On characterization of probability distributions by means of independent statistics

Summary The probability density functions f_k(x_k)=A_k|x_k|^p _k−1 e^−aφ _k(x_k) of independent random variables x₀, x₁, ..., x_n, are characterized by independence of two functions of them. Entrata in Redazione il 12 aprile 1969.     

Estimates of Freud-Christoffel functions for some weights with the whole real line as support

Upper and lower bounds for generalized Christoffel functions, called Freud-Christoffel functions, are obtained. These have the form λ_n,p(W,j,x) = infPW_Lp(R)/|P^(j)(X)| where the infimum is taken over all polynomials P(x) of degree at most n − 1. The upper and lower bounds for λ_n,p(W,j,x) are obtained for all 0 < p ∞ and J = 0, 1, 2, 3,… for weights W(x) = exp(−Q(x)), where, among other things, Q(x) is bounded in [− A, A], and Q″ is continuous in β(−A, A) for some A > 0. For p = ∞, the lower bounds give a simple proof of local and global Markov-Bernstein inequalities. For p = 2, the results remove some restrictions on Q in Freud's work. The weights considered include W(x) = exp(− ¦x¦^α/2), α > 0, and W(x) = exp(− exp(¦x¦)), > 0.     

Existence of Solutions to a Singular Initial Value Problem

Under the sign assumptions we investigate the global existence of solutions of the initial value problem x＇ =f（t, x, x＇）, x（0） = A, where the scalar function f（t, x,p） may be singular at x = A.     

Crossing properties of graph reliability functions

Let G be a graph and p ϵ (0, 1). Let A(G, p) denote the probability that if each edge of G is selected at random with probability p then the resulting spanning subgraph of G is connected. Then A(G, p) is a polynomial in p. We prove that for every integer k ≥ 1 and every k‐tuple (m₁, m₂, … ,m_k) of positive integers there exist infinitely many pairs of graphs G₁ and G₂ of the same size such that the polynomial A(G₁, p) − A(G₂, p) has exactly k roots x₁ < x₂ < ··· < x_k in (0, 1) such that the multiplicity of x_i is m_i. We also prove the same result for the two‐terminal reliability polynomial, defined as the probability that the random subgraph as above includes a path connecting two specified vertices. These results are based on so‐called A‐ and T‐multiplying constructions that are interesting in themselves. © 2000 John Wiley & Sons, Inc. J Graph Theory 35: 206–221, 2000     

On the rate of convergence of the maximum likelihood estimator of a <Emphasis Type="Italic">k</Emphasis>-monotone density

Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0, A] are obtained under both the Hellinger distance and the L ^p (Q) distance, where 1 ⩽ p < ∞ and Q is a probability measure on [0,A]. The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density. This work was supported by National Science Foundation of USA (Grant No. DMS-0405855, DMS-0804587)     

Exact Penalty Functions for Constrained Minimization Problems via Regularized Gap Function for Variational Inequalities

By using the regularized gap function for variational inequalities, we introduce a new penalty function P _α(x) for the problem of minimizing a twice continuously differentiable function in a closed convex subset of the n-dimensional space . Under certain assumptions, it is shown that any stationary point of the penalty function P _α(x) satisfies the first-order optimality condition of the original constrained minimization problem, and any local (or global) minimizer of P _α(x) on is a locally (or globally) optimal solution of the original optimization problem.     

Finite‐difference approximation for the u(k)‐derivative with O(hM−k+1) accuracy: An analytical expression

An approximation of function u(x) as a Taylor series expansion about a point x₀ at M points x_i, ～ i = 1,2,…,M is used where x_i are arbitrary‐spaced. This approximation is a linear system for the derivatives u^(k) with an arbitrary accuracy. An analytical expression for the inverse matrix A ^?1 where A = [A_ik] = (x_i ? x₀)^k is found. A finite‐difference approximation of derivatives u^(k) of a given function u(x) at point x₀ is derived in terms of the values u(x_i). © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

