On improved estimators of the generalized variance

Treated in this paper is the problem of estimating with squared error loss the generalized variance | Σ | from a Wishart random matrix S: p × p W_p(n, Σ) and an independent normal random matrix X: p × k N(ξ, Σ I_k) with ξ(p × k) unknown. Denote the columns of X by X₍₁₎ ,…, X_(k) and set ψ⁽⁰⁾(S, X) = {(n − p + 2)!/(n + 2)!} | S |, ψ⁽ⁱ⁾(X, X) = min[ψ⁽ⁱ⁻¹⁾(S, X), {(n − p + i + 2)!/(n + i + 2)!} | S + X₍₁₎ X′₍₁₎ + + X_(i) X′_(i) |] and Ψ⁽ⁱ⁾(S, X) = min[ψ⁽⁰⁾(S, X), {(n − p + i + 2)!/(n + i + 2)!}| S + X₍₁₎ X′₍₁₎ + + X_(i) X′_(i) |], i = 1,…,k. Our result is that the minimax, best affine equivariant estimator ψ⁽⁰⁾(S, X) is dominated by each of Ψ⁽ⁱ⁾(S, X), i = 1,…,k and for every i, ψ⁽ⁱ⁾(S, X) is better than ψ⁽ⁱ⁻¹⁾(S, X). In particular, ψ^(k)(S, X) = min[{(n − p + 2)!/(n + 2)!} | S |, {(n − p + 2)!/(n + 2)!} | S + X₍₁₎X′₍₁₎|,…,| {(n − p + k + 2)!/(n + k + 2)!} | S + X₍₁₎X′₍₁₎ + + X_(k)X′_(k)|] dominates all other ψ's. It is obtained by considering a multivariate extension of Stein's result (Ann. Inst. Statist. Math. 16, 155–160 (1964)) on the estimation of the normal variance.     

Hypersurfaces in the Lorentz-Minkowski space satisfying Lkψ?=?Aψ?+?b

We study hypersurfaces in the Lorentz-Minkowski space \mathbbLⁿ⁺¹{\mathbb{L}^{n+1}} whose position vector ψ satisfies the condition L _k ψ = Aψ + b, where L _k is the linearized operator of the (k + 1)th mean curvature of the hypersurface for a fixed k = 0, . . . , n − 1, A ? \mathbbR^(n+1)×(n+1){A\in\mathbb{R}^{(n+1)\times(n+1)}} is a constant matrix and b ? \mathbbLⁿ⁺¹{b\in\mathbb{L}^{n+1}} is a constant vector. For every k, we prove that the only hypersurfaces satisfying that condition are hypersurfaces with zero (k + 1)th mean curvature, open pieces of totally umbilical hypersurfaces \mathbbSⁿ₁(r){\mathbb{S}^n_1(r)} or \mathbbHⁿ(-r){\mathbb{H}^n(-r)}, and open pieces of generalized cylinders \mathbbS^m₁(r)×\mathbbR^n-m{\mathbb{S}^m_1(r)\times\mathbb{R}^{n-m}}, \mathbbH^m(-r)×\mathbbR^n-m{\mathbb{H}^m(-r)\times\mathbb{R}^{n-m}}, with k + 1 ≤ m ≤ n − 1, or \mathbbL^m×\mathbbS^n-m(r){\mathbb{L}^m\times\mathbb{S}^{n-m}(r)}, with k + 1 ≤ n − m ≤ n − 1. This completely extends to the Lorentz-Minkowski space a previous classification for hypersurfaces in \mathbbRⁿ⁺¹{\mathbb{R}^{n+1}} given by Alías and Gürbüz (Geom. Dedicata 121:113–127, 2006).     

Exact laws for sums of ratios of order statistics from the Pareto distribution

Consider independent and identically distributed random variables {X _nk, 1 ≤ k ≤ m, n ≤ 1} from the Pareto distribution. We select two order statistics from each row, X _n(i) ≤ X _n(j), for 1 ≤ i < j ≤ = m. Then we test to see whether or not Laws of Large Numbers with nonzero limits exist for weighted sums of the random variables R _ij = X _n(j)/X _n(i).     

