Finite bending of plates into cylindrical shells

Summary The use of finite components of strain and a linear stress-strain relation shows that a plate can be bent into a cylindrical shell whose section is given by rⁿ cos nθ=aⁿ, where n=(3−2σ)⁻¹, σ being the Poisson’s ratio. The case (σ=1/2) and the one given by r^2/5 cos2/5 θ=a^2/5, (σ=1/4) are discussed in detail. To Antonio Signorini on his 70^th birth day.     

On a Function Related to Multinomial Coefficients (I)

Let F _p,t (n) denote the number of the coefficients of (x ₁+1x ₂+...+x _t ) ^j , 0 ≤j≤n− 1, which are not divisible by the prime p. Define G _p,t (n) = F _p,t /n ^θ and β(p,t) = lim infF _p,t )(n)/n ^θ, where θ = (log)/(log p). In this paper, we mainly prove that G _p,t can be extended to a continuous function on ℝ⁺, and the function G _p,t is nowhere monotonic. Both the set of differential points of the function G _p,t and the set of non-differential points of the function G _p,t are dense in ℝ⁺. Received February 18, 2000, Accepted December 7, 2000     

Approximating Planar Rotations

We study the problem of approximating a rotation of the plane, α :R ² R ² , α (x,y)=(x cos θ + y sin θ , y cos θ - x sin θ ), by a bijection β :Z ² Z ² . We show by an explicit construction that β may be chosen so that , where r= tan ( θ /2). The scheme is based on those invented and patented by the second author in 1994. Received November 21, 1996, and in revised form February 20, 1997.     

A rate of convergence for the set compound estimation in a family of certain retracted distributions

Summary This paper is concerned with the set compound squared-error loss estimation problem. Here, the author obtains Lévy consistent estimate of the empiric distributionG _n of the parameters θ₁,...,θ_n for a more general family of retracted distributions on the interval [θ, θ+1) than the uniform on [θ, θ+1) as in R. Fox (1970,Ann. Math. Statist.,41, 1845–1852; 1978,Ann. Statist.,6, 846–853) and exhibits a decision procedure based on with a convergence rateO((n ⁻¹ logn)^1/4) for the mofified regret uniformly in (θ₁, θ₂, ..., θ_n ∈ Ωⁿ with bounded Ω. The author also gives a counterexample to the convergence of the modified regret for Ω=(−∞, ∞). This is part of the author's Ph. D. Thesis at Michigan State University.     

Commutators in model spaces

Let θ be an inner function, let K _θ = H ² ⊖ θH ², and let S_θ : K_θ → S_θ be defined by the formula S_θf = P_θzf, where f ∈ K_θ is the orthogonal projection of H² onto K_θ. Consider the set A of all trace class operators L : K_θ → K_θ, L = ∑(·,u_n)v_n, ∑∥u_n∥∥v_n∥ < ∞ (u_n, v_n ∈ K_θ), such that ∑ū_n v_n ∈ H ₀ ¹ . It is shown that trace class commutators of the form XS_θ − S_θX (where X is a bounded linear operator on K_θ) are dense in A in the trace class norm. Bibliography: 2 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 333, 2006, pp. 54–61.     

Some approximations of stochastic θ-integrals

In this paper, we consider problems of approximation of stochastic θ-integrals (θ)∫ ₀ ^t f(B(s))dB(s) with respect to a Brownian motion by sums of the form ∑ _k=1 ^p f_n(B _n ^θ (t_k-1))[B _n ^θ (t_k)-B _n ^θ (t_k-1], where the sequences {f_n,n∈∕#x007D; and {[B _n ^θ ,n∈∕} are convolution-type approximations of the functionf and Brownian motionB. Belorussian State University, F. Skoryna ave. 4, 220050 Minsk, Belorus. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 2, pp. 248–256, April–June, 1999. Translated by V. Mackevičius     

