AUTOMORPHISMS OF SL (2, K) OVER SKEW FIELDS

In this paper, the author proves the following resu: It Let K be a skew field and A be an automorphism of SL(2, K). Then there exists A∈GL(2, K), an automorphism σ or an anti-automorphism τ of K, such that A is of theform AX=AX~σA~(-1) for all X∈SL(2, K)or AX=A(X~τ~2)~(-1)A~(-1) for all X∈SL(2, K),where X~σ, X~τ are the matrices obtained by applying σ, τ on X respee tively and X' is thetranspose of X.     

ESTIMATE OF d_0/d~* FOR STARLIKE FUNCTIONS

Let S~* be the class of functionsf(z)analytic,univalent in the unit disk|z|<1 andmap|z|<1 onto a region which is starlike with respect to w=0 and is denoted as D_f.Letr_0=r_0(f)be the radius of convexity of f(2).In this note,the author proves the following result:(d_0/d~*)≥0.4101492,where d_0= f(z),d~*=|β|.     

COMPLETELY POSITIVE MAPS AND $*$-OMORPHISM OF $\[{C^*}\]$-ALGEBRAS

Let $A$, $B$ be unital $\[{C^*}\]$-algebras. $\[{\chi _A} = \{ \varphi |\varphi \]$ are all completely postive linear maps from $\[{M_n}(C)\]$ to $A$ with $\[\left\| {a(\varphi )} \right\| \le 1\]$ $}$. $\[(a(\varphi ) = \left( {\begin{array}{*{20}{c}} {\varphi ({e_{11}})}& \cdots &{\varphi ({e_{1n}})}\{}& \cdots &{}\{\varphi ({e_{n1}})}& \cdots &{\varphi ({e_{nn}})} \end{array}} \right),\]$ where $\[\{ {e_{ij}}\} \]$ is the matrix unit of $\[{M_n}(C)\]$. Let $\[\alpha \]$ be the natural action of $\[SU(n)\]$ on $\[{M_n}(C)\]$ For $\[n \ge 3\]$, if $\[\Phi \]$ is an $\[\alpha \]$-invariant affine isomorphism between $\[{\chi _A}\]$ and $\[{\chi _B}\]$, $\[\Phi (0) = 0\]$, then $A$ and $B$ are $\[^*\]$-isomorphic In this paper a counter example is given for the case $\[n = 2\]$.     

STRONG UNIFORM CONSISTENCY FOR DENSITY ESTIMATOR FROM RANDOMLY CENSORED DATA

Let X_1,…,X_n be a sequence of independent identically distributed random variableswith distribution function F and density function f.The X_are censored on the right byY_i,where the Y_i are i.i.d.r.v.s with distribution function G and also independent of theX_i.One only observesLet S=1-F be survival function and S be the Kaplan-Meier estimator,i.e.,where Z_are the order statistics of Z_i and δ_((i))are the corresponping censoring indicatorfunctions.Define the density estimator of X_i by where =1-and h_n(>0)↓0.     

EXPONENTIAL STABILITY OF LINEAR SYSTEMS IN BANACH SPACES

In this paper the author proves a new fundamental lemma of Hardy-Lebesgne class $\[{H^2}(\sigma )\]$ and by this lemma obtains some fundamental results of exponential stability of $\[{C_0}\]$-semigroup of bounded linear operators in Banach spaces. Specially, if $\[{\omega _s} = \sup \{ {\mathop{\rm Re}\nolimits} \lambda ;\lambda \in \sigma (A) < 0\} \]$ and $\[\sup \{ \left\| {{{(\lambda - A)}^{ - 1}}} \right\|;{\mathop{\rm Re}\nolimits} \lambda \ge \sigma \} < \infty \]$ , where \[\sigma \in ({\omega _s},0)\]) and A is the infinitesimal generator of a $\[{C_0}\]$-semigroup in a Banach space $X$, then $\[(a)\int_0^\infty {{e^{ - \sigma t}}\left| {f({e^{tA}}x)} \right|} dt < \infty \]$, $\[\forall f \in {X^*},x \in X\]$; (b) there exists $\[M > 0\]$ such that $\[\left\| {{e^{tA}}x} \right\| \le N{e^{\sigma t}}\left\| {Ax} \right\|\]$, $\[\forall x \in D(A)\]$; (c) there exists a Banach space $\[\hat X \supset X\]$ such that $\[\left\| {{e^{tA}}x} \right\|\hat x \le {e^{\sigma t}}\left\| x \right\|\hat x,\forall x \in X.\]$.     

