The distribution of the characteristic roots ofS 1 S 2 −1 under violations in the complex case and power comparisons of four tests

Summary The joint density function of the latent roots ofS ₁ S ₂ ⁻¹ under violations is obtained whereS ₁ has a complex non-central Wishart distributionW _c (p,n ₁,Σ ₁,Ω) andS ₂, an independent complex central Wishart,W _c (p,n ₂,Σ ₂, 0). The density and moments of Hotelling's trace are also derived under violations. Further, the non-null distributions of the following four criteria in the two-roots case are studied for tests of three hypotheses: Hotelling's trace, Pillai's trace, Wilks' criterion and Roy's largest root. In addition, tabulations of powers are carried out and power comparisons for tests of each of three hypotheses based on the four criteria are made in the complex case extending such work of Pillai and Jayachandran in the classical Gaussian case. The findings in the complex Gaussian are generally similar to those in the classical.     

Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria

Power studies of tests of equality of covariance matrices of twop-variate normal populations Σ₁=Σ₂ against two-sided alternatives have been made based on the following six criteria: 1) Roy's largest root, 2) Hotelling's trace, 3) Pillai's trace, 4) Wilks' criterion, 5) Roy's largest-smallest roots and 6) modified likelihood ratio. A general theorem has been proved establishing the local unbiasedness conditions connecting the two critical values for tests 1) to 5). Extensive unbiased power tabulations have been made forp=2, for various values ofn ₁,n ₂, λ₁ and λ₂ wheren _i is the df of the SP matrix from theith sample and λ _i is theith latent root of Σ₁Σ ₂ ⁻¹ (i=1,2). Further, comparisons of powers of tests 1) to 5) have been made with those of the modified likelihood ratio after obtaining the exact distribution of the latter forn ₂=2n ₁ andp=2. Equal tail areas approach has also been used further to compute powers of tests 1) to 4) forp=2 for studying the bias. Again, a separate study has been made to compare the powers of the largest-smallest roots test with its three biased approximate approaches as well as the largest root. Since the largest root test was observed to have some advantage over the others, critical values were also obtained for this test in the unbiased as well as equal tail areas case forp=3. This research was supported by David Ross Grant from Purdue University. S. Sylvia Chu is now with Northwestern University.     

Construction of non-linear semi-groups using product formulas

Under certain circumstances, the Trotter-Lie formulaW _t=lim(U _t/nV_t/n) ⁿ is used to construct a non-linear semi-groupW _t on closed subsets ofL ^P, 1≦p<∞. In particular we consider the situation whereU _t=e ^tA is a positivity preservingC ₀ (linear) semi-group andV _t is generated by a (non-linear) functionF with certain monotonicity properties. In general,A andF are “singular” onL ^p and no requirement is made that one of them be “relatively bounded” with respect to the other. The generator of the resulting semi-groupW _t turns out to be an extension ofA +F restricted to a suitable domain. Research supported by a Danforth Graduate Fellowship and a Weizmann Postdoctoral Fellowship.     

0-Minimal Quasi-ideals of Generalized Linear Transformation Semigroups

Abstract

For vector spaces V and W over a field F, L _F (V, W) denotes the set of all linear transformations α : V → W, and for a cardinal number k > 0, let L _F (V, W, k) be the set of all α ∈ L _F (V, W) of rank less than k. For θ ∈ L _F (W, V), let (L _F (V, W, k), θ) denote the semigroup L _F (V, W, k) under the operation ? defined by α ? β = αθβ for all α, β ∈ L _F (V, W, k). In this paper, all 0-minimal quasi-ideals of the semigroup (L _F (V, W, k), θ) are completely characterized. It is also shown from this characterization that every nonzero semigroup (L _F (V, W, k), θ) always has a 0-minimal quasi-ideal.     

First cohomology group of rank two Witt algebra to its Larsson modules

Let U = ℂ², Γ = ℤ², and let ℂ[x ₁^±1, x ₂^±1] be the ring of Laurent polynomials. The Witt algebra L is the Lie algebra of derivations over ℂ[x ₁^±1, x ₂^±1], which is spanned by elements of the form D(u, r) = x ^r (u ₁ d ₁ + u ₂ d ₂), u = (u ₁, u ₂) ∈ U, r ∈ Γ, where d ₁ and d ₂ are the degree derivations of ℂ[x ₁^±1, x ₂^±1]. The image of gl ₂-module V under Larsson functor F ^α , denoted by W = F ^α (V), gives a class of L-modules, often called the Larsson-modules of L. In this paper, we study the derivations from the Witt algebra L to its Larsson-modules W, and we determine the first cohomology group H ¹(L,W).     