Some properties of cliques in 0–1 mixed integer programs

Summary In this note we present new properties of cliques induced constraints straintsX(C _r ⁺ )-X(C _r ^- ) ≤ 1 - |C _r ^- | for λ εS, whereS is the set of cliques that are implied by 0–1 mixed integer programs. These properties allow to further fixing of 0–1 variables, to detect instance's infeasibility and to imply new cliques.     

Precise rates in the law of the iterated logarithm under dependence assumptions

Let {X, X1, X2,...} be a strictly stationaryφ-mixing sequence which satisfies EX = 0,EX^2（log2{X}）^2〈∞and φ（n）=O（1/log n）^Tfor some T〉2.Let Sn=∑k=1^nXk and an=O（√n/（log2n）^γ for some γ〉1/2.We prove that limε→√2√ε^2-2∑n=3^∞1/nP（｜Sn｜≥ε√ESn^2log2n＋an）=√2.The results of Gut and Spataru （2000） are special cases of ours.     

On Cramer Approximations under Violation of Cramer's Condition

Let X ₁, X ₂,... be independent identically distributed random variables with distribution function F, S ₀ = 0, S _n = X ₁ + ⋯ + X _n , and Sˉ _n = max_1⩽k⩽n S _k . We obtain large-deviation theorems for S _n and Sˉ _n under the condition 1 − F(x) = P{X ₁ ⩾ x} = e^−l(x), l(x) = x ^α L(x), α ∈ (0, 1), where L(x) is a slowly varying function as x → ∞. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 447–456, October–December, 2005.     

On Projections of Semi-Algebraic Sets Defined by Few Quadratic Inequalities

Let S⊂ℝ ^k+m be a compact semi-algebraic set defined by P ₁≥0,…,P _ℓ ≥0, where P _i ∈ℝ[X ₁,…,X _k ,Y ₁,…,Y _m ], and deg (P _i )≤2, 1≤i≤ℓ. Let π denote the standard projection from ℝ ^k+m onto ℝ ^m . We prove that for any q>0, the sum of the first q Betti numbers of π(S) is bounded by (k+m) ^{O(q ℓ)}. We also present an algorithm for computing the first q Betti numbers of π(S), whose complexity is . For fixed q and ℓ, both the bounds are polynomial in k+m. The author was supported in part by an NSF Career Award 0133597 and a Sloan Foundation Fellowship.     

A splitting theorem for connected moravaK-theories

LetX be a connected, locally finite spectrum and letk(n) (n>-1) denote the (−1)-connected cover of then-th MoravaK-Theory associated to the primep.k(n) is aBP-module spectrum with π_*(k(n)) ≅ ℤ _p [υ _n ] where |v _n | = 2(p ⁿ -1). We prove the following splitting theorem: Thek(n) ^*-torsion ofk(n) ^* (X) is already annihilated byv _n ^e (e≥1) if and only ifk(n)ΛX is homotopy equivalent to a wedge of spectrak(n) and ^r k(n) (0≤r≤e-1) where ^r k(n) denotes ther-th Postnikov factor ofk(n). Moreover we investigate splitting conditions for ^r k(n)ΛX.     

相关序的进一步研究

Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more general comparison theorem is obtained.     

Embedding Structures

 For any quasiordered set (`quoset') or topological space S, the set Sub S of all nonempty subquosets or subspaces is quasiordered by embeddability. Given any cardinal number n, denote by p _n and q _n the smallest size of spaces S such that each poset, respectively, quoset with n points is embeddable in Sub S. For finite n, we prove the inequalities n + 1 ≤p _n ≤q _n ≤p _n + l(n) + l(l(n)), where l(n) = min{k∈ℕ∣n≤2 ^k }. For the smallest size b _n of spaces S so that Sub S contains a principal filter isomorphic to the power set ?(n), we show n + l(n) − 1 ≤b _n ≤n + l(n) + l(l(n))+2. Since p _n ≤b _n , we thus improve recent results of McCluskey and McMaster who obtained p _n ≤n ². For infinite n, we obtain the equation b _n = p _n = q _n = n. Received: April 19, 1999 Final version received: February 21, 2000     

