Multilevel flexible specification of the production function in health economics

^** Email: grassetti{at}stat.unipd.it^*** Email: e.gori{at}dss.uniud.it^**** Email: simona.minotti{at}unicatt.it Previous studies on hospitals' efficiency often refer to quiterestrictive functional forms for the technology (Aigner et al.,1977, J. Econom., 6, 21–37). In this paper, referringto a study about some hospitals in Lombardy, we formulate convenientcorrectives to a statistical model based on the translogarithmicfunction—the most widely used flexible functional form(Christensen et al., 1973, Rev. Econ. Stat., 55, 28–45).More specifically, in order to take into consideration the hierarchicalstructure of the data (as in Gori et al., 2002, Stat. Appl.,14, 247–275), we propose a multilevel model, ignoringfor the moment the one-side error specification, typical ofstochastic frontier analysis (Aigner et al., 1977, J. Econom.,6, 21–37). Given this simplification, however, we areeasily able to take into account some typical econometric problemsas, e.g. heteroscedasticity. The estimated production functioncan be used to identify the technical inefficiency of hospitals(as already seen in previous works), but also to draw some economicconsiderations about scale elasticity, scale efficiency andoptimal resource allocation of the productive units. We willshow, in fact, that for the translogarithmic specification itis possible to obtain the elasticity of the output (regardingan input) at hospital level as a weighted sum of elasticitiesat ward level. Analogous results can be achieved for scale elasticity,which measures how output changes in response to simultaneousinputs variation. In addition, referring to scale efficiencyand to optimal resource allocation, we will consider the resultsof Ray (1998, J. Prod. Anal., 11, 183–194) to our context.The interpretation of the results is surely an interesting administrativeinstrument for decision makers in order to analyse the productiveconditions of each hospital and its single wards and also todecide the preferable interventions.     

Modular Form Congruences and Selmer Groups

Motivated by Cremona and Mazur's notion of visibility of elementsin Shafarevich–Tate groups [6, 27], there have been anumber of recent works which test its compatibility with theBirch and Swinnerton–Dyer conjecture and the Bloch–Katoconjecture. These conjectures provide formulas for the ordersof Shafarevich–Tate groups in terms of values of L-functions.For example, one may see recent work of Agashe, Dummigan, Steinand Watkins [1, 2, 10, 11]. In their examples, they find thatthe presence of visible elements agrees with the expected divisibilityproperties of the relevant L-values.     

On Fusion in Unipotent Blocks

The context of this note is as follows. One considers a connectedreductive group G and a Frobenius endomorphism F: G G definingG over a finite field of order q. One denotes by G^F the associated(finite) group of fixed points. Let l be a prime not dividing q. We are interested in the l-blocksof the finite group G^F. Such a block is called unipotent ifthere is a unipotent character (see, for instance, [6, Definition12.1]) among its representations in characteristic zero. Roughlyspeaking, it is believed that the study of arbitrary blocksof G^F might be reduced to unipotent blocks (see [2, Théorème2.3], [5, Remark 3.6]). In view of certain conjectures aboutblocks (see, for instance, [9]), it would be interesting tofurther reduce the study of unipotent blocks to the study ofprincipal blocks (blocks containing the trivial character).Our Theorem 7 is a step in that direction: we show that thelocal structure of any unipotent block of G^F is very close tothat of a principal block of a group of related type (notionof ‘control of fusion’, see [13, 49]). 1991 MathematicsSubject Classification 20Cxx.     

