Fixed-width confidence intervals for contrasts in the means

The sequential procedure developed by Bhargava and Srivastava (1973, J. Roy. Statist. Soc. Ser. B, 35, 147–152) to construct fixed-width confidence intervals for contrasts in the means is further analyzed. Second-order approximations for the first two moments of the stopping time and the coverage probability associated with the sequential procedure, are obtained. A lower bound for the number of additional observations after stopping is derived, which ensures the mxact probability of coverage. Moreover, two-stage, three-stage and modified sequential procedures are proposed for the same estimation problem. Relative advantages and disadvantages of these sampling schemes are discussed and their properties are studied.     

Weyl's theorem for operator matrices

Weyl's theorem holds for an operator when the complement in the spectrum of the Weyl spectrum coincides with the isolated points of the spectrum which are eigenvalues of finite multiplicity. By comparison Browder's theorem holds for an operator when the complement in the spectrum of the Weyl spectrum coincides with Riesz points. Weyl's theorem and Browder's theorem are liable to fail for 2×2 operator matrices. In this paper we explore how Weyl's theorem and Browder's theorem survive for 2×2 operator matrices on the Hilbert space.Supported in part by BSRI-97-1420 and KOSEF 94-0701-02-01-3.     

On the optimality of a characterization theorem for the gamma function using the multiplication formula

Summary The following Artin type characterization of : _{+ +} is proved: Assume thatf: _{+ +} satisfies the Gauss multiplication formula for some fixedp 2,f is absolutely continuous on [l/p, 1 + ] for some > 0 and lim _{x 0} xf(x) = 1. Thenf(x) = (x) forx > 0.The optimality of this result is checked by means of counterexamples. For instance, it is shown that the result is no longer true, if f is absolutely continuous is replaced by f is continuous and of finite variation.     

Über Sechseckgewebe auf Flächen

Let F be a surface of negative curvature in a 3-dimensional Euclidean space. We consider the Kurvengewebe C on F, consisting of the lines of curvature and of a family of asymptotic lines of F. An integral formula is proved for the curvature of C, and surfaces are investigated for which C is a Sechseckgewebe.     

A new class of cutting planes for the symmetric travelling salesman problem

A comprehensive class of cutting planes for the symmetric travelling salesman problem (TSP) is proposed which contains the known comb inequalities, the path inequalities and the 3-star constraints as special cases. Its relation to the clique tree inequalities is discussed. The cutting planes are shown to be valid for a relaxed version of the TSP, the travelling salesman problem on a road network, and—under certain conditions—to define facets of the polyhedron associated with this problem.     

Polling systems with synchronization constraints

We introduce a new service discipline, called thesynchronized gated discipline, for polling systems. It arises when there are precedence (or synchronization) constraints between the order that jobs in different qucues should be served. These constraints are described as follows: There areN stations which are fathers of (zero or more)synchronized stations (children). Jobs that arrive at synchronized stations have to be processed only after jobs that arrived prior to them at their corresponding father station have been processed. We analyze the performance of the synchronized gated discipline and obtain expressions for the first two moments and the Laplace-Stieltjes transform (LST) of the waiting times in different stations, and expressions for the moments and LST of other quantities of interest, such as cycle duration and generalized station times. We also obtain a pscudo conservation law for the synchronized gated discipline, and determine the optimal network topology that minimizes the weighted sum of the mean waiting times, as defined in the pseudo conservation law. Numerical examples are given for illustrating the dependence of the performance of the synchronized gated discipline on different parameters of the network.Supported by a Grant from the France-Israel Scientific Cooperation (in Computer Science and Engineering) between the French Ministry of Research and Technology and the Israeli Ministry of Science and Technology, Grant No. 3321190.     

Brownian motion in a Poissonian potential

We study here ad-dimensional Brownian motion in a random potentialV(·, ) obtained as the sum of translations of a given fixed non negative shape function at the points of a Poisson cloud of constant intensityv. We are interested in the larget behavior for typical cloud configurations, of the Brownian path in timet under the influence of the natural Feynman-Kac weight associated toV(·, ). In particular, we show that the location at timet of the process tends to be concentrated near points of suitably low local eigenvalue of –1/2+V(·,), which lie almost at distancet from the origin. Near these points one can find in the cloud a big hole or clearing of size const(logt)^1/d with volume like a ball of radiusR ₀(d, v)(logt)^1/d .     

