A Large Sample Approximation to the Profile Plug-in Upper Confidence Limit

We consider the problem of constructing a 1– upper confidence limit for the scalar parameter ₀ in the presence of the nuisance parameter vector ₀, when the data are discrete. The 'profile plug-in' upper confidence limit is introduced by Kabaila and Lloyd. This confidence limit is based on computing a P-value from an estimator of ₀, replacing the nuisance parameter by the profile maximum likelihood estimate for known, and equating to . Theoretical and numerical evidence for the good coverage properties of this confidence limit is presented by Kabaila and Lloyd. An upper confidence limit should be assessed not only by its coverage properties but also by how large this confidence limit is. We measure how large the profile plug-in upper limit is by using a large sample approximation to it. This large sample approximation is used to delineate further the good properties of this confidence limit.     

A Group Algebra for Inductive Limit Groups. Continuity Problems of the Canonical Commutation Relations

Given an inductive limit group where each is locally compact, and a continuous two-cocycle , we construct a C^*-algebra group algebra is imbedded in its multiplier algebra , and the representations of are identified with the strong operator continuous of G. If any of these representations are faithful, the above imbedding is faithful. When G is locally compact, is precisely , the twisted group algebra of G, and for these reasons we regard in the general case as a twisted group algebra for G. Applying this construction to the CCR-algebra over an infinite dimensional symplectic space (S,\,B),we realise the regular representations as the representation space of the C^*-algebra , and show that pointwise continuous symplectic group actions on (S,\, B) produce pointwise continuous actions on , though not on the CCR-algebra. We also develop the theory to accommodate and classify 'partially regular' representations, i.e. representations which are strong operator continuous on some subgroup H of G (of suitable type) but not necessarily on G, given that such representations occur in constrained quantum systems.     

Semisimple Lie Algebras of Differential Operators

Starting from the commutation relations in a complex semisimple Lie algebra , one may obtain a space of vector fields on Euclidean space such that and are isomorphic when is equipped with the usual Lie bracket between vector fields and the isotropy subalgebra of is a Borel subalgebra . Furthermore, one may adjoin to the vector fields in multiplication operators to obtain an -parameter family of distinct presentations of as spaces of differential operators, where is the dual of a Cartan subalgebra. Some of these presentations will preserve a space of polynomials on Euclidean space, and, in fact, all the finite-dimensional representations of can be presented in this way. All of this is carried out explicitly for arbitrary . In doing so, one discovers there is a Lie group of diffeomorphisms of the unipotent subgroup N complementary to B which acts on these presentations and preserves a certain notion of weight.     

Small potential corrections for the discrete eigenvalues of the Sturm-Liouville problem

Summary The inverse Sturm-Liouville problem is the problem of finding a good approximation of a potential functionq such that the eigenvalue problem (^*)–y +qy=y holds on (0, ) fory(0)=y()=0 and a set of given eigenvalues . Since this problem has to be solved numerically by discretization and since the higher discrete eigenvalues strongly deviate from the corresponding Sturm-Liouville eigenvalues , asymptotic corrections for the 's serve to get better estimates forq. Let _k (1kn) be the first eigenvalues of (^*), let _k be the corresponding discrete eigenvalues obtained by the finite element method for (^*) and let _{k k} for the special caseq=0. Then, starting from an asymptotic correction technique proposed by Paine, de Hoog and Anderssen, new estimates for the errors of the corrected discrete eigenvalues are obtained and confirm and improve the knownO(kh ²)(h:=/(n+1)) behaviour. The estimates are based on new Sobolev inequalities and on Fourier analysis and it is shown that for 4+c ₂ k(n+1)/2, wherec ₁ andc ₂ are constants depending onq which tend to 0 for vanishingq.     

