Asymptotic equivalence for nonparametric generalized linear models

Summary. We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam's deficiency distance Δ; the models are then asymptotically equivalent for all purposes of statistical decision with bounded loss. Our result concerns a sequence of independent but not identically distributed observations with each distribution in the same real-indexed exponential family. The canonical parameter is a value f(t _i ) of a regression function f at a grid point t _i (nonparametric GLM). When f is in a H?lder ball with exponent we establish global asymptotic equivalence to observations of a signal Γ(f(t)) in Gaussian white noise, where Γ is related to a variance stabilizing transformation in the exponential family. The result is a regression analog of the recently established Gaussian approximation for the i.i.d. model. The proof is based on a functional version of the Hungarian construction for the partial sum process. Received: 4 February 1997     

Maximal Betti numbers of Cohen–Macaulay complexes with a given <Emphasis Type="Italic">f</Emphasis>-vector

Given the f-vector f = (f₀, f₁, . . .) of a Cohen–Macaulay simplicial complex, it will be proved that there exists a shellable simplicial complex Δ_f with f(Δ_f) = f such that, for any Cohen–Macaulay simplicial complex Δ with f(Δ) = f, one has for all i and j, where f(Δ) is the f-vector of Δ and where β _ij (I _Δ) are graded Betti numbers of the Stanley–Reisner ideal I _Δ of Δ. The first author is supported by JSPS Research Fellowships for Young Scientists. Received: 23 January 2006     

Large Monotone Paths in Graphs with Bounded Degree

 We prove that for every ε>0 and positive integer r, there exists Δ₀=Δ₀(ε) such that if Δ>Δ₀ and n>n(Δ,ε,r) then there exists a packing of K _n with ⌊(n−1)/Δ⌋ graphs, each having maximum degree at most Δ and girth at least r, where at most εn ² edges are unpacked. This result is used to prove the following: Let f be an assignment of real numbers to the edges of a graph G. Let α(G,f) denote the maximum length of a monotone simple path of G with respect to f. Let α(G) be the minimum of α(G,f), ranging over all possible assignments. Now let α_Δ be the maximum of α(G) ranging over all graphs with maximum degree at most Δ. We prove that Δ+1≥α_Δ≥Δ(1−o(1)). This extends some results of Graham and Kleitman [6] and of Calderbank et al. [4] who considered α(K _n ). Received: March 15, 1999?Final version received: October 22, 1999     

On the Nevanlinna characteristic of <Emphasis Type="Italic">f</Emphasis>(<Emphasis Type="Italic">z</Emphasis>+<Emphasis Type="Italic">η</Emphasis>) and difference equations in the complex plane

We investigate the growth of the Nevanlinna characteristic of f(z+η) for a fixed η∈C in this paper. In particular, we obtain a precise asymptotic relation between T(r,f(z+η)) and T(r,f), which is only true for finite order meromorphic functions. We have also obtained the proximity function and pointwise estimates of f(z+η)/f(z) which is a discrete version of the classical logarithmic derivative estimates of f(z). We apply these results to give new growth estimates of meromorphic solutions to higher order linear difference equations. This also allows us to solve an old problem of Whittaker (Interpolatory Function Theory, Cambridge University Press, Cambridge, 1935) concerning a first order difference equation. We show by giving a number of examples that all of our results are best possible in certain senses. Finally, we give a direct proof of a result in Ablowitz, Halburd and Herbst (Nonlinearity 13:889–905, 2000) concerning integrable difference equations. This research was supported in part by the Research Grants Council of the Hong Kong Special Administrative Region, China (HKUST6135/01P). The second author was also partially supported by the National Natural Science Foundation of China (Grant No. 10501044) and the HKUST PDF Matching Fund.     

Normality and shared values

LetF be a family of meromorphic functions on the unit disc Δ and leta andb be distinct values. If for everyf∈F,f andf′ sharea andb on Δ, thenF is normal on Δ. The first author was supported by NNSF of China approved no. 19771038 and by the Research Institute for Mathematical Sciences, Bar-Ilan University.     

Distortion theorems for locally univalent Bloch functions

A holomorphic functionf defined on the unit disk d is called a Bloch function provided {fx73-02} For α ∃ (0,1] letB∞(α)denote the class of locally univalent Bloch functionsf normalized by ∥f∥_B ≤1f(0) = 0 andf’(0) = α. A type of subordination theorem is established for B∞(α). This subordination theorem is used to derive sharp growth, distortion, curvature and covering theorems for B∞(α). Supported as a Feodor Lynen Fellow of the Alexander von Humboldt Foundation. Research supported in part by a National Science Foundation grant.     

