Estimation of the Coefficient of Multiple Determination

Assume that we have iid observations on the random vector X = (X ,...,X ) following a multivariate normal distribution N (,) where both R and (p.d.) are unknown. Let denote the multiple correlation coefficient between X and (X ,...,X ). The parameter = , called the multiple coefficient of determination, indicates the proportion of variability in X explained by its best linear fit based on (X ,..., X ). In this paper we consider the point estimation of under the ordinary squared error loss function. The usual estimators (MLE, UMVUE) have complicated risk expressions and hence it is quite difficult to get exact decision-theoretic results. We therefore follow the asymptotic decision theoretic approach (as done by Ghosh and Sinha (1981, Ann. Statist., 9, 1334-1338)) and study Second Order Admissibility of various estimators including the usual ones.     

An approach to the constructivization of Cantor's set theory

A new approach is proposed for the construction of constructive analogs of set theory in hyperarithmetic languages , where is a scale of constructive ordinals. For every ordinal in the language , a special relation of equality = is defined for codes of one-parameter formulas (conditions) of the level in a constructive hyperarithmetic hierarchy corresponding to the scale . The membership relation, (also expressible in the language ), is defined by the conditionx y=z(z= x&z y), where the relation is obtained by suitable refinement of the traditional representations of the constructive relation of membership. This results in a hierarchy of constructive analogsM of the theory of sets (in which the sets are represented by codes of conditions of level , identified modulo the relation =, and is taken as the relation of membership). Some properties of this hierarchy are introduced which show that for the limits ,M is sufficiently rich from the traditional set theoretic standpoint.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 68, pp. 38–49, 1977.     

Strictly Cyclic Algebra of Operators Acting on Banach Spaces H p(β)

Let be a sequence of positive numbers and 1 p< . We consider the space H ^p() of all power series such that . We investigate strict cyclicity of the weakly closed algebra generated by the operator of multiplication by zacting on H ^p(), and determine the maximal ideal space, the dual space and the reflexivity of the algebra . We also give a necessary condition for a composition operator to be bounded on H ^p() when is strictly cyclic.     

Nonnegative Hall Polynomials

The number of subgroups of type and cotype in a finite abelian p-group of type is a polynomialg with integral coefficients. We prove g has nonnegative coefficients for all partitions and if and only if no two parts of differ by more than one. Necessity follows from a few simple facts about Hall-Littlewood symmetric functions; sufficiency relies on properties of certain order-preserving surjections that associate to each subgroup a vector dominated componentwise by . The nonzero components of (H) are the parts of , the type of H; if no two parts of differ by more than one, the nonzero components of – (H) are the parts of , the cotype of H. In fact, we provide an order-theoretic characterization of those isomorphism types of finite abelian p-groups all of whose Hall polynomials have nonnegative coefficients.     

Stochastic integrals on general topological measurable spaces

Summary A general theory of stochastic integral in the abstract topological measurable space is established. The martingale measure is defined as a random set function having some martingale property. All square integrable martingale measures constitute a Hilbert space M ². For each M ², a real valued measure on the predictable -algebra is constructed. The stochastic integral of a random function with respect to is defined and investigated by means of Riesz's theorem and the theory of projections. The stochastic integral operator I is an isometry from L ²() to a stable subspace of M ², its inverse is defined as a random Radon-Nikodym derivative. Some basic formulas in stochastic calculus are obtained. The results are extended to the cases of local martingale and semimartingale measures as well.     

An Optimal Way of Moving a Sequence of Points onto a Curve in Two Dimensions

Let (t), 0 t T, be a smooth curve and let _i , i = 1, 2, , n, be a sequence of points in two dimensions. An algorithm is given that calculates the parameters t_i, i = 1, 2, , n, that minimize the function max{ _i – (t_i) ₂ : i = 1, 2, , n } subject to the constraints 0 t₁ t₂ t_n T. Further, the final value of the objective function is best lexicographically, when the distances _i – (t_i)₂, i = 1, 2, , n, are sorted into decreasing order. The algorithm finds the global solution to this calculation. Usually the magnitude of the total work is only about n when the number of data points is large. The efficiency comes from techniques that use bounds on the final values of the parameters to split the original problem into calculations that have fewer variables. The splitting techniques are analysed, the algorithm is described, and some numerical results are presented and discussed.     

