Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation

In this paper we consider a (p × q)-matrix X = (X ₁, ..., X _q ), where a pq-vector vec (X) = (X ₁ ^T , ...,X _q ^T ) ^T is assumed to be distributed normally with mean vector vec (M) = (M ₁ ^T , ...,M _q ^T ) ^T and a positive definite covariance matrix Λ. Suppose that Λ follows a Kronecker product covariance structure, that is Λ = Φ?Σ, where Φ = (? _ij ) is a (q × q)-matrix and Σ = (σ _ij ) is a (p × p)-matrix and the matrices Φ, Σ are positive definite. Such a model is considered in [4], where the maximum likelihood estimates of the parameters M, Φ, Σ are obtained. Using S. N. Roy’s technique (see, e.g., [3]) of the multivariate statistical analysis, we obtain consistent and unbiased estimates of M, Φ, Σ as in [4], but with less calculations.     

Characterizing W 2,p Submanifolds by p -Integrability of Global Curvatures

We give sufficient and necessary geometric conditions, guaranteeing that an immersed compact closed manifold ${\Sigma^m \subset \mathbb{R}^n}$ of class C ¹ and of arbitrary dimension and codimension (or, more generally, an Ahlfors-regular compact set Σ satisfying a mild general condition relating the size of holes in Σ to the flatness of Σ measured in terms of beta numbers) is in fact an embedded manifold of class ${C^{1,\tau} \cap W^{2,p}}$ , where p > m and τ = 1 ? m/p. The results are based on a careful analysis of Morrey estimates for integral curvature–like energies, with integrands expressed geometrically, in terms of functions that are designed to measure either (a) the shape of simplices with vertices on Σ or (b) the size of spheres tangent to Σ at one point and passing through another point of Σ. Appropriately defined maximal functions of such integrands turn out to be of class L ^p (Σ) for p > m if and only if the local graph representations of Σ have second order derivatives in L ^p and Σ is embedded. There are two ingredients behind this result. One of them is an equivalent definition of Sobolev spaces, widely used nowadays in analysis on metric spaces. The second one is a careful analysis of local Reifenberg flatness (and of the decay of functions measuring that flatness) for sets with finite curvature energies. In addition, for the geometric curvature energy involving tangent spheres we provide a nontrivial lower bound that is attained if and only if the admissible set Σ is a round sphere.     

Tangent-Point Repulsive Potentials for a Class of Non-smooth m-dimensional Sets in ℝ n . Part I: Smoothing and Self-avoidance Effects

We consider repulsive potential energies $\mathcal {E}_{q}(\Sigma)$ , whose integrand measures tangent-point interactions, on a large class of non-smooth m-dimensional sets Σ in ? ⁿ . Finiteness of the energy $\mathcal {E}_{q}(\Sigma)$ has three sorts of effects for the set Σ: topological effects excluding all kinds of (a priori admissible) self-intersections, geometric and measure-theoretic effects, providing large projections of Σ onto suitable m-planes and therefore large m-dimensional Hausdorff measure of Σ within small balls up to a uniformly controlled scale, and finally, regularizing effects culminating in a geometric variant of the Morrey–Sobolev embedding theorem: Any admissible set Σ with finite $\mathcal {E}_{q}$ -energy, for any exponent q>2m, is, in fact, a C ¹-manifold whose tangent planes vary in a Hölder continuous manner with the optimal Hölder exponent μ=1?(2m)/q. Moreover, the patch size of the local C ^1,μ -graph representations is uniformly controlled from below only in terms of the energy value $\mathcal {E}_{q}(\Sigma)$ .     

How Close is the Sample Covariance Matrix to?the?Actual Covariance Matrix?

Given a probability distribution in ? ⁿ with general (nonwhite) covariance, a classical estimator of the covariance matrix is the sample covariance matrix obtained from a sample of N independent points. What is the optimal sample size N=N(n) that guarantees estimation with a fixed accuracy in the operator norm? Suppose that the distribution is supported in a centered Euclidean ball of radius $O(\sqrt{n})$ . We conjecture that the optimal sample size is N=O(n) for all distributions with finite fourth moment, and we prove this up to an iterated logarithmic factor. This problem is motivated by the optimal theorem of Rudelson (J. Funct. Anal. 164:60?C72, 1999), which states that N=O(nlog?n) for distributions with finite second moment, and a recent result of Adamczak et al. (J. Am. Math. Soc. 234:535?C561, 2010), which guarantees that N=O(n) for subexponential distributions.     

