Duality theorems for linear systems and convex systems

We show that, if (F →^uX) is a linear system, $\text{Ω ? X}$ a convex target set and $\text{h: X →}\text{R}\text{?}$ a convex functional, then, under suitable assumptions, the computation of inf $\text{h({y ? F ¦ u(y) ? Ω}}$) can be reduced to the computation of the infimum of h on certain strips or hyperplanes in F, determined by elements of $\text{u}{}^1\text{(X}{}^1\text{)}$, or of the infima on F of Lagrangians, involving elements of $\text{u}{}^1\text{(X}{}^1\text{)}$. Also, we prove similar results for a convex system (F →^uX) and the convex cone Ω of all non-positive elements in X.     

A general theory of surrogate dual and perturbational extended surrogate dual optimization problems

For the optimization problem (P) α = inf h(G), where G ≠ Ø is a subset of a locally convex space $\text{F}\text{and}\text{h: F →}\text{R}\text{?}$, we introduce and study two general concepts of dual problems, encompassing the classical surrogate dual problem. The first one involves only a family of surrogate constraints sets Δ_{G, Φ} ? F (Φ ∈ W), where W ? R^X, X being a locally convex space. The second one uses a perturbation functional $\text{?: F × X →}\text{R}\text{?}$ and a family of sets $\text{}\text{?}\text{gD}{}_{\mathrm{(F,x0),\Phi }}\text{? F × X (Φ ∈ W)}$, where W ? R^X. We give duality theorems, introduce Lagrangians, and show some relations between these problems and the dual problems to (P) defined with the aid of a perturbation and a concept of conjugation of functionals.     

Calculation of the Shannon information

Let ($\text{Ω, β, μ}{}_{\mathrm{X}}$) and $\text{(?, F, μ}{}_{\mathrm{N}}\text{)}$ be probability spaces, with $\text{f: Ω × ? ? ?}\text{a}\text{β × F|F}$ measurable map. Define μ_XY on β × $\text{F}$ by μ_XY(A) = μ_X ? μ_N{(x, y): (x, f(x, y)) ?A}, and let μ_Y = (μ_X ? μ_N)^of^?1. An expression is determined for computing the Shannon information in the measure μ_XY. This expression is used to compute the information for the non-linear additive Gaussian channel, and can be used to solve the channel capacity problem.     

Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions

A function f(x) defined on $\text{X}$ = $\text{X}$₁ × $\text{X}$₂ × … × $\text{X}$_n where each $\text{X}$_i is totally ordered satisfying f(x ∨ y) f(x ∧ y) ≥ f(x) f(y), where the lattice operations ∨ and ∧ refer to the usual ordering on $\text{X}$, is said to be multivariate totally positive of order 2 (MTP₂). A random vector Z = (Z₁, Z₂,…, Z_n) of n-real components is MTP₂ if its density is MTP₂. Classes of examples include independent random variables, absolute value multinormal whose covariance matrix Σ satisfies ?DΣ^?1D with nonnegative off-diagonal elements for some diagonal matrix D, characteristic roots of random Wishart matrices, multivariate logistic, gamma and F distributions, and others. Composition and marginal operations preserve the MTP₂ properties. The MTP₂ property facilitate the characterization of bounds for confidence sets, the calculation of coverage probabilities, securing estimates of multivariate ranking, in establishing a hierarchy of correlation inequalities, and in studying monotone Markov processes. Extensions on the theory of MTP₂ kernels are presented and amplified by a wide variety of applications.     

A global genericity theorem for bifurcations in variational problems

Let C be a Banach space, H a Hilbert space, and let F(C,H) be the space of C^∞ functions f: C × H → R having Fredholm second derivative with respect to x at each (c, x) ?C × H for which $\text{D?}{}_{\mathrm{c}}\text{(x) = 0}$; here we write $\text{?}{}_{\mathrm{c}}\text{(x)}$ for $\text{?(c, x)}$. Say ? is of standard type if at all critical points of ?_c it is locally equivalent (as an unfolding) to a quadratic form Q plus an elementary catastrophe on the kernel of Q. It is proved that if f?F (A × B, H) satisfies a certain ‘general position’ condition, and dim B ? 5, then for most a?A the function f_o?F(B,H) is of standard type. Using this it is shown that those f?F(B,H) of standard type form an open dense set in F(B,H) with the Whitney topology. Thus both results are Hilbert-space versions of Thom's theorem for catastrophes in $\text{R}$ⁿ.     