Stellare Abänderungen und Schälbarkeit von Komplexen und Polytopen

Brugesser and Mani proved that the boundary-complex of a convex polytope can be shelled. This result lead to McMullen's proof of the Upper-bound-conjecture. We show that the shellability of complexes has a close connection to the theory of stellar operations. Several results on special shelling procedures and on non-shellable complexes are obtained.     

Outlines for the computation of the multiplicities of the spectra of orthogonal sums

If A and B are operators in the spaces X and Y, respectively, and if the operator B has many sets , , such that the manifolds p is a polynomial are dense in the space Y, then Here a=(the multiplicity of the spectrum of the operator A)=mindimL: span (AⁿL:n0)}=X. For example, if B=T^–g is a Toeplitz operator in the space H² with antianalytic symbol) and if g (the polynomial convex hull of the spectrum (A)) , then. Conversely, if and, then (under some assumptions on the regularity of the function f we have. One also gives examples of univalent and essentially univalent functions f (f H), for which Tf>1.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 126, pp. 150–158, 1983.     

A Niche Width Model of Optimal Specialization

Niche width theory, a part of organizational ecology, predicts whether specialist or generalist forms of organizations have higher fitness, in a continually changing environment. To this end, niche width theory uses a mathematical model borrowed from biology. In this paper, we first loosen the specialist-generalist dichotomy, so that we can predict the optimal degree of specialization. Second, we generalize the model to a larger class of environmental conditions, on the basis of the model's underlying assumptions. Third, we criticize the way the biological model is treated in sociological theory. Two of the model's dimensions seem to be confused, i.e., that of trait and environment; the predicted optimal specialization is a property of individual organizations, not of populations; and, the distinction between fine and coarse grained environments is superfluous.     

Jensen inequalities for functions with higher monotonicities

Summary We investigate generalizations of the classical Jensen and Chebyshev inequalities. On one hand, we restrict the class of functions and on the other we enlarge the class of measures which are allowed. As an example, consider the inequality (J)(f(x) d) A (f(x) d, d d = 1. Iff is an arbitrary nonnegativeL _x function, this holds if 0, is convex andA = 1. Iff is monotone the measure need not be positive for (J) to hold for all convex withA = 1. If has higher monotonicity, e.g., is also convex, then we get a version of (J) withA < 1 and measures that need not be positive.     

Sample path large deviations for super-Brownian motion

Summary We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motion. For one of the appearing rate functions an integral representation is given and interpreted as Kakutani-Hellinger energy. As a tool we develop estimates for the Laplace functionals of (historical) super-Brownian motion and certain maximal inequalities. Also it is shown that the Hölder norm of index <1/2 of the processtf, X _t possesses some finite exponential moments provided the functionf is smooth.This work was supported in part by the Graduiertenkolleg Algebraische, analytische und geometrische Methoden und ihre Wechselwirkung in der modernen Mathematik, Bonn     

Eulerian numbers with fractional order parameters

Summary The aim of this paper is to generalize the well-known Eulerian numbers, defined by the recursion relationE(n, k) = (k + 1)E(n – 1, k) + (n – k)E(n – 1, k – 1), to the case thatn is replaced by . It is shown that these Eulerian functionsE(, k), which can also be defined in terms of a generating function, can be represented as a certain sum, as a determinant, or as a fractional Weyl integral. TheE(, k) satisfy recursion formulae, they are monotone ink and, as functions of , are arbitrarily often differentiable. Further, connections with the fractional Stirling numbers of second kind, theS(, k), > 0, introduced by the authors (1989), are discussed. Finally, a certain counterpart of the famous Worpitzky formula is given; it is essentially an approximation ofx in terms of a sum involving theE(, k) and a hypergeometric function.Dedicated to the memory of Alexander M. Ostrowski on the occasion of the 100th anniversary of his birth.     

