On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

The domain of the Wiener integral with respect to a sub-fractional Brownian motion , , k≠0, is characterized. The set is a Hilbert space which contains the class of elementary functions as a dense subset. If , any element of is a function and if , the domain is a space of distributions.     

On the relation between cluster and classical tilting

Let be a triangulated category with a cluster tilting subcategory U. The quotient category is abelian; suppose that it has finite global dimension.We show that projection from to sends cluster tilting subcategories of to support tilting subcategories of , and that, in turn, support tilting subcategories of can be lifted uniquely to weak cluster tilting subcategories of .     

Higher Kurtz randomness

A real x is -Kurtz random (-Kurtz random) if it is in no closed null set ( set). We show that there is a cone of -Kurtz random hyperdegrees. We characterize lowness for -Kurtz randomness as being -dominated and -semi-traceable.     

Finite-sample inference with monotone incomplete multivariate normal data, II

We continue our recent work on inference with two-step, monotone incomplete data from a multivariate normal population with mean and covariance matrix . Under the assumption that is block-diagonal when partitioned according to the two-step pattern, we derive the distributions of the diagonal blocks of and of the estimated regression matrix, . We represent in terms of independent matrices; derive its exact distribution, thereby generalizing the Wishart distribution to the setting of monotone incomplete data; and obtain saddlepoint approximations for the distributions of and its partial Iwasawa coordinates. We prove the unbiasedness of a modified likelihood ratio criterion for testing , where is a given matrix, and obtain the null and non-null distributions of the test statistic. In testing , where and are given, we prove that the likelihood ratio criterion is unbiased and obtain its null and non-null distributions. For the sphericity test, , we obtain the null distribution of the likelihood ratio criterion. In testing we show that a modified locally most powerful invariant statistic has the same distribution as a Bartlett-Pillai-Nanda trace statistic in multivariate analysis of variance.     

Some equalities for estimations of variance components in a general linear model and its restricted and transformed models

For the unknown positive parameter σ² in a general linear model , the two commonly used estimations are the simple estimator (SE) and the minimum norm quadratic unbiased estimator (MINQUE). In this paper, we derive necessary and sufficient conditions for the equivalence of the SEs and MINQUEs of the variance component σ² in the original model ?, the restricted model , the transformed model , and the misspecified model .     

Quadratic prediction problems in multivariate linear models

Linear and quadratic prediction problems in finite populations have become of great interest to many authors recently. In the present paper, we mainly aim to extend the problem of quadratic prediction from a general linear model, of form , to a multivariate linear model, denoted by with . Firstly, the optimal invariant quadratic unbiased (OIQU) predictor and the optimal invariant quadratic (potentially) biased (OIQB) predictor of for any particular symmetric nonnegative definite matrix satisfying are derived. Secondly, we consider predicting and . The corresponding restricted OIQU predictor and restricted OIQB predictor for them are given. In addition, we also offer four concluding remarks. One concerns the generalization of predicting and , and the others are concerned with three possible extensions from multivariate linear models to growth curve models, to restricted multivariate linear models, and to matrix elliptical linear models.     

Polar syzygies in characteristic zero: The monomial case

Given a set of forms , where k is a field of characteristic zero, we focus on the first syzygy module Z of the transposed Jacobian module , whose elements are called differential syzygies of . There is a distinct submodule P⊂Z coming from the polynomial relations of through its transposed Jacobian matrix, the elements of which are called polar syzygies of . We say that is polarizable if equality P=Z holds. This paper is concerned with the situation where are monomials of degree 2, in which case one can naturally associate to them a graph with loops and translate the problem into a combinatorial one. The main result is a complete combinatorial characterization of polarizability in terms of special configurations in this graph. As a consequence, we show that polarizability implies normality of the subalgebra and that the converse holds provided the graph is free of certain degenerate configurations. One main combinatorial class of polarizability is the class of polymatroidal sets. We also prove that if the edge graph of has diameter at most 2 then is polarizable. We establish a curious connection with birationality of rational maps defined by monomial quadrics.     

Derivative of power series attached to Γ-transform of p-adic measures

We extend the result of Anglès (2007) [1], namely for the Iwasawa power series . For the derivative , a numerical polynomial Q on Zp, and a prime π in over p, we show that if and only if i.e. for all x∈Zp. This result comes from a similar assertion for the power series attached to the Γ-transform of a p-adic measure which is related to a certain rational function in .     

Sensitivity of GLS estimators in random effects models

This paper studies the sensitivity of random effects estimators in the one-way error component regression model. Maddala and Mount (1973) [6] give simulation evidence that in random effects models the properties of the feasible GLS estimator are not affected by the choice of the first-step estimator used for the covariance matrix. Taylor (1980) [8] gives a theoretical example of this effect. This paper provides a reason for this in terms of sensitivity. The properties of are transferred via an uncorrelated (and independent under normality) link, called sensitivity. The sensitivity statistic counteracts the improvement in . A Monte Carlo experiment illustrates the theoretical findings.     

