Affine models of the modular curves X(p) and its?application

Farkas, Kra and Kopeliovich (Commun. Anal. Geom. 4(2):207?C259, 1996) showed that the quotients F ₁ and F ₂ of modified theta functions generate the function field $\mathcal{K}(X(p))$ of the modular curve X(p) for a principal congruence subgroup ??(p) with prime p??7. For such primes p we first find affine models of X(p) over ? represented by ?? _p (X,Y)=0, from which we are able to obtain the algebraic relations ?? _p (X,Y)=0 of F ₁ and F ₂ presented by Farkas et al. As its application we construct the ray class field K _(p) modulo p over an imaginary quadratic field K and then explicitly calculate its class polynomial by using the Shimura reciprocity law.     

Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models

In a generalized linear model with q x 1 responses, the bounded and fixed (or adaptive) p × q regressors Zi and the general link function, under the most general assumption on the minimum eigenvalue of ZiZ'i,the moment condition on responses as weak as possible and the other mild regular conditions, we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.     

Max–min Bin Packing Algorithm and its application in nano-particles filling

With regard to existing bin packing algorithms, higher packing efficiency often leads to lower packing speed while higher packing speed leads to lower packing efficiency. Packing speed and packing efficiency of existing bin packing algorithms including NFD, NF, FF, FFD, BF and BFD correlates negatively with each other, thus resulting in the failure of existing bin packing algorithms to satisfy the demand of nano-particles filling for both high speed and high efficiency. The paper provides a new bin packing algorithm, Max–min Bin Packing Algorithm (MM), which realizes both high packing speed and high packing efficiency. MM has the same packing speed as NFD (whose packing speed ranks no. 1 among existing bin packing algorithms); in case that the size repetition rate of objects to be packed is over 5, MM can realize almost the same packing efficiency as BFD (whose packing efficiency ranks No. 1 among existing bin packing algorithms), and in case that the size repetition rate of objects to be packed is over 500, MM can achieve exactly the same packing efficiency as BFD. With respect to application of nano-particles filling, the size repetition rate of nano particles to be packed is usually in thousands or ten thousands, far higher than 5 or 500. Consequently, in application of nano-particles filling, the packing efficiency of MM is exactly equal to that of BFD. Thus the irreconcilable conflict between packing speed and packing efficiency is successfully removed by MM, which leads to MM having better packing effect than any existing bin packing algorithm. In practice, there are few cases when the size repetition of objects to be packed is lower than 5. Therefore the MM is not necessarily limited to nano-particles filling, and can also be widely used in other applications besides nano-particles filling. Especially, MM has significant value in application of nano-particles filling such as nano printing and nano tooth filling.     

Tikhonov–Phillips regularizations in linear models with blurred design

The paper deals with recovering an unknown vector β ∈ ? ^p based on the observations Y = Xβ + ? ξ and Z = X + σζ, where X is an unknown n × p matrix with n ≥ p, ξ ∈ ? ^p is a standard white Gaussian noise, ζ is an n × p matrix with i.i.d. standard Gaussian entries, and ?, σ ∈ ?⁺ are known noise levels. It is assumed that X has a large condition number and p is large. Therefore, in order to estimate β, the simple Tikhonov–Phillips regularization (ridge regression) with a data-driven regularization parameter is used. For this estimation method, we study the effect of noise σζ on the quality of recovering Xβ using concentration inequalities for the prediction error.     

Approximation by random weighting method for M-test in linear models

The M-test has been in common use and widely studied in testing the linear hypotheses in linear models. However, the critical value for the test is usually related to the quantities of the unknown error distribution and the estimate of the nuisance parameters may be rather involved, not only for the M-test method but also for the existing bootstrap methods. In this paper we suggest a random weighting resampling method for approximating the null distribution of the M-test statistic. It is shown that, under both the null and the local alternatives, the random weighting statistic has the same asymptotic distribution as the null distribution of the M-test. The critical values of the M-test can therefore be obtained by the random weighting method without estimating the nuisance parameters. A distinguished feature of the proposed method is that the approximation is valid even the null hypothesis is not true and the power evaluation is possible under the local alternatives.     

Mean and variance optimization of non–linear systems and worst–case analysis

In this paper, we consider expected value, variance and worst–case optimization of nonlinear models. We present algorithms for computing optimal expected value, and variance policies, based on iterative Taylor expansions. We establish convergence and consider the relative merits of policies based on expected value optimization and worst–case robustness. The latter is a minimax strategy and ensures optimal cover in view of the worst–case scenario(s) while the former is optimal expected performance in a stochastic setting. Both approaches are used with a small macroeconomic model to illustrate relative performance, robustness and trade-offs between the alternative policies.     

An application of Furuta inequality and its best possibility

This paper shows the best possibility for outer exponents of some inequalities under some conditions, and a counter example is obtained.     

An integral estimate of Bessel function and its application

In this paper the authors give a new integral estimate of the Bessel function,which is an extension of Calder(?)n-Zygmund's result.As an application of this result,we prove that the parameterized Marcinkiewicz integralμ_Ω~p with variable kernels is of type (2,2),where the kernel functionΩdoes not have any smoothness on the unit sphere in R~n.     

