Family of multivariate generalized t distributions

In this paper, we introduce a new family of multivariate distributions as the scale mixture of the multivariate power exponential distribution introduced by Gómez et al. (Comm. Statist. Theory Methods 27(3) (1998) 589) and the inverse generalized gamma distribution. Since the resulting family includes the multivariate t distribution and the multivariate generalization of the univariate GT distribution introduced by McDonald and Newey (Econometric Theory 18 (11) (1988) 4039) we call this family as the “multivariate generalized t-distributions family”, or MGT for short. We show that this family of distributions belongs to the elliptically contoured distributions family, and investigate the properties. We give the stochastic representation of a random variable distributed as a multivariate generalized t distribution. We give the marginal distribution, the conditional distribution and the distribution of the quadratic forms. We also investigate the other properties, such as, asymmetry, kurtosis and the characteristic function.     

On a conjecture of Graham and Häggkvist with the polynomial method

A conjecture of Graham and Häggkvist states that every tree with m edges decomposes every 2m-regular graph and every bipartite m-regular graph. Let T be a tree with a prime number p of edges. We show that if the growth ratio of T at some vertex v₀ satisfies ρ(T,v₀)≥^1/2, where is the golden ratio, then T decomposes K_2p,2p. We also prove that if T has at least p/3 leaves then it decomposes K_2p,2p. This improves previous results by Häggkvist and by Lladó and López. The results follow from an application of Alon’s Combinatorial Nullstellensatz to obtain bigraceful labelings.     

Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure

In this paper we study the properties of a kurtosis matrix and propose its eigenvectors as interesting directions to reveal the possible cluster structure of a data set. Under a mixture of elliptical distributions with proportional scatter matrix, it is shown that a subset of the eigenvectors of the fourth-order moment matrix corresponds to Fisher’s linear discriminant subspace. The eigenvectors of the estimated kurtosis matrix are consistent estimators of this subspace and its calculation is easy to implement and computationally efficient, which is particularly favourable when the ratio n/p is large.     

Front Propagation Problems with Nonlocal Terms, II

We study the propagation of hyper surfaces Σ_t of ^N satisfying the equation V = h(x, Ω_t), where V is the normal velocity of Σ_t at x, Ω_t is the interior of Σ_t, and h is a given evolution law. We prove the existence of generalized solutions and an inclusion principle for these generalized solutions. Copyright 2001 Academic Press.Dans cet article nous étudions certains problèmes de propagation d'hypersurfaces Σ_t de ^N suivant des lois de la forme: V = h(x, Ω_t), où V est la vitesse normale à Σ_t en x, Ω_t est l'intérieur de Σ_t et h est une loi d'évolution. On définit une notion de solutions généralisées, et on montre l'existence de telles solutions. De plus on démontre un principe d'inclusion pour ces solutions.     

Erratum to: “The Schrödinger–Maxwell system with Dirac mass” [Ann. Inst. H. Poincaré Anal. Non Linéaire 24 (5) (2007) 773–793]

We correct the proof of [G.M. Coclite, H. Holden, The Schrödinger–Maxwell system with Dirac mass, Ann. Inst. H. Poincaré Anal. Non Linéaire 24 (5) (2007) 773–793, Lemma 4.1].     

A measure of skewness and kurtosis and a graphical method for assessing multivariate normality

Using principal components, a measure of skewness and kurtosis is developed for multivariate populations. The sample analogues of these measures are proposed as tests of multivariate normality. Also, a graphical method is presented for assessing multivariate normality.     

The space of solutions to the Hessian one equation in the finitely punctured plane

We construct the space of solutions to the elliptic Monge–Ampère equation det(D²)=1 in the plane with n points removed. We show that, modulo equiaffine transformations and for n>1, this space can be seen as an open subset of , where the coordinates are described by the conformal equivalence classes of once punctured bounded domains in of connectivity n−1. This approach actually provides a constructive procedure that recovers all such solutions to the Monge–Ampère equation, and generalizes a theorem by K. Jörgens.     

