A graded scale of parametric families of distributions,and parameter estimates based on the sample mean

Summary Denote by _k a class of familiesP={P} of distributions on the line R¹ depending on a general scalar parameter , being an interval of R¹, and such that the moments µ₁()=xdP ,...,µ_2k ()=x ^2k dP are finite, ₁ (), ..., _k (), _k+1 () ..., _k () exist and are continuous, with ₁ () 0, and _j +1 ()= ₁ () _j () +[₂() -₁()²] _j ()/ ₁ (), J=2, ..., k. Let ₁=¯x=x ₁ + ... +x _n/n, ₂=x ₁ ² + ... +x _n ²/n, ..., _k =(x ₁ ^k + ... +x _n ^k/n denote the sample moments constructed for a sample x₁, ..., x_n from a population with distribution Pg. We prove that the estimator of the parameter by the method of moments determined from the equation ₁= ₁() and depending on the observations x₁, ..., x_n only via the sample mean ¯x is asymptotically admissible (and optimal) in the class _k of the estimators determined by the estimator equations of the form ₀ () + ₁ () ₁ + ... + _k () _k =0 if and only ifP _k .The asymptotic admissibility (respectively, optimality) means that the variance of the limit, as n (normal) distribution of an estimator normalized in a standard way is less than the same characteristic for any estimator in the class under consideration for at least one 9 (respectively, for every ).The scales arise of classes _{1 2}... of parametric families and of classes _{1 2} ... of estimators related so that the asymptotic admissibility of an estimator by the method of moments in the class _k is equivalent to the membership of the familyP in the class _k .The intersection consists only of the families of distributions with densities of the form h(x) exp {C₀() + C₁() x } when for the latter the problem of moments is definite, that is, there is no other family with the same moments ₁ (), ₂ (), ...Such scales in the problem of estimating the location parameter were predicted by Linnik about 20 years ago and were constructed by the author in [1] (see also [2, 3]) in exact, not asymptotic, formulation.Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei, pp. 41–47, 1981.     

On certain imbedding and extension theorems for a weighted class of functions

n- , S n–1 m (0m<n), () S . () , ().     

Ergodic properties of Poisson processes with almost periodic intensity

Summary We discuss in this paper a non-homogeneous Poisson process A driven by an almost periodic intensity function. We give the stationary version A ^* and the Palm version A ⁰ corresponding to A ^*. Let (T _i ,i) be the inter-point distance sequence in A and (T _i ⁰ ,i) in A ⁰. We prove that forj, the sequence (T _i+j,i) converges in distribution to (T _i ⁰ ,i). If the intensity function is periodic then the convergence is in variation.     

Higher-Dimensional Representations of the Reflection Equation Algebra

We consider a new method for constructing finite-dimensional irreducible representations of the reflection equation algebra. We construct a series of irreducible representations parameterized by Young diagrams. We calculate the spectra of central elements s _k=Tr_q L ^k of the reflection equation algebra on q-symmetric and q-antisymmetric representations. We propose a rule for decomposing the tensor product of representations into irreducible representations.     

A Hubert space characterization among function spaces

— [0,1] ,E — - e=1 [0,1]. I — _E =1, E=L ₂ x _e =xL ₂ x E.

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This work was prepared when the second author was a visiting professor of the CNR at the University of Firenze. He was supported by the Soros International Fund.     

Disintegration with respect to L p-density functions and singular measures

Summary Let A be a real or complex commutative ordered algebra with identity and involution. Let denote the set of positive multiplicative linear functionals on A. Equip with the topology of simple convergence. For a fixed non-negative probability measure on the set _p of linear functionals f on A which admit an integral representation of the form with FL _p () (1p) is biuniquely identified with L _p () via the map tfF. The norm on _p under which this map becomes an isometry is characterized and a formula for approximating F is derived. The linear functionals which admit representation of the form with are also characterized and appropriately normed. The theory is applied to solve abstract versions of trigonometric and n-dimensional moment problems as well as provide an alternate point of view to the theory of L _p-spaces. New proofs of classical theorems are offered.Research for this paper was sponsored in part by the Danish Natural Science Research Council (Grant No.511-10302) and in part by the National Science Foundation (Grant No. MCS78-03397)The results contained herein include the proofs of theorems announced in [15]     

Estimation of the Intensity of the Flow of Nonmonotone Refusals in the Queuing System (≤ λ)/G/m

We consider a queuing system ()/G/m, where the symbol () means that, independently of prehistory, the probability of arrival of a call during the time interval dtdoes not exceed dt. The case where the queue length first attains the level r m+ 1 during a busy period is called the refusal of the system. We determine a bound for the intensity ₁(t) of the flow of homogeneous events associated with the monotone refusals of the system, namely, ₁(t) = O( ^{r+ 1}₁ ^{m– 1} _{r– m+ 1}), where _k is the kth moment of the service-time distribution.     