The Inverse Spectral Problem for the Sturm-Liouville Operators with Discontinuous Coefficients

We study the inverse spectral problem for the Sturm–Liouville operator whose piecewise constant coefficient A(x) has discontinuity points x _k , k=1,...,n, and jumps A _k =A(x _k +0)/A(x _k -0). We show that if the discontinuity points x ₁,...,x _n are noncommensurable, i.e., none of their linear combinations with integer coefficients vanishes; then the spectral function of the operator determines all discontinuity points x _k and jumps A _k uniquely. We give an algorithm for finding x _k and A _k in finitely many steps.     

Transformations preserving normality and Wishart-ness

Let R^n×p, (n), Gl(p) and ₊(p) denote respectively the set of n×p matrices, the set of n×n orthogonal matrices, the set of p×p nonsingular matrices and the set of p × p positive definite matrices. In this paper, it is first shown that a bijective and bimeasurable transformation (BBT) g on R^p≡R^p×1 preserving the multivariate normality of N_p(μ, Σ) for fixed μ=μ₁, μ₂ (μ₁≠μ₂) and for all Σ ₊(p) is of the form g(x)=Ax+b a.e. for some (A, b)Gl(p)×R^p. Second, a BBT g on R^n×p preserving the form for certain 's and all Σ ₊(p) is shown to be of the form g(x)=QxA+E a.e. for some (Q, A, E) (n)×Gl(p)×R^n×p. Third, a BBT h on ₊(p) preserving the Wishart-ness of W_p(Σ, m) (m≥p) for all Σ ₊(p) is shown to be of the form h(w)=A′wA a.e. for some AGl(p). Fourth, a BBT k(x, w)=(k₁(x, w), k₂(x, w)) on R^n×p× ₊(p) which preserves the form of for certain 's and all Σ ₊(p) is shown to be of the form k(x, w)=(QxA+E, A′wA) a.e. for some (Q, A, E) (n)×Gl(p)×R^n×p.     

Some Properties of Bent Functions

First, this paper discusses and sums up some properties of a pair of functions p（x）, q（x） that makes （y ＋ 1）p（x） ＋ yq（x） into a bent function. Then it discusses the properties of bent functions. Also, the upper and lower bounds of the number of bent functions on GF（2）2k are discussed.     

An Example of a Fast-Decreasing (<Emphasis Type="Italic">p</Emphasis>, <Emphasis Type="Italic">A</Emphasis>)-Lacunary Function

A function analytic in the unit disk is called (p, A)-lacunary if the inequalities n _k Ak ^p hold for all k 0 with some 1 < p < and A > 0. In this paper, for 1 < p < 2 and A > 0, we construct a (p, A)-lacunary function f _1,p,A (z) decreasing as x 1 – 0 at a rate close to the optimal rate for (p, A)-lacunary functions. Bibliography: 6 titles.     

Schur multiplier characterization of a class of infinite matrices

Let B _w (ℓ ^p ) denote the space of infinite matrices A for which A(x) ∈ ℓ ^p for all x = {x _k } _k=1^∞ ∈ ℓ ^p with |x _k | ↘ 0. We characterize the upper triangular positive matrices from B _w (ℓ ^p ), 1 < p < ∞, by using a special kind of Schur multipliers and the G. Bennett factorization technique. Also some related results are stated and discussed.     

A Class of Augmented Filled Functions

The filled function method is an effective approach to find the global minimizer. Two of the recently proposed filled functions are H(X) and L₂(X). Although their numerical behavior is acceptable, they are not defined everywhere. This paper proposes a class of augmented filled functions with improved analyticity. Issues covered in the presented work include: theoretical properties, convergence analysis, geometric interpretation, algorithms, and numerical experiments. The overall performance of the new approach is comparable to the recently proposed ones.     