Rates in the empirical bayes estimation problem with non-identical components

This paper considers empirical Bayes estimation of the mean θ of the univariate normal densityf ₀ with known variance where the sample sizesm(n) may vary with the component problems but remain bounded by <∞. Let {(θ _n ,X _n =(X _n,1,...,X _{n, m(n)} ))} be a sequence of independent random vectors where theθ _n are unobservable and iidG and, givenθ _n =θ has densityf _θ ^m(n) . The first part of the paper exhibits estimators for the density of and its derivative whose mean-squared errors go to zero with rates and respectively. LetR ^m(n+1)(G) denote the Bayes risk in the squared-error loss estimation ofθ _n+1 usingX _n+1. For given 0<a<1, we exhibitt _n (X₁,...,X _n ;X _n+1) such that . forn>1 under the assumption that the support ofG is in [0, 1]. Under the weaker condition that E[|θ|^2+γ]<∞ for some γ>0, we exhibitt _n ^* (X ₁,...,X _n ;X _n+1) such that forn>1.     

On the Lower Tail Probabilities of Some Random Sequences in <Emphasis Type="Italic">l</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>

We investigate the behaviour of the logarithmic small deviation probability of a sequence (σ _n θ _n ) in l _p , 0<p≤∞, where (θ _n ) are i.i.d. random variables and (σ _n ) is a decreasing sequence of positive numbers. In particular, the example σ _n ∼n ^−μ (1+log n)^−ν is studied thoroughly. Contrary to the existing results in the literature, the rate function and the small deviation constant are expressed expli- citly in the present treatment. The restrictions on the distribution of θ ₁ are kept to an absolute minimum. In particular, the usual variance assumption is removed. As an example, the results are applied to stable and Gamma-distributed random variables.     

Equations fonctionnelles et estimations de normes de matrices

We solve independently the equations 1/θ(x)θ(y)=ψ(x)−ψ(y)+φ(x−y)/θ(x−y) and 1/θ(x)θ(y)=σ(x)−σ(y)/θ(x−y)+τ(x)τ(y), τ(0)=0. In both cases we find θ²=aθ⁴+bθ²+c. We deduce estimates for the spectral radius of a matrix of type(1/θ(x _r −x _s )) (the accent meaning that the coefficients of the main diagonal are zero) and we study the case where thex _r are equidistant.

Dédié to à Monsieur le Professeur Otto Haupt à l'occasion de son cententiare avec les meilleurs voeux     

A characterization of limiting distributions of estimators in an autoregressive process

Summary Let the random variablesX ₁,X ₂, ...,X _n be generated by the first-order autoregressive modelX _i =θX _i−1 +e _i wheree _i ,i=1, 2, ...,n, are i.i.d. random variables with mean zero, variance σ², and with unspecified density functiong(·). In the present paper we obtain a characterization of limiting distributions of nonparametric and parametric estimators of θ as well as a local asymptotic minimax bound of the risks of estimators.     

Distorting mixed tsirelson spaces

Any regular mixed Tsirelson spaceT(θ _n ,S _n )_N for whichθ _n /θ ⁿ → 0, whereθ=lim _n θ _n ¹ⁿ , is shown to be arbitrarily distortable. Certain asymptoticl ₁ constants for those and other mixed Tsirelson spaces are calculated. Also, a combinatorial result on the Schreier families (S _α ) _{α<ω 1} is proved and an application is given to show that for every Banach spaceX with a basis (e _i ), the two Δ-spectrums Δ(X) and Δ(X, (e _i )) coincide. Part of this paper also appears in the first author’s Ph.D. thesis which is being prepared under the supervision of Prof. H. Rosenthal at the University of Texas at Austin.     

