两个非独立正态变量的联合分布不服从二维正态分布的示例

围绕着两个非独立的正态变量的联合分布一定服从二维正态分布的问题,从不同角度给出了反例,并加以论证.     

Comparison of Normal Linear Experiments by Quadratic Forms

Let X and Y be observation vectors in normal linear experiments =N(A, V) and F = N(B, W). We write > Fif for any quadratic form YGY there exists a quadratic formXHX such that E(XHX) = E(Y'GY) and var(X'HX) var(Y'GY).The relation > is characterized by the matrices A, B, V and W. Moreoversome connections with known orderings of linear experiments are given.     

A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors

Let the column vectors of X:: M×N, M<N, be distributed as independent complex normal vectors with the same covariance matrix Σ. Then the usual quadratic form in the complex normal vectors is denoted by Z=XLX^H where L: N×N is a positive definite hermitian matrix. This paper deals with a representation for the density function of Z in terms of a ratio of determinants. This representation also yields a compact form for the distribution of the generalized variance |Z|.     

Zero Distribution of Composite Polynomials and Polynomials Biorthogonal to Exponentials

We analyze polynomials P _n that are biorthogonal to exponentials , in the sense that

参数凸二次规划的线性稳定性

本文研究参数凸二次规划的最优解集的稳定性。首先给出参数数学规划的方向线性稳定的定义，然后利用集值映射的微分理论证明线性约束参数凸二次规划是线性稳定的。     

Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution

Let X= A ^1/2 G be a scale mixture of a multivariate normal distribution with X, G ⁿ , Gis a multivariate normal vector, and A is a positive random variable independent of the multivariate random vector G. This study presents asymptotic results of the conditional variance-covariance, Cov(X ₂|X ₁), X ₁ ^m , m < n, under some moment expressions. A new representation form is also presented for conditional expectation of the scale variable on the random vector X ₁ ^m , m < n. Both the asymptotic expression and the representation are manageable and in computable form. Finally, an example is presented to illustrate how the computations are carried out.     

连续时间LQ控制主要本征对的算法

本文首先提出了离散时间LQ控制的本征值方程当△t→0时怎样退化成为连续时间LQ控制的本征值方程.在建立了分离出的n阶连续时间的本征值方程,并保证了其本征值必定都在左半平面后,本文提出计算其最靠近于虚轴的若干个本征对,可以通过A_e=eA的矩阵变换.A_e的本征值全在单位圆之内.本征向量不变,至于本征值则只要做一次对数运算就可以求得原阵的本征值.A_e阵的最接近于单位圆的若干个本征对的算法,可以通过共轭子空间迭代解解决之.     

On the Number of Representations of Integers by Quadratic Forms in Twelve Variables

A way of finding exact explicit formulas for the number of representations of positive integers by quadratic forms in 12 variables with integral coefficients is suggested.     

浅谈正定二次型的习题课设计

在高等代数的实二次型内容中,正定二次型占有特殊的地位.本文从概念的回顾、正定二次型与正定矩阵的判断、二次型正定及矩阵正定的性质、其它类型二次型四个方面来设计正定二次型的习题课,并通过具体例子说明例题、习题精选的原则.     

On a conjecture of W.E. Clark and M.E.H. Ismail

W.E. Clark and M.E.H. Ismail conjectured the inequality

垂直线性互补问题的一步全局线性和局部二次收敛光滑Newton法

基于凝聚函数,提出一个求解垂直线性互补问题的光滑Newton法.该算法具有以下优点:(i)每次迭代仅需解一个线性系统和实施一次线性搜索;(ⅱ)算法对垂直分块P0矩阵的线性互补问题有定义且迭代序列的每个聚点都是它的解.而且,对垂直分块P₀+R₀矩阵的线性互补问题,算法产生的迭代序列有界且其任一聚点都是它的解;(ⅲ)在无严格互补条件下证得算法即具有全局线性收敛性又具有局部二次收敛性.许多已存在的求解此问题的光滑Newton法都不具有性质(ⅲ).     