Fourier multipliers of classical modulation spaces

Based on the observation that translation invariant operators on modulation spaces are convolution operators we use techniques concerning pointwise multipliers for generalized Wiener amalgam spaces in order to give a complete characterization of the Fourier multipliers of modulation spaces. We deduce various applications, among them certain convolution relations between modulation spaces, as well as a short proof for a generalization of the main result of a recent paper by Bènyi et al., see [À. Bènyi, L. Grafakos, K. Gröchenig, K.A. Okoudjou, A class of Fourier multipliers for modulation spaces, Appl. Comput. Harmon. Anal. 19 (1) (2005) 131–139]. Finally, we show that any function with ([d/2]+1)-times bounded derivatives is a Fourier multiplier for all modulation spaces with p(1,∞) and q[1,∞].     

On the pullback equation

We discuss the existence of a diffeomorphism such that

φ^*(g)=f

where are closed differential forms and 2kn. Our main results (the case k=n having been handled by Moser [J. Moser, On the volume elements on a manifold, Trans. Amer. Math. Soc. 120 (1965) 286–294] and Dacorogna and Moser [B. Dacorogna, J. Moser, On a partial differential equation involving the Jacobian determinant, Ann. Inst. H. Poincaré Anal. Non Linéaire 7 (1990) 1–26]) are that

– when n is even and k=2, under some natural non-degeneracy condition, we can prove the existence of such diffeomorphism satisfying Dirichlet data on the boundary of a bounded open set and the natural Hölder regularity; at the same time we get Darboux theorem with optimal regularity;

– we are also able to handle the degenerate cases when k=2 (in particular when n is odd), k=n−1 and some cases where 3kn−2.

Multivariate measures of skewness for the skew-normal distribution

The main objective of this work is to calculate and compare different measures of multivariate skewness for the skew-normal family of distributions. For this purpose, we consider the Mardia (1970) [10], Malkovich and Afifi (1973) [9], Isogai (1982) [17], Srivastava (1984) [15], Song (2001) [14], Móri et al. (1993) [11], Balakrishnan et al. (2007) [3] and Kollo (2008) [7] measures of skewness. The exact expressions of all measures of skewness, except for Song’s, are derived for the family of skew-normal distributions, while Song’s measure of shape is approximated by the use of delta method. The behavior of these measures, their similarities and differences, possible interpretations, and their practical use in testing for multivariate normal are studied by evaluating their power in the case of some specific members of the multivariate skew-normal family of distributions.     

Algebras, Projective Geometry, Mathematical Logic, and Constructing the World: Intersections in the Philosophy of Mathematics of A. N. Whitehead

A. N. Whitehead (1861–1947) contributed notably to the foundations of pure and applied mathematics, especially from the late 1890s to the mid 1920s. An algebraist by mathematical tendency, he surveyed several algebras in his book Universal Algebra (1898). Then in the 1900s he joined Bertrand Russell in an attempt to ground many parts of mathematics in the newly developing mathematical logic. In this connection he published in 1906 a long paper on geometry, space and time, and matter. The main outcome of the collaboration was a three-volume work, Principia Mathematica (1910–1913): he was supposed to write a fourth volume on parts of geometries, but he abandoned it after much of it was done. By then his interests had switched to educational issues, and especially to space and time and relativity theory, where his earlier dependence upon logic was extended to an ontology of events and to a general notion of “process,” especially in human experience. These innovations led to somewhat revised conceptions of logic and of the philosophy of mathematics. © 2002 Elsevier Science (USA).A. N. Whitehead (1861–1947) contribuiu de forma marcante para os Fundamentos da Matemática Pura e Aplicada, especialmente entre o fim da década de 1890 e meados da década de 1920. Sendo um algebrista na sua vertente matemática, fez um levantamento de diversas álgebras no seu livro Universal Algebra (1898). Pouco depois de 1900 juntou-se a Bertrand Russell numa tentativa para basear várias partes da matemática sobre a lógica matemática, que se começava então a desenvolver. Nesse âmbito publicou em 1906 um longo artigo sobre geometria, espaço e tempo, e matéria. O principal resultado da colaboração foi um trabalho em três volumes, Principia Mathematica (1910–1913): estava previsto que Whitehead escrevesse um quarto volume sobre aspectos das geometrias, mas abandonou-o depois de uma boa parte já estar escrita. Por essa altura os seus interesses tinham-se voltado para questões educacionais; especialmente para o espaço e o tempo e para a teoria da relatividade, onde a sua anterior dependência da lógica se estendeu a uma ontologia de acontecimentos e a uma noção geral de “processo” especialmente na experiência humana. Estas inovações levaram a concepções um pouco revistas da lógica e da filosofia da matemática. © 2002 Elsevier Science (USA).MSC 1991 subject classifications: 00A30; 01A60; 03-03; 03A05.     

