Kernel regression estimation for continuous spatial processes

We investigate here a kernel estimate of the spatial regression function r(x) = E(Y _u | X _u = x), x ∈ ℝ^d, of a stationary multidimensional spatial process { Z _u = (X _u, Y _u), u ∈ ℝ ^N }. The weak and strong consistency of the estimate is shown under sufficient conditions on the mixing coefficients and the bandwidth, when the process is observed over a rectangular domain of ℝ^N. Special attention is paid to achieve optimal and suroptimal strong rates of convergence. It is also shown that this suroptimal rate is preserved by using a suitable spatial sampling scheme.      

Deconvolving Multivariate Density from Random Field

We consider the problem of estimating a continuous bounded multivariate probability density function (pdf) when the random field X _i , i ∈ Z ^d from the density is contaminated by measurement errors. In particular, the observations Y _i , i ∈ Z ^d are such that Y _i = X _i + ε _i , where the errors ε _i are a sample from a known distribution. We improve the existing results in at least two directions. First, we consider random vectors in contrast to most existing results which are only concerned with univariate random variables. Secondly, and most importantly, while all the existing results focus on the temporal cases (d = 1), we develop the results for random vectors with a certain spatial interaction. Precise asymptotic expressions and bounds on the mean-squared error are established, along with rates of both weak and strong consistencies, for random fields satisfying a variety of mixing conditions. The dependence of the convergence rates on the density of the noise field is also studied. This revised version was published online in June 2006 with corrections to the Cover Date.     

Positive definite functions and stable random vectors

We say that a random vector X = (X ₁, …, X _n ) in ℝ ⁿ is an n-dimensional version of a random variable Y if, for any a ∈ ℝ ⁿ , the random variables Σa _i X _i and γ(a)Y are identically distributed, where γ: ℝ ⁿ → [0,∞) is called the standard of X. An old problem is to characterize those functions γ that can appear as the standard of an n-dimensional version. In this paper, we prove the conjecture of Lisitsky that every standard must be the norm of a space that embeds in L ₀. This result is almost optimal, as the norm of any finite-dimensional subspace of L _p with p ∈ (0, 2] is the standard of an n-dimensional version (p-stable random vector) by the classical result of P. Lèvy. An equivalent formulation is that if a function of the form f(‖ · ‖ _K ) is positive definite on ℝ ⁿ , where K is an origin symmetric star body in ℝ ⁿ and f: ℝ → ℝ is an even continuous function, then either the space (ℝ ⁿ , ‖·‖ _K ) embeds in L ₀ or f is a constant function. Combined with known facts about embedding in L ₀, this result leads to several generalizations of the solution of Schoenberg’s problem on positive definite functions.     

A covering lemma for L(ℝ)

Jensen's celebrated Covering Lemma states that if 0^# does not exist, then for any uncountable set of ordinals X, there is a Y∈L such that X⊆Y and |X| = |Y|. Working in ZF + AD alone, we establish the following analog: If ℝ^# does not exist, then L(ℝ) and V have exactly the same sets of reals and for any set of ordinals X with |X| ≥Θ ^{L (ℝ)}, there is a Y∈L(ℝ) such that X⊆Y and |X| = |Y|. Here ℝ is the set of reals and Θ is the supremum of the ordinals which are the surjective image of ℝ. Received: 29 October 1999 / Published online: 12 December 2001     

Functional characterization of Vasil’ev invariants

A cover of a manifold X is called an r-cover if any r points of X belong to a set in the cover. Let X and Y be two smooth manifolds, let Emb(X, Y) be the family of smooth embeddings X → Y, let M be an Abelian group, and let F: Emb(X, Y) → M be a functional. One says that the degree of F does not exceed r if for each finite open r-cover {U _i } _i∈I ; of X there exist functionals F _i : Emb(U _i , Y) → M, i ∈ I, such that for each a ∈ Emb(X, Y) one has

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.     