Hydrodynamic assist and the dynamic contact angle in the coalescence of liquid drops

^** Email: decentsp{at}for.mat.bham.ac.uk The coalescence of two viscous liquid drops in an inviscid gasor in a vacuum is studied using the interface formation model.In the very early stages of coalescence during the formationof the ‘liquid-bridge’ connecting the two drops,this model predicts a moving contact line and a dynamic contactangle. This paper examines the dynamic evolution of this contactangle, and for small Reynolds number and small Capillary number,relevant particularly in micro-fluidics, a non-linear differentialequation is derived for the contact angle and solved computationally.It is found that the contact angle evolution can only be evaluatedby determining information about the flow away from the contactline. This is a manifestation of so-called hydrodynamic assist,studied experimentally in the context of curtain coating byBlake et al. (1999 Experimental evidence of non-local hydrodynamicinfluence on the dynamic contact angle. Phys. Fluids, 11, 1995–2007).For small Capillary number and small Reynolds number, the free-surfaceevolution is determined for the coalescence of two cylindersof equal radius. Finally, some comments are made on experimentsin coalescence, as well as on issues arising in a computationalsolution of the full model described here.     

Hammocks and the Nazarova-Roiter Algorithm

Hammocks have been considered by Brenner [1], who gave a numericalcriterion for a finite translation quiver to be the Auslander–Reitenquiver of some representation-finite algebra. Ringel and Vossieck[11] gave a combinatorial definition of left hammocks whichgeneralised the concept of hammocks in the sense of Brenner,as a translation quiver H and an additive function h on H (calledthe hammock function) satisfying some conditions. They showedthat a thin left hammock with finitely many projective verticesis just the preprojective component of the Auslander–Reitenquiver of the category of S-spaces, where S is a finite partiallyordered set (abbreviated as ‘poset’). An importantrole in the representation theory of posets is played by twodifferentiation algorithms. One of the algorithms was developedby Nazarova and Roiter [8], and it reduces a poset S with amaximal element a to a new poset S'=_aS. The second algorithmwas developed by Zavadskij [13], and it reduces a poset S witha suitable pair (a, b) of elements a, b to a new poset S'=_(a,b)S.The main purpose of this paper is to construct new left hammocksfrom a given one, and to show the relationship between thesenew left hammocks and the Nazarova–Roiter algorithm. Ina later paper [5], we discuss the relationship between hammocksand the Zavadskij algorithm.     

The Pontryagin Rings of Moduli Spaces of Arbitrary Rank Holomorphic Bundles Over a Riemann Surface

The cohomology of M(n, d), the moduli space of stable holomorphicbundles of coprime rank n and degree d and fixed determinant,over a Riemann surface of genus g 2, has been widely studiedfrom a wide range of approaches. Narasimhan and Seshadri [17]originally showed that the topology of M(n, d) depends onlyon the genus g rather than the complex structure of . An inductivemethod to determine the Betti numbers of M(n, d) was first givenby Harder and Narasimhan [7] and subsequently by Atiyah andBott [1]. The integral cohomology of M(n, d) is known to haveno torsion [1] and a set of generators was found by Newstead[19] for n = 2, and by Atiyah and Bott [1] for arbitrary n.Much progress has been made recently in determining the relationsthat hold amongst these generators, particularly in the ranktwo, odd degree case which is now largely understood. A setof relations due to Mumford in the rational cohomology ringof M(2, 1) is now known to be complete [14]; recently severalauthors have found a minimal complete set of relations for the‘invariant’ subring of the rational cohomology ofM(2, 1) [2, 13, 20, 25]. Unless otherwise stated all cohomology in this paper will haverational coefficients.     

A Necessary and Sufficient Condition for a Linear Differential System to be Strongly Monotone