Approximation mit einer erweiterten Klasse von Exponentialsummen

Wir behandeln das Problem, eine stetige Funktion f im Intervall [0, 1] mit einer erweiterten Klasse von Exponentialsummen gleichmäβig zu approximieren. Die Klasse V_n^τ(S) besteht dabei aus allen reellwertigen Lösungen von homogenen, linearen Differentialgleichungen n-ter Ordnung mit konstanten Koeffizienten, bei denen das charakteristische Polynom nur Nullstellen in einer Menge S der komplexen Zahlen besitzt. Wir geben einen sehr kurzen Beweis dafür, daβ jede solche Summe n-ter Ordnung höchstens n − 1 Nullstellen in [0, 1] besitzt, wenn die Frequenzen im Streifen T={λC:|Imλ|<π} liegen. Bei Beschränkung auf T={λC:0<|Imλ|≤π} läβt sich eine Minimallösung notwendig und hinreichend charakterisieren durch eine Alternante der Länge n + k + 1 und die Minimallösung ist eindeutig bestimmt, falls die Frequenzen im Innern von T^* liegen.     

Approximation by Nörlund means of Walsh-Fourier series

We study the rate of approximation by Nörlund means for Walsh-Fourier series of a function in L^p and, in particular, in Lip(α, p) over the unit interval [0, 1), where α > 0 and 1 p ∞. In case p = ∞, by L^p we mean C_W, the collection of the uniformly W-continuous functions over [0, 1). As special cases, we obtain the earlier results by Yano, Jastrebova, and Skvorcov on the rate of approximation by Cesàro means. Our basic observation is that the Nörlund kernel is quasi-positive, under fairly general assumptions. This is a consequence of a Sidon type inequality. At the end, we raise two problems.     

Noyaux potentiels associés à une filtration

We study from the point of view of potential theory some operators V which are “integrals of martingales” and noteworthy the formula (I + V)⁻¹ = I − N where N is a submarkovian kernel. We give an explicit expression of N when the filtration is finite and get the general case with an usual approximation procedure. Some links are made with the matrix theory (ultrametric and Stieltjes matrices) and the graph theory (flows and capacities) when the space is finite.

Résumé

On étudie, du point de vue de la théorie du potentiel, des opérateurs V du type “intégrales de martingale”, et notamment la formule (I + V)⁻¹ = I − N où N est un noyau sous-markovien. On donne une expression explicite de N dans le cas d'une filtration finie, et on traite le cas général par un procédé d'approximation usuel. On fait le lien avec la théorie des matrices (matrices ultramétriques et de Stieltjes) et la théorie des graphes (flots et capacités) quand l'espace est fini.     