Atomic hardy-type spaces between <Emphasis Type="Italic">H</Emphasis><Superscript>1</Superscript> and <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript> on metric spaces with non-doubling measures

Let ( Y,d,dl )\left( {\mathcal{Y},d,d\lambda } \right) be (ℝ ⁿ , |·|, μ), where |·| is the Euclidean distance, μ is a nonnegative Radon measure on ℝ ⁿ satisfying the polynomial growth condition, or the Gauss measure metric space (ℝ ⁿ , |·|, d _λ ), or the space (S, d, ρ), where S ≡ ℝ ⁿ ⋉ ℝ⁺ is the (ax + b)-group, d is the left-invariant Riemannian metric and ρ is the right Haar measure on S with exponential growth. In this paper, the authors introduce and establish some properties of the atomic Hardy-type spaces { X_s ( Y ) }_{0 < s \leqslant ￥}\left\{ {X_s \left( \mathcal{Y} \right)} \right\}_{0 < s \leqslant \infty } and the BMO-type spaces { BMO( Y, s ) }_{0 < s \leqslant ￥}\left\{ {BMO\left( {\mathcal{Y}, s} \right)} \right\}_{0 < s \leqslant \infty }. Let H ¹ ( Y )\left( \mathcal{Y} \right) be the known atomic Hardy space and L ₀¹ ( Y )\left( \mathcal{Y} \right) the subspace of f ∈ L ¹ ( Y )\left( \mathcal{Y} \right) with integral 0. The authors prove that the dual space of X _s ( Y )\left( \mathcal{Y} \right) is BMO( Y,s )BMO\left( {\mathcal{Y},s} \right) when s ∈ (0,∞), X _s ( Y )\left( \mathcal{Y} \right) = H ¹ ( Y )\left( \mathcal{Y} \right) when s ∈ (0, 1], and X _∞ ( Y )\left( \mathcal{Y} \right) = L ₀¹ ( Y )\left( \mathcal{Y} \right) (or L ¹ ( Y )\left( \mathcal{Y} \right)). As applications, the authors show that if T is a linear operator bounded from H ¹ ( Y )\left( \mathcal{Y} \right) to L ¹ ( Y )\left( \mathcal{Y} \right) and from L ¹ ( Y )\left( \mathcal{Y} \right) to L ^1,∞ ( Y )\left( \mathcal{Y} \right), then for all r ∈ (1,∞) and s ∈ (r,∞], T is bounded from X _r ( Y )\left( \mathcal{Y} \right) to the Lorentz space L ^1,s ( Y )\left( \mathcal{Y} \right), which applies to the Calderón-Zygmund operator on (ℝ ⁿ , |·|, μ), the imaginary powers of the Ornstein-Uhlenbeck operator on (ℝ ⁿ , |·|, d _γ ) and the spectral operator associated with the spectral multiplier on (S, d, ρ). All these results generalize the corresponding results of Sweezy, Abu-Shammala and Torchinsky on Euclidean spaces.     

Substitution tilings and separated nets with similarities to the integer lattice

We show that any primitive substitution tiling of ℝ² creates a separated net which is biLipschitz to ℤ². Then we show that if H is a primitive Pisot substitution in ℝ ^d , for every separated net Y, that corresponds to some tiling τ ∈ X _H , there exists a bijection Φ between Y and the integer lattice such that sup _y∈Y ∥Φ(y) − y∥ < ∞. As a corollary, we get that we have such a Φ for any separated net that corresponds to a Penrose Tiling. The proofs rely on results of Laczkovich, and Burago and Kleiner.     

Cantor set and interpolation

In 1998, Y. Benyamini published interesting results concerning interpolation of sequences using continuous functions ℝ → ℝ. In particular, he proved that there exists a continuous function ℝ → ℝ which in some sense “interpolates” all sequences (x _n ) _n∈ℤ ∈ [0, 1]^ℤ “simultaneously.” In 2005, M.R. Naulin and C. Uzcátegui unified and generalized Benyamini’s results. In this paper, the case of topological spaces X and Y with an Abelian group acting on X is considered. A similar problem of “simultaneous interpolation” of all “generalized sequences” using continuous mappings X → Y is posed. Further generalizations of Naulin-Uncátegui theorems, in particular, multidimensional analogues of Benyamini’s results are obtained.     