In order to present the results of this note, we begin withsome definitions. Consider a differential system [formula] where IR is an open interval, and f(t, x), (t, x)IxRⁿ, is acontinuous vector function with continuous first derivativesf_r/x_s, r, s=1, 2, ..., n. Let D_xf(t, x), (t, x)IxRⁿ, denote the Jacobi matrix of f(t,x), with respect to the variables x₁, ..., x_n. Let x(t, t₀,x₀), tI(t₀, x₀) denote the maximal solution of the system (1)through the point (t₀, x₀)IxRⁿ. For two vectors x, yRⁿ, we use the notations x>y and x>>yaccording to the following definitions: [formula] An nxn matrix A=(a_rs) is called reducible if n2 and there existsa partition [formula] (p1, q1, p+q=n) such that [formula] The matrix A is called irreducible if n=1, or if n2 and A isnot reducible. The system (1) is called strongly monotone if for any t₀I, x₁,x₂Rⁿ [formula] holds for all t>t₀ as long as both solutions x(t, t₀, x_i),i=1, 2, are defined. The system is called cooperative if forall (t, x)IxRⁿ the off-diagonal elements of the nxn matrix D_xf(t,x) are nonnegative. 1991 Mathematics Subject Classification34A30, 34C99.     

Intertwining Maps from Certain Group Algebras

In [17, 18, 19], we began to investigate the continuity propertiesof homomorphisms from (non-abelian) group algebras. Alreadyin [19], we worked with general intertwining maps [3, 12]. Thesemaps not only provide a unified approach to both homomorphismsand derivations, but also have some significance in their ownright in connection with the cohomology comparison problem [4]. The present paper is a continuation of [17, 18, 19]; this timewe focus on groups which are connected or factorizable in thesense of [26]. In [26], G. A. Willis showed that if G is a connectedor factorizable, locally compact group, then every derivationfrom L¹(G) into a Banach L¹(G)-module is automatically continuous.For general intertwining maps from L¹(G), this conclusion isfalse: if G is connected and, for some nN, has an infinite numberof inequivalent, n-dimensional, irreducible unitary representations,then there is a discontinuous homomorphism from L¹(G into aBanach algebra by [18, Theorem 2.2] (provided that the continuumhypothesis is assumed). Hence, for an arbitrary intertwiningmap from L¹(G), the best we can reasonably hope for is a resultasserting the continuity of on a ‘large’, preferablydense subspace of L¹(G). Even if the target space of is a Banachmodule (which implies that the continuity ideal I() of is closed),it is not a priori evident that is automatically continuous:the proofs of the automatic continuity theorems in [26] relyon the fact that we can always confine ourselves to restrictionsto L¹(G) of derivations from M(G) [25, Lemmas 3.1 and 3.4].It is not clear if this strategy still works for an arbitraryintertwining map from L¹(G) into a Banach L¹(G)-module.     

Stability of uniformly Morse-Smale gradient-like numerical methods for flows

In Garay (1996, Numer. Math., 72, 449–479) and Li (1997b,SIAM J. Math. Anal., 28, 381–388), it was shown that thequalitative properties of a Morse–Smale gradient-likeflow are preserved by its numerical approximations. In thispaper, we show that the qualitative properties of a family ofuniformly Morse–Smale gradient-like numerical methodsare preserved by the approximated flow. The techniques usedin the study of the structural stability theorem for diffeomorphismsare the main tools for this work.     

Multiple Positive Solutions of Semilinear Differential Equations with Singularities

The existence of positive solutions of a second order differentialequation of the form z'+g(t)f(z)=0 (1.1) with the separated boundary conditions: z(0) – ßz'(0)= 0 and z(1)+z'(1) = 0 has proved to be important in physicsand applied mathematics. For example, the Thomas–Fermiequation, where f = z^3/2 and g = t^–1/2 (see [12, 13, 24]),so g has a singularity at 0, was developed in studies of atomicstructures (see for example, [24]) and atomic calculations [6].The separated boundary conditions are obtained from the usualThomas–Fermi boundary conditions by a change of variableand a normalization (see [22, 24]). The generalized Emden–Fowlerequation, where f = z^p, p > 0 and g is continuous (see [24,28]) arises in the fields of gas dynamics, nuclear physics,chemically reacting systems [28] and in the study of multipoletoroidal plasmas [4]. In most of these applications, the physicalinterest lies in the existence and uniqueness of positive solutions.     