Singular perturbations in foliations

Summary We define a constraint system , [0,₀), which is a kind of family of vector fields on a manifold. This is a generalized version of the family of the equations , [0,₀),x ^m ,y ⁿ . Finally, we prove a singular perturbation theorem for the system , [0,₀).Dedicated to Professor Kenichi Shiraiwa on his 60th birthday     

Minimax filtration of linear transformations of stationary sequences

We will consider the problem of determining a linear, mean-square optimal estimate of the transformation of a stationary random sequence (k) with density f() from observations of the sequence (k) + n(k) withk0, where (k) is a stationary sequence not correlated with (k) with density g(). The least favorable spectral densities and minimax (robust) spectral characteristics of an optimal estimate A for different classes of densities are found.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 1, pp. 92–99, January, 1991.     

On the positive solutions of some nonlinear diffusion problems

We consider the nonlinear diffusion equationu _t –a(x, u _{x x} )+b(x, u)=g(x, u) with initial boundary conditions andu(t, 0)=u(t, 1)=0. Here,a, b, andg denote some real functions which are monotonically increasing with respect to the second variable. Then, the corresponding stationary problem has a positive solution if and only if(0, ^*) or(0, ^*]. The endpoint ^* can be estimated by , where ₁ u denotes the first eigenvalue of the stationary problem linearized at the pointu. The minimal positive steady state solutions are stable with respect to the nonlinear parabolic equation.

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Zusammenfassung Wir betrachten die nichtlineare Diffusionsgleichungu _t –a(x, u _x ) _x +b(x, u)=g(x, u) mit Randbedingungen undu (t, 0)=u (t, 1)=0. Dabei sinda, b, undg monoton wachsende Funktionen bzgl. des zweiten Argumentes. Das zugehörige stationäre Problem hat genau dann eine positive Lösung, falls (0, ^*) oder(0, ^*]. Der Endpunkt ^* kann durch abgeschätzt werden, wobei ₁ u den ersten Eigenwert des an der Stelleu linearisierten stationären Problems bezeichnet. Die minimale positive stationäre Lösung ist stabil bzgl. der obigen nichtlinearen parabolischen Gleichung.

     

Trace formulae for the eigenvalues of the Laplacian

Summary The trace function where { _m} _m=1 are the eigenvalues of the Laplacian is studied for a variety of domains. The dependence of(t) on the connectivity of a domain and the boundary conditions is analysed. Particular attention is given to annular domains.

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Résumé Pour divers domaines, on étudie la fonction trace , où ₁, ₂, ₃, sont les valeurs propres du laplacien. On analyse comment(t) dépend du domaine et des conditions aux limites. On considère notamment le cas de couronnes circulaires.

     

On the Integrability of Eigenfunctions of the Laplace-Beltrami Operator in the Unit Ball of C n

Let B denote the unit ball in C ⁿ , n1, and let , , and denote the volume measure, gradient, and Laplacian respectively, with respect to the Bergman metric on B. For R and 0<p<, we denote by L ^p the set of real, or complex-valued measurable functions f on B for which _B (1–|z|²)|f(z)| ^p d(z)<, and by D ^p the Dirichlet space of C ¹ functions f on B for which | f|L ^p . Also, for C, we denote by X the set of C ² real, or complex-valued functions f on B for which f=f. The main result of the paper is as follows: Let 0<p< and suppose R with –n ². Then L ^p X ={0}, and for 0, D ^p X ={0}(a) for all n+ when p1, and(b) for all when 0<p<1.By example it is shown that the result is best possible for all values of p with pn/(n+ .     