UNIFORM STRONG CONVERGENCE RATE OF NEAREST NEIGHBOR DENSITY ESTIMATION

Based on [3] and [4],the authors study strong convergence rate of the k_n-NNdensity estimate f_n(x)of the population density f(x),proposed in [1].f(x)>0 and fsatisfies λ-condition at x(0<λ≤2),then for properly chosen k_nlim sup(n/(logn)~(λ/(1 2λ))丨_n(x)-f(x)丨C a.s.If f satisfies λ-condition,then for propeoly chosen k_nlim sup(n/(logn)~(λ/(1 3λ)丨_n(x)-f(x)丨C a.s.,where C is a constant.An order to which the convergence rate of 丨_n(x)-f(x)丨andsup 丨_n(x)-f(x)丨 cannot reach is also proposed.     

ON A CONJECTURE OF F. NEVANLINNA CONCERNING DEFICIENT FUNCTION (II)

The paper proves on the basis of [1] the following theorem: Let $\[f(z)\]$ be an entire function of lower order $\[\mu < \infty \]$, and $\[{a_i}(z)(l = 1,2, \cdots ,k)\]$ be meromorphic functions which satisfy $\[T(r,{a_i}(z)) = o\{ T(r,f)\} \]$. If $$\[\sum\limits_{i = 1}^k {\delta ({a_i}(z),f) = 1\begin{array}{*{20}{c}} {({a_i}(z) \ne \infty )}&{(1)} \end{array}} \]$$ then the deficiencies $\[\delta ({a_i}(z),f)\]$ are equal to $\[\frac{{{n_1}}}{\mu }\]$, where $\[{n_i}\]$ is an integer,$\[l = 1,2, \cdots ,k\]$.     

A NOTE ON A PROBLEM OF BOAS R.P.

To answer the rest part of the problem of Boas R. P. on derivative of polynomial, it is shown that if $\[p(z)\]$ is a polynomial of degree n such that $\[\mathop {\max }\limits_{\left| z \right| \le 1} \left| {p(z)} \right| \le 1\]$ and $\[{p(z) \ne 0}\]$ in $\[\left| z \right| \le k,0 < k \le 1\]$, then $\[\left| {{p^''}(z)} \right| \le n/(1 + {k^n})\]$ for $\[\left| z \right| \le 1\]$. The above estimate is sharp and the equation holds for $\[p(z) = ({z^n} + {k^n})/(1 + {k^n})\]$.     

THE OPTIMAL RATE OF CONVERGENCE OF ERROR FOR kNN MEDIAN REGRESSION ESTIMATES

Let(X,Y),(X_1,Y_1),…,(X_n,Y_n)be iid.random vectors,where Y is one-dimensional.It is desired to estimate the conditional median(X)of Y,by use of Z_n={(X_i,Y_i),i=1,…,n}and X.Denote by(X,Z_n)the kNN estimate of(X),and putH_(nk)(Z_n)=E{|(X,Z_n)-(X)||Z_n},the conditional mean absolute error.This articalestablishes the optimal convergence rate of P(H_(nk_n)(Z_n)>ε),under fairly generalassumptions on(X,Y)and k_n,which tends to ∞ in some suitable way.     

THE SECTIONS OF ODD UNIVALENT FUNCTIONS

Let $\[{S_k}\]$ be the class of functions $\[f(z) = z + \sum\limits_{m = 1}^\infty {b_{mk + 1}^{(k)}{z^{mk + 1}}} \]$ which are regular and univalent in $\[\left| z \right| < 1\]$ and denote $\[S_n^{(k)}(z) = z + \sum\limits_{m = 1}^\infty {b_{mk + 1}^{(k)}{z^{mk + 1}}} \]$. The authors prove that the functions $\[S_n^{(2)}(z)\]$ are starlike in $\[\left| z \right| < \frac{1}{{\sqrt 3 }}\]$.     

GLOBAL EXISTENCE OF THE SOLUTIONS OF NONLINEAR PARABOLIC EQUATIONS IN EXTERIOR DOMAINS

This paper deals with the following IBV problem of nonlinear parabolic equation: $$\[\left\{ {\begin{array}{*{20}{c}} {{u_t} = \Delta u + F(u,{D_x}u,D_x^2u),(t,x) \in {B^ + } \times \Omega ,}\{u(0,x) = \varphi (x),x \in \Omega }\{u{|_{\partial \Omega }} = 0} \end{array}} \right.\]$$ where $\[\Omega \]$ is the exterior domain of a compact set in $\[{R^n}\]$ with smooth boundary and F satisfies $\[\left| {F(\lambda )} \right| = o({\left| \lambda \right|^2})\]$, near $\[\lambda = 0\]$. It is proved that when $\[n \ge 3\]$, under the suitable smoothness and compatibility conditions, the above problem has a unique global smooth solution for small initial data. Moreover, It is also proved that the solution has the decay property $\[{\left\| {u(t)} \right\|_{{L^\infty }(\Omega )}} = o({t^{ - \frac{n}{2}}})\]$, as $\[t \to + \infty \]$.     