Large antipodal families

A family {A _i | i ∈ I} of sets in ℝ ^d is antipodal if for any distinct i, j ∈ I and any p ∈ A _i , q ∈ A _j , there is a linear functional ϕ:ℝ ^d → ℝ such that ϕ(p) ≠ ϕ(q) and ϕ(p) ≤ ϕ(r) ≤ ϕ(q) for all r ∈ ∪ _i∈I A _i . We study the existence of antipodal families of large finite or infinite sets in ℝ³. The research was supported by the Hungarian-South African Intergovernmental Scientific and Technological Cooperation Programme, NKTH Grant no. ZA-21/2006 and South African National Research Foundation Grant no. UID 61853, as well as Hungarian National Foundation for Scientific Research Grants no. NK 67867, no. T47102, and no. K72537.     

On Projections of Semi-Algebraic Sets Defined by Few Quadratic Inequalities

Let S⊂ℝ ^k+m be a compact semi-algebraic set defined by P ₁≥0,…,P _ℓ ≥0, where P _i ∈ℝ[X ₁,…,X _k ,Y ₁,…,Y _m ], and deg (P _i )≤2, 1≤i≤ℓ. Let π denote the standard projection from ℝ ^k+m onto ℝ ^m . We prove that for any q>0, the sum of the first q Betti numbers of π(S) is bounded by (k+m) ^{O(q ℓ)}. We also present an algorithm for computing the first q Betti numbers of π(S), whose complexity is . For fixed q and ℓ, both the bounds are polynomial in k+m. The author was supported in part by an NSF Career Award 0133597 and a Sloan Foundation Fellowship.     

A necessary and sufficient condition to a pareto optimal without optimizing the weighting criterion

The easiest thecnique to reduce the classical multiple criteria decision problem into a reasonable single criterion decision problem is the weighting method. Po-Lung Yu (1985) gives a well known necessary condition fory ⁰ to be a Pareto optimal, namelyy ⁰ maximizes λ^ty overY, for some λ ∈ℝ ^p, such that λ_i≥0 for alli and some λ_j>0. In this brief note we generalize the necessary condition of Po-Lung Yu.     

Change point estimation by local linear smoothing under a weak dependence condition

We consider a change-point problem in regression estimation. Observations (X _i , Y _i ), i = 1, ..., n, are governed by the model Y _i = m(X _i ) + σ(X _i )ɛ _i , where the (ɛ _i ) _i∈ℤ are independent and identically distributed and independent of (X _i ) _i∈ℤ. The latter sequence satisfies a weak dependence condition proposed by Dedecker and Prieur [4]. We essentially study the basic situation, where the regression function has a unique change point. The construction of the jump estimate process, t → (t), is based on local linear regression. Under a positivity condition regarding the asymmetric kernel involved, we prove the convergence of a local dilated-rescaled version of (t) to a compound Poisson process with an additional drift. We also derive asymptotic normality results.      

Comonotone approximation of twice differentiable periodic functions

In the case where a 2π-periodic function f is twice continuously differentiable on the real axis ℝ and changes its monotonicity at different fixed points y _i ∈ [− π, π), i = 1,…, 2s, s ∈ ℕ (i.e., on ℝ, there exists a set Y := {y _i } _i∈ℤ of points y _i = y _i+2s + 2π such that the function f does not decrease on [y _i , y _i−1] if i is odd and does not increase if i is even), for any natural k and n, n ≥ N(Y, k) = const, we construct a trigonometric polynomial T _n of order ≤n that changes its monotonicity at the same points y _i ∈ Y as f and is such that

Some path properties of generalized Lévy sheet

Let X(t) be an N parameter generalized Lévy sheet taking values in ℝ^d with a lower index α, ℜ = {(s, t] = ∏ _i=1 ^N (s _i, t _i], s _i < t _i}, E(x, Q) = {t ∈ Q: X(t) = x}, Q ∈ ℜ be the level set of X at x and X(Q) = {x: ∃t ∈ Q such that X(t) = x} be the image of X on Q. In this paper, the problems of the existence and increment size of the local times for X(t) are studied. In addition, the Hausdorff dimension of E(x, Q) and the upper bound of a uniform dimension for X(Q) are also established.     