Identities of symmetric and skew-symmetric matrices in characteristicp

It is well known how the Kostant-Rowen Theorem extends the validity of the famous Amitsur-Levitzki identity to skew-symmetric matrices. Here we give a general method, based on a graph theoretic approach, for deriving extensions of known permanental-type identities to skew-symmetric and symmetric matrices over a commutative ring of prime characteristic. Our main result has a typical Kostant-Rowen flavour: IfM≥p[n+1/2] then $C_M (X,Y) = \sum\limits_{\alpha ,\beta \in Sym(M)} {x_{\alpha (1)} y_{\beta (1)} x_{\alpha (2)} y_{\beta (2)} } ...x_{\alpha (M)} y_{\beta (M)} = 0$ is an identity onM _n ^? (Ω), the set ofnxn skew-symmetric matrices over a commutative ring Ω withp1_Ω=0 (provided that $P > \sqrt {[n + 1/2)} $ ). Otherwise, the stronger conditionM≥pn implies thatC _M(X,Y)=0 is an identity on the full matrix ringM _n(Ω).     

Variational formulas of higher order mean curvatures

In this paper,we establish the first variational formula and its Euler-Lagrange equation for the total 2p-th mean curvature functional M2p of a submanifold M n in a general Riemannian manifold N n+m for p = 0,1,...,[n 2 ].As an example,we prove that closed complex submanifolds in complex projective spaces are critical points of the functional M2p,called relatively 2p-minimal submanifolds,for all p.At last,we discuss the relations between relatively 2p-minimal submanifolds and austere submanifolds in real space forms,as well as a special variational problem.     

Length of Geodesics and Quantitative Morse Theory on Loop Spaces

Let M ⁿ be a closed Riemannian manifold of diameter d. Our first main result is that for every two (not necessarily distinct) points ${p,q \in M^n}$ and every positive integer k there are at least k distinct geodesics connecting p and q of length ${\leq 4nk^2d}$ . We demonstrate that all homotopy classes of M ⁿ can be represented by spheres swept-out by “short” loops unless the length functional has “many” “deep” local minima of a “small” length on the space ${\Omega_{pq}M^n}$ of paths connecting p and q. For example, one of our results implies that for every positive integer k there are two possibilities: Either the length functional on ${\Omega_{pq} M^n}$ has k distinct non-trivial local minima with length ${\leq 2kd}$ and “depth” ${\geq 2d}$ ; or for every m every map of S ^m into ${\Omega_{pq}M^n}$ is homotopic to a map of S ^m into the subspace ${\Omega_{pq}^{4(k+2)(m+1)d}M^n}$ of ${\Omega_{pq}M^n}$ that consists of all paths of length ${\leq 4(k+2)(m+1)d}$ .     

Square root 3 -Subdivision Schemes: Maximal Sum Rule Orders

Abstract. Subdivision with finitely supported masks is an efficient method to create discrete multiscale representations of smooth surfaces for CAGD applications. Recently a new subdivision scheme for triangular meshes, called $\sqrt 3$ -subdivision , has been studied. In comparison to dyadic subdivision, which is based on the dilation matrix 2I , $\sqrt 3$ -subdivision is based on a dilation M with det M=3 . This has certain advantages, for example, a slower growth for the number of control points. This paper concerns the problem of achieving maximal sum rule orders for stationary $\sqrt 3$ -subdivision schemes with given mask support, which is important because the sum rule order characterizes the order of the polynomial reproduction, and provides an upper bound on the Sobolev smoothness of the surface. We study both interpolating and approximating schemes for a natural family of symmetric mask support sets related to squares of sidelength 2n in Z ² , and obtain exact formulas for the maximal sum rule order for arbitrary n . For approximating schemes, the solution is simple, and schemes with maximal sum rule order are realized by an explicit family of schemes based on repeated averaging [15]. In the interpolating case, we use properties of multivariate Lagrange polynomial interpolation to prove the existence of interpolating schemes with maximal sum rule orders. These can be found by solving a linear system which can be reduced in size by using symmetries. From this, we construct some new examples of smooth (C ² ,C ³ ) interpolating $\sqrt 3$ -subdivision schemes with maximal sum rule order and symmetric masks. The construction of associated dual schemes is also discussed.     

The index of singular integral operators in reflexive Orlicz spaces

We consider the Banach algebra $\mathfrak{A}$ of singular integral operators with matrix piecewise continuous coefficients in the reflexive Orlicz spaceL _M ⁿ (Γ). We assume that Γ belongs to a certain wide subclass of the class of Carleson curves; this subclass includes curves with cusps, as well as curves of the logarithmic spiral type. We obtain an index formula for an arbitrary operator from the algebra $L_M^n (\Gamma )$ in terms of the symbol of this operator.     

