Invariants for an adjoint action of classical groups

Let H=Sp(n) or H=O(n); and char K≠2 in the orthogonal case. We prove that an invariant algebra K[M(n)^m]^H is generated by elements σ_i(Y_j1..._j2, where every matrix Y_i either is X_i or the (symplectic) transpose of X_i. Supported by RFFR grant No. 98-01-00932. Translated fromAlgebra i Logika, Vol. 38, No. 5, pp. 549–584, September–October, 1999.     

On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements

Let {Y _i ;−∞<i<∞} be a doubly infinite sequence of independent random elements taking values in a separable real Banach space and stochastically dominated by a random variable X. Let {a _i ;−∞<i<∞} be an absolutely summable sequence of real numbers and set V _i =∑ _k=−∞^∞ a _i+k Y _i ,i≥1. In this paper, we derive that if and E|X| ^μ log  ^ρ |X|<0, for some μ (0<μ<2, μ≠1) and ρ>0 then for all ε>0. This work was partially supported by the Korean Research Foundation Grant funded by the Korean Government (KRF-2006-353-C00006, KRF-2006-251-C00026).     

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.     

Onp-absolutely summing constants of banach spaces

Given 1≦p<∞ and a real Banach spaceX, we define thep-absolutely summing constantμ _p(X) as inf{Σ _i ^=1/m |x*(x _i)|^p p Σ _i ^=1/m ‖x _i‖^p p]¹ p}, where the supremum ranges over {x*∈X*; ‖x*‖≤1} and the infimum is taken over all sets {x ₁,x ₂, …,x _m} ⊂X such that Σ _i ^=1/m ‖x _i‖>0. It follows immediately from [2] thatμ _p(X)>0 if and only ifX is finite dimensional. In this paper we find the exact values ofμ _p(X) for various spaces, and obtain some asymptotic estimates ofμ _p(X) for general finite dimensional Banach spaces. This is a part of the author’s Ph.D. Thesis prepared at the Hebrew University of Jerusalem, under the supervision of Prof. A. Dvoretzky and Prof. J. Lindenstrauss.     

相关序的进一步研究

Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more general comparison theorem is obtained.     

WAVELET ESTIMATION IN NONPARAMETRIC MODEL UNDER MARTINGALE DIFFERENCE ERRORS

§1　IntroductionConsider the following heteroscedastic regression model:Yi =g(xi) +σiei,　1≤i≤n,(1.1)whereσ2i=f(ui) ,(xi,ui) are nonrandom design points,0≤x0 ≤x1 ≤...≤xn=1and0≤u0≤u1 ≤...≤un=1,Yi are the response variables,ei are random errors,and f(·) andg(·) are unknown functions defined on closed interval[0 ,1] .It is well known thatregression model has many applications in practical problems,sothe model (1.1) and its special cases have been studied extensively. For instance,…     

Nonparametric bayesian estimation of a survival curve with dependent censoring mechanism

Summary Let (X ₁,Y ₁),..., (X _N ,Y _N ) be a random sample from a bivariate distribution functionF. Based on observing only (δ _i ,Z _i ) whereδ _i =1 ifX _i ≦X _i and =0 otherwise andZ _i =min{X _i ,Y _i } fori=1,...,n, we obtain the Bayes estimator ofF whenF is a Dirichlet process under the usual integrated squared error loss function. It should be pointed out here thatX _i andY _i neednot be independent which is the usual assumption in survival analysis models. The effect of this dependence can be seen clearly in the estimators obtained and also in the given example which illustrates the estimator when Freunds' bivariate exponential distribution is taken as the parameter of the Dirichlet process. The research of this author is supported in part by an NSF Grant MCS80-03244. The research of this author is supported by the NIH Grant NO: 1 R01 GM 28405.     

Invariant measures for certain expansive ℤ2-actions

Letp>1 be prime, and letY ⊂X=(ℤ/pℤ)^{ℤ 2}) be an infinite, closed, shift-invariant subgroup with the following properties: the restriction toY of the shift-actionσ of ℤ² onX is mixing with respect to the Haar measureλ _Y ofY, and every closed, shift-invariant subgroupZ ⊂Y is finite. We prove that every sufficiently mixing, non-atomic, shift-invariant probability measureμ onY is equal toλ _Y . The author would like to thank the Department of Mathematics, University of Vienna, for hospitality while this work was done.     

Order of magnitude bounds for expectations of Δ2-functions of generalized random bilinear forms

Let Φ be a symmetric function, nondecreasing on [0,∞) and satisfying a Δ₂ growth condition, (X ₁,Y ₁), (X ₂,Y ₂),…,(X _n ,Y _n ) be arbitrary independent random vectors such that for any given i either Y _i =X _i or Y _i is independent of all the other variates. The purpose of this paper is to develop an approximation of

Minimal entropy and simplicial volume

We prove that MinEnt (Y) ∥Y∥ = MinEnt(X) ∥X∥, for manifolds Y whose fundamental group is a subexponential extension of the fundamental group of some negatively curved, locally symmetric manifold X. This is a particular case of a more general result holding for an arbitrary representation ρ : π₁ (Y) →π₁ (X), which relates the minimal entropy and the simplicial volume of X to some invariants of the couple (Y, ker (ρ)). Then, we discuss some applications to the minimal volume problem and to Einstein metrics. Received: 23 December 1998     

A full-invariant theorem and some applications

Let (X,τ₁) and (Y,τ₂) be two Hausdorff locally convex spaces with continuous duals X′ and Y′, respectively, L(X,Y) be the space of all continuous linear operators from X into Y, K(X,Y) be the space of all compact operators of L(X,Y). Let WOT and UOT be the weak operator topology and uniform operator topology on K(X,Y), respectively. In this paper, we characterize a full-invariant property of K(X,Y); that is, if the sequence space λ has the signed-weak gliding hump property, then each λ-multiplier WOT-convergent series ∑_iT_i in K(X,Y) must be λ-multiplier convergent with respect to all topologies between WOT and UOT if and only if each continuous linear operator T :(X,τ₁)→(λ^β,σ(λ^β,λ)) is compact. It follows from this result that the converse of Kalton's Orlicz–Pettis theorem is also true.     