Scalar polynomial functions on the n×n matrices over a finite field

Let F=GF(q) denote the finite field of order q, and let $\text{?(x)?F[x]}$. Then f(x) defines, via substitution, a function from F_n×n, the n×n matrices over F, to itself. Any function $\text{?:F}{}_{\mathrm{n\times n}}\text{→ F}{}_{\mathrm{n\times n}}$ which can be represented by a polynomialf(x)?F[x] is called a scalar polynomial function on F_n×n. After first determining the number of scalar polynomial functions on F_n×n, the authors find necessary and sufficient conditions on a polynomial $\text{?(x) ? F[x]}$ in order that it defines a permutation of (i) $\text{D}$_n, the diagonalizable matrices in F_n×n, (ii)$\text{R}$_n, the matrices in F_n×n all of whose roots are in F, and (iii) the matric ring F_n×n itself. The results for (i) and (ii) are valid for an arbitrary field F.     

Spectral properties of zeroth-order pseudodifferential operators

Let Q be a self-adjoint, classical, zeroth order pseudodifferential operator on a compact manifold X with a fixed smooth measure dx. We use microlocal techniques to study the spectrum and spectral family, {E_S}_{S∈$\text{R}$} as a bounded operator on L²(X, dx).Using theorems of Weyl (Rend. Circ. Mat. Palermo, 27 (1909), 373–392) and Kato (“Perturbation Theory for Linear Operators,” Springer-Verlag, 1976) on spectra of perturbed operators we observe that the essential spectrum and the absolutely continuous spectrum of Q are determined by a finite number of terms in the symbol expansion. In particular Spec_ESSQ = range(q(x, ξ)) where q is the principal symbol of Q. Turning the attention to the spectral family {E_S}_{S∈$\text{R}$}, it is shown that if $\text{dE}\text{ds}$ is considered as a distribution on $\text{R}$×X×X it is in fact a Lagrangian distribution near the set $\text{{σ=0}?}\text{T}{}^1\text{(}\text{R}\text{×X×X)}\text{0}$ where (s, x, y, σ, ξ,η) are coordinates on T¹($\text{R}$×X×X) induced by the coordinates (s, x, y) on $\text{R}$×X×X. This leads to an easy proof that$\text{?(Q)}$ is a pseudodifferential operator if ?∈C^∞($\text{R}$) and to some results on the microlocal character of E_s. Finally, a look at the wavefront set of $\text{dE}\text{ds}$ leads to a conjecture about the existence of absolutely continuous spectrum in terms of a condition on q(x, ξ).     

Fourier transforms of smooth functions on certain nilpotent Lie groups

The authors consider irreducible representations $\text{π ?}\text{N}\text{?}$ of a nilpotent Lie group and define a Fourier transform for Schwartz class (and other) functions φ on N by forming the kernels K_φ(x, y) of the trace class operations π_φ = ∝_Nφ(n)π_ndn, regarding the π as modeled in L²(R^k) for all π in general position. For a special class of groups they show that the models, and parameters λ labeling the representations in general position, can be chosen so the joint behavior of the kernels K_φ(x, y, λ) can be interpreted in a useful way. The variables (x, y, λ) run through a Zariski open set in Rⁿ, n = dim N. The authors show there is a polynomial map u = A(x, y, λ) that is a birational isomorphism A: Rⁿ → Rⁿ with the following properties. The Fourier transforms F₁φ = K_φ(x, y, λ) all factor through A to give “rationalized” Fourier transforms Fφ(u) such that Fφ ° A = F₁φ. On the rationalized parameter space a function f(u) is of the form F_φ = f ? f is Schwartz class on Rⁿ. If polynomial operators T?P(N) are transferred to operators $\text{T}\text{?}$ on Rⁿ such that $\text{F(Tφ) =}\text{T}\text{?}\text{(Fφ), P(N)}$ is transformed isomorphically to P(Rⁿ).     

Approximate solutions of functional differential equations

The author discusses the best approximate solution of the functional differential equation x′(t) = F(t, x(t), x(h(t))), 0 < t < l satisfying the initial condition x(0) = x₀, where x(t) is an n-dimensional real vector. He shows that, under certain conditions, the above initial value problem has a unique solution y(t) and a unique best approximate solution $\text{p}\text{?}{}_{\mathrm{k}}\text{(t)}$ of degree k (cf. [1]) for a given positive integer k. Furthermore, $\text{sup}{}_{\mathrm{0?t?l}}\text{¦}\text{p}\text{?}{}_{\mathrm{k}}\text{(t) ? y(t)¦ → 0}\text{as}\text{k → ∞}$, where ¦ · ¦ is any norm in Rⁿ.     