The Dvoretzky-Hanani Theorem for the Group "ax + b"

Let G be the group "ax + b" of affine transformations of the line and let U be a neighbourhood of 1 in G. It is proved that there is another neighborhood V of 1 such that to each finite sequence g1,...,gn V there corresponds a sequence of signs 1,...,n = ±1 with U for k = 1,...,n. This implies that G satisfies the following analogue of the Dvoretzky-Hanani theorem: to each sequence converging to 1 in G there corresponds a sequence of signs k = ±1 such that the infinite product is convergent.     

On Codes Identifying Sets of Vertices in Hamming Spaces

A code is called (t, 2)-identifying if for all the words x, y(x y) and the sets (B _t (x) B _t (y)) C and are nonempty and different. Constructions of such codes and a lower bound on the cardinality of these codes are given. The lower bound is shown to be sharp in some cases. We also discuss a more general notion of -identifying codes and introduce weakly identifying codes.     

Superficie cubiche di\mathbb{A}_\mathbb{C}^3 a curve sottoinsieme intersezione completa

Summary In this paper we classify the algebraic cubic surfaces of the affine space is the complex field, whose algebraic curves are set-theoretic complete intersections of ; in other words surfaces such that every prime ideal of height 1in the coordinate ring [] of is the radical of a principal ideal; if is non singular in codimension 1this means that [] is semifactorial. We give the equations of such surfaces within linear isomorphisms of providing also methods by which one can construct the equations of the surfaces cutting on its curves as set-theoretic complete intersections. Moreover for each of these surfaces we determine the minimum positive number such that every algebraic curve of with multiplicity of intersection , is complete intersection of itself with another surface § 8where the results are summarized). We tackle also the problem of such a classification over algebraically closed fields k different from .

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Lavoro eseguito nell'ambito del G.N.S.A.G.A. del C.N.R.     

On a condition on the radical of a Banach algebra ensuring strong decomposability

The main result is the following theorem. Let be a commutative Banach algebra with radical R, where the factor algebra is isomorphic to the algebra of all continuous functions on a totally disconnected compact space. If rⁿ¹ /n 0 as n uniformly for r R, rl, then the algebra is strongly decomposable, i.e., there exists a closed subalgebra B isomorphic to such that =BR.This is a strengthening of the theorem of A. Ya. Khelemskii, who assumed . There are 4 references.Translated from Matematicheskie Zametki, Vol. 2, No. 6, pp. 589–592, December, 1967.     

Critical points of essential norms of singular integral operators in weighted spaces

We show that for any simple piecewise Ljapunov contour there exists a power weight such that the essential norm |S | in the spaceL ₂(, ) does not depend on the angles of the contour and it is given by formula (2). All such weights are described. For the union =₁₂ of two simple piecewise Lyapunov curves we prove that the essential norm |S | inL ₂() is minimal if both ₁ and ₂ are smooth in some neighborhoods of the common points. It is the case when the norm |S | in the spaceL ₂() as well as inL ₂(, ) does not depend on the values of the angles and it can be calculated by formula (5).     

Theory of nonequilibrium phenomena based on the BBGKY hierarchy. I. small deviations from equilbrium

The BBGKY hierarchy is expanded in a series with respect to the small parameter , where is the diameter of the particles, and is a characteristic macroscopic length (for example, the diameter of the system). Since neither nor occurs explicitly in the equations of the hierarchy, a preliminary step consists of separation from the distribution functions of short-range components that vary over distances of order and long-range components that vary over distances of order . By a transition to dimensionless variables, terms of zeroth and first order in in the hierarchy are separated, this making it possible to perform the expansion with respect to . It is shown that in the zeroth order in the BBGKY hierarchy determines a state of local equilibrium that for any matter density can be described by a Maxwell distribution with shift. The higher terms of the series in describe the deviations from local equilibrium. At the same time, the long-range correlations that always arise in nonequilibrium systems are described by the balance equations for mass, momentum, and energy, which are also a consequence of the BBGKY hierarchy, whereas the short-range correlations are described by the equations for obtained from the same hierarchy by expanding in a series with respect to .Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 103, No. 1, pp. 109–122, April, 1995.     

