make constant angles with the unit inward normals to the boundary. Our results carry through for a wide class of asymmetric cusps too.     

Cut-elimination and interpolation for Ω-logic

In 1978, Girard introduced-logic to generalize-logic. The basic category of-logic is the categoryON of ordinals. For geometric structure reasons, Girard changed the basic categoryON into the more general categoryWF of well-founded orders (1983). The logic he obtained was called-logic. Here, we extend (unpublished) results of-logic to-logic.     

The limiting behaviour of the last exit time for sequences of independent,identically distributed random variables

Summary Let {X _k , k0} be i.i.d. random variables with EX ⁺< and define t =max{k0: X _k > k} if such a k exists and =0 else, the last exit time of the sequence X _k for fixed >0. We discuss weak limit laws for t as 0; in particular the limit distributions, the stability and the relative stability.This work is partially supported by a grant of the Schweizerischer Nationalfonds zur Förderung der wissenschaftlichen Forschung, while the author was at the University of Pittsburgh, USAHerrn Prof. L. Schmetterer zu seinem 60. Geburtstag gewidmet     

LAN of extreme order statistics

Consider an iid sampleZ ₁,...,Z _n with common distribution functionF on the real line, whose upper tail belongs to a parametric family {F : }. We establish local asymptotic normality (LAN) of the loglikelihood process pertaining to the vector(Z _n–i+1n ) _i=1 ^k of the upperk=k(n) _n order statistics in the sample, if the family {F :} is in a neighborhood of the family of generalized Pareto distributions. It turns out that, except in one particular location case, thekth-largest order statisticZ _n–k+1n is the central sequence generating LAN. This implies thatZ _n–k+1n is asymptotically sufficient and that asymptotically optimal tests for the underlying parameter can be based on the single order statisticZ _n–k+1n . The rate at whichZ _n–k+1n becomes asymptotically sufficient is however quite poor.     

Fuzzy weighted scaled coefficients in semi-parametric model

In general, the regressor variables are stochastic, Duan and Li (1987, J. Econometrics, 35, 25–35), Li and Duan (1989, Ann. Statist., 17, 1009–1052) have been shown that under very general design conditions, the least squares method can still be useful in estimating the scaled regression coefficients of the semi-parametric model Y _i =Q ₁(+X _i ; _i , i+ 1,2,...,n. Here is a constant, is a 1×p row vector, X _i is a p×1 column vector of explanatory variables, _i is an unobserved random error and Q ₁ is an arbitrary unknown function. When the data set (X _i , Y _i ),i=1, 2, ..., n, contains one or several outliers, the least squares method can not provide a consistent estimator of the scaled coefficients . Therefore, we suggest the fuzzy weighted least squares method to estimate the scaled coefficients for the data set with one or several outliers. It will be shown that the proposed fuzzy weighted least squares estimators are % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamaakaaabaGaamOBaaWcbeaaaaa!3D3C!\[\sqrt n \] and asymptotically normal under very general design condition. Consistent measurement of the precision for the estimator is also given. Moreover, a limited Monte Carlo simulation and an example are used to study the practical performance of the procedures.This research partially supported by the National Science Council, R.O.C.     

The central limit theorem for Chébli-Trimèche hypergroups

Let (S _nn>-1) be a random walk on a hypergroup ( ₊ , *), i.e., a Markov chain with transition kernelN(x, A) = _x * (A), where is a fixed probability measure on ₊ such that the second moment exists. Then depending on the growth of the hypergroup two situations can occur: when ( ₊ , *) is of exponential growth then it is shown thatS _n is asymptotically normal. In the case of polynomial growth {more precisely, if the densityA of the Haar measure of ( ₊ , *) satisfies lim[A()/A()]=}, the normalized variablesS _n/[n Var()/(+1)]^1/2 converge to a Rayleigh distribution with parameter .     

On cyclic biquadratic fields related to a problem of Hasse

In this note we shall prove that there exist infinitely many cyclic biquadratic fieldsK whose integral bases are neither {1, , ², } nor {1, , , ³) for any numbers , inK. Next, we shall construct infinitely many cyclic biquadratic fieldsK which have the index 1, but still have not the integral basis {1, , ², ³) for every inK. Finally we shall give a class of biquadratic fields for a problem of Hasse concerning an integral basis.     

On a generalized Eulerian distribution

The distribution with probability function p _k(n, , ) = A _{n, k}(, )/(+ )^[p], k = 0, 1, 2, ..., n, where the parameters and are positive real numbers, A _{n, k} (, ) is the generalized Eulerian number and ( + )^[n] = ( + )( + +1) ... ( + +n – 1), introduced and discussed by Janardan (1988, Ann. Inst. Statist. Math., 40, 439–450), is further studied. The probability generating function of the generalized Eulerian distribution is expressed by a generalized Eulerian polynomial which, when expanded suitably, provides the factorial moments in closed form in terms of non-central Stirling numbers. Further, it is shown that the generalized Eulerian distribution is unimodal and asymptotically normal.