On estimation of a density and its derivatives

Summary Letf _n ^(p) be a recursive kernel estimate off ^(p) thepth order derivative of the probability density functionf, based on a random sample of sizen. In this paper, we provide bounds for the moments of and show that the rate of almost sure convergence of to zero isO(n ^−α), α<(r−p)/(2r+1), iff ^(r),r>p≧0, is a continuousL ₂(−∞, ∞) function. Similar rate-factor is also obtained for the almost sure convergence of to zero under different conditions onf. This work was supported in part by the Research Foundation of SUNY.     

<Emphasis Type="Italic">f</Emphasis>-Colorings of some graphs of <Emphasis Type="Italic">f</Emphasis>-class 1

An f-coloring of a graph G is an edge-coloring of G such that each color appears at each vertex v V（G） at most f（v） times. The minimum number of colors needed to f-color G is called the f-chromatic index of G and is denoted by X′f（G）. Any simple graph G has the f-chromatic index equal to △f（G） or △f（G） ＋ 1, where △f（G） =max v V（G）{[d（v）/f（v）]}. If X′f（G） = △f（G）, then G is of f-class 1; otherwise G is of f-class 2. In this paper, a class of graphs of f-class 1 are obtained by a constructive proof. As a result, f-colorings of these graphs with △f（G） colors are given.     

Strong commutativity-preserving generalized derivations on semiprime rings

Let R be a ring with a subset S. A mapping of R into itself is called strong commutativitypreserving （scp） on S, if [f（x）, f（y）] = [x, y] for all x, y ∈ S. The main purpose of this paper is to describe the structure of the generalized derivations which are scp on some ideals and right ideals of a prime ring, respectively. The semiprime case is also considered.     

Multiple solutions of sublinear Lane-Emden elliptic equations

We study the sublinear elliptic equation, −Δ u = |u|^psgn u + f(x,u) in the bounded domain Ω under the zero Dirichlet boundary condition. We suppose that 0 < p < 1 and |f(x,u)| is small enough near u = 0 and do not suppose that f(x,u) is odd on u. Then we prove that this problem has infinitely many solutions. Supported in part by the Grant-in-Aid for Scientific Research (C) (No. 16540179), Ministry of Education, Culture, Sports, Science and Technology.     

On minimax identification of nonparametric autoregressive models

We consider the problem of nonparametric identification for a multi-dimensional functional autoregression y _t = f(y _{t −1}, …,y _t−d ) + e _t on the basis of N observations of y _t . In the case when the unknown nonlinear function f belongs to the Barron class, we propose an estimation algorithm which provides approximations of f with expected L ₂ accuracy O(N ^1/4ln^1/4 N). We also show that this approximation rate cannot be significantly improved. The proposed algorithms are “computationally efficient”– the total number of elementary computations necessary to complete the estimate grows polynomially with N. Received: 23 September 1997 / Revised version: 28 January 1999     

On typically real functions which are generated by a fixed typically real function

Let T be the family of all typically real functions, i.e. functions that are analytic in the unit disk Δ:= {z ∈ ℂ: |z| < 1}, normalized by f(0) = f′(0) − 1 = 0 and such that Imz Im f(z) ⩾ 0 for z ∈ Δ.     

Negative result in pointwise 3-convex polynomial approximation

Let Δ³ be the set of functions three times continuously differentiable on [−1, 1] and such that f″′(x) ≥ 0, x ∈ [−1, 1]. We prove that, for any n ∈ ℕ and r ≥ 5, there exists a function f ∈ C ^r [−1, 1] ⋂ Δ³ [−1, 1] such that ∥f ^(r)∥ _{C[−1, 1]} ≤ 1 and, for an arbitrary algebraic polynomial P ∈ Δ³ [−1, 1], there exists x such that

Kernel estimation for stationary density of Markov chains with general state space

Let {X _n } _n ≥0 be a Markov chain with stationary distributionf(x)ν(dx), ν being a σ-finite measure onE⊂R ^d . Under strict stationarity and mixing conditions we obtain the consistency and asymptotic normality for a general class of kernel estimates off(·). When the assumption of stationarity is dropped these results are extended to geometrically ergodic chains. Partially supported by CAPES. Partially supported by CNPq, PROCAD/CAPES, PRONEX/FAPDF and FINATEC/UnB.     