Characterization of the Newtonian Free Particle System in m\geqslant 2 Dependent Variables

We treat the problem of linearizability of a system of second order ordinary differential equations. The criterion we provide has applications to nonlinear Newtonian mechanics, especially in three-dimensional space. Let or , let , let , let and let

Generalized Harish-Chandra Modules: A New Direction in the Structure Theory of Representations

Let be a reductive Lie algebra over C. We say that a -module M is a generalized Harish-Chandra module if, for some subalgebra , M is locally -finite and has finite -multiplicities. We believe that the problem of classifying all irreducible generalized Harish-Chandra modules could be tractable. In this paper, we review the recent success with the case when is a Cartan subalgebra. We also review the recent determination of which reductive in subalgebras are essential to a classification. Finally, we present in detail the emerging picture for the case when is a principal 3-dimensional subalgebra.     

Interpolation by Rational Functions with Nodes on the Unit Circle

From the Erds–Turán theorem, it is known that if f is a continuous function on and L _n (f, z) denotes the unique Laurent polynomial interpolating f at the (2 n + 1)th roots of unity, then Several years later, Walsh and Sharma produced similar result but taking into consideration a function analytic in and continuous on and making use of algebraic interpolating polynomials in the roots of unity.In this paper, the above results will be generalized in two directions. On the one hand, more general rational functions than polynomials or Laurent polynomials will be used as interpolants and, on the other hand, the interpolation points will be zeros of certain para-orthogonal functions with respect to a given measure on .     

On the asymptotic behaviour of the free gas and its fluctuations in the hydrodynamical limit

We consider the time evolved states of the free motion _t (q, v)=(q+tv,v),q,v ^d , starting in some non-equilibrium state and look at the associated processX _t of fluctuations of the actual number _t/ () of particles of the realization in with velocities inB at timet/ around its mean as 0 (i.e., in the hydrodynamic limit). It is shown that under natural conditions on the initial state , especially a mixing condition in the space variables, for eacht the laws of the fluctuations become Gaussian in the hydrodynamic limit in the following sense: as 0, where denotes weak convergence and is a centered Gaussian state, which is translation invariant in the space variables. Furthermore the time evolution is also given by the free motion in the sense that On the other hand we shall see that ast, whereP _z× is the Poisson process with intensity measurez·×, i.e., the equilibrium state for the free motion with particle densityz and velocity distribution . In the hydrodynamic limit this behaviour corresponds to the ergodic theorem for the fluctuation process: ast. Here is a centered Gaussian state describing the equilibrium fluctuations, i.e., the fluctuations ofP _z× . Thus we prove the central limit theorem for the ideal gas: fluctuations are Gaussian even in non-equilibrium. The proofs rest on an adaption of the method of moments for sequences of generalized fields.     

Almost Fredholm operators in von Neumann algebras

LetA be a von Neumann algebra,J be the ideal of compact operators relative toA and letF ₊ be the left-Fredholm class ofA. We call almost left-Fredholm the class = {A A: if P A is a projection and AP J then P J}. Then and the inclusion is proper unlessA is semifinite and has a non-large center. satisfies all of the algebraic properties ofF ₊ but it is generally not open. IfA is semifinite then A iff there are central projectionsG with G = I such that AG F₊(AG). Let :A A/J. Then the left almost essential spectrum ofA A, , coincides with the set of eigenvalues of (A)     

The Bellman equation for time-optimal control of noncontrollable,nonlinear systems

For a general nonlinear system and closed target set we study the value functions and of the control problems of reaching and, respectively, its interior, in minimum time. Under no controllability assumptions on the system, we characterize them as, respectively, the minimal viscosity supersolution and the maximal viscosity subsolution of the Bellman equation with appropriate boundary conditions. Then we prove that is the unique upper semicontinuous complete solution of such a boundary value problem, which means in particular that the (completed) graph of contains the graph of any solution, as well as all the limits of reasonable approximating sequences. We give some applications to verifications theorems and to the stability of the minimum time function with respect to general perturbations.The authors are partially supported by the Italian National Projects Equazioni di evoluzione e applicazioni fisico-matematiche and Equazioni differenziali e calcolo delle variazioni, respectively.     

