Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval

For location families with densitiesf ₀(x−θ), we study the problem of estimating θ for location invariant lossL(θ,d)=ρ(d−θ), and under a lower-bound constraint of the form θ≥a. We show, that for quite general (f ₀, ρ), the Bayes estimator δ _U with respect to a uniform prior on (a, ∞) is a minimax estimator which dominates the benchmark minimum risk equivariant (MRE) estimator. In extending some previous dominance results due to Katz and Farrell, we make use of Kubokawa'sIERD (Integral Expression of Risk Difference) method, and actually obtain classes of dominating estimators which include, and are characterized in terms of δ _U . Implications are also given and, finally, the above dominance phenomenon is studied and extended to an interval constraint of the form θ∈[a, b]. Research supported by NSERC of Canada.     

The character table of the group GL 2(Q) when extended by a certain group of order two

LetG denote either of the groupsGL ₂(q) or SL₂(q). Then θ :G →G given by θ(A) = (A ^t)^t, whereA ^t denotes the transpose of the matrixA, is an automorphism ofG. Therefore we may form the groupG.θ> which is the split extension of the groupG by the cyclic group θ of order 2. Our aim in this paper is to find the complex irreducible character table ofG. θ.     

Multiparametric estimating equations

Summary Let {p(x, θ): θ∈Θ} be a family of densities where θ=(θ₁,θ₂), being θ₁ ∈ Θ₁ ak-dimensional parameter of interest, θ₂ ∈ Θ₂ a nuisance parameter and Θ=Θ₁×Θ₂. To estimate θ₁, vector estimating equations g(x,θ₁)=(g₁(x,θ₁),...,g_k(x,θ₁))=0 are considered. The standardized form of g(x,θ₁) is defined as g_s=(E_θ(∂g/∂θ′₁))⁻¹g. Then, within the classG ₁ of unbiased equations (i.e. satisfying E_θ(g)=0 (θ∈Θ)), an equationg ^*=0 is said to be optimum if the covariance matrices ofg _s andg _s ^* are such that is non-negative definite for allg∈ G ₁ and θ∈Θ. Sufficient conditions for optimality are discussed and, in particular, conditions for the optimality of the maximum conditional likelihood equation are analyzed. Special attention is given to non-regular cases. In addition, measures of the information about θ₁ contained in an estimating equation are presented and a Rao-Blackwell theorem is given. CIENES     

Commutators in model spaces

Let θ be an inner function, let K _θ = H ² ⊖ θH ², and let S_θ : K_θ → S_θ be defined by the formula S_θf = P_θzf, where f ∈ K_θ is the orthogonal projection of H² onto K_θ. Consider the set A of all trace class operators L : K_θ → K_θ, L = ∑(·,u_n)v_n, ∑∥u_n∥∥v_n∥ < ∞ (u_n, v_n ∈ K_θ), such that ∑ū_n v_n ∈ H ₀ ¹ . It is shown that trace class commutators of the form XS_θ − S_θX (where X is a bounded linear operator on K_θ) are dense in A in the trace class norm. Bibliography: 2 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 333, 2006, pp. 54–61.     

On the Riesz transform associated with the ultraspherical polynomials

We define and investigate the Riesz transform associated with the differential operatorL _λ f(θ)=−f"(θ)−2λ cot’θ. We prove that it can be defined as a principal value and that it is bounded onL ^P ([0, π],dm _λ (θ)),dm _λ(θ)=sin^2λ θdθ, for every 1<p<∞ and of weak type (1,1). The same boundedness properties hold for the maximal operator of the truncated operators. The speed of convergence of the truncated operators is measured in terms of the boundedness inL ^P (dm _λ ), 1<p<∞, and weak type (1,1) of the oscillation and ρ-variation associated to them. Also, a multiplier theorem is proved to get the boundedness of the conjugate function studied by Muckenhoupt and Stein for 1<p<∞ as a corollary of the results for the Riesz transform. Moreover, we find a condition on the weightv which is necessary and sufficient for the existence of a weightu such that the Riesz transform is bounded fromL ^P (v dm _λ ) intoL ^P (u dm _λ ). The authors were partially supported by RTN Harmonic Analysis and Related Problems contract HPRN-CT-2001-00273-HARP. The first and fourth authors were supported in part by KBN grant 1-P93A 018 26. The second and third authors were partially supported by BFM grant 2002-04013-C02-02.     

Inverse problems for Sturm—Liouville operators with potentials in Sobolev spaces: Uniform stability

Two inverse problems for the Sturm-Liouville operator Ly = s-y″ + q(x)y on the interval [0, fy] are studied. For θ ⩾ 0, there is a mapping F:W ₂^θ → l _B ^θ, F(σ) = {s _k }₁^∞, related to the first of these problems, where W ₂^∞ = W ₂^∞[0, π] is the Sobolev space, σ = ∫ q is a primitive of the potential q, and l _B ^θ is a specially constructed finite-dimensional extension of the weighted space l ₂^θ, where we place the regularized spectral data s = {s _k }₁^∞ in the problem of reconstruction from two spectra. The main result is uniform lower and upper bounds for ∥σ - σ₁∥_θ via the l _B ^θ-norm ∥s − s₁∥_θ of the difference of regularized spectral data. A similar result is obtained for the second inverse problem, that is, the problem of reconstructing the potential from the spectral function of the operator L generated by the Dirichlet boundary conditions. The result is new even for the classical case q ∈ L ₂, which corresponds to θ = 1.     