All Admissible Linear Estimators under Quadratic Loss in Multivariate Model

§ 1.Introduction and Notations　In this paper,for any given matrices A and B,A B denotes the Kronecker productof A and B,A is a vector formed by stacking the columns of A under each other,μ(A)is a space generated by the columns of A,and PA=A(A′A) - A′. Fourthmore,if A andB are square matrices,then A>B and A≥ B mean that A-B is a symmetrical positiveand nonnegative matrix,respectively,andλi(A) is the i-th largest eigenvalue of A.　Consider general multivariate linear modelY …     

单输入多时滞离散系统的线性二次调节问题

研究了单输入多时滞的离散时间系统的线性二次调节问题(LQR问题),给出了求解最优控制输入序列的一种简单有效而又新颖的方法.将该动态的离散时滞系统的LQR最优控制问题最终转化成了一个静态的、不带时滞的数学规划模型——带等式线性约束的严格凸二次规划问题,并利用两种方法解这个二次规划问题,均成功地导出了系统的最优控制输入序列.仿真结果验证了我们的方法的正确有效性.     

化两类特殊二次型为标准形的一种简便方法

本文给出了化不含平方项的两类特殊二次型为标准形的一种直接选取满秩线性变换法 .     

二次型在N重广义积分计算中的应用

积分上下限皆为无穷的Ｎ重广义积分，在工程技术特别是在概率论与数理统计中有着重要应用．但传统的积分方法对这类积分往往难以奏效，本文介绍一种利用二次型理论计算这类广义积分的方法．     

保Taylor联合谱的线性映射

设L(H),Lncom(H)分别是HilbertH上有界算子及n个两两交换的算子组的集合.设T∈Lncom(H),sp(T)表示Taylor联合谱,φi(i=1,2,…,n)是L(H)上满的线性映射且满足φi(Tl)φj(Tk)=φj(Tk)φi(Tl)当且仅当TlTk=TkTl,i,j=1,2,…,n.设T=(T1,T2,…,Tn)∈Lncom(H),φ=(φ1,φ2,…,φn),φ(T)=(φ1(T1),φ2(T2),…,φn(Tn)).文章证明了如果dimH<∞,对任意T=(T1,T2,…Tn)∈Lncom(H),sp(φ(T))=sp(T),则φi=φj,i,j=1,2,…,n.如果dimH=∞,T=(T1,T2,…Tn)∈Lncom(H),sp(φ(T))=sp(T),则φ是自同构或反自同构.     

On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables

A general distribution which will be called the noncentral generalized Laplacian (NGL) is introduced and its properties studied. Then a set of results are obtained which will give the necessary and sufficient conditions for a bilinear expression or a quadratic expression to be distributed as a NGL.     

Quadratic forms and Pfister neighbors in characteristic 2

We study Pfister neighbors and their characterization over fields of characteristic , where we include the case of singular forms. We give a somewhat simplified proof of a theorem of Fitzgerald which provides a criterion for when a nonsingular quadratic form is similar to a Pfister form in terms of the hyperbolicity of this form over the function field of a form which is dominated by . From this, we derive an analogue in characteristic of a result by Knebusch saying that, in characteristic , a form is a Pfister neighbor if its anisotropic part over its own function field is defined over the base field. Our result includes certain cases of singular forms, but we also give examples which show that Knebusch's result generally fails in characteristic for singular forms. As an application, we characterize certain forms of height in the sense of Knebusch whose quasi-linear parts are of small dimension. We also develop some of the basics of a theory of totally singular quadratic forms. This is used to give a new interpretation of the notion of the height of a standard splitting tower as introduced by the second author in an earlier paper.

     

线性规划问题罚函数方法的一种统一形式

用一种统一的方式,讨论了线性规划问题中常用的罚函数方法及其对偶性.并将这种方法应用到等式约束二次规划问题中.     

On a certain family of generalized Laguerre polynomials

Following the work of Schur and Coleman, we prove the generalized Laguerre polynomial is irreducible over the rationals for all n?1 and has Galois group A_n if n+1 is an odd square, and S_n otherwise. We also show that for certain negative integer values of α and certain congruence classes of n modulo 8, the splitting field of L_n^(α)(x) can be embedded in a double cover.