On counting twists of a character appearing in its associated Weil representation

Consider an irreducible, admissible representation π of GL(2,F) whose restriction to GL(2,F)⁺ breaks up as a sum of two irreducible representations π ₊ + π −. If π = r _θ , the Weil representation of GL(2,F) attached to a character θ of K ^* does not factor through the norm map from K to F, then c ? [^(K^*)]\chi\in \widehat{K^*} with (c. q^-1)| _{F ^*} =w _K/F(\chi . \theta ^{-1})\vert _{ F^{ * }}=\omega _{ {K/F}} occurs in r _{θ  +} if and only if e(qc^-1,y₀)=e([`(q)]c^-1,y₀)=1\epsilon(\theta\chi^{-1},\psi_0)=\epsilon(\overline \theta\chi^{-1},\psi_0)=1 and in r _θ− if and only if both the epsilon factors are − 1. But given a conductor n, can we say precisely how many such χ will appear in π? We calculate the number of such characters at each given conductor n in this work.     

Möbius Isoparametric Hypersurfaces in S n+1 with Two Distinct Principal Curvatures

A hypersurface x : M → S ⁿ⁺¹ without umbilic point is called a Möbius isoparametric hypersurface if its Möbius form Φ = ?ρ ^?2∑ _i (e _i (H) + ∑ _j (h _ij ?Hδ _ij )e _j (log ρ))θ _i vanishes and its Möbius shape operator $ {\Bbb {S}}A hypersurface x : M → S ^{n +1} without umbilic point is called a M?bius isoparametric hypersurface if its M?bius form Φ = −ρ⁻²∑ _i (e _i (H) + ∑ _j (h _ij −Hδ _ij )e _j (log ρ))θ _i vanishes and its M?bius shape operator ? = ρ⁻¹(S−Hid) has constant eigenvalues. Here {e _i } is a local orthonormal basis for I = dx·dx with dual basis {θ _i }, II = ∑ _ij h _ij θ _i ⊗θ _i is the second fundamental form, and S is the shape operator of x. It is clear that any conformal image of a (Euclidean) isoparametric hypersurface in S ^{n +1} is a M?bius isoparametric hypersurface, but the converse is not true. In this paper we classify all M?bius isoparametric hypersurfaces in S ^{n +1} with two distinct principal curvatures up to M?bius transformations. By using a theorem of Thorbergsson [1] we also show that the number of distinct principal curvatures of a compact M?bius isoparametric hypersurface embedded in S ^{n +1} can take only the values 2, 3, 4, 6. Received September 7, 2001, Accepted January 30, 2002     

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

In this paper, we consider a multidimensional diffusion process with jumps whose jump term is driven by a compound Poisson process. Let a(x,θ) be a drift coefficient, b(x,σ) be a diffusion coefficient respectively, and the jump term is driven by a Poisson random measure p. We assume that its intensity measure q^θ has a finite total mass. The aim of this paper is estimating the parameter α = (θ,σ) from some discrete data. We can observe n + 1 data at t_iⁿ = ih_n, . We suppose h_n → 0, nh_n → ∞, nh_n² → 0. Final version 20 December 2004     

n-dimensional totally real minimal submanifolds of CP n

Let CP ⁿ be the n-dimensional complex projective space with the Study-Fubini metric of constant holomorphic sectional curvature 4 and let M be a compact, orientable, n-dimensional totally real minimal submanifold of CP ⁿ . In this paper we prove the following results.

On Vertices, focal curvatures and differential geometry of space curves

The focal curve of an immersed smooth curve γ : θ ↦ γ (θ), in Euclidean space ℝ^m+1, consists of the centres of its osculating hyperspheres. This curve may be parametrised in terms of the Frenet frame of γ (t, n₁, . . . , n_m), as C_γ (θ) = (γ +c₁n₁+ c₂n₂ + • • • + c_mn_m)(θ), where the coefficients c₁, . . . , c_m-1 are smooth functions that we call the focal curvatures of γ . We discovered a remarkable formula relating the Euclidean curvatures κ_i , i = 1, . . . ,m, of γ with its focal curvatures. We show that the focal curvatures satisfy a system of Frenet equations (not vectorial, but scalar!). We use the properties of the focal curvatures in order to give, for ℓ = 1, . . . ,m, necessary and sufficient conditions for the radius of the osculating ℓ-dimensional sphere to be critical. We also give necessary and sufficient conditions for a point of γ to be a vertex. Finally, we show explicitly the relations of the Frenet frame and the Euclidean curvatures of γ with the Frenet frame and the Euclidean curvatures of its focal curve C_γ.     