Hypersurface Singularities with 2-Dimensional Critical Locus

Consider an analytic germ f:(C^m, 0)(C, 0) (m3) whose criticallocus is a 2-dimensional complete intersection with an isolatedsingularity (icis). We prove that the homotopy type of the Milnorfiber of f is a bouquet of spheres, provided that the extendedcodimension of the germ f is finite. This result generalizesthe cases when the dimension of the critical locus is zero [8],respectively one [12]. Notice that if the critical locus isnot an icis, then the Milnor fiber, in general, is not homotopicallyequivalent to a wedge of spheres. For example, the Milnor fiberof the germ f:(C⁴, 0)(C, 0), defined by f(x₁, x₂, x₃, x₄) =x₁x₂x₃x₄ has the homotopy type of S¹xS¹xS¹. On the other hand,the finiteness of the extended codimension seems to be the rightgeneralization of the isolated singularity condition; see forexample [9–12, 17, 18]. In the last few years different types of ‘bouquet theorems’have appeared. Some of them deal with germs f:(X, x)(C, 0) wheref defines an isolated singularity. In some cases, similarlyto the Milnor case [8], F has the homotopy type of a bouquetof (dim X–1)-spheres, for example when X is an icis [2],or X is a complete intersection [5]. Moreover, in [13] Siersmaproved that F has a bouquet decomposition FF₀Sⁿ...Sⁿ (whereF₀ is the complex link of (X, x)), provided that both (X, x)and f have an isolated singularity. Actually, Siersma conjecturedand Tibr proved [16] a more general bouquet theorem for thecase when (X, x) is a stratified space and f defines an isolatedsingularity (in the sense of the stratified spaces). In thiscase F_iF_i, where the F_i are repeated suspensions of complexlinks of strata of X. (If (X, x) has the ‘Milnor property’,then the result has been proved by Lê; for details see[6].) In our situation, the space-germ (X, x) is smooth, but f hasbig singular locus. Surprisingly, for dim Sing f^–1(0)2,the Milnor fiber is again a bouquet (actually, a bouquet ofspheres, maybe of different dimensions). This result is in thespirit of Siersma's paper [12], where dim Sing f^–1(0)= 1. In that case, there is only a rather small topologicalobstruction for the Milnor fiber to be homotopically equivalentto a bouquet of spheres (as explained in Corollary 2.4). Inthe present paper, we attack the dim Sing f^–1(0) = 2 case.In our investigation some results of Zaharia are crucial [17,18].     

On Power Series Having Sections with Multiply Positive Coefficients and a Theorem of Polya

Let (0.1) be a formal power series. In 1913, G. Pólya [7] provedthat if, for all sufficiently large n, the sections (0.2) have real negative zeros only, then the series (0.1) convergesin the whole complex plane C, and its sum f(z) is an entirefunction of order 0. Since then, formal power series with restrictionson zeros of their sections have been deeply investigated byseveral mathematicians. We cannot present an exhaustive bibliographyhere, and restrict ourselves to the references [1, 2, 3], wherethe reader can find detailed information. In this paper, we propose a different kind of generalisationof Pólya's theorem. It is based on the concept of multiplepositivity introduced by M. Fekete in 1912, and it has beentreated in detail by S. Karlin [4].     

On Irregularities of Distribution II

Let a=(a₁, a₂, a₃, ...) be an arbitrary infinite sequence inU=[0, 1). Let Van der Corput [5] conjectured that d(a, n) (n=1, 2, ...) isunbounded, and this was proved in 1945 by van Aardenne-Ehrenfest[1]. Later she refined this [2], obtaining for infinitely many n. Here and later c₁, c₂, ... denote positiveabsolute constants. In 1954, Roth [8] showed that the quantity is closely related to the discrepancy of a suitable point setin U².     

