Exploration of parametric integrals related to a question of soil mechanics

We study a 1-parameter family of trigonometric definite integrals, showing how the joint usage of Information and Communication Technologies and paper-and-pencil work lead to different outputs, revealing different mathematical meanings and different concrete meanings. This family of integrals is useful for describing a phenomenon in soil mechanics, whence the importance of such integrals in STEM education.     

First integrals for charged perfect fluid distributions

We study the evolution of shear-free spherically symmetric charged fluids in general relativity. We find a new parametric class of solutions to the Einstein-Maxwell system of field equations. Our charged results are a generalisation of earlier treatments for neutral relativistic fluids. We regain the first integrals found previously for uncharged matter as a special case. In addition an explicit first integral is found which is necessarily charged.     

Asymptotic analysis of oscillating parametric integrals and ordinary boundary value problems at resonance

This paper deals with boundary value problems whose nonlinear part involves periodic functions and such that the linear part has a one-dimensional solution space. We shall study the existence and multiplicity of solutions using various methods of Nonlinear Analysis such as the Lyapunov-Schmidt reduction and methods of critical point theory. The proofs are based on some general results on the oscillation and asymptotic behavior of certain parametric integrals.     

Tail negative dependence and its applications for aggregate loss modeling

Tail order of copulas can be used to describe the strength of dependence in the tails of a joint distribution. When the value of tail order is larger than the dimension, it may lead to tail negative dependence. First, we prove results on conditions that lead to tail negative dependence for Archimedean copulas. Using the conditions, we construct new parametric copula families that possess upper tail negative dependence. Among them, a copula based on a scale mixture with a generalized gamma random variable (GGS copula) is useful for modeling asymmetric tail negative dependence. We propose mixed copula regression based on the GGS copula for aggregate loss modeling of a medical expenditure panel survey dataset. For this dataset, we find that there exists upper tail negative dependence between loss frequency and loss severity, and the introduction of tail negative dependence structures significantly improves the aggregate loss modeling.     

Absolute Continuity of Joint Laws of Multiple Stable Stochastic Integrals

We are interested in the laws of multiple stable stochastic integrals defined by LePage series representation in references(3,10,11). We continue the study started in Ref. 3 and give conditions ensuring absolute continuity of joint laws of stable integrals. To this end, we apply a stratification method on the Skorohod space on which we first take back the problem.     

Nonlinear integration and Weierstrass integral over a manifold: Connections with theorems on martingales

This paper is a survey on the integrals of the calculus of variations as Weierstrass integrals. While the classic integrals in terms of Lebesgue processes are valid only overAC curves, surfaces, or variety, the corresponding Weierstrass or Burkill integrals are valid in theBV case. This is the immediate advantage of the Weierstrass-Burkill form. Moreover, Cesari defined a very general integration process for set functions, in an abstract setting, which extends the Weierstrass and Burkill integrals. In more detail, we examine here some existence, approximation, representation, and semicontinuity results both in the parametric case and in the nonparametric case.     

Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform

This paper considers two flexible classes of omnibus goodness-of-fit tests for the inverse Gaussian distribution. The test statistics are weighted integrals over the squared modulus of some measure of deviation of the empirical distribution of given data from the family of inverse Gaussian laws, expressed by means of the empirical Laplace transform. Both classes of statistics are connected to the first nonzero component of Neyman's smooth test for the inverse Gaussian distribution. The tests, when implemented via the parametric bootstrap, maintain a nominal level of significance very closely. A large-scale simulation study shows that the new tests compare favorably with classical goodness-of-fit tests for the inverse Gaussian distribution, based on the empirical distribution function.     

Compactness theorems and an isoperimetric inequality for critical points of elliptic parametric functionals

We consider parametric variational double integrals with elliptic Lagrangians F depending on the surface normal and prove a compactness theorem for -critical immersions. As a key ingredient for the relevant a priori estimates we use F. Sauvigny's F-conformal parameters adapted to the parametric integrand F. As a by-product of our analysis we obtain an isoperimetric inequality for -critical immersions generalizing the classical isoperimetric inequality for minimal surfaces. Received November 19, 1999 / Accepted February 4, 2000 / Published online July 20, 2000     

Closed forms for 4-parameter families of integrals

We compute closed forms for two multiparameter families of definite integrals, thus obtaining combinatorial formulas. As a consequence, a surprising formula is derived between a definite integral and an improper integral for the same parametric function.     

Computation of normal forms of Hamiltonian systems in the presence of Poisson commuting integrals

The aim of this paper is to show the role of first integrals in further reducing the normal form unfolding of Hamiltonian systems. Based on a work by Cicogna and Gaeta, the joint normal form approach for Hamiltonian vector fields is considered. This normal form procedure, couched in a Lie-Poincaré scheme, allows us to see that we can reduce simultaneously the Hamiltonian together with its Poisson commuting integrals to a simplified normal form - a joint normal form - which is given a simple characterization. In this algorithmic procedure, approximate first integrals can be constructed (and used to simplify the normal form) at the same time that we bring the Hamiltonian to normal form. Further, following Walcher, we show that we can derive the joint normal form via a structure preserving transformation (in a sense to be specified). The approach is discussed from an implementational standpoint and illustrated by a Liouville-integrable Hénon-Heiles system. This revised version was published online in June 2006 with corrections to the Cover Date.     