On the number of graphs with a given endomorphism monoid

For a given finite monoid , let be the number of graphs on n vertices with endomorphism monoid isomorphic to . For any nontrivial monoid we prove that where and are constants depending only on with .For every k there exists a monoid of size k with , on the other hand if a group of unity of has a size k>2 then .     

Homological finiteness properties of monoids, their ideals and maximal subgroups

We consider the general question of how the homological finiteness property left-(resp. right-) holding in a monoid influences, and conversely depends on, the property holding in the substructures of that monoid. This is done by giving methods for constructing free resolutions of substructures from free resolutions of their containing monoids, and vice versa. In particular, we show that left- is inherited by the maximal subgroups in a completely simple minimal ideal, in the case that the minimal ideal has finitely many left ideals. For completely simple semigroups, we prove the converse, and as a corollary, show that a completely simple semigroup is of type left- and right- if and only if it has finitely many left and right ideals and all of its maximal subgroups are of type . Also, given an ideal of a monoid, we show that if the ideal has a two-sided identity element then the containing monoid is of type left- if and only if the ideal is of type left-. Applying this result, we obtain necessary and sufficient conditions for a Clifford monoid (and more generally a strong semilattice of monoids) to be of type left-. Examples are provided showing that for each of the results all of the hypotheses are necessary.     

Basic sets in defining characteristic for general linear groups of small rank

Let q be a power of some prime number p. Let be a connected reductive group defined over the field with q elements and let F be the corresponding Frobenius map. In this note, we give methods to find relations between the restrictions on semisimple elements of the irreducible characters of . As illustration, we explicitly determine a p-basic set for , and .     

Tail behavior of random sums of negatively associated increments

Let be a sequence of negatively associated random variables with a common distribution function and finite expectation and let τ be a nonnegative integer-valued random variable independent of . In this paper we give unified form for the asymptotic behavior of the random sums in the case of . The results extend the earlier results of Aleškevi?iené et al. (2008) [2].     

On conjugacy classes in metaplectic groups

Let E be a finite dimensional symplectic space over a local field of characteristic zero. We show that for every element in the metaplectic double cover of the symplectic group Sp(E), and are conjugate by an element of GSp(E) with similitude −1.     

Carleson measure problems for parabolic Bergman spaces and homogeneous Sobolev spaces

Let be the space of solutions to the parabolic equation having finite norm. We characterize nonnegative Radon measures μ on having the property , 1≤p≤q<∞, whenever . Meanwhile, denoting by v(t,x) the solution of the above equation with Cauchy data v₀(x), we characterize nonnegative Radon measures μ on satisfying , β∈(0,n), p∈[1,n/β], q∈(0,∞). Moreover, we obtain the decay of v(t,x), an isocapacitary inequality and a trace inequality.     

Posets of annular non-crossing partitions of types B and D

We study the set of annular non-crossing permutations of type B, and we introduce a corresponding set of annular non-crossing partitions of type B, where p and q are two positive integers. We prove that the natural bijection between and is a poset isomorphism, where the partial order on is induced from the hyperoctahedral group B_p+q, while is partially ordered by reverse refinement. In the case when q=1, we prove that is a lattice with respect to reverse refinement order.We point out that an analogous development can be pursued in type D, where one gets a canonical isomorphism between and . For q=1, the poset coincides with a poset “NC^(D)(p+1)” constructed in a paper by Athanasiadis and Reiner [C.A. Athanasiadis, V. Reiner, Noncrossing partitions for the group D_n, SIAM Journal of Discrete Mathematics 18 (2004) 397-417], and is a lattice by the results of that paper.     

Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model

For the steady-state solution of an integral-differential equation from a two-dimensional model in transport theory, we shall derive and study a nonsymmetric algebraic Riccati equation B^--XF^--F⁺X+XB⁺X=0, where , and with a nonnegative matrix P, positive diagonal matrices D^±, and nonnegative parameters f, and . We prove the existence of the minimal nonnegative solution X^∗ under the physically reasonable assumption , and study its numerical computation by fixed-point iteration, Newton’s method and doubling. We shall also study several special cases; e.g. when and P is low-ranked, then is low-ranked and can be computed using more efficient iterative processes in U and V. Numerical examples will be given to illustrate our theoretical results.     

Homology of artinian and Matlis reflexive modules, I

Let R be a commutative local noetherian ring, and let L and L^′ be R-modules. We investigate the properties of the functors and . For instance, we show the following:

(a)

if L and L^′ are artinian, then is artinian, and is noetherian over the completion ;

(b)

if L is artinian and L^′ is Matlis reflexive, then , , and are Matlis reflexive.

Also, we study the vanishing behavior of these functors, and we include computations demonstrating the sharpness of our results.     

Preservers of spectral radius, numerical radius, or spectral norm of the sum on nonnegative matrices

Let be the set of entrywise nonnegative n×n matrices. Denote by r(A) the spectral radius (Perron root) of . Characterization is obtained for maps such that r(f(A)+f(B))=r(A+B) for all . In particular, it is shown that such a map has the form