ℓ<Superscript>1</Superscript>-spreading models in mixed Tsirelson spacemodels in mixed Tsirelson space

Suppose that (F _n ) _n=1 ^∞ is a sequence of regular families of finite subsets of ℝ and (θ _n ) _n=1 ^∞ is a nonincreasing null sequence in (0,1). The mixed Tsirelson spaceT[(θ _n ,F _n ) _n=1 ^∞ ] is the completion ofc ₀₀ with respect to the implicitly defined norm , where the last supremum is taken over all sequences (E _i ) _i=1 ^k in [ℕ]^<∞ such that maxE _i<minE _i +1 and . Necessary and sufficient conditions are obtained for the existence of higher order ℓ¹-spreading models in every subspace generated by a subsequence of the unit vector basis ofT[(θ _n ,F _n ) _n=1 ^∞ ].     

Embedding Theorems in B-Spaces and Applications

This study focuses on the anisotropic Besov-Lions type spaces B^lp,θ（Ω;E0,E） associated with Banach spaces E0 and E. Under certain conditions, depending on l =（l1,l2,…,ln）and α=（α1,α2,…,αn）,the most regular class of interpolation space Eα between E0 and E are found so that the mixed differential operators D^α are bounded and compact, from B^l＋s p,θ（Ω;E0,E） to B^s p,θ（Ω;Eα）.These results are applied to concrete vector-valued function spaces and to anisotropic differential-operator equations with parameters to obtain conditions that guarantee the uniform B separability with respect to these parameters. By these results the maximal B-regularity for parabolic Cauchy problem is obtained. These results are also applied to infinite systems of the quasi-elliptic partial differential equations and parabolic Cauchy problems with parameters to obtain sufficient conditions that ensure the same properties.     

Improved confidence set estimators of a multivariate normal mean and generalizations

Summary LetX be the observed vector of thep-variate (p≧3) normal distribution with mean θ and covariance matrix equal to the identity matrix. Denotey ₊=max{0,y} for any real numbery. We consider the confidence set estimator of θ of the formC _δa,φ={θ:|θ−δ^a,φ(X)}≦c}, whereδ ^a,φ=[1−aφ({X})/{X}²]₊X is the positive part of the Baranchik (1970,Ann. Math. Statist.,41, 642–645) estimator. We provide conditions on ϕ(•) anda which guarantee thatC _δa.φ has higher coverage probability than the usual one, {θ:|θ−X|≦c}. This dominance result will be shown to hold for spherically symmetric distributions, which include the normal distribution,t-distribution and double exponential distribution. The latter result generalizes that of Hwang and Chen (1983,Technical Report, Dept. of Math., Cornell University).     

? 1-Summability of d-Dimensional Fourier Transforms

A general summability method of more-dimensional Fourier transforms is given with the help of a continuous function θ. Under some weak conditions on θ we show that the maximal operator of the ℓ ₁–θ-means of a tempered distribution is bounded from H _p (ℝ ^d ) to L _p (ℝ ^d ) for all d/(d+α)<p≤∞ and, consequently, is of weak type (1,1), where 0<α≤1 depends only on θ. As a consequence we obtain a generalization of the one-dimensional summability result due to Lebesgue, more exactly, the ℓ ₁–θ-means of a function f∈L ₁(ℝ ^d ) converge a.e. to f. Moreover, we prove that the ℓ ₁–θ-means are uniformly bounded on the spaces H _p (ℝ ^d ), and so they converge in norm (d/(d+α)<p<∞). Similar results are shown for conjugate functions. Some special cases of the ℓ ₁–θ-summation are considered, such as the Weierstrass, Picar, Bessel, Fejér, de La Vallée-Poussin, Rogosinski, and Riesz summations.