The structure of weak Pareto solution sets in piecewise linear multiobjective optimization in normed spaces

In general normed spaces,we consider a multiobjective piecewise linear optimization problem with the ordering cone being convex and having a nonempty interior.We establish that the weak Pareto optimal solution set of such a problem is the union of finitely many polyhedra and that this set is also arcwise connected under the cone convexity assumption of the objective function.Moreover,we provide necessary and suffcient conditions about the existence of weak(sharp) Pareto solutions.     

Hierarchical linear regression models for conditional quantiles

The quantile regression has several useful features and therefore is gradually developing into a comprehensive approach to the statistical analysis of linear and nonlinear response models, but it cannot deal effectively with the data with a hierarchical structure. In practice, the existence of such data hierarchies is neither accidental nor ignorable, it is a common phenomenon. To ignore this hierarchical data structure risks overlooking the importance of group effects, and may also render many of the traditional statistical analysis techniques used for studying data relationships invalid. On the other hand, the hierarchical models take a hierarchical data structure into account and have also many applications in statistics, ranging from overdispersion to constructing min-max estimators. However, the hierarchical models are virtually the mean regression, therefore, they cannot be used to characterize the entire conditional distribution of a dependent variable given high-dimensional covariates. Furthermore, the estimated coefficient vector (marginal effects) is sensitive to an outlier observation on the dependent variable. In this article, a new approach, which is based on the Gauss-Seidel iteration and taking a full advantage of the quantile regression and hierarchical models, is developed. On the theoretical front, we also consider the asymptotic properties of the new method, obtaining the simple conditions for an n1/2-convergence and an asymptotic normality. We also illustrate the use of the technique with the real educational data which is hierarchical and how the results can be explained.     

The accuracy of alternative stochastic models of participation in group discussion†

Four related models of participation in group discussion are presented and compared in the accuracy with which they predict proportional participation, mean run length, mean recurrence time and the variances of runs and recurrences. For some quantities, such as proportional participation and mean run length, the most restricted model does virtually as well as the least restricted model; for other quantities it does not. None of the models does a good job of predicting variances of runs or recurrences.     

Existence of unbiased estimate of regression parameters in simple linear EV models

It is well known that for one-dimensional normal EV regression model X = x u,Y =α βx e, where x, u, e are mutually independent normal variables and Eu=Ee=0, the regression parameters a and βare not identifiable without some restriction imposed on the parameters. This paper discusses the problem of existence of unbiased estimate for a and βunder some restrictions commonly used in practice. It is proved that the unbiased estimate does not exist under many such restrictions. We also point out one important case in which the unbiased estimates of a and βexist, and the form of the MVUE of a and βare also given.     

?-measure for continuous state branching processes and its application

In this paper, we first give a direct construction of the ℕ-measure of a continuous state branching process. Then we prove, with the help of this ℕ-measure, that any continuous state branching process with immigration can be constructed as the independent sum of a continuous state branching process (without immigration), and two immigration parts (jump immigration and continuum immigration). As an application of this construction of a continuous state branching process with immigration, we give a proof of a necessary and sufficient condition, first stated without proof by M. A. Pinsky [Bull. Amer. Math. Soc., 1972, 78: 242–244], for a continuous state branching process with immigration to a proper almost sure limit. As another application of the ℕ-measure, we give a “conceptual” proof of an L log L criterion for a continuous state branching process without immigration to have an L ¹-limit first proved by D. R. Grey [J. Appl. Prob., 1974, 11: 669–677].     

A shape and topology optimization technique for solving a class of linear complementarity problems in function space

A shape and topology optimization driven solution technique for a class of linear complementarity problems (LCPs) in function space is considered. The main motivating application is given by obstacle problems. Based on the LCP together with its corresponding interface conditions on the boundary between the coincidence or active set and the inactive set, the original problem is reformulated as a shape optimization problem. The topological sensitivity of the new objective functional is used to estimate the “topology” of the active set. Then, for local correction purposes near the interface, a level set based shape sensitivity technique is employed. A numerical algorithm is devised, and a report on numerical test runs ends the paper.     

A new class of polynomial primal–dual methods for linear and semidefinite optimization

We propose a new class of primal–dual methods for linear optimization (LO). By using some new analysis tools, we prove that the large-update method for LO based on the new search direction has a polynomial complexity of O(n^4/(4+ρ)log(n/ε)) iterations, where ρ∈[0,2] is a parameter used in the system defining the search direction. If ρ=0, our results reproduce the well-known complexity of the standard primal–dual Newton method for LO. At each iteration, our algorithm needs only to solve a linear equation system. An extension of the algorithms to semidefinite optimization is also presented.     

Robust reward–risk ratio optimization with application in allocation of generation asset

In this article, we study reward–risk ratio models under partially known message of random variables, which is called robust (worst-case) performance ratio problem. Based on the positive homogenous and concave/convex measures of reward and risk, respectively, the new robust ratio model is reduced equivalently to convex optimization problems with a min–max optimization framework. Under some specially partial distribution situation, the convex optimization problem is converted into simple framework involving the expectation reward measure and conditional value-at-risk measure. Compared with the existing reward–risk portfolio research, the proposed ratio model has two characteristics. First, the addressed problem combines with two different aspects. One is to consider an incomplete information case in real-life uncertainty. The other is to focus on the performance ratio optimization problem, which can realize the best balance between the reward and risk. Second, the complicated optimization model is transferred into a simple convex optimization problem by the optimal dual theorem. This indeed improves the usability of models. The generation asset allocation in power systems is presented to validate the new models.