Some generalizations of the first Fredholm theorem to multivalued A-proper mappings with applications to nonlinear elliptic equations

Let X and Y be real normed spaces with an admissible scheme Γ = {E_n, V_n; F_n, W_n} and T: X → 2^YA-proper with respect to Γ such that dist(y, A(x)) < kc(∥ x ∥) for all y in T(x) with ∥ x ∥ ? R for some R > 0 and k > 0, where c: R⁺ → R⁺ is a given function and A: X → 2^Y a suitable possibly not A-proper mapping. Under the assumption that either T or A is odd or that (u, Kx) ? 0 for all u in T(x) with $\text{∥ x ∥ ? r > 0}\text{and some}\text{K: X → Y}{}^1$, we obtain (in a constructive way) various generalizations of the first Fredholm theorem. The unique approximation-solvability results for the equation T(x) = f with T such that T(x) ? T(y) ?A(x ? y) for x, y in X or T is Fréchet differentiable are also established. The abstract results for A-proper mappings are then applied to the (constructive) solvability of some boundary value problems for quasilinear elliptic equations. Some of our results include the results of Lasota, Lasota-Opial, Hess, Ne?as, Petryshyn, and Babu?ka.     

Ultimate boundedness results for a certain system of third-order non-linear differential equations

We present in this paper ultimate boundedness results for a third-order system of non-linear differential equations of the form $\text{·X + A}\text{X}\text{?}\text{+ B/.X + H(X) = P(t, X, /.X,}\text{X}\text{?}\text{)}$. where A, B are constant symmetric n × n matrices and X, H(X), P(t, X, X, X) are real n-vectors with H:R_n→R_n and P: RXR_nXR_nXR_nXR_n → XR_ncontinuous in their respective arguments. Our results give an n-dimensional analogue of an earlier result of Ezeilo in [1] and extend other earlier results for the case in which we do not necessarily require that H(X) be differentiable.     

General theorems on rates of convergence in distribution of random variables I. General limit theorems

Let (X_n)_n?$\text{N}$ be a sequence of real, independent, not necessarily identically distributed random variables (r.v.) with distribution functions F_Xn, and S_n = Σ_i=1ⁿX_i. The authors present limit theorems together with convergence rates for the normalized sums ?(n)S_n, where ?: $\text{N}$ → $\text{R}$⁺, ?(n) → 0, n → ∞, towards appropriate limiting r.v. X, the convergence being taken in the weak (star) sense. Thus higher order estimates are given for the expression ∝_$\text{R}$f(x) d[F_?(n)Sn(x) ? F_X(x)] which depend upon the normalizing function ?, decomposability properties of X and smoothness properties of the function f under consideration. The general theorems of this unified approach subsume O- and o-higher order error estimates based upon assumptions on associated moments. These results are also extended to multi-dimensional random vectors.     

Finitely generated submodules of differentiable functions II

Let [$\text{E}$(Ω)]^p be the Cartesian product of the space of real-valued infinitely differentiable functions on a connected open set Ω in $\text{R}$ⁿ with itself p-times. The finitely generated submodules of [$\text{E}$(Ω)]^p are of the form im(F) where F: [$\text{E}$(Ω)]^q → [$\text{E}$(Ω)]^p is a p × q matrix of infinitely differentiable functions on Ω. Let $\text{r =}\text{max}\text{{}\text{rank}\text{(F(x)): x ? Ω}}$. The main results of the present paper are that for Ω ? $\text{R}$ⁿ, if the finitely generated submodule im(F) is closed in [$\text{E}$(Ω)]^p, then for every x?ω with rank(F(x)) < r there exists an r × r sub-matrix A of F such that x is a zero of finite order of det(A), and for Ω ? $\text{R}$¹ the converse also holds.     

A conjecture of Kippenhahn about the characteristic polynomial of a pencil generated by two Hermitian matrices. II

Let A be an n × n matrix; write A = H+iK, where i²=—1 and H and K are Hermitian. Let f(x,y,z) = det(zI?xH?yK). We first show that a pair of matrices over an algebraically closed field, which satisfy quadratic polynomials, can be put into block, upper triangular form, with diagonal blocks of size 1×1 or 2×2, via a simultaneous similarity. This is used to prove that if $\text{f(x,y,z) = [g(x,y,z)]}{}^{\mathrm{<mtext>n</mtext><mtext>2</mtext>}}$, where g has degree 2, then for some unitary matrix U, the matrix U¹AU is the direct sum of $\text{n}\text{2}$ copies of a 2×2 matrix A₁, where A₁ is determined, up to unitary similarity, by the polynomial g(x,y,z). We use the connection between f(x,y,z) and the numerical range of A to investigate the case where f(x,y,z) has the form (z?αax? βy)^r[g(x,y,z)]^s, where g(x,y,z) is irreducible of degree 2.     

