On Moments of Bivariate Order Statistics

In the present paper, we give the exact explicit expression for the product moments (of any order) of bivariate order statistics (o.s.) from any arbitrary continuous bivariate distribution function (d.f.). Furthermore, for any arbitrary bivariate uniform d.f., universal distribution-free bounds for the differences of any two different product moments (of order (1,1) or (-1,1)) are given.     

A note on the convergence of trivariate extreme order statistics and extension

Necessary and sufficient conditions, under which there exists (at least) a sequence of vectors of real numbers for which the distribution function (d.f.) of any vector of extreme order statistics converges to a nondegenerate limit, are derived. The interesting thing is that these conditions solely depend on the univariate marginals. Moreover, the limit splits into the product of the limit univariate marginals if all the bivariate marginals of the trivariate d.f., from which the sample is drawn, is of negative quadrant dependent random variables (r.v.'s). Finally, all these results are stated for the multivariate extremes with arbitrary dimensions.     

On a limit relation between order statistics and records

Let a distribution function (d.f.) F belong to the domain of minimal attraction of some d.f. L. It is shown that the limit distribution of suitably normalized order statistics X_k,n corresponding to the d.f. F, coincides with the distribution of the record value X(k) corresponding to the d.f. L. Bibliography: 8 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 244, 1997, pp. 218–226. Translated by A. Sudakov.     

Products of elementary doubly stochastic matrices

While studying a theorem of Westwerk on higher numerical ranges, we became interested in how the theory of elementary doubly stochastic (e.d.s.) matrices is related to a result of Goldberg and Straus. We show that there exist classes of doubly stochastic (d.s.) matrices of order n≧3 and orthostochastic (o s) matrices of order n≧4 such that the matrices in these classes cannot be represented as a product of e.d.s. matrices. In fact the matrices in these classes do not admit a representation as an infinite limit of a product of e.d.s. matrices.     

An adaptive trivariate dimension-reduction method for statistical moments assessment and reliability analysis

An adaptive trivariate dimension-reduction method is proposed for statistical moments evaluation and reliability analysis in this paper. First, the raw moments of the performance function can be estimated by means of the trivariate dimension-reduction method, where the trivariate, bivariate and univariate Gaussian-weighted integrals are involved. Since the trivariate and bivariate integrals control the efficiency and accuracy, delineating the existence of bivariate and trivariate cross terms is performed, which could significantly reduce the numbers of trivariate and bivariate integrals to be evaluated. When the cross terms exist, the trivariate and bivariate integrals are numerically evaluated directly by the high-order unscented transformation, where the involved free parameters are provided. When the cross terms don’t exist, the trivariate and bivariate integrals can be further decomposed to be the lower-dimensional integrals, where the high-order unscented transformation is again adopted for numerical integrations. In that regard, the first-four central moments can be computed accordingly and the performance function’s probability density function can be reconstructed by fitting the shifted generalized lognormal distribution model based on the first-four central moments. Then, the failure probability can be computed by a one-dimensional integral over the performance function’s probability density function in the failure domain. Three numerical examples, including both the explicit and implicit performance functions, are investigated, to demonstrate the efficacy of the proposed method for both the statistical moments assessment and reliability analysis.     

Quantitative estimations of bivariate summation‐integral–type operators

In this paper, we study the approximation properties of bivariate summation‐integral–type operators with two parameters . The present work deals within the polynomial weight space. The rate of convergence is obtained while the function belonging to the set of all continuous and bounded function defined on ([0],∞)(×[0],∞) and function belonging to the polynomial weight space with two parameters, also convergence properties, are studied. To know the asymptotic behavior of the proposed bivariate operators, we prove the Voronovskaya type theorem and show the graphical representation for the convergence of the bivariate operators, which is illustrated by graphics using Mathematica. Also with the help of Mathematica, we discuss the comparison by means of the convergence of the proposed bivariate summation‐integral–type operators and Szász‐Mirakjan‐Kantorovich operators for function of two variables with two parameters to the function. In the same direction, we compute the absolute numerical error for the bivariate operators by using Mathematica and is illustrated by tables and also the comparison takes place of the proposed bivariate operators with the bivariate Szász‐Mirakjan operators in the sense of absolute error, which is represented by table. At last, we study the simultaneous approximation for the first‐order partial derivative of the function.     