On the convergence of the multivariate “homogeneous”qd-algorithm

The convergence of columns in the univariateqd-algorithm to reciprocals of polar singularities of meromorphic functions has often proved to be very useful. A multivariateqd-algorithm was discovered in 1982 for the construction of the so-called homogeneous Padé approximants.In the first section we repeat the univariate convergence results. In the second section we summarize the homogeneous multivariateqd-algorithm. In the third section a multivariate convergence result is proved by combining results from the previous sections. This convergence result is compared with another theorem for the general order multivariateqdg-algorithm. The main difference lies in the fact that the homogeneous form detects the polar singularities pointwise while the general form detects them curvewise.     

Maximum Monoreflections and Essential Extensions

An extension operator c in a category is an assignment, to each object A a monomorphism c _A : AcA. Seeking to approximate such a c by a functor, in our earlier paper Maximum monoreflections, we showed that with some hypotheses on the category, and on c, there is a monoreflection (c) maximum beneath c. Thus, in a suitable category of rings, using the complete ring of quotients operator Q, each object A has a maximum functorial ring of quotients (Q)A. But the proof gave no hint of how to calculate the general (c)A's, nor the particular (Q)A's. In the present paper, we give an explicit formula (and separate proof of existence) for the (c)A's, under more complicated hypotheses on the category and assuming the c _A 's are essential monomorphisms. We discuss briefly how the formula proves adequate to calculate the (Q)A's in Archimedean f-rings, and some related and necessary constructs in Archimedean l-groups.     

A density function and the structure of singularities of the mean curvature flow

We study singularity formation in the mean curvature flow of smooth, compact, embedded hypersurfaces of non-negative mean curvature in ⁿ⁺¹, primarily in the boundaryless setting. We concentrate on the so-called Type I case, studied by Huisken in [Hu 90], and extend and refine his results. In particular, we show that a certain restriction on the singular points covered by his analysis may be removed, and also establish results relating to the uniqueness of limit rescalings about singular points, and to the existence of slow-forming singularities of the flow.The main new ingredient introduced, to address these issues, is a certain density function, analogous to the usual density function in the study of harmonic maps in the stationary setting. The definition of this function is based on Huisken's important monotonicity formula for mean curvature flow.     

On the choice of γ for singly-implicit RK or Rosenbrock methods

Following the slogan a picture is better than thousand data, for restricted Padé approximations with one realm-fold pole atz=1/ of orderm, we plot the error constants, the maximal error for negative realz as functions of, as well as the regions ofA- resp.A(0)-stability.     

Previsible sets for hyperfinite filtrations

Summary Previsible (or predictable) stochastic processes are defined for any filtration over a probability space (Dellacherie and Meyer (1978), IV. 61). This technical definition gives previsible processes certain predictability properties such as not being able to oscillate in unison with martingale differentials. Thus previsibility has become one essential ingredient in The General Theory of Stochastic Processes.We show that previsible sets for Keisler's (1984) special hyperfinite filtration are given both combinatorially and by a left filtration. Keisler's scheme has many other interesting features.Our main technical tool is an extension of Henson's (1979) analysis of analytic sets and the standard part map.     

Occupation time large deviations of the voter model

This paper is a sequel to [5] and [6]. We continue our study of occupation time large deviation probabilities for some simple infinite particle systems by analysing the so-called voter model _t (see e.g., [11] or [8]). In keeping with our previous results, we show that the large deviations are classical in high dimensions (d5 for _t) but fat in low dimensions (d4). Interaction distinguishes the voter model from the independent particle systems of [5] and [6], and consequently exact computations no longer seem feasible. Instead, we derive upper and lower bounds which capture the asymptotic decay rate of the large deviation tails.Dedicated to Frank Spitzer on his 60th birthdayPartially supported by the National Science Foundation under Grant DMS-831080Partially supported by the National Science Foundation under Grant DMS-841317Partially supported by the National Science Foundation under Grant DMS-830549     

On cubature formulas on the basis of lattices

Q (.. , L). Q . P(S_r(2)) — 2 (S _r(2) (r — ). , M(P(S _r(m=sup{t(·)t(·)₁:t P(S _r(2)),t 0}. , /4+(1)M(P(S _r(2)))/r ²15/17+(1)(r+). (Q), Q L.