Length of the period of a quadratic irrational

Let be a real quadratic irrational of discriminant D=f²D_i>0, where D_i is the fundamental discriminant of the field and h are the character and the number of classes of the field, respectively, and proves the following estimate for the length l of the period of the expansion of into a continued fraction: where =1 if f=1 and =2 if f>1. A. S. Pen and B. F. Skubenko (Mat. Zametki, 5, No. 4, 413–482 (1969)) have proved this estimate in the case f=1, D₁0 (mod4).Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 82, pp. 95–99, 1979.     

A Radial Derivative with Boundary Values of the Spherical Poisson Integral

A formula of a radial derivative is obtained with the aid of derivatives with respect to and to of the functions closely connected with the spherical Poisson integral and the boundary values are determined for . The boundary values are also found for partial derivatives with respect to the Cartesian coordinates .     

Systems of PDEs Obtained from Factorization in Loop Groups

We propose a generalization of a Drinfeld–Sokolov scheme of attaching integrable systems of PDEs to affine Kac–Moody algebras. With every affine Kac–Moody algebra and a parabolic subalgebra , we associate two hierarchies of PDEs. One, called positive, is a generalization of the KdV hierarchy, the other, called negative, generalizes the Toda hierarchy. We prove a coordinatization theorem which establishes that the number of functions needed to express all PDEs of the the total hierarchy equals the rank of . The choice of functions, however, is shown to depend in a noncanonical way on . We employ a version of the Birkhoff decomposition and a 2-loop formulation which allows us to incorporate geometrically meaningful solutions to those hierarchies. We illustrate our formalism for positive hierarchies with a generalization of the Boussinesq system and for the negative hierarchies with the stationary Bogoyavlenskii equation.     

On Kolmogorov-Type Inequalities Taking into Account the Number of Changes in the Sign of Derivatives

For 2-periodic functions and arbitrary q [1, ] and p (0, ], we obtain the new exact Kolmogorov-type inequality which takes into account the number of changes in the sign of the derivatives (x ^(k)) over the period. Here, = (r – k + 1/q)/(r + 1/p), _r is the Euler perfect spline of degree r, and . The inequality indicated turns into the equality for functions of the form x(t) = a _r (nt + b), a, b R, n N. We also obtain an analog of this inequality in the case where k = 0 and q = and prove new exact Bernstein-type inequalities for trigonometric polynomials and splines.     

On Transversally Holomorphic Maps of Kählerian Foliations

Any transversally holomorphic foliated map of Kählerianfoliations with harmonic, is shown to be a transversallyharmonic map and an absolute minimum of the energy functional inits foliated homotopy class.     

Mean quadratic variations and Fourier asymptotics of self-similar measures

We show that the mean quadratic variation of a self-similar measure under certain open set condition exhibits asymptotic periodicity. Through a generalized Wiener's Tauberian Theorem, we obtain some new identities and equivalences of the mean quadratic variation of a bounded measurev and its Fourier average . They are used to sharpen some recent results of Strichartz concerning the asymptotic behavior ofH _a(T); ) asT, where is the self-similar measure as above. In the development some results concerning the open set condition are also obtained.     

On Zeros of One Class of Functions Analytic in a Half-Plane

We describe sequences of zeros of functions f 0 analytic in the half-plane and satisfying the condition where : [0; +) (0; +) is an increasing function such that the function ln (r) is convex with respect to ln r on [1; +).     

Asymptotic properties of local densities of measures generated by semimartingales

For families of probability measures (P , )) generated by semimartingales, we consider the local density)(y, )= _t (y, )) _t0 of a, measureP _y with respect to the measureP whose logarithm is the difference of a local martingale and a positive predictable increasing locally bounded process. Conditions are obtained under which the relations and hold, wherey _t depends in some way ont, while _t ast . Applications of these relations are exhibited and an example is given when the hypotheses of the theorems proved can be verified.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 48–55, 1986.     

Quasi-linear parabolic problems in L 1 with non homogeneous conditions on the boundary

We are interested in parabolic problems with L¹ data of the type