Uniform partition extensions,a generating functions perspective

In this paper, a bivariate generating function CF(x, y) =f(x)-yf(xy)1-yis investigated, where f(x)= n 0fnxnis a generating function satisfying the functional equation f(x) = 1 + r j=1 m i=j-1aij xif(x)j.In particular, we study lattice paths in which their end points are on the line y = 1. Rooted lattice paths are defined. It is proved that the function CF(x, y) is a generating function defined on some rooted lattice paths with end point on y = 1. So, by a simple and unified method, from the view of lattice paths, we obtain two combinatorial interpretations of this bivariate function and derive two uniform partitions on these rooted lattice paths.     

Functional limit theorems for a new class of non-stationary shot noise processes

We study a class of non-stationary shot noise processes which have a general arrival process of noises with non-stationary arrival rate and a general shot shape function. Given the arrival times, the shot noises are conditionally independent and each shot noise has a general (multivariate) cumulative distribution function (c.d.f.) depending on its arrival time. We prove a functional weak law of large numbers and a functional central limit theorem for this new class of non-stationary shot noise processes in an asymptotic regime with a high intensity of shot noises, under some mild regularity conditions on the shot shape function and the conditional (multivariate) c.d.f. We discuss the applications to a simple multiplicative model (which includes a class of non-stationary compound processes and applies to insurance risk theory and physics) and the queueing and work-input processes in an associated non-stationary infinite-server queueing system. To prove the weak convergence, we show new maximal inequalities and a new criterion of existence of a stochastic process in the space $\mathbb{D}$ given its consistent finite dimensional distributions, which involve a finite set function with the superadditive property.     

方向数据密度核估计的对数律

设X为取值于k维单位球面上的单位随机向量,具有概率密度函数f(x),X_1,…,X_n为X的n个i.i.d.的观察,讨论f(x)具有形式的核估计,其中K为定义于[0,+∞]上的非负核函数,ω_k为Ω_k上的Lebesque测度,本文建立了fn(x)的对数律,并给出了fn(x)的一致强相合速度。     

Mathematica数学软件的图形功能在微积分中的应用问题

讨论如何正确使用Math.的图形功能,对微积分中二元函数在一点极限不存在的情形及二元函数在点不连续但偏导数存在的情形给出几何解释。     

Binary formally self-dual odd codes

Most of the research on formally self-dual (f.s.d.) codes has been developed for binary f.s.d. even codes, but only limited research has been done for binary f.s.d. odd codes. In this article we complete the classification of binary f.s.d. odd codes of lengths up to 14. We also classify optimal binary f.s.d. odd codes of length 18 and 24, so our result completes the classification of binary optimal f.s.d. odd codes of lengths up to 26. For this classification we first find a relation between binary f.s.d. odd codes and binary f.s.d. even codes, and then we use this relation and the known classification results on binary f.s.d. even codes. We also classify (possibly) optimal binary double circulant f.s.d. odd codes of lengths up to 40.     

在零点的隣區內彼此相等的特徵函数

<正> §1.引言 大家知道,兩個不相恆等的特徵函數(以下简称特函)可以在零點的隣區內相等。為固定用語起見,在本文中我們說特函f(t)属於集合(U),如果存在一個特函,它与f(t)在零的隣區內相等,但並不恆等於f(t);如果f(t)不屬於(U),就說它屬於(U)。     

Exact tables of Spearman's Footrule for N = 11(1)18 with estimate of convergence and errors for the normal approximation

Spearman's Footrule, D, is the sum of the absolute values of the differences between the ranks in two rankings of n objects. For the case of equally likely permutations, tables of the exact cumulative distribution function (c.d.f.) of D are given for 11 ⩽ n ⩽ 18. The maximum difference between the exact c.d.f. for D and the normal approximation is given as well as the maximum difference between the exact c.d.f. for D and the normal approximation with correction for continuity.     

Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data

This article considers the estimation for bivariate distribution function (d.f.) \(F_0(t, z)\) of survival time \(T\) and covariate variable \(Z\) based on bivariate data where \(T\) is subject to right censoring. We derive the empirical likelihood-based bivariate nonparametric maximum likelihood estimator \(\hat{F}_n(t,z)\) for \(F_0(t,z)\) , which has an explicit expression and is unique in the sense of empirical likelihood. Other nice features of \(\hat{F}_n(t,z)\) include that it has only nonnegative probability masses, thus it is monotone in bivariate sense. We show that under \(\hat{F}_n(t,z)\) , the conditional d.f. of \(T\) given \(Z\) is of the same form as the Kaplan–Meier estimator for the univariate case, and that the marginal d.f. \(\hat{F}_n(\infty ,z)\) coincides with the empirical d.f. of the covariate sample. We also show that when there is no censoring, \(\hat{F}_n(t,z)\) coincides with the bivariate empirical d.f. For discrete covariate \(Z\) , the strong consistency and weak convergence of \(\hat{F}_n(t,z)\) are established. Some simulation results are presented.     

用定积分形式定义的不定积分

设f(x)有界且有原函数,把f(x)按照一定条件先限制再延拓到(-∞,+∞),得F(x).令x为自变量,s为参数,则形式定积分∫sxF(t)dt就是f(x)的不定积分.因此,不定积分可以看成另一种形式的定积分.是上限与下限都不定的定积分.     

CHARACTERIZATION OF THE UPPER SUBDERIVATIVE AND ITS CONSEQUENCES IN NONSMOOTH ANALYSIS

It is proved that the upper subderivative of a lower semicontinuous function on a Banach space is upper semicontinuous for the first variable as x′→f x, i. e., x′-x, f(x′)-f(x). By taking account of the work of Treiman. it is further shown that the upper subderivative of a 1. s. c. function is the upper limit of the contingent directtional derivatives around the concorned point. This new characterization of the upper suoberivative allows simple derivations and natural extension of many results" in nonsmooth analysis.     

A C1 interpolant for codes based on backward differentiation formulae

This note is concerned with the provision of an interpolant for o.d.e. initial value codes based upon backward differentiation formulae (b.d.f.) in which both the solution and its first time derivative are continuous over the range of integration—a C¹ interpolant. The construction and implementation of the interpolant is described and the continuity achieved in practice is illustrated by two example.     

关于大偏差概率的一个界

研究得到了关于随机和S(t)=∑N(t)i=1Xi,t≥0大偏差的幂的一个界,其中(N(t))t≥0是一族非负整值随机变量,(Xn)n∈N是独立同分布的随机变量,其共同的分布函数是F与(N(t))t≥0独立.本结论是在假设分布函数F的右尾属于ERV族的情况下得到的.     

Numerical Simulation of Crack Growth

In recent years the X-FEM based on the partition of unity method and the strong discontinuity approach (SDA) have shown to be powerful tools to model crack growth. Both methods model the crack surface by introducing additional d.o.f.. In the X-FEM the nodes in the mesh around a crack are globally enhanced with new d.o.f. while in in the SDA the new d.o.f. are commonly introduced as internal ones. Thus the jump displacement fields are constant across elements. Therefore the d.o.f. can be condensed on element level which results in jumps in the displacement field at element edges. In this contribution the strong discontinuity approach is used approximating the displacement jump linearly across the crack length similar as e.g. in [3]. New additional nodes of the cracked elements that lie on the element edges are introduced but are not considered as internal nodes but remain global. Thus crack path continuity is automatically given. These global d.o.f. approximate the discontinuous part of the displacement field. The sum of the aforementioned part and the continuous displacement field represent the total displacement field including a possible jump. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

基于广义逆的多元矩阵有理插值

本文借助于文[5]给出的一种矩阵广义逆，构造了二元Stieltjes型矩阵连分式的截断连分式，以此首次定义了平面上拟三角形网格上的二元矩阵有理插道值函数。文中给出了存在性的一个有用的判别条件。重要的特征定理和唯一性定理得到证明，并借助了实例说明了本文的结果。