The Kissing Numbers of Convex Bodies -- A Brief Survey

Nearly four hundred years ago, the cubic close-packing of equalspheres in R³ was discovered by Kepler [21], in which each spheretouches 12 others. In 1694, Gregory and Newton discussed thefollowing thirteen spheres problem. Can a rigid material spherebe brought into contact with 13 other such spheres of the samesize? Gregory believed ‘yes’, while Newton thought‘no’. 1991 Mathematics Subject Classication 11H31,52C17.     

On Artin's Conjecture, I: Systems of Diagonal Forms

As a special case of a well-known conjecture of Artin, it isexpected that a system of R additive forms of degree k, say [formula] with integer coefficients a_ij, has a non-trivial solution inQ_p for all primes p whenever [formula] Here we adopt the convention that a solution of (1) is non-trivialif not all the x_i are 0. To date, this has been verified onlywhen R=1, by Davenport and Lewis [4], and for odd k when R=2,by Davenport and Lewis [7]. For larger values of R, and in particularwhen k is even, more severe conditions on N are required toassure the existence of p-adic solutions of (1) for all primesp. In another important contribution, Davenport and Lewis [6]showed that the conditions [formula] are sufficient. There have been a number of refinements of theseresults. Schmidt [13] obtained N>>R²k³ log k, and Low,Pitman and Wolff [10] improved the work of Davenport and Lewisby showing the weaker constraints [formula] to be sufficient for p-adic solubility of (1). A noticeable feature of these results is that for even k, onealways encounters a factor k³ log k, in spite of the expectedk² in (2). In this paper we show that one can reach the expectedorder of magnitude k². 1991 Mathematics Subject Classification11D72, 11D79.     

The Baire Category Property and Some Notions of Compactness

We work in set theory without the axiom of choice: ZF. We showthat the axiom BC: Compact Hausdorff spaces are Baire, is equivalentto the following axiom: Every tree has a subtree whose levelsare finite, which was introduced by Blass (cf. [4]). This settlesa question raised by Brunner (cf. [9, p. 438]). We also showthat the axiom of Dependent Choices is equivalent to the axiom:In a Hausdorff locally convex topological vector space, convex-compactconvex sets are Baire. Here convex-compact is the notion whichwas introduced by Luxemburg (cf. [16]).     

Linear Independence of Hecke Operators in the Homology of X0(N)

In Merel's recent proof [7] of the uniform boundedness conjecturefor the torsion of elliptic curves over number fields, a keystep is to show that for sufficiently large primes N, the Heckeoperators T₁, T₂, ..., T_D are linearly independent in theiractions on the cycle e from 0 to i in H₁(X₀(N) (C), Q). In particular,he shows independence when max(D⁸, 400D⁴) < N/(log N)⁴. Inthis paper we use analytic techniques to show that one can chooseD considerably larger than this, provided that N is large.     

On the Number of Solutions of an Equation Over a Finite Field

The Stöhr–Voloch approach is used to obtain a newbound for the number of solutions in (F_q)² of an equation f(X,Y) = 0, where f(X, Y) is an absolutely irreducible polynomialwith coefficients in a finite field F_q.     

Weil Representations of Symplectic Groups Over Rings

We are interested in Weil representations of Sp(2n, R), whereR is the ring Z/p^lZ, p is an odd prime and l is a positive integer,or, more generally, R = O/p^l, where O is the ring of integersof a local field, p is the maximal ideal of O and O/p has oddcharacteristic. One reason for this interest is that a continuousfinite-dimensional complex representation of Sp(2n, O) has tofactor through a representation of Sp(2n, O/p^l) for some l.     

Varieties Which are almost D-Affine

This paper produces several examples of varieties X for whichthe global sections functor (X,–): D_X-modD(X)-mod is exact,and makes D(X)-mod a quotient category of D_X-mod, but is notan equivalence. These varieties are quotients by finite groupactions of D-affine varieties. The torsion of (X,–) isalso described, in some cases. Here, D_x-mod denotes the categoryof quasi-coherent D_X-modules.