ON A THEOREM CONCERNING CARLESON MEASURE AND ITS APPLICATIONS

A measure μ is called Carleson measure,iff the condition of Carleson type μ(Q~*)≤C|Q|~α(a≥1)is satisfied,where C is a constant independent of the cube Q with edge lengthq>0 in R~n and Q~*={(y,t)∈R_+~(+1)|y∈Q,0相似文献   

THE ASYMPTOTIC BEHAVIOUR OF ANALYTIC FUNCTIONS

AIn this paper, the author obtains the following results:(1) If Taylor coeffiients of a function satisfy the conditions:(i),(ii),(iii)A_k=O(1/k) the for any h>0 the function φ(z)=exp{w(z)} satisfies the asymptotic equality the case h>1/2 was proved by Milin.(2) If f(z)=z α_2z~2 …∈S~* and,then for λ>1/2     

ON THE EXPECTED SAMPLE SIZES OF SOME POWER ONE TESTS FOR NORMAL MEAN WITH UNKNOWN VARIANCE

Suppose that $\[{x_1},{x_2}, \cdots \]$ are i i d. random variables on a probability space $\[(\Omega ,F,P)\]$ and $\[{x_1}\]$ is normally distributed with mean $\[\theta \]$ and variance $\[{\sigma ^2}\]$, both of which are unknown. Given $\[{\theta _0}\]$ and $\[0 < \alpha < 1\]$, we propose a concrete stopping rule T w. r. e.the $\[\{ {x_n},n \ge 1\} \]$ such that $$\[{P_{\theta \sigma }}(T < \infty ) \le \alpha \begin{array}{*{20}{c}} {for}&{\begin{array}{*{20}{c}} {all}&{\theta \le {\theta _0},\sigma > 0,} \end{array}} \end{array}\]$$ $$\[{P_{\theta \sigma }}(T < \infty ) = 1\begin{array}{*{20}{c}} {for}&{\begin{array}{*{20}{c}} {all}&{\theta > {\theta _0},\sigma > 0,} \end{array}} \end{array}\]$$ $$\[\mathop {\lim }\limits_{\theta \downarrow {\theta _0}} {(\theta - {\theta _0})^2}{({\ln _2}\frac{1}{{\theta - {\theta _0}}})^{ - 1}}{E_{\theta \sigma }}T = 2{\sigma ^2}{P_{{\theta _0}\sigma }}(T = \infty )\]$$ where $\[{\ln _2}x = \ln (\ln x)\]$.     

ON THE DIOPHANUNE EQUATION $\[\sum\limits_{i = 0}^N {\frac{{{x_i}}}{{{d_i}}}} \equiv 0\]$ (mod 1) AND ITS APPLICATIONS

The number $\[A({d_1}, \cdots ,{d_n})\]$ of solutions of the equation $$\[\sum\limits_{i = 0}^n {\frac{{{x_i}}}{{{d_i}}}} \equiv 0(\bmod 1),0 < {x_i} < {d_i}(i = 1,2, \cdots ,n)\]$$ where all the $\[{d_i}s\]$ are positive integers, is of significance in the estimation of the number $\[N({d_1}, \cdots {d_n})\]$ of solutiohs in a finite field $\[{F_q}\]$ of the equation $$\[\sum\limits_{i = 1}^n {{a_i}x_i^{{d_i}}} = 0,{x_i} \in {F_q}(i = 1,2, \cdots ,n)\]$$ where all the $\[a_i^''s\]$ belong to $\[F_q^*\]$. the multiplication group of $\[F_q^{[1,2]}\]$. In this paper, applying the inclusion-exclusion principle, a greneral formula to compute $\[A({d_1}, \cdots ,{d_n})\]$ is obtained. For some special cases more convenient formulas for $\[A({d_1}, \cdots ,{d_n})\]$ are also given, for example, if $\[{d_i}|{d_{i + 1}},i = 1, \cdots ,n - 1\]$, then $$\[A({d_1}, \cdots ,{d_n}) = ({d_{n - 1}} - 1) \cdots ({d_1} - 1) - ({d_{n - 2}} - 1) \cdots ({d_1} - 1) + \cdots + {( - 1)^n}({d_2} - 1)({d_1} - 1) + {( - 1)^n}({d_1} - 1).\]$$     