The continuity of superposition operators on some sequence spaces defined by moduli

Let λ and μ be solid sequence spaces. For a sequence of modulus functions Φ = (ϕ k) let λ(Φ) = {x = (x _k ): (ϕk(|x _k |)) ∈ λ}. Given another sequence of modulus functions Ψ = (ψ_k), we characterize the continuity of the superposition operators P _f from λ(Φ) into μ (Ψ) for some Banach sequence spaces λ and μ under the assumptions that the moduli ϕk (k ∈ ℕ) are unbounded and the topologies on the sequence spaces λ(Φ) and μ(Ψ) are given by certain F-norms. As applications we consider superposition operators on some multiplier sequence spaces of Maddox type. This research was supported by Estonian Science Foundation Grant 5376.     

Regressions and monotone chains: A ramsey-type extremal problem for partial orders

Aregression is a functiong from a partially ordered set to itself such thatg(x)≦x for allz. Amonotone k-chain is a chain ofk elementsx ₁<x ₂ <...<x _k such thatg(x ₁)≦g(x ₂)≦...≦g(x _k ). If a partial order has sufficiently many elements compared to the size of its largest antichain, every regression on it will have a monotone (k + 1)-chain. Fixingw, letf(w, k) be the smallest number such that every regression on every partial order with size leastf(w, k) but no antichain larger thanw has a monotone (k + 1)-chain. We show thatf(w, k)=(w+1) ^k . Dedicated to Paul Erdős on his seventieth birthday Research supported in part by the National Science Foundation under ISP-80-11451.     

A General Duality Scheme for Nonconvex Minimization Problems with a Strict Inequality Constraint

We establish a duality formula for the problem Minimize f(x)+g(x) for h(x)+k(x)<0 where g, k are extended-real-valued convex functions and f, h belong to the class of functions that can be written as the lower envelope of an arbitrary family of convex functions. Applications in d.c. and Lipschitzian optimization are given.     

Singular and nonsingular first-order initial value problems

Under barrier strip type arguments we investigate the existence of global solutions to the initial value problem x^′=f(t,x,x^′), x(0)=A, where the scalar function f(t,x,p) may be singular at x=A.     

Representations for the first associated q-classical orthogonal polynomials

Let {p_k(x; q)} be any system of the q-classical orthogonal polynomials, and let be the corresponding weight function, satisfying the q-difference equation D_q(σ)=τ, where σ and τ are polynomials of degree at most 2 and exactly 1, respectively. Further, let {p_k⁽¹⁾(x;q)} be associated polynomials of the polynomials {p_k(x; q)}. Explicit forms of the coefficients b_n,k and c_n,k in the expansions

are given in terms of basic hypergeometric functions. Here _k(x) equals x^k if σ⁺(0)=0, or (x;q)_k if σ⁺(1)=0, where σ⁺(x)σ(x)+(q−1)xτ(x). The most important representatives of those two classes are the families of little q-Jacobi and big q-Jacobi polynomials, respectively.Writing the second-order nonhomogeneous q-difference equation satisfied by p_n−1⁽¹⁾(x;q) in a special form, recurrence relations (in k) for b_n,k and c_n,k are obtained in terms of σ and τ.     

A numerical algorithm for nonlinear parabolic equations with highly oscillating coefficients

A numerical algorithm is constructed for the solution to a class of nonlinear parabolic operators in the case of homogenization. We consider parabolic operators of the form d/dt + A_ϵ, where A_ϵ is monotone. More precisely, we consider the case when A_ϵu=−div (a(x/ϵ, e/ϵ^k) |Du|^p−2Du), where p≥2 and k>0. © 1996 John Wiley & Sons, Inc.     

The Hilbert Scheme Parameterizing Finite Length Subschemes of the Line with Support at the Origin

We introduce symmetrizing operators of the polynomial ring A[x] in the variable x over a ring A. When A is an algebra over a field k these operators are used to characterize the monic polynomials F(x) of degree n in A[x] such that A _k k[x]_(x)/(F(x)) is a free A-module of rank n. We use the characterization to determine the Hilbert scheme parameterizing subschemes of length n of k[x]_(x).