Monotone maximum likelihood estimate for hazard function

A wide class of reliability theory models or lifetime data can be described as follows. Assume that the lifetime distribution function is F(t, θ)=F₀(λ(θ)t), where θ is the parameter characterizing some inner properties of a product and λ(θ) is an unknown increasing function. The paper deals with methods of estimation of λ(θ) from the sample (t _i ,θ _i ),i = 1, ...,n, for the case of exponentialF ₀. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 46–51, Perm, 1991.     

Zero sets and multiplier theorems for star-invariant sub spaces

Given an inner function θ, let {Kskθ/p}:= H^p ∩θ {Hsk0/p} be the corresponding star-invariant subspace of the Hardy spaceH ^p. We show that, unless θ is a finite Blaschke product, the zero sets for K _θ ^p -spaces are different for different p’s. We also investigate the (non)stability of zero sets when passing from {Kskθ/p} to {Ksku/q}, whereq > p and u is an inner function divisible by θ. This problem is motivated by the Beurling-Malliavin multiplier theorem for entire functions, and we solve it (at least in a natural special case) by proving an appropriate multiplier theorem for K _θ ^p .     

Asymptotic Behaviour of Trajectory Fitting Estimators for Certain Non-ergodic SDE

Suppose one observes a path of a stochastic processX = (X_t)_t≥0 driven by the equation dX_t=θ a(X_t)dt + dW_t, t≥0, θ ≥ 0 with a(x) = x or a(x) = |x|^α for some α ∈ [0,1) and given initial condition X ₀. If the true but unknown parameter θ₀ is positive then X is non-ergodic. It is shown that in this situation a trajectory fitting estimator for θ₀ is strongly consistent and has the same limiting distribution as the maximum likelihood estimator, but converges of minor order. This revised version was published online in August 2006 with corrections to the Cover Date.     

Tight Distance-Regular Graphs and the Q-Polynomial Property

 Let Γ denote a distance-regular graph with diameter d≥3, and assume Γ is tight (in the sense of Jurišić, Koolen and Terwilliger). Let θ denote the second largest or smallest eigenvalue of Γ, and let σ₀,σ₁,…,σ _d denote the associated cosine sequence. We obtain an inequality involving σ₀,σ₁,…,σ _d for each integer i (1≤i≤d−1), and we show equality for all i is closely related to Γ being Q-polynomial with respect to θ. We use this idea to investigate the Q-polynomial structures in tight distance-regular graphs. Received: January 30, 1998 Final version received: August 14, 1998     

Conditions for Permutability of Congruences in Implication Algebras

In this paper we give conditions on an implication algebra A so that two congruences θ ₁, θ ₂ on A permute, i.e. θ ₁ ∘ θ ₂ = θ ₂ ∘ θ ₁. We also provide simpler conditions for permutability in finite implication algebras. Finally we present some applications of these characterizations. The support of Universidad Nacional del Sur and CONICET is gratefully acknowledged.     

ψ-correct decision for selection and elimination

Summary The selection oft out ofk populations with parameters θ _i (i=1, ...,k) is said to result in an ψ-correct decision provided ψ (minimum selected θ)>maximum non-selected θ where ψ(θ) (>θ) is an increasing function. For the cases of location or scale parameters the minimum probability of ψ-correct decision over the entire parameter space is shown to be no less than the minimum probability of correct selection over a preference zone determined by ψ(θ). For other types of parameters this result is shown to be true under certain conditions linking the distribution function and the ψ function.     

Some biased estimates of the mean of the normal distribution

Summary LetX be normally distributed with mean θ and variance σ². We consider the problem of estimating θ with squared error as the loss function. A priori the true value of θ is known to be close to θ₀, say. Several estimates are considered which might be preferred toX, the unbiased estimate of θ, as their risks are smaller in the neighborhood of θ₀. The admissibility of these estimates is discussed in this paper. This research was supported in part by ONR Grants NR-042-271 and NR-042-283 at Clemson University and Rice University respectively.     

Hypothesis testing for the common mean of two normal distributions in the presence of an indifference zone

Summary LetX ₁,...,X _m andY _t,...,Y be independent, random samples from populations which are N(θ,σ _x ² ) and N(θ,σ _y ² ), respectively, with all parameters unknown. In testingH ₀:θ=0 againstH ₁:θ≠0, thet-test based upon either sample is known to be admissible in the two-sample setting. If, however, one testsH ₀ againstH ₁:|θ|≧ε>0, with ε arbitrary, our main results show: (i) the construction of a test which is better than the particulart-test chosen, (ii) eacht-test is admissible under the invariance principle with respect to the group of scale changes, and (iii) there does not exist a test which simultaneously is better than botht-tests.     