First-order optimality conditions in set-valued optimization

A a set-valued optimization problem min _C F(x), x ∈X ₀, is considered, where X ₀ ⊂ X, X and Y are normed spaces, F: X ₀ ⊂ Y is a set-valued function and C ⊂ Y is a closed cone. The solutions of the set-valued problem are defined as pairs (x ⁰,y ⁰), y ⁰ ∈F(x ⁰), and are called minimizers. The notions of w-minimizers (weakly efficient points), p-minimizers (properly efficient points) and i-minimizers (isolated minimizers) are introduced and characterized through the so called oriented distance. The relation between p-minimizers and i-minimizers under Lipschitz type conditions is investigated. The main purpose of the paper is to derive in terms of the Dini directional derivative first order necessary conditions and sufficient conditions a pair (x ⁰, y ⁰) to be a w-minimizer, and similarly to be a i-minimizer. The i-minimizers seem to be a new concept in set-valued optimization. For the case of w-minimizers some comparison with existing results is done.     

Two-point concentration in random geometric graphs

A random geometric graph G _n is constructed by taking vertices X ₁,…,X _n ∈ℝ ^d at random (i.i.d. according to some probability distribution ν with a bounded density function) and including an edge between X _i and X _j if ‖X _i -X _j ‖ < r where r = r(n) > 0. We prove a conjecture of Penrose ([14]) stating that when r=r(n) is chosen such that nr ^d = o(lnn) then the probability distribution of the clique number ω(G _n ) becomes concentrated on two consecutive integers and we show that the same holds for a number of other graph parameters including the chromatic number χ(G _n ). The author was partially supported by EPSRC, the Department of Statistics, Bekkerla-Bastide fonds, Dr. Hendrik Muller’s Vaderlandsch fonds, and Prins Bernhard Cultuurfonds.     

Banach spaces of operators that are complemented in their biduals

Let [A, a] be a normed operator ideal. We say that [A, a] is boundedly weak*-closed if the following property holds: for all Banach spaces X and Y, if T: X → Y** is an operator such that there exists a bounded net (T _i ) _i∈I in A(X, Y) satisfying lim _i 〈y*, T _i x y*〉 for every x ∈ X and y* ∈ Y*, then T belongs to A(X, Y**). Our main result proves that, when [A, a] is a normed operator ideal with that property, A(X, Y) is complemented in its bidual if and only if there exists a continuous projection from Y** onto Y, regardless of the Banach space X. We also have proved that maximal normed operator ideals are boundedly weak*-closed but, in general, both concepts are different.      

Chaos caused by a strong-mixing measure-preserving transformation

The chaos caused by a strong-mixing preserving transformation is discussed and it is shown that for a topological spaceX satisfying the second axiom of countability and for an outer measurem onX satisfying the conditions: (i) every non-empty open set ofX ism-measurable with positivem-measure; (ii) the restriction ofm on Borel σ-algebra ℬ(X) ofX is a probability measure, and (iii) for everyY⊂X there exists a Borel setB⊂ℬ(X) such thatB⊃Y andm(B) =m(Y), iff:X→X is a strong-mixing measure-preserving transformation of the probability space (X, ℬ(X),m), and if {m}, is a strictly increasing sequence of positive integers, then there exists a subsetC⊂X withm (C) = 1, finitely chaotic with respect to the sequence {m _i}, i.e. for any finite subsetA ofC and for any mapF:A→X there is a subsequencer _i such that lim_i→∞ f ^r i(a) =F(a) for anya ∈A. There are some applications to maps of one dimension. the National Natural Science Foundation of China.     

Manifolds polarized by vector bundles

LetX be a complex projective manifold of dimension n and let ε be an ample vector bundle of rank r. Let also τ = τ (X,ε) = min {t ∈ ℝ : K_X + t det ε is nef} be the nef value of the pair (X, ε). In this paper we classify the pairs (X, ε) such that{ Mathematics Subject Classification (2000)14J60; 14J40; 14E30