Correlations of functions of normal variables

Let (X₁, X₂,…, X_k, Y₁, Y₂,…, Y_k) be multivariate normal and define a matrix C by C_ij = cov(X_i, Y_j). If (i) (X₁,…, X_k) = (Y₁,…, Y_k) and (ii) C is symmetric positive definite, then 0 < varf(X₁,…, X_k) < ∞ corr(f(X₁,…, X_k),f(Y₁,…, Y_k)) > 0. Condition (i) is necessary for the conclusion. The sufficiency of (i) and (ii) follows from an infinite-dimensional version, which can also be applied to a pair of jointly normal Brownian motions.     

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.     

Continuous mappings on subspaces of products with the κ-box topology

Much of General Topology addresses this issue: Given a function fC(Y,Z) with YY^′ and ZZ^′, find , or at least , such that ; sometimes Z=Z^′ is demanded. In this spirit the authors prove several quite general theorems in the context Y^′=(X_I)_κ=∏_iIX_i in the κ-box topology (that is, with basic open sets of the form ∏_iIU_i with U_i open in X_i and with U_i≠X_i for <κ-many iI). A representative sample result, extending to the κ-box topology some results of Comfort and Negrepontis, of Noble and Ulmer, and of Hušek, is this. Theorem Let ωκα (that means: κ<α, and [β<α and λ<κ]β^λ<α) with α regular, be a set of non-empty spaces with each d(X_i)<α, π[Y]=X_J for each non-empty JI such that |J|<α, and the diagonal in Z be the intersection of <α-many regular-closed subsets of Z×Z. Then (a) Y is pseudo-(α,α)-compact, (b) for every fC(Y,Z) there is J[I]^<α such that f(x)=f(y) whenever x_J=y_J, and (c) every such f extends to .     

On the asymptotic behaviour of a semigroup of linear operators

Let T = {T(t)}_{t ≥ 0} be a C₀-semigroup on a Banach space X. In this paper, we study the relations between the abscissa ω_Lp(T) of weak p-integrability of T (1 ≤ p < ∞), the abscissa ω^p_R(A) of p-boundedness of the resolvent of the generator A of T (1 ≤ p ≤ ∞), and the growth bounds ω_β(T), β ≥ 0, of T. Our main results are as follows.

1. (i) Let T be a C₀-semigroup on a B-convex Banach space such that the resolvent of its generator is uniformly bounded in the right half plane. Then ω_{1 − ε}(T) < 0 for some ε > 0.

2. (ii) Let T be a C₀-semigroup on L^p such that the resolvent of the generator is uniformly bounded in the right half plane. Then ω_β(T) < 0 for all β>¦1/p − 1/p′¦, 1/p + 1/p′ = 1.

3. (iii) Let 1 ≤ p ≤ 2 and let T be a weakly L^p-stable C₀-semigroup on a Banach space X. Then for all β>1/p we have ω_β(T) ≤ 0.

Further, we give sufficient conditions in terms of ω^q_R(A) for the existence of L^p-solutions and W^1,p-solutions (1 ≤ p ≤ ∞) of the abstract Cauchy problem for a general class of operators A on X.     

Implicit vector equilibrium problems with applications

Let X and Y be Hausdorff topological vector spaces, K a nonempty, closed, and convex subset of X, C : K → 2^Y a point-to-set mapping such that for any χ ε K, C(χ) is a pointed, closed, and convex cone in Y and int C(χ) ≠ 0. Given a mapping g : K → K and a vector valued bifunction f : K × K → Y, we consider the implicit vector equilibrium problem (IVEP) of finding χ^* ε K such that f g(χ^*), y) -int C(χ) for all y ε K. This problem generalizes the (scalar) implicit equilibrium problem and implicit variational inequality problem. We propose the dual of the implicit vector equilibrium problem (DIVEP) and establish the equivalence between (IVEP) and (DIVEP) under certain assumptions. Also, we give characterizations of the set of solutions for (IVP) in case of nonmonotonicity, weak C-pseudomonotonicity, C-pseudomonotonicity, and strict C-pseudomonotonicity, respectively. Under these assumptions, we conclude that the sets of solutions are nonempty, closed, and convex. Finally, we give some applications of (IVEP) to vector variational inequality problems and vector optimization problems.     

