Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling

We study joint efficient estimation of two parameters dominating either the inverse-Gaussian or gamma subordinator, based on discrete observations sampled at satisfying as . Under the condition that as we have two kinds of optimal rates, and . Moreover, as in estimation of diffusion coefficient of a Wiener process the -consistent component of the estimator is effectively workable even when T _n does not tend to infinity. Simulation experiments are given under several h _n ’s behaviors.     

Exact Distribution of the Local Score for Markovian Sequences

Let be a sequence of letters taken in a finite alphabet Θ. Let be a scoring function and the corresponding score sequence where X _i = s(A _i ). The local score is defined as follows: . We provide the exact distribution of the local score in random sequences in several models. We will first consider a Markov model on the score sequence , and then on the letter sequence . The exact P-value of the local score obtained with both models are compared thanks to several datasets. They are also compared with previous results using the independent model.     

Dy namic of Abelia n Subgroups of GL( n, $$\mathbb{C}$$): A Structure Theorem

In this paper, we characterize the dynamic of every Abelian subgroups of , or . We show that there exists a -invariant, dense open set U in saturated by minimal orbits with a union of at most n -invariant vector subspaces of of dimension n−1 or n−2 over . As a consequence, has height at most n and in particular it admits a minimal set in . This work is supported by the research unit: systèmes dynamiques et combinatoire: 99UR15-15     

Birkhoff coordinates for KdV on phase spaces of distributions

The purpose of this paper is to extend the construction of Birkhoff coordinates for the KdV equation from the phase space of square integrable 1-periodic functions with mean value zero to the phase space of mean value zero distributions from the Sobolev space endowed with the symplectic structure More precisely, we construct a globally defined real-analytic symplectomorphism where is a weighted Hilbert space of sequences supplied with the canonical Poisson structure so that the KdV Hamiltonian for potentials in is a function of the actions alone.     

On the discrepancy principle for some Newton type methods for solving nonlinear inverse problems

We consider the computation of stable approximations to the exact solution of nonlinear ill-posed inverse problems F(x) = y with nonlinear operators F : X → Y between two Hilbert spaces X and Y by the Newton type methods

On the minimality of the p-harmonic ma p $$x/\|x\|$$ for weighted energy

In this paper, we study the minimality of the map for the weighted energy functional , where is a continuous function. We prove that for any integer and any non-negative, non-decreasing continuous function f, the map minimizes E _f,p among the maps in which coincide with on . The case p = 1 has been already studied in [Bourgoin J.-C. Calc. Var. (to appear)]. Then, we extend results of Hong (see Ann. Inst. Poincaré Anal. Non-linéaire 17: 35–46 (2000)). Indeed, under the same assumptions for the function f, we prove that in dimension n ≥  7 for any real with , the map minimizes E _f,p among the maps in which coincide with on .      

On the Kernel Rule for Function Classification

Let X be a random variable taking values in a function space , and let Y be a discrete random label with values 0 and 1. We investigate asymptotic properties of the moving window classification rule based on independent copies of the pair (X,Y). Contrary to the finite dimensional case, it is shown that the moving window classifier is not universally consistent in the sense that its probability of error may not converge to the Bayes risk for some distributions of (X,Y). Sufficient conditions both on the space and the distribution of X are then given to ensure consistency.     

A note on <Emphasis Type="Italic">q</Emphasis>-multiplicative functions

We prove the following statement. Let , and let . Suppose that, for all and , the sequence satisfies the relation

On a Zero-Sum Generalization of a Variation of Schur’s Equation

Let be a positive integer, and let denote the cyclic group of residues modulo m. Furthermore, let denote the minimum integer N such that for every function there exist m integers satisfying and (and ). It is shown that for every odd prime m. Daniel Schaal: Partially supported by a South Dakota Governor’s 2010 Individual Research Seed Grant.     

On the Existence of Trace for Elements of \mathbb{C}_p

Let T be a transcendental element of and the orbit of T. On we have a Haar measure . The goal of this paper is to characterize all the elements of for which the integral , called the trace of T, is well defined.Presented by A. Verschoren     

Minimizing total completion time for UET tasks with release time and outtree precedence constraints

Brucker et al. (Math Methods Oper Res 56: 407–412, 2003) have given an O(n ²)-time algorithm for the problems , outtree and , outtree . In this note, we show that their algorithm admits an O(n log n)-time implementation.     

An extension of Takahashi theorem for the linearized operators of the higher order mean curvatures

We study hypersurfaces in Euclidean space whose position vector x satisfies the condition L _k x = Ax + b, where L _k is the linearized operator of the (k + 1)th mean curvature of the hypersurface for a fixed , is a constant matrix and is a constant vector. For every k, we prove that the only hypersurfaces satisfying that condition are hypersurfaces with zero (k + 1)th mean curvature and open pieces of round hyperspheres and generalized right spherical cylinders of the form , with . This extends a previous classification for hypersurfaces in satisfying , where is the Laplacian operator of the hypersurface, given independently by Hasanis and Vlachos [J. Austral. Math. Soc. Ser. A 53, 377–384 (1991) and Chen and Petrovic [Bull. Austral. Math. Soc. 44, 117–129 (1991)].      

Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process

Summary In this paper we obtain an asymptotic expansion of the distribution of the maximum likelihood estimate (MLE) based onT observations from the first order Gaussian process up to the term of orderT ⁻¹. The expansion is used to compare with a generalized estimate including the least square estimate (LSE) , based on the asymptotic probabilities around the true value of the estimates up to the terms of orderT ⁻¹. It is shown that (or the modified MLE ) is better than (or the modified estimate ). Further, we note that does not attain the bound for third order asymptotic median unbiased estimates.     

On Rank Functions of Lattices

Let be a lattice of finite height. The correspondence between closure operators and ∧-subsemilattices is well known. Here we investigate what type of number-valued function is induces a ∧-subsemilattice ; and if so, what kind of . Conversely, what type of function is induced by what type of (or cl). Several results known for matroids, greedoids, or semimodular lattices are generalized.     

Sharp Weighted Young's Inequalities and Moser–Trudinger Inequalities on Heisenberg Type Groups and Grushin Spaces

We obtain sharp weighted Moser–Trudinger inequalities for first-layer symmetric functions on groups of Heisenberg type, and for -symmetric functions on the Grushin plane. To this end, we establish weighted Young's inequalities in the form , for first-layer radial weights on a general Carnot group and functions with first-layer symmetric. The proofs use some sharp estimates for hypergeometric functions.Research supported by NSF grant DMS-0228807.     

Fine Properties of the Integrated Density of States and a Quantitative Separation Property of the Dirichlet Eigenvalues

We consider one-dimensional difference Schr?dinger equations with real analytic function V(x). Suppose V(x) is a small perturbation of a trigonometric polynomial V ₀(x) of degree k ₀, and assume positive Lyapunov exponents and Diophantine ω. We prove that the integrated density of states is H?lder continuous for any k > 0. Moreover, we show that is absolutely continuous for a.e. ω. Our approach is via finite volume bounds. I.e., we study the eigenvalues of the problem on a finite interval [1, N] with Dirichlet boundary conditions. Then the averaged number of these Dirichlet eigenvalues which fall into an interval , does not exceed , k > 0. Moreover, for , this averaged number does not exceed exp , for any . For the integrated density of states of the problem this implies that for any . To investigate the distribution of the Dirichlet eigenvalues of on a finite interval [1, N] we study the distribution of the zeros of the characteristic determinants with complexified phase x, and frozen ω, E. We prove equidistribution of these zeros in some annulus and show also that no more than 2k ₀ of them fall into any disk of radius exp. In addition, we obtain the lower bound (with δ > 0 arbitrary) for the separation of the eigenvalues of the Dirichlet eigenvalues over the interval [0, N]. This necessarily requires the removal of a small set of energies. Received: February 2006, Accepted: December 2007     

On the Number of Topological Types Occurring in a Parameterized Family of Arrangements

Let be an o-minimal structure over ℝ, a closed definable set, and

A note on curvature of α-connections of a statistical manifold

The family of α-connections ∇^(α) on a statistical manifold equipped with a pair of conjugate connections and is given as . Here, we develop an expression of curvature R ^(α) for ∇^(α) in relation to those for . Immediately evident from it is that ∇^(α) is equiaffine for any when are dually flat, as previously observed in Takeuchi and Amari (IEEE Transactions on Information Theory 51:1011–1023, 2005). Other related formulae are also developed. The work was conducted when the author was on sabbatical leave as a visiting research scientist at the Mathematical Neuroscience Unit, RIKEN Brain Science Institute, Wako-shi, Saitama 351-0198, Japan.     

Exact inequalities for sums of asymmetric random variables, with applications

Let be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter . Let if and . Let . Let f be such a function that f and f′′ are nondecreasing and convex. Then it is proved that for all nonnegative numbers one has the inequality where . The lower bound on m is exact for each . Moreover, is Schur-concave in . A number of corollaries are obtained, including upper bounds on generalized moments and tail probabilities of (super)martingales with differences of bounded asymmetry, and also upper bounds on the maximal function of such (super)martingales. Applications to generalized self-normalized sums and t-statistics are given.      

Precise asymptotics in the Baum-Katz and davis law of large numbers for positively associated sequences

§ 1　 Introduction and resultsL et { X,Xi;i≥ 1} be a sequence of i.i.d.random variables,and set Sn= ni=1 Xi,n≥1.Hsu and Robbins[1 ] introduced the conceptof complete convergence.They together withErdos[2 ] proved n≥ 1 P(|Sn|≥εn) <∞ ,ε>0 (1)if and only if EX=0 and EX2 <∞ .L ater,Spitzer[3] proved n≥ 11n P(|Sn|≥εn) <∞ ,ε>0if and only if EX =0 and E|X|<∞ .More generally,it was shown by Baum and Katz[4 ]that,for 0 0 (…