Almost sure central limit theorems for random functions

Let {Xn,-∞< n <∞} be a sequence of independent identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn =∑k=1∞Xk, and Tn = Tn(X1,…,Xn) be a random function such that Tn = ASn Rn, where supn E|Rn| <∞and Rn = o(n~(1/2)) a.s., or Rn = O(n1/2-2γ) a.s., 0 <γ< 1/8. In this paper, we prove the almost sure central limit theorem (ASCLT) and the function-typed almost sure central limit theorem (FASCLT) for the random function Tn. As a consequence, it can be shown that ASCLT and FASCLT also hold for U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models, power sums, product-limit estimators of a continuous distribution, product-limit estimators of a quantile function, etc.     

Strong Approximation Theorems for Sums of Random Variables when Extreme Terms are Excluded

Let {X _n ;n≥1} be a sequence of i.i.d. random variables and let X ^(r) _n = X _j if |X _j | is the r-th maximum of |X ₁|, ..., |X _n |. Let S _n = X ₁+⋯+X _n and ^(r) S _n = S _n −(X ⁽¹⁾ _n +⋯+X ^(r) _n ). Sufficient and necessary conditions for ^(r) S _n approximating to sums of independent normal random variables are obtained. Via approximation results, the convergence rates of the strong law of large numbers for ^(r) S _n are studied. Received March 22, 1999, Revised November 6, 2000, Accepted March 16, 2001     

Duals of holomorphic Besov spaces on the polydisks and diagonal mappings

Let U ⁿ be the unit polydisk in C ⁿ and S be the space of functions of regular variation. Let 1 ≤ p < ∞, ω = (ω ₁, ..., ω _n ), ω _j ∈ S(1 ≤ j ≤ n) and f ∈ H(U ⁿ ). The function f is said to be in holomorphic Besov space B _p (ω) if

On the Cohen–Lusk theorem

Let G be a finite group and X be a G-space. For a map f: X → ℝ ^m , the partial coincidence set A(f, k), k ≤ |G|, is the set of points x ∈ X such that there exist k elements g ₁,…, g _k of the group G, for which f(g ₁ x) = ⋅⋅⋅ = f(g _k x) holds. We prove that the partial coincidence set is nonempty for G = ℤ _p ⁿ under some additional assumptions. Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 13, No. 8, pp. 61–67, 2007.     

Counting points in hypercubes and convolution measure algebras

It is shown that ifA andB are non-empty subsets of {0, 1} ⁿ (for somenεN) then |A+B|≧(|A||B|)^α where α=(1/2) log₂ 3 here and in what follows. In particular if |A|=2 ^n-1 then |A+A|≧3 ^n-1 which anwers a question of Brown and Moran. It is also shown that if |A| = 2 ^n-1 then |A+A|=3 ^n-1 if and only if the points ofA lie on a hyperplane inn-dimensions. Necessary and sufficient conditions are also given for |A +B|=(|A||B|)^α. The above results imply the following improvement of a result of Talagrand [7]: ifX andY are compact subsets ofK (the Cantor set) withm(X),m(Y)>0 then λ(X+Y)≧2(m(X)m(Y))^α wherem is the usual measure onK and λ is Lebesgue measure. This also answers a question of Moran (in more precise terms) showing thatm is not concentrated on any proper Raikov system.     

Precise asymptotics in self-normalized sums of iterated logarithm for multidimensionally indexed random variables

In the case of Zd (d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k ∈ Zd } i.i.d. random variables with mean 0, Sn = ∑k≤nXk and Vn2 = ∑j≤nX2j, the precise asymptotics for ∑n1/|n|(log|n|)dP(|Sn/vn|≥ ε√loglog|n|) and ∑n(logn|)δ/|n|(log|n|)d-1 P(|Sn/Vn| ≥ ε√log n), as ε ↘ 0, is established.     