ON ADMISSffilLITY OF VARIANCE COMPONENTS ESTIMATES

Suppose that there is a variance components model $$\[\left\{ {\begin{array}{*{20}{c}} {E\mathop Y\limits_{n \times 1} = \mathop X\limits_{n \times p} \mathop \beta \limits_{p \times 1} }\{DY = \sigma _2^2{V_1} + \sigma _2^2{V_2}} \end{array}} \right.\]$$ where $\[\beta \]$,$\[\sigma _1^2\]$ and $\[\sigma _2^2\]$ are all unknown, $\[X,V > 0\]$ and $\[{V_2} > 0\]$ are all known, $\[r(X) < n\]$. The author estimates simultaneously $\[(\sigma _1^2,\sigma _2^2)\]$. Estimators are restricted to the class $\[D = \{ d({A_1}{A_2}) = ({Y^''}{A_1}Y,{Y^''}{A_2}Y),{A_1} \ge 0,{A_2} \ge 0\} \]$. Suppose that the loss function is $\[L(d({A_1},{A_2}),(\sigma _1^2,\sigma _2^2)) = \frac{1}{{\sigma _1^4}}({Y^''}{A_1}Y - \sigma _1^2) + \frac{1}{{\sigma _2^4}}{({Y^''}{A_2}Y - \sigma _2^2)^2}\]$. This paper gives a necessary and sufficient condition for $\[d({A_1},{A_2})\]$ to be an equivariant D-asmissible estimator under the restriction $\[{V_1} = {V_2}\]$, and a sufficient condition and a necessary condition for $\[d({A_1},{A_2})\]$ to equivariant D-asmissible without the restriction.     

ON THE MYSOVSKICH THEOREM OF NEWTONS METHOD

In a real or oompbx Banach space X, let P be an operator with Lipsohitz continnous Frechet derivative P', and \[{X_*} \in X\] such that \[P({X_*}) = 0\] and \[{P^'}{({X_*})^{ - 1}}\] exists. It is shown that a ball with center \[{X_*}\] and best possible radius such that the theorem of Mysoyskich guarantees convergenee of Newton's method to \[{X_*}\] starting from any point \[{x_0}\] in ihe ball (theorem 3). In comparison with the corresponding results of Rall's work on Kantorovich theorem, the radius obtained is smaller than that from Kantorovich theorem. Therefore we suggest here an improved form of Mysoyskich theorem (theorem 1) . Thus, the corresponding value of the radius is augmented beyond that from Kantorovich theorem (theorem 2).     

ASYMPTOTICALLY OPTIMAL EMPIRICAL BAYES ESTIMATION FOR PARAMETER OF ONE-DIMENSIONAL DISCRETE EXPONENTIAL FAMILIES

Consider the discrete exponential family written in the form P_θ(X=x)=h(x)β(θ)θ~x,x=0,1,2,…,where h(x)>0,x=0,1,2,…,The prior distribution of θ belongs to thefa     

ON THE PROBLEM OF BEST CONVERGENCE RATES OF DENSITY ESTIMATES

Let X_1,…,X_n be iid samples drawn from an m-dimensional population with a probabilitydensity f,belonging to the family C_(ka),i.e.the family of all densities whose partialderivatives of order k are bounded by a.It is desired to estimate the value of f at somepredetermined point a,for example a=0.Farrell obtained some results concerning the bestpossible convergence rates for all estimator sequence,from which it follows,for example,thatthere exists no estimator sequence{γ_n(0)=γ_n(X_1,…,X_n,0)}such that(?)E_f[γ_n(0)-f(0)]~2=o(n~(-2k/(2k m))).This article pursues this problem further and proves that there existsno estimator sequence{γ_n(0)}such thatn~(-k/(2k m))(γ_n(0)-f(0))(?)0,for each f∈C_(ka),where(?)denotes convergence in probability.     

UNBOUNDED SOLUTIONS OF CONSERVATIVE OSCILLATORS UNDER ROUGHLY PERIODIC PERTURBATIONS

This note is concerned with the equation $$\[\frac{{{d^2}x}}{{d{t^2}}} + g(x) = p(t)\begin{array}{*{20}{c}} {}&{(1)} \end{array}\]$$ where g(x) is a continuously differentiable function of a $\[x \in R\]$, $\[xg(x) > 0\]$ whenever $\[x \ne 0\]$, and $\[g(x)/x\]$ tends to $\[\infty \]$ as \[\left| x \right| \to \infty \]. Let p(t) be a bounded function of $\[t \in R\]$. Define its norm by $\[\left\| p \right\| = {\sup _{t \in R}}\left| {p(t)} \right|\]$ The study of this note leads to the following conclusion which improves a result due to J. E. Littlewood, For any given small constants $\[\alpha > 0,s > 0\]$, there is a continuous and roughly periodic(with respect to $\[\Omega (\alpha )\]$) function p(t) with $\[\left\| p \right\| < s\]$ such that the corresponding equation (1) has at least one unbounded solution.