The Influence of Positivism on the Teaching of Mathematics in Brazil: 1870–1930

This article describes the strong influence of positivism on the teaching of mathematics in Brazil. The dissemination of positivism occurred in a very intensive way from 1870 to 1930, due mainly to the strong leadership of teachers at the military and engineering academies. From its firmly entrenched position in these institutions, the positivistic ideology affected the social, political, pedagogical, and ideological life in Brazil. Here, I identify the main representatives of positivism, who focused their research on Auguste Comte's concept of mathematics. They oriented curricula and programs according to Comte's principles as well as produced mathematics with a distinct positivist bent. Although a marked decline occurred after 1930, the positivistic phenomenon was not exhausted as a research topic, and, indeed, it still has not been entirely extinguished in Brazilian life. Copyright 1999 Academic Press.Este trabalho descreve a forte influência do positivismo no ensino da Matemática no Brasil. A difusão do positivismo aconteceu de forma muita intensa entre 1870 e 1930, devido principalmente a atuação dos docentes-militares, que mantinham uma liderança forte nas academias militares e de engenharia. Nestas instituições a ideologia positivista encontrou uma forte sustentação e pode, então, ter efeitos na vida social, polı́tica, pedagógica e ideológica brasileira. Identificamos os principais representantes do positivismo no cı́rculo acadêmico. Detectamos as primeiras manifestações da concepção de Matemática de Auguste Comte em livros-texto. Identificamos a orientação de currı́culos e programas segundo os preceitos de Comte e analisamos principalmente as obras de Matemática de autores positivistas. O declı́nio do positivismos depois de 1930 também é registrado. O fenômeno positivismo não foi esgotado como tema de pesquisa e tudo indica que ainda não se extinguiu completamente da vida brasileira. Copyright 1999 Academic Press.MSC 1991 subject classifications: 01A55, 01A70.     

A Generalized φ-Divergence for Asymptotically Multivariate Normal Models

I. Csiszár's (Magyar. Tud. Akad. Mat. Kutató Int. Közl8 (1963), 85–108) -divergence, which was considered independently by M. S. Ali and S. D. Silvey (J. R. Statist. Soc. Ser. B28 (1966), 131–142) gives a goodness-of-fit statistic for multinomial distributed data. We define a generalized φ-divergence that unifies the -divergence approach with that of C. R. Rao and S. K. Mitra (“Generalized Inverse of Matrices and Its Applications,” Wiley, New York, 1971) and derive weak convergence to a χ² distribution under the assumption of asymptotically multivariate normal distributed data vectors. As an example we discuss the application to the frequency count in Markov chains and thereby give a goodness-of-fit test for observations from dependent processes with finite memory.     

Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance

We construct a broad class of generalized Bayes minimax estimators of the mean of a multivariate normal distribution with covariance equal to σ²I_p, with σ² unknown, and under the invariant loss δ(X)−θ²/σ². Examples that illustrate the theory are given. Most notably it is shown that a hierarchical version of the multivariate Student-t prior yields a Bayes minimax estimate.     

Coboundaries in

Let T be an ergodic automorphism of a probability space, f a bounded measurable function, . It is shown that the property that the probabilities μ(|S_n(f)|>n) are of order n^−p roughly corresponds to the existence of an approximation in L^∞ of f by functions (coboundaries) g−g○T, gL^p. Similarly, the probabilities μ(|S_n(f)|>n) are exponentially small iff f can be approximated by coboundaries g−g○T where g have finite exponential moments.

Résumé

Soit T un automorphisme ergodique d'un espace probabilisé, f une fonction bornée mesurable et . Une correspondance est établie entre l'existence de l'estimation des probabilités μ(|S_n(f)|>n) d'ordre n^−p et l'existence de l'approximation dans L^∞ de la fonction f par des cobords g−g○T où g est “presque” dans L^p. De manière similaire, les probabilités μ(|S_n(f)|>n) sont d'ordre e^−cn, pour un certain c>0, n=1,2… , si et seulement si f admet une approximation dans L^∞ par des cobords g−g○T avec g ayant des moments exponentiels.     

Uniform decay in a Timoshenko-type system with past history

Fernández Sare and Rivera [H.D. Fernández Sare, J.E. Muñoz Rivera, Stability of Timoshenko systems with past history, J. Math. Anal. Appl. 339 (1) (2008) 482–502] considered the following Timoshenko-type system

ρ₁φ_tt−K(φ_x+ψ)_x=0,