Global nonparametric estimation of conditional quantile functions and their derivatives

Let (X, Y) be a random vector such that X is d-dimensional, Y is real valued, and θ(X) is the conditional αth quantile of Y given X, where α is a fixed number such that 0 < α < 1. Assume that θ is a smooth function with order of smoothness p > 0, and set r = (p − m)/(2p + d), where m is a nonnegative integer smaller than p. Let T(θ) denote a derivative of θ of order m. It is proved that there exists estimate of T(θ), based on a set of i.i.d. observations (X₁, Y₁), …, (X_n, Y_n), that achieves the optimal nonparametric rate of convergence n^−r in L_q-norms (1 ≤ q < ∞) restricted to compacts under appropriate regularity conditions. Further, it has been shown that there exists estimate of T(θ) that achieves the optimal rate (n/log n)^−r in L_∞-norm restricted to compacts.     

Best approximation in L(μ, X), II

The object of this paper is to prove the following theorem: If Y is a closed subspace of the Banach space X, then L¹(μ, Y) is proximinal in L¹(μ, X) if and only if L^p(μ, Y) is proximinal in L^p(μ, Y) for every p, 1 < p < ∞. As an application of this result we prove that if Y is either reflexive or Y is a separable proximinal dual space, then L¹(μ, Y) is proximinal in L¹(μ, X).     

A discrete Korovkin theorem

In this paper we give a sufficient condition for the pointwise Korovkin property on B(X), the space of bounded real valued functions on an arbitrary countable set X = {x_l,…, x_j,…}. Our theorem follows from its L_p(X, μ) analogue (and conversely); here 1 p < ∞ and μ is a positive finite measure on X such that μ({x_j}) > 0 for all j.     

A Kernel Estimator of a Conditional Quantile

Let (X₁, Y₁), (X₂, Y₂), …, be two-dimensional random vectors which are independent and distributed as (X, Y). For 0<p<1, letξ(px) be the conditionalpth quantile ofYgivenX=x; that is,ξ(px)=inf{y : P(YyX=x)p}. We consider the problem of estimatingξ(px) from the data (X₁, Y₁), (X₂, Y₂), …, (X_n, Y_n). In this paper, a new kernel estimator ofξ(px) is proposed. The asymptotic normality and a law of the iterated logarithm are obtained.     

Discriminant analysis for locally stationary processes

In this paper, we discuss discriminant analysis for locally stationary processes, which constitute a class of non-stationary processes. Consider the case where a locally stationary process {X_t,T} belongs to one of two categories described by two hypotheses π₁ and π₂. Here T is the length of the observed stretch. These hypotheses specify that {X_t,T} has time-varying spectral densities f(u,λ) and g(u,λ) under π₁ and π₂, respectively. Although Gaussianity of {X_t,T} is not assumed, we use a classification criterion D( f:g), which is an approximation of the Gaussian likelihood ratio for {X_t,T} between π₁ and π₂. Then it is shown that D( f:g) is consistent, i.e., the misclassification probabilities based on D( f:g) converge to zero as T→∞. Next, in the case when g(u,λ) is contiguous to f(u,λ), we evaluate the misclassification probabilities, and discuss non-Gaussian robustness of D( f:g). Because the spectra depend on time, the features of non-Gaussian robustness are different from those for stationary processes. It is also interesting to investigate the behavior of D( f:g) with respect to infinitesimal perturbations of the spectra. Introducing an influence function of D( f:g), we illuminate its infinitesimal behavior. Some numerical studies are given.     

Direct and Inverse Problems of Baire Classification of Integrals Depending on a Parameter

We study the problem of the Baire classification of integrals g (y) = (If)(y) = ∫ _X f(x, y)dμ(x), where y is a parameter that belongs to a topological space Y and f are separately continuous functions or functions similar to them. For a given function g, we consider the inverse problem of constructing a function f such that g = If. In particular, for compact spaces X and Y and a finite Borel measure μ on X, we prove the following result: In order that there exist a separately continuous function f : X × Y → ℝ such that g = If, it is necessary and sufficient that all restrictions g| _{Y n} of the function g: Y → ℝ be continuous for some closed covering { Y _n : n ∈ ℕ} of the space Y.__________Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 11, pp. 1443–1457, November, 2004.     

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.     

Factorization of weakly continuous differentiable mappings

Given real Banach spaces X and Y, let C _wbu¹(X, Y) be the space, introduced by R.M. Aron and J.B. Prolla, of C ¹ mappings from X into Y such that the mappings and their derivatives are weakly uniformly continuous on bounded sets. We show that f ∈ C _wbu¹(X, Y) if and only if f may be written in the form f = g ∘ S, where the intermediate space is normed, S is a precompact operator, and g is a Gateaux differentiable mapping with some additional properties.     