Fast decoding of quasi-perfect Lee distance codes

A code D over Z ² _n is called a quasi-perfect Lee distance-(2t + 1) code if d _L(V,W) ≥ 2t + 1 for every two code words V,W in D, and every word in Z ² _n is at distance ≤ t + 1 from at least one code word, where D _L(V,W) is the Lee distance of V and W. In this paper we present a fast decoding algorithm for quasi-perfect Lee codes. The basic idea of the algorithm comes from a geometric representation of D in the 2-dimensional plane. It turns out that to decode a word it suffices to calculate its distance to at most four code words.     

A reciprocity theorem for unitary representations of Lie groups

LetG be a Lie group,H a closed subgroup,L a unitary representation ofH andU ^L the corresponding induced representation onG. The main result of this paper, extending Ol’ŝanskii’s version of the Frobenius reciprocity theorem, expresses the intertwining number ofU ^L and an irreducible unitary representationV ofG in terms ofL and the restriction ofV _∞ toH.     

On the sequence of Bayesian estimates of normal random walk process

Let (μ_t)^∞_t=0 be a k-variate (k?1) normal random walk process with successive increments being independently distributed as normal N(δ, R), and μ₀ being distributed as normal N(0, V₀). Let X_t have normal distribution N(μ_t, Σ) when μ_t is given, t = 1, 2,….Then the conditional distribution of μ_t given X₁, X₂,…, X_t is shown to be normal N(U_t, V_t) where U_t's and V_t's satisfy some recursive relations. It is found that there exists a positive definite matrix V and a constant θ, 0 < θ < 1, such that, for all t?1,

$\text{|R}\text{1}\text{2}\text{(V}{}^{\mathrm{?1}}{}_{\mathrm{t}}\text{?V}{}^{\mathrm{?1}}\text{R}\text{1}\text{2}\text{|<θ}{}^{\mathrm{t}}\text{|R}\text{1}\text{2}\text{(V}{}^{\mathrm{?1}}{}_0\text{?V}{}^{\mathrm{?1}}\text{)R}\text{1}\text{2}\text{|}$

where the norm |·| means that |A| is the largest eigenvalue of a positive definite matrix A. Thus, V_t approaches to V as t approaches to infinity. Under the quadratic loss, the Bayesian estimate of μ_t is U_t and the process {U_t}^∞_t=₀, U₀=0, is proved to have independent successive increments with normal N(θ, V_t?V_t+1+R) distribution. In particular, when V₀ =V then V_t = V for all t and {U_t}^∞_t=0 is the same as {μ_t}^∞_t=0 except that U₀ = 0 and μ₀ is random.     

Inequalities for convex bodies and polar reciprocal lattices inR n

LetL be a lattice and letU be ano-symmetric convex body inR ⁿ . The Minkowski functional ∥ ∥ _U ofU, the polar bodyU ⁰, the dual latticeL ^*, the covering radius μ(L, U), and the successive minima λ _i (L,U)i=1,...,n, are defined in the usual way. Let ℒ _n be the family of all lattices inR ⁿ . Given a pairU,V of convex bodies, we define and kh(U, V) is defined as the smallest positive numbers for which, given arbitraryL∈ℒ _n andu∈R ⁿ /(L+U), somev∈L ^* with ∥v∥ _V ≤sd(uv, ℤ) can be found. Upper bounds for jh(U, U ⁰), j=k, l, m, belong to the so-called transference theorems in the geometry of numbers. The technique of Gaussian-like measures on lattices, developed in an earlier paper [4] for euclidean balls, is applied to obtain upper bounds for jh(U, V) in the case whenU, V aren-dimensional ellipsoids, rectangular parallelepipeds, or unit balls inl _p ⁿ , 1≤p≤∞. The gaps between the upper bounds obtained and the known lower bounds are, roughly speaking, of order at most logn asn→∞. It is also proved that ifU is symmetric through each of the coordinate hyperplanes, then jh(U, U ⁰) are less thanCn logn for some numerical constantC.     