ON THE UNIFORM CONSISTENCY OF THEKAPLAN-MEIER ESTIMATOR UNDER HEAVY CENSORING

Let X,i.i.d. and Y1i. i.d. be two sequences of random variables with unknown distribution functions F(x) and G(y) respectively. X, are censored by Y1. In this paper we study the uniform consistency of the Kaplan-Meier estimator under the case ey=sup(t:F(t)＜1)＞to=sup(t2G(t)＜1) The sufficient condition is discussed.     

On nonrational divisors over non-Gorenstein terminal singularities

Let (X, o) be a germ of a 3-dimensional terminal singularity of index m ≥ 2. If (X, o) has type cAx/4, cD/3-3, cD/2-2, or cE/2, then we assume that the standard equation of X in ℂ⁴/ℤ _m is nondegenerate with respect to its Newton diagram. Let π: Y → X be a resolution. We show that there are at most 2 nonrational divisors E _i , i = 1, 2, on Y such that π(E _i ) = o and the discrepancy a(E _i , X) is at most 1. When such divisors exist, we describe them as exceptional divisors of certain blowups of (X, o) and study their birational type. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 11, No. 2, pp. 169–184, 2005.     

Estimating the ratio of two scale parameters: a simple approach

We describe a simple approach for estimating the ratio ρ = σ ₂/σ ₁ of the scale parameters of two populations from a decision theoretic point of view. We show that if the loss function satisfies a certain condition, then the estimation of ρ reduces to separately estimating σ ₂ and 1/σ ₁. This implies that the standard estimator of ρ can be improved by just employing an improved estimator of σ ₂ or 1/σ ₁. Moreover, in the case where the loss function is convex in some function of its argument, we prove that such improved estimators of ρ are further dominated by corresponding ones that use all the available data. Using this result, we construct new classes of double-adjustment improved estimators for several well-known convex as well as non-convex loss functions. In particular, Strawderman-type estimators of ρ in general models are given whereas Shinozaki-type estimators of the ratio of two normal variances are briefly treated.     

L1-optimal estimates for a regression type function in R

Let X₁, X₂, …, X_n be random vectors that take values in a compact set in R^d, d ≥ 1. Let Y₁, Y₂, …, Y_n be random variables (“the responses”) which conditionally on X₁ = x₁, …, X_n = x_n are independent with densities f(y | x_i, θ(x_i)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θ_q,d of real valued functions, an optimal L₁-consistent estimator of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θ_q,d.     

Estimation of the variance for strongly mixing sequences

Abstract. Let {Xn,n≥1} be a stationary strongly mixing random sequence satisfying EX1=u,     

The total reducibility order of a polynomial in two variables

LetK be an algebraically closed field of characteristic zero. ForA ∈K[x, y] let σ(A) = {λ ∈K:A − λ is reducible}. For λ ∈ σ(A) letA − λ = ∏ _i=1 ^n(λ) A _iλ ^k _μ whereA _iλ are distinct primes. Let ϱ_λ(A) =n(λ) − 1 and let ρ(A) = Σ_λɛσ(A)ϱ_λ(A). The main result is the following: Theorem.If A ∈ K[x, y] is not a composite polynomial, then ρ(A) < degA.     

Motivic equivalence of quadratic forms. II

Let F be a field of characteristic ≠2 and φ be a quadratic form over F. By X _φ we denote the projective variety given by the equation φ=0. For each positive even integer d≥8 (except for d=12) we construct a field F and a pair φ, ψ of anisotropic d-dimensional forms over F such that the Chow motives of X _φ and X _ψ coincide but . For a pair of anisotropic (2 ^{n -1})-dimensional quadrics X and Y, we prove that existence of a rational morphism Y→X is equivalent to existence of a rational morphism Y→X. Received: 27 September 1999 / Revised version: 27 December 1999     

A characterization of limiting distributions of estimators in an autoregressive process

Summary Let the random variablesX ₁,X ₂, ...,X _n be generated by the first-order autoregressive modelX _i =θX _i−1 +e _i wheree _i ,i=1, 2, ...,n, are i.i.d. random variables with mean zero, variance σ², and with unspecified density functiong(·). In the present paper we obtain a characterization of limiting distributions of nonparametric and parametric estimators of θ as well as a local asymptotic minimax bound of the risks of estimators.     

A generalization of peripherally-multiplicative surjections between standard operator algebras

Let A and B be standard operator algebras on Banach spaces X and Y, respectively. The peripheral spectrum σ_π (T) of T is defined by σ_π (T) = z ∈ σ(T): |z| = max_w∈σ(T) |w|. If surjective (not necessarily linear nor continuous) maps φ, ϕ: A → B satisfy σ_π (φ(S)ϕ(T)) = σ_π (ST) for all S; T ∈ A, then φ and ϕ are either of the form φ(T) = A ₁ TA ₂ ⁻¹ and ϕ(T) = A ₂ TA ₁ ⁻¹ for some bijective bounded linear operators A ₁; A ₂ of X onto Y, or of the form φ(T) = B ₁ T*B ₂ ⁻¹ and ϕ(T) = B ₂ T*B ⁻¹ for some bijective bounded linear operators B ₁;B ₂ of X* onto Y.