Flat points of two-dimensional Brownian motion

Summary SupposeZ(·) is a two-dimensional Brownian motion. It is shown that a.s. there existt ₀ and >0 such thatZ(t ₀) is an extremal point of the convex hull of {Z(t)|t ₀–tt₀} and also an extremal point of the convex hull of {Z(t)|t ₀tt₀+} and, moreover, the tangent lines to the convex hulls atZ(t ₀) form a non-zero angle.The result is related to the following unsolved problem of S.J. Taylor. Do there exist a.s.t ₀ and >0 such that the intersection of the convex hulls of {Z(t)|t ₀–tt₀} and {Z(t)|t ₀tt₀+} contains onlyZ(t ₀)?This research was partially supported by Grant-in-Aid for Scientific Research (No. 400101540202), Ministry of Education, Science and Culture     

Semimodular lattices with isomorphic graphs

Two discrete modular lattice and have isomorphic graphs if and only if is of the form A × and is of the form A × for some lattices A and and . We prove that for discrete semimodular lattices and this latter condition holds if and only if and have isomorphic graphs and the isomorphism preserves the order on all cover-preserving sublattices of which are isomorphic to the seven-element, semimodular, nonmodular lattice (see Figure 1). This answers in the affirmative a question posed by J. Jakubik.     

Best approximation and best unilateral approximation of the kernel of a biharmonic equation and optimal renewal of the values of operators

For the classB _p , 0 < 1, 1p , of 2-periodic functions of the form f(t)=u(,t), whereu (,t) is a biharmonic function in the unit disk, we obtain the exact values of the best approximation and best unilateral approximation of the kernel K(t) of the convolution f= K *g, gl, with respect to the metric of L₁. We also consider the problem of renewal of the values of the convolution operator by using the information about the values of the boundary functions.Translated from Ukrainskii Matematicheskii Zhurnal, Vol.47, No. 11, pp. 1549–1557, November, 1995.     

Optimization over the efficient set: overview

Over the past several decades, the optimization over the efficient set has seen a substantial development. The aim of this paper is to provide a state-of-the-art survey of the development. Given p linear criteria c ¹x,,c^p x and a feasible region X of R ⁿ, the linear multicriteria problem is to find a point x of X such that no point x' of X satisfies (c¹ x',,c^p x')(c¹ x,,c^p x) and (c¹x',,c^p x')q (c¹ x ,,c^p x). Such a point is called an efficient point. The optimization over the efficient set is the maximization of a given function over the set of efficient points. The difficulty of this problem is mainly due to the nonconvexity of this set. The existing algorithms for solving this problem could be classified into several groups such as adjacent vertex search algorithm, nonadjacent vertex search algorithm, branch-and-bound based algorithm, Lagrangian relaxation based algorithm, dual approach and bisection algorithm. In this paper we review a typical algorithm from each group and compare them from the computational point of view.     

The intuitionistic propositional calculus with quantifiers

Let L be the language of the intuitionistic propositional calculus J completed by the quantifiers and , and let calculus 2J in language L contain, besides the axioms of J, the axioms xB (x) B(y) and B(y) xB (x). A Kripke semantics is constructed for 2J and a completeness theorem is proven. A result of D. Gabbay is generalized concerning the undecidability of C2J⁺-extension of 2J by schemes x (x B) and x(A B(x))A xB (x) specificially: the undecidability is proven of each T theory in language L such that [2J]T [C2J+] ([2J] ([2J] denotes the set of all theorems of calculus 2J).Translated from Matematicheskie Zametki, Vol. 22, No. 1, pp. 69–76, July, 1977.     

Waterman classes and triangular sums of double Fourier series

Let ^a ={nln^a (n+1)}, where a R. The following results are established: For every &fnof ^a BV ((- ]²), the triangular partial sums of its Fourier series are uniformly bounded if a = -1, and converge everywhere if a < -1.For every a>0, there exists &fnof ^a BV ((- ]²) such that the triangular partial sums of its Fourier series are unbounded at the point (0;0).     