Absolue continuité des lois jointes des intégrales stables multiplesAbsolute continuity of joint laws of multiple stable integrals

We are interested in the laws of multiple stable stochastic integrals defined by LePage series representation (see [1,6]). We continue the study begun in [1] giving conditions ensuring absolute continuity of joint laws of stable integrals. To this way, we apply a stratification method on the Skorokhod space on which we first take back the problem. To cite this article: J.-C. Breton, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 135–138     

Asymptotic expressions of certain type of matrix integrals

This paper deals with the asymptotic expression of parametric matrix integrals related to Laguerre's matrix polynomials using path integration of matrix valued functions.     

Boundedness and continuity of Marcinkiewicz integrals associated to homogeneous mappings on Triebel-Lizorkin spaces

We establish the boundedness and continuity of parametric Marcinkiewicz integrals associated to homogeneous compound mappings on Triebel-Lizorkin spaces and Besov spaces. Here the integral kernels are provided with some rather weak size conditions on the unit sphere and in the radial direction. Some known results are naturally improved and extended to the rough case.     

Weighted spherical semidesigns and cubature formulae for calculating integrals on a sphere

In this paper we study weighted spherical semidesigns, i.e., systems of points on a sphere of a specific type. We propose a new proof of the necessary and sufficient condition for a system of points on a sphere to be a weighted spherical semidesign. This criterion gives new approaches to the construction of cubature formulae for calculating integrals over a sphere with the degree of accuracy of 5 and 9.     

Large deviation for stochastic line integrals as L p -currents

The large deviation principle for stochastic line integrals along Brownian paths on a compact Riemannian manifold is studied. We regard them as a random map on a Sobolev space of 1-forms. We show that the differentiability order of the Sobolev space can be chosen to be almost independent of the dimension of the underlying space by assigning higher integrability on 1-forms. The large deviation is formulated for the joint distribution of stochastic line integrals and the empirical distribution of a Brownian path. As the result, the rate function is given explicitly.     

Invariant difference schemes for the Ermakov system

We construct invariant difference schemes for the parametric system of Ermakov equations. By using a difference analog of the Noether theorem, we write out the first three difference integrals of the system. The obtained schemes are integrable exactly to the same extent to which the original differential system is integrable.     

A fork-join queueing model: Diffusion approximation,integral representations and asymptotics

We consider two parallel M/M/1 queues which are fed by a single Poisson arrival stream. An arrival splits into two parts, with each part joining a different queue. This is the simplest example of a fork-join model. After the individual parts receive service, they may be joined back together, though we do not consider the join part here. We study this model in the heavy traffic limit, where the service rate in either queue is only slightly larger than the arrival rate. In this limit we obtain asymptotically the joint steady-state queue length distribution. In the symmetric case, where the two servers are identical, this distribution has a very simple form. In the non-symmetric case we derive several integral representations for the distribution. We then evaluate these integrals asymptotically, which leads to simple formulas which show the basic qualitative structure of the joint distribution function.     

Optimizing an objective function under a bivariate probability model

The motivation of this paper is to obtain an analytical closed form of a quadratic objective function arising from a stochastic decision process with bivariate exponential probability distribution functions that may be dependent. This method is applicable when results need to be offered in an analytical closed form without double integrals. However, the study only applies to cases where the correlation coefficient between the two variables is positive or null. A stochastic, stationary objective function, involving a single decision variable in a quadratic form is studied. We use a primitive of a bivariate exponential distribution as first expressed by Downton [Downton, F., 1970. Bivariate exponential distributions in reliability theory. Journal of Royal Statistical Society B 32, 408–417] and revisited in Iliopoulos [Iliopoulos, George., 2003. Estimation of parametric functions in Downton’s bivariate exponential distribution. Journal of statistical planning and inference 117, 169–184]. With this primitive, optimization of objective functions in Operations Research, supply chain management or any other setting involving two random variables, or calculations which involve evaluating conditional expectations of two joint random variables are direct. We believe the results can be extended to other cases where exponential bivariates are encountered in economic objective function evaluations. Computation algorithms are offered which substantially reduce computation time when solving numerical examples.     

ON THE MIXED RADIAL-ANGULAR INTEGRABILITY OF MARCINKIEWICZ INTEGRALS WITH ROUGH KERNELS

This paper studies the mixed radial-angular integrability of parametric Marcinkiewicz integrals along"polynomial curves".Under the assumption that the kernels satisfy certain rather weak size conditions on the unit sphere with radial roughness,the authors prove that such operators are bounded on the mixed radial-angular spaces.Meanwhile,corresponding vector-valued versions are also obtained.