On sequences of Fourier coefficients of functions of Hölder classes

The following theorem is proved. Let { _k(t)} be an arbitrary complete orthonormal system on [0, 1] and let 1/2<<1. Then anf(t) C exists for all< such that _k=1 · |c_k(f)|^p=, p=2/(l+2), where .Translated from Matematicheskie Zametki, Vol. 6, No. 5, pp. 567–572, November, 1969.The authors wish to thank P. P. Zabreiko and P. L. Ul'yanov for helpful discussions and remarks.     

A Delocalization Property for Assembly Maps and an Application in Algebraic K-Theory of Group Rings

Let be a group, F the free -module on the set of finite order elements in , with acting by conjugation, and the ring extension of by % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeaacaGaaiaabeqaamaabaabaaGcbaWaaiWaaeaada% WcaaqaaiaaigdaaeaatCvAUfKttLearyGqLXgBG0evaGqbciab-5ga% UbaaieaacaGFLbGaaGOmaiaabc8acqWFPbqAcaqGVaGae8NBa42aaq% qaaeaacqGHdicjcqaHZoWzcqGHiiIZcqqHtoWrcaqGGaGaae4Baiaa% bAgacaqGGaGaae4BaiaabkhacaqGKbGaaeyzaiaabkhacaqGGaGae8% NBa4gacaGLhWoaaiaawUhacaGL9baaaaa!563E!\[\left\{ {\frac{1}{n}e2{\text{\pi }}i{\text{/}}n\left| {\exists \gamma \in \Gamma {\text{ of order }}n} \right.} \right\}\]. For a ring R with , we build an injective assembly map , detected by the Dennis trace map. This is proved by establishing a delocalization property for the assembly map in Hochschild homology, namely providing a gluing of simpler assembly maps (i.e. localized at the identity of ) to build , and by delocalizing a known assembly map in K-theory to define . We also prove the delocalization property in cyclic homology and in related theories.     

Foliations with One-Sided Branching

We generalize the main results from the author's paper in Geom. Topol. 4 (2000), 457–515 and from Thurston's eprint math.GT/9712268 to taut foliations with one-sided branching. First constructed by Meigniez, these foliations occupy an intermediate position between -covered foliations and arbitrary taut foliations of 3-manifolds. We show that for a taut foliation with one-sided branching of an atoroidal 3-manifold M, one can construct a pair of genuine laminations ^± of M transverse to with solid torus complementary regions which bind every leaf of in a geodesic lamination. These laminations come from a universal circle, a refinement of the universal circles proposed by Thurston (unpublished), which maps monotonely and ₁(M)-equivariantly to each of the circles at infinity of the leaves of , and is minimal with respect to this property. This circle is intimately bound up with the extrinsic geometry of the leaves of . In particular, let denote the pulled-back foliation of the universal cover, and co-orient so that the leaf space branches in the negative direction. Then for any pair of leaves of with , the leaf is asymptotic to in a dense set of directions at infinity. This is a macroscopic version of an infinitesimal result from Thurston and gives much more drastic control over the topology and geometry of , than is achieved by him. The pair of laminations ^± can be used to produce a pseudo-Anosov flow transverse to which is regulating in the nonbranching direction. Rigidity results for ^± in the -covered case are extended to the case of one-sided branching. In particular, an -covered foliation can only be deformed to a foliation with one-sided branching along one of the two laminations canonically associated to the -coveredfoliation constructed in Geom. Topol. 4 (2000), 457–515, and these laminations become exactly the laminations ^± for the new branched foliation. Other corollaries include that the ambient manifold is -hyperbolic in the sense of Gromov, and that a self-homeomorphism of this manifold homotopic to the identity is isotopic to the identity.