A Comparison of Methods for Estimating the Extremal Index

The extremal index, (01), is the key parameter when extending discussions of the limiting behavior of the extreme values from independent and identically distributed sequences to stationary sequences. As measures the limiting dependence of exceedances over a threshold u, as u tends to the upper endpoint of the distribution, it may not always be informative about the extremal dependence at levels of practical interest. Therefore we also consider a threshold-based extremal index, (u). We compare the performance of a range of different estimators for and (u) covering processes with < 1 and = 1. We find that the established methods for estimating actually estimate (u), so perform well only when (u) . For Markov processes, we introduce an estimator which is as good as the established methods when (u) but provides an improvement when (u) < = 1. We illustrate our methods using simulated data and daily rainfall measurements.     

Nonlinear instability of superposed magnetic fluids in the presence of an oblique magnetic field

The nonlinear evolution of interfacial waves separating two magnetic fluids subjected to an oblique magnetic field is studied in two dimensions, with the use of the method of multiple scales. It is shown that the evolution of the envelope is governed by two partial differential equations. These equations can be combined to yield two alternate Schrödinger equations with cubic nonlinearity; one of them leads to the determination of the cutoff wave number separating stable from unstable deformations while the other Schrödinger equation is used to analyze the stability of the system. The stability of the system is discussed both theoretically and computationally, and the stability diagrams are obtained. It is found in the linear theory that the oblique magnetic field has a stabilizing influence if 0 ₁ + ₂ < /2, or 3/2 < ₁ + ₂ 2 and a destabilizing influence if /2 < ₁ + ₂ < 3/2, where 0 _j , (j=1, 2) and , is the angle between the field and the horizontal axis.In the nonlinear theory, the stability analysis reveals that there exist different regions of stability and instability. It is reported that the oblique magnetic field plays a dual role in the stability criterion and the angles ₁ and ₂ play a distinctive role in this analysis besides the effect of the variation of the magnetic permeabilities.     

Ultraparabolic equations and unsteady heat transfer

The present paper is concerned with the boundary value problem for the equation _t + u· = k_yy + f. Existence and uniqueness of the generalized solution are proved.     

On the construction and calculation of optimal nonlifting critical airfoils

Numerical calculations are carried out in the hodograph plane to construct optimal critical airfoil shapes and the flow about them. These optimal airfoil shapes give the highest free-stream Mach numberM for a given thickness ratio and tail angle _t (nonlifting) for which the flow is nowhere supersonic. A relationship betweenM and for various _t is given. Analytical and numerical solutions to the same problem are found on the basis of transonic small-disturbance theory. These results provide a limiting case asM 1, 0 and agree well with the calculations of the full problem. Using a numerical method to calculate the flow about general (subsonic) airfoils, a comparison is made between the critical free-stream Mach numbers for some standard airfoil shapes and the optimal free stream Mach number of the corresponding and _t . A significant increase in the critical free-stream Mach number is found for the optimal airfoils.     

Lévy homeomorphic parametrization and exponential families

Summary Let P={P : } be an exponential family of probability distributions with the canonical parameter and consider the one to one mapping : P . It is shown that, under mild regularity assumptions, and ^–1 are continuous with respect to the Lévy metric in P and Euclidean metric in .     

On θ-Principal Extension and H-Closedness

A type of extensions called the -extention of topological spaces and their -equivalence and -trace systems are introduced, which ultimately characterize H-closed -extensions of a Hausdorff topological space. Also, the notion of -principal extensions is defined. A typical -principal extension consisting of certain grills on a Hausdorff space is constructed, and finally, some characterizations of H-closedness of a Hausdorff space are obtained.AMS Subject Classification (2000) 54D30 54D99     

Inner functions and related spaces of pseudocontinuable functions

Let be an inner function, let C, ¦¦=1. Then the harmonic function [(+)]/(–)] is the Poisson integral of a singular measure D. N. Clark's known theorem enables us to identify in a natural manner the space H² H² with the space L² ( ).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 7–33, 1989.     

О предельном распределении для сумм независимых слууайных велиуин на бикомпактных коммутативных топологиуеских группах

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Parametric stochastic convexity and concavity of stochastic processes

A collection of random variables {X(), } is said to be parametrically stochastically increasing and convex (concave) in if X() is stochastically increasing in , and if for any increasing convex (concave) function , E(X()) is increasing and convex (concave) in whenever these expectations exist. In this paper a notion of directional convexity (concavity) is introduced and its stochastic analog is studied. Using the notion of stochastic directional convexity (concavity), a sufficient condition, on the transition matrix of a discrete time Markov process {X _n(), n=0,1,2,...}, which implies the stochastic monotonicity and convexity of {X _n(), }, for any n, is found. Through uniformization these kinds of results extend to the continuous time case. Some illustrative applications in queueing theory, reliability theory and branching processes are given.Supported by the Air Force Office of Scientific Research, U.S.A.F., under Grant AFOSR-84-0205. Reproduction in whole or in part is permitted for any purpose by the United States Government.     

Embeddings of Lorentz—Marcinkiewicz spaces with mixed norms

X(Y) f -:X(Y)={fM(×): f_{X(Y)=f(x,.)YX<} . =(0, ), M (×) — , ×, X, Y, Z— . X(Y) Z(×).     