The milnor-moore theorem in tame homotopy theory

LetX be a 1-connected space with Moore loop space ΩX. By a well-known theorem of J. W. Milnor and J. C. Moore [7] the Hurewicz homomorphism induces an isomorphism of Hopf algebrasU(π_*(ΩX) ⊗Q)→H _*(ΩX;Q). HereU(−) denotes the universal enveloping algebra and the Lie bracket on π_*(ΩX) ⊗Q is given by the Samelson product. Assume now thatX is the geometric realization of anr-reduced simplicial set,r≥3. LetL _X be a differential graded free Lie algebra over ℤ describing the tame homotopy type ofX according to the theory of [4]. Then the main result of the present paper is the construction of a sequence of morphisms of differential graded algebras betwenU(L _X ) and the algebraC U _*(ΩX)z of normalized cubical chains on ΩX such that the induced morphisms on homology with coefficientsR _k are isomorphismsH _r-1+l (U(L _x );R _k ) ≅H _r-1+l C U _*(ΩX);R _k ) forl≤k; hereR ₀⊆R ₁⊆… is a tame ring system, i. e.R _k )⊑Q and each primep with 2p−3≤k is invertible inR _k . However, it is no longer true that the Pontrjagin algebraH _≤r−1+k (ΩX; R _k ) of ΩX in degrees ≤r−1+k is determined by π_*(ΩX) or by a cofibrant (-fibrant) modelM of π_*(ΩX) as will be shown by an example. But there is a filtration onH _≤r−1+k (ΩX; R _k ) such that the associated graded algebra is isomorphic toH _≤r−1+k (U(M); R _k ).This will be proved by using a filtered Lie algebra model ofX constructed from a bigraded model of π_*(ΩX). Supported by a CNRS grant and PROCOPE Supported by PROCOPE     

Rank properties of certain semigroups

In this paper we consider certain ranks of some semigroups. These ranks are r ₁(S),r ₂(S),r ₃(S),r ₄(S) and r ₅(S) as defined below. We have r ₁≤r ₂≤r ₃≤r ₄≤r ₅. The semigroups are CL _n ,CL _m ×CL _n ,Z _n and SL _n . Here CL _n is a chain with n elements, Z _n is the zero semigroup on n elements and SL _n is the free semilattice generated by n elements and having 2 ⁿ −1 elements. We find many of the ranks for these classes of semigroups.     

On Sums of Two Coprime k-th Powers(II)

For fixed k ≥ 3, let E_k(x) denote the error term of the sum ?_{n ￡ x}r_k(n)\sum_{n\le x}\rho_k(n) , where r_k(n) = ?_{n=|m|^k+|l|^k, g.c.d.(m,l)=1}\rho_k(n) = \sum_{n=|m|^k+|l|^k, g.c.d.(m,l)=1} 1. It is proved that if the Riemann hypothesis is true, then E₃(x) << x^331/1254+eE_3(x)\ll x^{331/1254+\varepsilon} , E₄(x) << x^37/184+eE_4(x)\ll x^{37/184+\varepsilon} . A short interval result is also obtained.     

On K s -free subgraphs in K s+k -free graphs and vertex Folkman numbers

Extending the problem of determining Ramsey numbers Erdős and Rogers introduced the following function. For given integers 2 ≤ s < t let f _s,t (n) = min{max{|S|: S ⊆ V (H) and H[S] contains no K _s }}, where the minimum is taken over all K _t -free graphs H of order n. This function attracted a considerable amount of attention but despite that, the gap between the lower and upper bounds is still fairly wide. For example, when t=s+1, the best bounds have been of the form Ω(n ^1/2+o(1)) ≤ f _s,s+1(n) ≤ O(n ^1−ɛ(s)), where ɛ(s) tends to zero as s tends to infinity. In this paper we improve the upper bound by showing that f _s,s+1(n) ≤ O(n ^2/3). Moreover, we show that for every ɛ > 0 and sufficiently large integers 1 ≪ k ≪ s, Ω(n ^1/2−ɛ ) ≤ f _s,s+k (n) ≤ O(n ^1/2+ɛ . In addition, we also discuss some connections between the function f _s,t and vertex Folkman numbers.