On the centralizer ofK in the universal enveloping algebra of SO(n,1) and SU(n,1)

LetG _o be a non compact real semisimple Lie group with finite center, and letU U(g) ^K denote the centralizer inU U(g) of a maximal compact subgroupK _o ofG _o. To study the algebraU U(g) ^K , B. Kostant suggested to consider the projection mapP:U U(g)→U(k)⊗U(a), associated to an Iwasawa decompositionG _o=K _o A _o N _o ofG _o, adapted toK _o. WhenP is restricted toU U(g) ^K J. Lepowsky showed thatP becomes an injective anti-homomorphism ofU U(g) ^K intoU(k) ^M ⊗U(a). HereU(k) ^M denotes the centralizer ofM _o inU(k),M _o being the centralizer ofA _o inK _o. To pursue this idea further it is necessary to have a good characterization of the image ofU U(g) ^K inU(k)^M×U(a). In this paper we describe such image whenG _o=SO(n,1)_e or SU(n,1). This is acomplished by establishing a (minimal) set of equations satisfied by the elements in the image ofU U(g) ^K , and then proving that they are enough to characterize such image. These equations are derived on one hand from the intertwining relations among the principal series representations ofG _o given by the Kunze-Stein interwining operators, and on the other hand from certain imbeddings among Verma modules. This approach should prove to be useful to attack the general case. Supported in part by Fundación Antorchas     

An equivalence between varieties of cyclic Post algebras and varieties generated by a finite field

In this paper we give a term equivalence between the simple k-cyclic Post algebra of order p, L _p,k, and the finite field F(p ^k) with constants F(p). By using Lagrange polynomials, we give an explicit procedure to obtain an interpretation Φ₁ of the variety V(L _p,k) generated by L _p,k into the variety V(F(p ^k)) generated by F(p ^k) and an interpretation Φ₂ of V(F(p ^k)) into V(L _p,k) such that Φ₂Φ₁(B) = B for every B ε V(L _p,k) and Φ₁Φ₂(R) = R for every R ε V(F(p ^k)).     

Generating the kernel of a staircase starshaped set from certain staircase convex subsets

Let S be an orthogonal polygon in the plane. Assume that S is starshaped via staircase paths, and let K be any component of Ker S, the staircase kernel of S, where K ≠ S. For every x in S\K, define W _K (x) = {s: s lies on some staircase path in S from x to a point of K}. There is a minimal (finite) collection W(K) of W _K (x) sets whose union is S. Further, each set W _K (x) may be associated with a finite family U _K (x) of staircase convex subsets, each containing x and K, with ∪{U: U in U _K (x)} = W _K (x). If W(K) = {W _K (x ₁), ..., W _K (x _n )}, then K ⊆ V _K ≡ ∩{U: U in some family U _K (x _i ), 1 ≤ i ≤ n} ⊆ Ker S. It follows that each set V _K is staircase convex and ∪{V _k : K a component of Ker S} = Ker S.     

Differential operators associated with zonal polynomials. I

Summary Associated with each zonal polynomial,C _k(S), of a symmetric matrixS, we define a differential operator ∂_k, having the basic property that ∂_kC_λδ_kλ, δ being Kronecker's delta, whenever κ and λ are partitions of the non-negative integerk. Using these operators, we solve the problems of determining the coefficients in the expansion of (i) the product of two zonal polynomials as a series of zonal polynomials, and (ii) the zonal polynomial of the direct sum,S⊕T, of two symmetric matricesS andT, in terms of the zonal polynomials ofS andT. We also consider the problem of expanding an arbitrary homogeneous symmetric polynomial,P(S) in a series of zonal polynomials. Further, these operators are used to derive identities expressing the doubly generalised binomial coefficients ( _P ^λ ),P(S) being a monomial in the power sums of the latent roots ofS, in terms of the coefficients of the zonal polynomials, and from these, various results are obtained.     

Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives

Summary The objective in nonparametric regression is to infer a functiong(x) and itspth order derivativesg ^(g)(x),p≧1 fixed, on the basis of a finite collection of pairs {x _i, g(x_i)+Z _i} _i=1 ⁿ , where the noise componentsZ _i satisfy certain modest assumptions and the domain pointsx _i are selected non-randomly. This paper exhibits a new class of kernel estimatesg _n ^(p) ,p≧0 fixed. The main theoretical results of this study are the rates of convergence obtained for mean square and strong consistency ofg _n ^(p) each of them being uniform on the (0,1).     

The moduli space of (3,3,3) trilinear forms

LetU, V andW be three dimensional vector spaces over ∉ (or an alebraically closed field with characteristic not equal to 2 or 3). We prove that the moduli space of trilinear forms onU ^* ⊗V ^* ⊗W ^* is isomorphic to ℙ² by applying Geometric Invariant Theory to the action ofPGL(U)×PGL(V)×PGL(W) on ℙU⊗V⊗W).     

Isoperimetric inequalities on minimal submanifolds of space forms

For a domainU on a certaink-dimensional minimal submanifold ofS ⁿ orH ⁿ, we introduce a “modified volume”M(U) ofU and obtain an optimal isoperimetric inequality forU k ^k ω _k M (D) ^k-1 ≤Vol(∂D) ^k , where ω _k is the volume of the unit ball ofR ^k . Also, we prove that ifD is any domain on a minimal surface inS ₊ ⁿ (orH ⁿ, respectively), thenD satisfies an isoperimetric inequality2π A≤L ²+A² (2π A≤L²−A² respectively). Moreover, we show that ifU is ak-dimensional minimal submanifold ofH ⁿ, then(k−1) Vol(U)≤Vol(∂U). Supported in part by KME and GARC     

On the power of Wilks' U-test for MANOVA

Let V₁,…, V_m, W₁,…, W_n be independent p × 1 random vectors having multivariate normal distributions with common nonsingular covariance matrix Σ and with EW_α = 0, α = 1,…, n. In this canonical form of the multivariate linear model, the problem is to test H: EV_αazμ_α = 0, α = 1,…, m vs K: not H. It is shown that when the rank of the noncentrality matrix (μ₁…μ_m) Σ^?1 (μ₁…μ_m) is one, the power of Wilks' U-test (the likelihood ratio test) strictly decreases with the dimension p and the hypothesis degrees of freedom m. This generalizes results known for the noncentral F-test in the univariate case.     

The M/G/1 processor-sharing model: transient behavior

This paper deals with the M/G/1 model with processor-sharing service discipline. LetL ^* (t, x) denote the number of jobs present at timet whose attained service time is not greater thanx,x0, andV ₀(t,z) the sojourn time of a tagged job placed in the system at timet and requiringz units of service. Explicit analytical expressions are obtained for the joint distribution ofL ^*(t, ·) andV ⁰(t, ·) under various initial conditions in terms of the Laplace transform with respect tot. It is shown that for initial conditions of special kind (there is one job or none) the results can be expressed in a closed form.     

Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms

For a real, Hermitian, or quaternion normal random matrix Y with mean zero, necessary and sufficient conditions for a quadratic form Q(Y) to have a Wishart-Laplace distribution (the distribution of the difference of two independent central Wishart W_p(m_i,Σ) random matrices) are given in terms of a certain Jordan algebra homomorphism ρ. Further, it is shown that {Q_k(Y)} is independent Laplace-Wishart if and only if in addition to the aforementioned conditions, the images ρ_k(Σ⁺) of the Moore-Penrose inverse Σ⁺ of Σ are mutually orthogonal: ρ_k(Σ⁺)ρ_?(Σ⁺)=0 for k≠?.     

On the rank of 3×3×3-tensors

Let U, V and W be finite dimensional vector spaces over the same field. The rank of a tensor τ in U???V???W is the minimum dimension of a subspace of U???V???W containing τ and spanned by fundamental tensors, i.e. tensors of the form u???v???w for some u in U, v in V and w in W. We prove that if U, V and W have dimension three, then the rank of a tensor in U???V???W is at most six, and such a bound cannot be improved, in general. Moreover, we discuss how the techniques employed in the proof might be extended to prove upper bounds for the rank of a tensor in U???V???W when the dimensions of U, V and W are higher.