On the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices ${H_n=n^{-1}A_{m,n}^* A_{m,n}}$ , where A _m,n is a m × n complex random matrix with independent and identically distributed entries ${\mathfrak{R}a_{\alpha j}}$ and ${\mathfrak{I}a_{\alpha j}}$ . We show that for the correlation function of any even order the asymptotic behavior in the bulk and at the edge of the spectrum coincides with those for the Gaussian Unitary Ensemble up to a factor, depending only on the fourth moment of the common probability law of entries ${\mathfrak{R}a_{\alpha j}}$ , ${\mathfrak{I}a_{\alpha j}}$ , i.e., the higher moments do not contribute to the above limit.     

To the Theory of Sobolev-Type Classes of Functions with Values in a Metric Space

We study some classes of functions with values in a complete metric space which can be considered as analogs of the Sobolev spaces W _p ¹ . Earlier the author considered the case of functions on a domain of ? ⁿ . Here we study the general case of mappings on an arbitrary Lipschitz manifold. We give necessary auxiliary facts, consider some examples, and describe some methods of construction of lower semicontinuous functionals on the classes W _p ¹ (M), where M is a Lipschitz manifold.     

A sharp bound for the area of minimal surfaces in the unit ball

Let Σ be a k-dimensional minimal surface in the unit ball B ⁿ which meets the boundary ? B ⁿ orthogonally. We show that the area of Σ is bounded from below by the volume of the unit ball in ${\mathbb{R}^k}$ .     

Permanent Versus Determinant over a Finite Field

Let $ \mathbb{F} $ be a finite field of characteristic different from 2. We study the cardinality of sets of matrices with a given determinant or a given permanent for the set of Hermitian matrices $ {{\mathcal{H}}_n}\left( \mathbb{F} \right) $ and for the whole matrix space M _n ( $ \mathbb{F} $ ). It is known that for n = 2, there are bijective linear maps Φ on $ {{\mathcal{H}}_n}\left( \mathbb{F} \right) $ and M _n ( $ \mathbb{F} $ ) satisfying the condition per A = det Φ(A). As an application of the obtained results, we show that if n ≥ 3, then the situation is completely different and already for n = 3, there is no pair of maps (Φ, ?), where Φ is an arbitrary bijective map on matrices and ? : $ \mathbb{F} $ → $ \mathbb{F} $ is an arbitrary map such that per A = ?(det Φ(A)) for all matrices A from the spaces $ {{\mathcal{H}}_n}\left( \mathbb{F} \right) $ and M _n ( $ \mathbb{F} $ ), respectively. Moreover, for the space M _n ( $ \mathbb{F} $ ), we show that such a pair of transformations does not exist also for an arbitrary n > 3 if the field $ \mathbb{F} $ contains sufficiently many elements (depending on n). Our results are illustrated by a number of examples.     

The space decomposition theory for a class of eigenvalue optimizations

In this paper we study optimization problems involving eigenvalues of symmetric matrices. One of the difficulties with numerical analysis of such problems is that the eigenvalues, considered as functions of a symmetric matrix, are not differentiable at those points where they coalesce. Here we apply the $\mathcal{U}$ -Lagrangian theory to a class of D.C. functions (the difference of two convex functions): the arbitrary eigenvalue function λ _i , with affine matrix-valued mappings, where λ _i is a D.C. function. We give the first-and second-order derivatives of ${\mathcal{U}}$ -Lagrangian in the space of decision variables R ^m when transversality condition holds. Moreover, an algorithm framework with quadratic convergence is presented. Finally, we present an application: low rank matrix optimization; meanwhile, list its $\mathcal{VU}$ decomposition results.     

On Some Holomorphic Cohomological Equations

Let Σ be a non compact Riemann surface and ${\gamma :\Sigma \longrightarrow \Sigma}$ an automorphism acting freely and properly such that the quotient M = Σ/γ is a non compact Riemann surface. Using the fact that Σ and M are Stein manifolds, we prove that, for any holomorphic function ${g : \Sigma \longrightarrow {\mathbb C}}$ and any ${\lambda \in {\mathbb C}}$ , there exists a holomorphic function ${f:\Sigma \longrightarrow {\mathbb C}}$ which is a solution of the holomorphic cohomological equation ${f \circ \gamma - \lambda f = g}$ .     

Determinants of parabolic bundles on Riemann surfaces

LetX be a compact Riemann surface andM _s ^p (X) the moduli space of stable parabolic vector bundles with fixed rank, degree, rational weights and multiplicities. There is a natural Kähler metric onM _s ^p (X). We obtain a natural metrized holomorphic line bundle onM _s ^p (X) whose Chern form equalsmr times the Kähler form, wherem is the common denominator of the weights andr the rank.     