On the first Hochschild cohomology group of an algebra

Let A≡KΔ /I be a factor of a path algebra. We develop a strategy to compute dim H ¹(A), the dimension of the first Hochschild cohomology group of A, using combinatorial data from (Δ,I). That allows us to connect dim H ¹(A) with the rank and p-rank of the fundamental group π₁(Δ,I) of (Δ,I). We get explicit formulae for dim H ¹(A), when every path in Δ parallel to an arrow belongs to I or when I is homogeneous. Received: 12 April 1999 / Revised version: 9 October 2000     

Limiting distribution of sums of nonnegative stationary random variables

Summary Let {X _n,j,−∞<j<∞∼,n≧1, be a sequence of stationary sequences on some probability space, with nonnegative random variables. Under appropriate mixing conditions, it is shown thatS _n=X_n,1+…+X _n,n has a limiting distribution of a general infinitely divisible form. The result is applied to sequences of functions {f _n(x)∼ defined on a stationary sequence {X _j∼, whereX _n.f=f_n(X_j). The results are illustrated by applications to Gaussian processes, Markov processes and some autoregressive processes of a general type. This paper represents results obtained at the Courant Institute of Mathematical Sciences, New York University, under the sponsorship of the National Sciences Foundation, Grant MCS 82-01119.     

Asymptotic separation for independent trajectories of Markov processes

We say that n independent trajectories ξ₁(t),…,ξ _n (t) of a stochastic process ξ(t)on a metric space are asymptotically separated if, for some ɛ > 0, the distance between ξ _i (t _i ) and ξ _j (t _j ) is at least ɛ, for some indices i, j and for all large enough t ₁,…,t _n , with probability 1. We prove sufficient conitions for asymptotic separationin terms of the Green function and the transition function, for a wide class of Markov processes. In particular,if ξ is the diffusion on a Riemannian manifold generated by the Laplace operator Δ, and the heat kernel p(t, x, y) satisfies the inequality p(t, x, x) ≤ Ct ^−ν/2 then n trajectories of ξ are asymptotically separated provided . Moreover, if for some α∈(0, 2)then n trajectories of ξ^(α) are asymptotically separated, where ξ^(α) is the α-process generated by −(−Δ)^α/2. Received: 10 June 1999 / Revised version: 20 April 2000 / Published online: 14 December 2000 RID="*" ID="*" Supported by the EPSRC Research Fellowship B/94/AF/1782 RID="**" ID="**" Partially supported by the EPSRC Visiting Fellowship GR/M61573     

Analysis of search-extension method for finding multiple solutions of nonlinear problem

For numerical computations of multiple solutions of the nonlinear elliptic problemΔu f(u)=0 inΩ, u=0 onΓ, a search-extension method (SEM) was proposed and systematically studied by the authors. This paper shall complete its theoretical analysis. It is assumed that the nonlinearity is non-convex and its solution is isolated, under some conditions the corresponding linearized problem has a unique solution. By use of the compactness of the solution family and the contradiction argument, in general conditions, the high order regularity of the solution u∈H~(1 α),α>0 is proved. Assume that some initial value searched by suitably many eigenbases is already fallen into the neighborhood of the isolated solution, then the optimal error estimates of its nonlinear finite element approximation are shown by the duality argument and continuation method.     

A probabilistic approach to the first Dirichlet eigenvalue on non-compact Riemannian manifold

By using diffusion process with absorbing boundary, some lower bounds are obtained for the first Dirichlet eigenvalue of operator Δ+∇h on a non-compact complete Riemannian manifold. The resulting estimates contain McKean's estimate for ∇h=0. Moreover, the first Dirichlet eigenvalue for elliptic operators onR ^d and the first mixed eigenvalue are also studied. Some examples show that our estimates can be sharp even for ∇h≠0. Research supported in part by NFSC and the State Education Commission of China     

The pointwise estimates on walsh overconvergence

Let f∈A_p. For any positive integer l, the quantity Δ_1,n−1(f:z) has been studied extensively. Here we give some quantitative estimates for and investigate some pointwise estimates of Δ _l,n−1 ^(r) (f;z). Supported by National Science Foundation of China