Characterization of distributions by the local asymptotic optimality property of tests statistics

Let X₁, X₂,... be a sequence of independent, identically distributed random variables with density f(x–), R¹. We consider the problem of testing the hypothesis H₀=0 against H₁ 0 on the basis of a sequence of test statistics {T_n(X₁,...,X_n). In accordance with the Bahadur theory, a measure of the asymptotic efficiency of {T_n} is its exact slope C_t(). One says that {T_n} is locally asymptotically optimal in the Bahadur sense if C_t() ip 2K(), 0, where.The purpose of the paper is to characterize densities f for which the property of local asymptotic optimality is shared by such commonly used statistics as the sample mean, the Kolmogorov-Smirnov statistic, the sign statistic, ², etc. Under certain restrictions on f one proves, for example, that the sequence of statistics u is locally asymptotically optimal only for the hyperbolic cosine distribution, while the Kolmogorov statistic only for the Laplace distribution. At the end of the paper one obtains similar results for the two-sample case, in particular, for a large class of linear rank statistics.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 108, pp. 119–133, 1981.     

Recurrence vs. transience for spatially inhomogeneous birth and death in a random environment

Summary We consider birth and death in a random environment, having probabilitiesp(,x) andq(,x) of a step to the right or left, respectively, from statex in environment. Under several sets of conditions involving the existence of limp(,x) and limq(,x) asx, we give conditions for certain extinction or escape to when 0 is absorbing, corresponding to recurrence or transience when 0 is reflecting. The environmental sequence is assumed to be stationary ergodic, and for some results stronger assumptions are required.     

Admissibility of unbiased tests for a composite hypothesis with a restricted alternative

This paper discusses -admissiblility and d-admissiblity which are important concepts in studying the performance of statistical tests for composite hypotheses. A sufficient condition for -admissibility is presented. When =1/m, the Nomakuchi-Sakata test, which is uniformly more powerful than the likelihood ratio test for hypotheses min (₁, ₁) = 0 versus min (₁, ₁) > 0, is generalized for a class of distributions in an exponential family, and its unbiasedness and -admissibility are shown. Finally, the case of 1/m is discussed in brief.     

Similarity solutions of radially symmetric two-phase flow

When both the diffusivityD and fractional flow functionf have a power law dependence on the water content , i.e.D=D _o andf=⁺¹, the nonlinear transport equation for radially symmetric two phase flow can, in certain circumstances, be reduced to a weakly coupled system of two first order nonlinear ordinary differential equations. Numerical solutions of these equations for a constant flux boundary conditionV _wo and comparison with experimental data are given. In particular, when the fluxV _wo and a are related byV _wo( + 1)/D _o=2, a new fully explicit analytical solution is found as (r, t)=(1 – r ²/4D _ot)^1/ forr ² < 4D _ot/ and (r, t)=0 forr ² 4D _ot/ We show that the existence of this exact soution is due to the presence of a Lagrangian symmetry.     

Precise bounds for the petersen time-varying real parameter uncertainty system stabilized via linear static controllers

Using a class of linear static controllers, we stabilize the Petersen open-loop two-dimensional linear system (Ref. 1), which consists of one time-varying uncertainty in the state matrixA and one timevarying uncertainty in the input matrixB. We show that the worst-case uncertainty strategy for the closed-loop system is a piecewise constant strategy of the angular state with three switches on the half-turn, –/2/2; it is unique with respect to a set of measure zero. Formulas are derived for the worst-case half-turn radius gainr _HT as a function of the parameters of the class of stabilizing linear static controllers. Using the class of scalar-quadratic Lyapunov functions, we show that a necessary and sufficient condition for the closed-loop system to be robustly stable against all time-varying admissible uncertainties is thatr _HT be less than unity. The bound on the time-varying real parameter uncertainties for the closed-loop system to be robustly stable is derived for the class of linear static feedback controllers. We obtain stabilizing linear static controllers such that the bound is as close to infinity as desired. The derived results are compared with numerical results obtained using commerical robust-control software.     

Sequential estimation of a parameter of an exponential distribution

We consider the problem of minimum risk point estimation for the parameter =a+b of the exponential distribution with unknown location parameter and scale parameter when the loss function is squared error plus linear cost. In this paper, we propose a sequential estimator of and show that the associated risk is asymptotically one cost less than that given by Ghosh and Mukhopadhyay (1989,South African Statist. J.,23, 251–268).     

On Properties of Spaces Defined in Terms of Semi-Regular Sets

A set A of a topological space (X,) is semi--open if A is the union of semi-regular sets, i.e. sets which are both semi-open and semi-closed. Recently, several covering properties in terms of semi--open sets have been introduced. The aim of this paper is to study the relativity of those properties with respect to arbitrary subsets. We give new characterizations of s-regular, s-normal, semi-Hausdorff and -spaces.     

Riesz representation theorem and weak compactness

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Strengthening the Lovász bound for graph coloring

The Lovász -number is a way to approximate the independence number of a graph, but also its chromatic number. We express the Lovász bound as the continuous relaxation of a discrete Lovász -number which we derive from Karger et al.s formulation, and which is equal to the chromatic number. We also give another relaxation à la Schrijver-McEliece, which is better than the Lovász -number.     

The rank of regular morse dynamical systems

Summary If x=b ⁰ × b ¹ × . is a regular Morse sequence and sup \ ⁱ<+, then x has rank 2. There are regular Morse shifts with rank one. If x is a Kakutani sequence, then x has rank one iff x is not regular. If is a nonperiodic substitution of constant length on two symbols, then is of rank 2 iff is a continuous substitution. Every Morse sequence has a simple spectrum.