Some generic properties of α-nonexpansive mappings

Let X be a Banach space, C a bounded closed subset of X, A a convex closed subset of X, $\text{E}$ a complete metric space formed by all α-nonexpansive mappings fC → A and $\text{M}$ a complete metric space formed by α-nonexpansive differentiable mappings fC → X. The following assertions are proved in this paper: (1) Properness of I ? f is a generic property in $\text{E}$ (2)the subset of $\text{E}$ formed by all α-contractive mappings is of Baire first category in $\text{E}$; and (3) for every y?X, the functional equation x ? f(x) = y has generically a finite number of solutions for f in $\text{M}$. Some applications to the fixed point theory and calculation of the topological degree are given.     

An application of L-functions of imaginary quadratic fields

Let F₁(x, y),…, F_2h+1(x, y) be the representatives of equivalent classes of positive definite binary quadratic forms of discriminant ?q (q is a prime such that q ≡ 3 mod 4) with integer coefficients, then the number of integer solutions of F_i(x, y) = n (i = 1,…, 2h + 1) can be calculated for each natural number n using L-functions of imaginary quadratic field $\text{Q}$((?q)^1/2).     

On the maximum number of edges in a hypergraph whose linegraph contains no cycle

Soit H = (X,F) un hypergraphe h-uniforme avec ∥X∥ = n et soit L_h±1(H) le graphe dont les sommets représentent les arêtes de H. deux sommets étant relíes si et seulement si les arétes qu'ils représentent intersectent en h ± 1 sommets. Nous montrons que si L_h±1(H) ne contient pas de cycle, alors $\text{∥F∥<(}{}^{\mathrm{n}}{}_{\mathrm{h\pm 1}}\text{)/h±1}$. la borne étant exacte pour h = 2 et pour des valeurs de H pour h = 3. Ce probl`eme mène á une conjecture sur les “presque systèmes de Steine.”Let H = (X, F) be a h-uniform hypergraph, with ∥X∥ = n and let L_h±1(H) be the graph whose vertices are the edges of H, two vertices being joined if and only if the edges they represent intersect in h ±1 vertices. We prove that, if L_h±1H contains no cycle, then $\text{∥F∥(}{}^{\mathrm{n}}{}_{\mathrm{h\pm 1}}\text{)/h±1}$; moreover the bound is exact for h = 2 and with some values of n for h = 3. This problem leads to a conjecture on “almost Steiner systems”.     

A resolution method for multiobjective problems

A resolution method for multiobjective problems, based on a maximin criterion, is developed. Given the multiobjective problem Max_{Ax=b,x?0}{c_ix; i = 1,2,…,k}, we suppose that the decisor can construct, for each i, a function h_i:$\text{R}$ → $\text{R}$ (or h_i:$\text{R}$ⁿ→-$\text{R}$), such that h_i(c_i,x) is his satisfaction degree produced by the value c_ix, and we substitute the original problem by Max_{Ax=b,x?0～min_i{h_i(c_ix)}. We analize its resolution and basic properties.     

On the duality operator of a convex cone

Let C be a convex set in Rⁿ. For each y?C, the cone of C at y, denoted by cone(y, C), is the cone {α(x ? y): α ? 0 and x?C}. If K is a cone in Rⁿ, we shall denote by $\text{K}{}^1$ its dual cone and by F(K) the lattice of faces of K. Then the duality operator of K is the mapping $\text{d}{}_{\mathrm{K}}\text{: F(K) → F(K}{}^1\text{)}$ given by $\text{d}{}_{\mathrm{K}}\text{(F) = (}\text{span}\text{F)}{}^{\mathrm{\perp }}\text{∩ K}{}^1$. Properties of the duality operator d_K of a closed, pointed, full cone K have been studied before. In this paper, we study d_K for a general cone K, especially in relation to d_{cone(y, K)}, where y?K. Our main result says that, for any closed cone K in Rⁿ, the duality operator d_K is injective (surjective) if and only if the duality operator d_{cone(y, K)} is injective (surjective) for each vector y?K ～ [K ∩ (? K)]. In the last part of the paper, we obtain some partial results on the problem of constructing a compact convex set C, which contains the zero vector, such that cone (0, C) is equal to a given cone.     

Optimum designs when the observations are second-order processes

Let the process {Y(x,t) : t?T} be observable for each x in some compact set X. Assume that Y(x, t) = θ₀f₀(x)(t) + … + θ_kf_k(x)(t) + N(t) where f_i are continuous functions from X into the reproducing kernel Hilbert space H of the mean zero random process N. The optimum designs are characterized by an Elfving's theorem with $\text{R}$ the closed convex hull of the set {(φ, f(x))_H : 6φ 6_H ≤ 1, x?X}, where (·, ·)_H is the inner product on H. It is shown that if X is convex and f_i are linear the design points may be chosen from the extreme points of X. In some problems each linear functional c′θ can be optimally estimated by a design on one point x(c). These problems are completely characterized. An example is worked and some partial results on minimax designs are obtained.