Special uniform approximations of continuous vector-valued functions. Part II: special approximations in CX(T)CY(S)

In this paper, which is a continuation of Timofte (J. Approx. Theory 119 (2002) 291–299, we give special uniform approximations of functions from C_XY(T×S) and C_∞(T×S,XY) by elements of the tensor products C_X(T)C_Y(S), respectively C₀(T,X)C₀(S,Y), for topological spaces T,S and Γ-locally convex spaces X,Y (all four being Hausdorff).     

The limit space Cc(X,Y) and the connected components of X and Y

Let X and Y be limit spaces (in the sense of FISCHER). For f ? C(X, Y), let [f] denote the subset of C(X, Y), where the maps take the connected components of X into those of Y quite analogously to f. The subspace [f] of the continuous convergence space C_c(X, Y) is written as a product II C_c(X_i, Y_k(i)), where X_i runs through the components of X and Y_k(i) always is the component of Y which contains the set f(X_i). Sufficient conditions for the representation C_c(X, Y) = Σ [f] are given (in terms of the spaces X and Y). Some applications on limit homeomorphism groups are included.     

Twisting geometric codes

The aim of this paper is to explain how, starting from a Goppa code C(X,G,P₁,…,P_n) and a cyclic covering π:Y→X of degree m, one can twist the initial code to another one C(X,G+D_χ,P₁,…,P_n), where D_χ is a non-principal degree 0 divisor on X associated to a character χ of Gal(Y/X), in the hope that ℓ_X(G+D_χ)>ℓ_X(G). We give, using a MAGMA program, several examples where this occurs, and where both the initial and twisted codes have same minimum distance, so that initial codes have been improved.     

On the square root of a positive B( )-valued function

Let (Ω, , μ) be a measure space, a separable Banach space, and ^* the space of all bounded conjugate linear functionals on . Let f be a weak^* summable positive B( ^*)-valued function defined on Ω. The existence of a separable Hilbert space , a weakly measurable B( )-valued function Q satisfying the relation Q^*(ω)Q(ω) = f(ω) is proved. This result is used to define the Hilbert space L_2,f of square integrable operator-valued functions with respect to f. It is shown that for B⁺( ^*)-valued measures, the concepts of weak^*, weak, and strong countable additivity are all the same. Connections with stochastic processes are explained.     

Special Uniform Approximations of Continuous Vector-Valued Functions. Part I: Special Approximations in CX(T)

In this paper, we give special uniform approximations of functions u from the spaces C_X(T) and C_∞(T,X), with elements of the tensor products C_Γ(T)X, respectively C₀(T,Γ)X, for a topological space T and a Γ-locally convex space X. We call an approximation special, if satisfies additional constraints, namely supp vu⁻¹(X\{0}) and (T) co(u(T)) (resp. co(u(T){0})). In Section 3, we give three distinct applications, which are due exactly to these constraints: a density result with respect to the inductive limit topology, a Tietze–Dugundji's type extension new theorem and a proof of Schauder–Tihonov's fixed point theorem.     

A logarithmic Gauss curvature flow and the Minkowski problem

Let X₀ be a smooth uniformly convex hypersurface and f a postive smooth function in Sⁿ. We study the motion of convex hypersurfaces X(·,t) with initial X(·,0)=θX₀ along its inner normal at a rate equal to log(K/f) where K is the Gauss curvature of X(·,t). We show that the hypersurfaces remain smooth and uniformly convex, and there exists θ^*>0 such that if θ<θ^*, they shrink to a point in finite time and, if θ>θ^*, they expand to an asymptotic sphere. Finally, when θ=θ^*, they converge to a convex hypersurface of which Gauss curvature is given explicitly by a function depending on f(x).     

Pointwise Best Approximation in the Space of Strongly Measurable Functions with Applications to Best Approximation in L(μ,X)

The object of this paper is to prove the following theorem: Let Y be a closed subspace of the Banach space X, (S,Σ,μ) a σ-finite measure space, L(S,Y) (respectively, L(S, X)) the space of all strongly measurable functions from S to Y (respectively, X), and p a positive number. Then L(S,Y) is pointwise proximinal in L(S,X) if and only if L^p(μ,Y) is proximinal in L^p(μ,X). As an application of the theorem stated above, we prove that if Y is a separable closed subspace of the Banach space X, p is a positive number, then L^p(μ,Y) is proximinal in L^p(μ,X) if and only if Y is proximinal in X. Finally, several other interesting results on pointwise best approximation are also obtained.