Imbedding theorems of Besov spaces in Banach lattices

The paper examines imbeddings of Besov spaces B _{E, θ} ^ω in ideal spaces (Banach lattices) given that ω ∈ S_k). In particular, the symmetric hull of the space B _{E, θ} ^ω is described (E is a symmetric space), an inequality of different metrics is obtained, and imbeddings in Orlicz and Lorentz spaces and in some weighted spaces are studied. Most of the results are easily extended to the anisotropic case. Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 159, pp. 69–82, 1987.     

Random coin tossing

Summary. A sequence of heads and tails is produced by repeatedly selecting a coin from two possible coins, and tossing it. The second coin is tossed at renewal times in a renewal process, and the first coin is tossed at all other times. The first coin is fair (Prob(heads)=1/2), and the second coin is known either to be fair, or to have known biasθ∈(0,1] (Prob(heads) ). Letting u _k := Prob (There is a renewal at time k), we show that if ∑ _{k =0} ^∞ u _k ²=∞, we can determine, using only the sequence of heads and tails produced, if the second coin had bias θ or 0. If , we show that this is not possible. Received: 20 November 1996 / In revised form: 20 February 1997     

On the Lower Tail Probabilities of Some Random Sequences in <Emphasis Type="Italic">l</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>

We investigate the behaviour of the logarithmic small deviation probability of a sequence (σ _n θ _n ) in l _p , 0<p≤∞, where (θ _n ) are i.i.d. random variables and (σ _n ) is a decreasing sequence of positive numbers. In particular, the example σ _n ∼n ^−μ (1+log n)^−ν is studied thoroughly. Contrary to the existing results in the literature, the rate function and the small deviation constant are expressed expli- citly in the present treatment. The restrictions on the distribution of θ ₁ are kept to an absolute minimum. In particular, the usual variance assumption is removed. As an example, the results are applied to stable and Gamma-distributed random variables.     

Two-parameter family of infinite-dimensional diffusions on the Kingman simplex

We construct a two-parameter family of diffusion processes X _α,θ on the Kingman simplex, which consists of all nonincreasing infinite sequences of nonnegative numbers with sum less than or equal to one. The processes on this simplex arise as limits of finite Markov chains on partitions of positive integers. For α = 0, our process coincides with the infinitely-many-neutral-alleles diffusion model constructed by Ethier and Kurtz (1981) in population genetics. The general two-parameter case apparently lacks population-genetic interpretation. In the present paper, we extend Ethier and Kurtz’s main results to the two-parameter case. Namely, we show that the (two-parameter) Poisson-Dirichlet distribution PD(α,θ) is the unique stationary distribution for the process X _α,θ and that the process is ergodic and reversible with respect to PD(α, θ). We also compute the spectrum of the generator of X _α,θ . The Wright-Fisher diffusions on finite-dimensional simplices turn out to be special cases of X _α,θ for certain degenerate parameter values.     

A rate of convergence for the set compound estimation in a family of certain retracted distributions

Summary This paper is concerned with the set compound squared-error loss estimation problem. Here, the author obtains Lévy consistent estimate of the empiric distributionG _n of the parameters θ₁,...,θ_n for a more general family of retracted distributions on the interval [θ, θ+1) than the uniform on [θ, θ+1) as in R. Fox (1970,Ann. Math. Statist.,41, 1845–1852; 1978,Ann. Statist.,6, 846–853) and exhibits a decision procedure based on with a convergence rateO((n ⁻¹ logn)^1/4) for the mofified regret uniformly in (θ₁, θ₂, ..., θ_n ∈ Ωⁿ with bounded Ω. The author also gives a counterexample to the convergence of the modified regret for Ω=(−∞, ∞). This is part of the author's Ph. D. Thesis at Michigan State University.     

Angle- and time-resolved mass spectrometric study on pulsed laser ablation of an La-Ca-Mn-O target

Pulsed laser ablation (PLA) of an La₂O₃-CaO-MnO₂ target at 532 nm has been investigated by angle- and time-resolved quadrupole mass spectrometry. The results show that different kinds of metal oxides as well as metal ions and atoms are produced during the ablation at high laser fluence. The measured TOF spectra are fitted by multicomponent Maxwell-Boltzmann distribution with a stream velocity, which gives the translational energy of 6.34 and 0.43 eV for Mn⁺ ions and Mn atoms, respectively. It implies that ablated ions are mainly formed via a nonthermal process, while the neutral atoms mainly via a thermal one. The angular distributions of Mn + ions and Mn atoms can be described by a cos ⁿ θ and a bicosine function a cosθ+ (1-a)cos ⁿ θ, respectively. Possible mechanisms of laser ablation of La-Ca-Mn-0 are discussed. Project supported by the National Natural Science Foundation of China (Grant No. 29683001).