ОБ ИНтЕРпОлИРОВАНИИ В кОМплЕксНОИ ОБлАст И

LetD be a simply connected domain, the boundary of which is a closed Jordan curveγ; \(\mathfrak{M} = \left\{ {z_{k, n} } \right\}\) , 0≦k≦n; n=1, 2, 3, ..., a matrix of interpolation knots, \(\mathfrak{M} \subset \Gamma ; A_c \left( {\bar D} \right)\) the space of the functions that are analytic inD and continuous on \(\bar D; \left\{ {L_n \left( {\mathfrak{M}; f, z} \right)} \right\}\) the sequence of the Lagrange interpolation polynomials. We say that a matrix \(\mathfrak{M}\) satisfies condition (B _m ), \(\mathfrak{M}\) ∈(B _m ), if for some positive integerm there exist a setB _m containingm points and a sequencen _{p p=1} ^∞ of integers such that the series \(\mathop \Sigma \limits_{p = 1}^\infty \frac{1}{{n_p }}\) diverges and for all pairsn _i ,n _j ∈{n _p } _p=1 ^∞ the set \(\left( {\bigcap\limits_{k = 0}^{n_i } {z_{k, n_i } } } \right)\bigcap {\left( {\bigcup\limits_{k = 0}^{n_j } {z_{k, n_j } } } \right)} \) is contained inB _m . The main result reads as follows. {Let D=z: ¦z¦ \(\Gamma = \partial \bar D\) and let the matrix \(\mathfrak{M} \subset \Gamma \) satisfy condition (B_m). Then there exists a function \(f \in A_c \left( {\bar D} \right)\) such that the relation $$\mathop {\lim \sup }\limits_{n \to \infty } \left| {L_n \left( {\mathfrak{M}, f, z} \right)} \right| = \infty $$ holds almost everywhere on γ.     

Invariant submanifolds of Sasakian space forms

In the present study, we consider isometric immersions ${f : M \rightarrow \tilde{M}(c)}$ of (2n + 1)-dimensional invariant submanifold M ²ⁿ⁺¹ of (2m + 1) dimensional Sasakian space form ${\tilde{M}^{2m+1}}$ of constant ${ \varphi}$ -sectional curvature c. We have shown that if f satisfies the curvature condition ${\overset{\_}{R}(X, Y) \cdot \sigma =Q(g, \sigma)}$ then either M ²ⁿ⁺¹ is totally geodesic, or ${||\sigma||^{2}=\frac{1}{3}(2c+n(c+1)),}$ or ${||\sigma||^{2}(x) > \frac{1}{3}(2c+n(c+1)}$ at some point x of M ²ⁿ⁺¹. We also prove that ${\overset{\_ }{R}(X, Y)\cdot \sigma = \frac{1}{2n}Q(S, \sigma)}$ then either M ²ⁿ⁺¹ is totally geodesic, or ${||\sigma||^{2}=-\frac{2}{3}(\frac{1}{2n}\tau -\frac{1}{2}(n+2)(c+3)+3)}$ , or ${||\sigma||^{2}(x) > -\frac{2}{3}(\frac{1}{2n} \tau (x)-\frac{1}{2} (n+2)(c+3)+3)}$ at some point x of M ²ⁿ⁺¹.     

The inverse eigenvalue problem of reflexive matrices with a submatrix constraint and its approximation

In this paper, we first consider the existence of and the general expression for the solution to the constrained inverse eigenvalue problem defined as follows: given a generalized reflection matrix P∈R ^n×n , a set of complex n-vectors {x _i } _i=1 ^m , a set of complex numbers {λ _i } _i=1 ^m , and an s-by-s real matrix C ₀, find an n-by-n real reflexive matrix C such that the s-by-s leading principal submatrix of C is C ₀, and {x _i } _i=1 ^m and {λ _i } _i=1 ^m are the eigenvectors and eigenvalues of C, respectively. We are then concerned with the best approximation problem for the constrained inverse problem whose solution set is nonempty. That is, given an arbitrary real n-by-n matrix $\tilde{C}$ , find a matrix C which is the solution to the constrained inverse problem such that the distance between C and $\tilde{C}$ is minimized in the Frobenius norm. We give an explicit solution and a numerical algorithm to the best approximation problem. An illustrative experiment is also presented.     

Bounds for singular integrals associated with a class of hypersurfaces

For the hypersurface Γ=(y,γ(y)), the singular integral operator along Γ is defined by. $$Tf(x,x_n ) = P.V.\int_{\mathbb{R}^n } {, f(x - y,x_n ) - } \gamma (y))_{\left| y \right|^{n - 1} }^{\Omega (v)} dy$$ where Σ is homogeneous of order 0, $ \int_{\Sigma _{n \lambda } } {\Omega (y')dy'} = 0 $ . For a certain class of hypersurfaces, T is shown to be bounded on L^p(Rⁿ) provided Ω∈L _α ¹ (Σ _n?2),P>1.