1-Homogeneous Graphs with Cocktail Party μ-Graphs

Let be a graph with diameter d 2. Recall is 1-homogeneous (in the sense of Nomura) whenever for every edge xy of the distance partition{{z V() | (z, y) = i, (x, z) = j} | 0 i, j d}is equitable and its parameters do not depend on the edge xy. Let be 1-homogeneous. Then is distance-regular and also locally strongly regular with parameters (v,k,,), where v = k, k = a ₁, (v – k – 1) = k(k – 1 – ) and c ₂ + 1, since a -graph is a regular graph with valency . If c ₂ = + 1 and c ₂ 1, then is a Terwilliger graph, i.e., all the -graphs of are complete. In [11] we classified the Terwilliger 1-homogeneous graphs with c ₂ 2 and obtained that there are only three such examples. In this article we consider the case c ₂ = + 2 3, i.e., the case when the -graphs of are the Cocktail Party graphs, and obtain that either = 0, = 2 or is one of the following graphs: (i) a Johnson graph J(2m, m) with m 2, (ii) a folded Johnson graph J¯(4m, 2m) with m 3, (iii) a halved m-cube with m 4, (iv) a folded halved (2m)-cube with m 5, (v) a Cocktail Party graph K _{m × 2} with m 3, (vi) the Schläfli graph, (vii) the Gosset graph.     

Fractional integrodifferentiation in Hölder classes of arbitrary order

Hölder classes of variable order (x) are introduced and it is shown that the fractional integralI ₀₊ has Hölder order (x)+ (0 < , ₊, +₊ < 1, ₊ = sup (x)).     

Additive functions

1<q<2 L:= _n=1 1/q ⁿ=1/q–1. [0,1] _n()=1, A _n:= _i=1 ^n–1 _i(x)/q^i+1/n x _n(x)=0, _n>. , = _{n=1 n}(x)/qⁿ. F: [0,L]R , F(x)= _{n=1 n}(x)a_n, _n=1 ¦a _n¦<. [0,L]. q(1,2), . , q(1, 2), . .     

Structural assignment of neumann boundary feedback parabolic equations: the unbounded case in the feedback loop

Summary A parabolic equation defined on a bounded domain is considered, with input acting in the Neumann (or mixed) boundary conditions, and expressed as a specified feedback of the solution x of the form: x, wg₂ where w L₂(), gL₂() and is a continuous operator for <3/4:H ²()L ₂(). The freesystem is assumed unstable. In this case, the boundary feedback stabilization problem (in space dimension larger or equal to two) follows from an essentially more general result recently established by the authors in [L8]:under algebraic (full rank), verifiable conditions at the unstable eigenvalues, one can select boundaryvectors, so that the corresponding feedback solutions decay in the uniform operator normexponentially at t .Here, this stabilization peoblem is pushed further and made more precise, under the additional assumption that the original freesystem be self-adjoint: we show, in fact, that one can further restrict the boundaryvectors, so that the corresponding feedback solutions have the following more precise desirable structural property (the same enjoyed by free stablesystems): they can be expressed as an infinite linear combination of decaying exponentials. A semigroup approach is employed. Since structureof feedback solutions is sought, the analysis here is much more technical and vastly different from [L8],where only norm upper bound was the goal.The final version of this paper was completed while the authors were visiting the Istituto di Matematica « Pincherle » dell'Università di Bologna. Support from the Consiglio Nazionale delle Ricerche is gratefully acknowledged.     

Tessellations generated by hyperplanes

Let be a locally finite system of hyperplanes in ^d with the property that the cells of the induced cell complex decomposition of ^d have uniformly bounded diameters. If is simple and the density of the vertices in exists, then the density of thek-cells in exists and can be given explicitly (k = 1, ...,d). Also, the mean number ofj-faces of thek-cells in exists and can be calculated. For certain nonsimple systems , corresponding inequalities are obtained.     

Invarianz gewisser Operatorenklassen unter nichtkommutativen ergodischen Mitteln

Let be a group of *-automorphisms on the algebra of bounded linear operators on a complex Hilbert space H. Then the strongly closed convex hull of the orbit of any compact operator under consists of compact operators. The same is true if one replaces compact by nuclear, Hilbert-Schmidt or positive Fredholm. We further discuss these results in the framework of the noncommutative mean ergodic theorem of KOVACS and SZ#x00FC;CS and formulate an analogous theorem for the algebra of compact operators on a complex Hilbert space.

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Gefördert von der Deutschen Forschungsgemeinschaft im Rahmen des Forschungsvorhabens Ko 506/1.     

A note on the addition of residues

LetA andB be two proper subsets of _n such thatA + B _n .The Cauchy-Davenport Theorem states that|A + B| |A| + |B| – 1 for a primen. As mentioned by Cauchy the inequality may not hold for a compositen. Chowla generalized the Cauchy-Davenport as follows.Suppose 0 B andgcd(x, n) = 1 for allx B0, then|A + B| |A| + |B| – 1. We show that if 0 B and for allx, y B0 such thatx y gcd(x,y,n) = 1, then|A + B| |A| + |B| – 2. Moreover|A + B| |A| + |B| – 1 unless |B| = 2 or b B such thatB {0, b} is a union of cosets modulo the cyclic group generated byb.