相协样本半参数回归模型估计的矩相合性

考虑半参数回归模型Y(j) (xin,tin) =tinβ g(xin) e(j) (xin) ,1 ≤j≤m ,1 ≤i≤n .利用最小二乘法和权函数估计方法 ,定义 β ,g的估计量βm ,n和gm ,n(x) ,在负相依样本及较弱的条件下证明了这些估计的矩相合性 ,这些结论推广和改进了胡舒合 ( 1 997)关于独立情形的相应结论 .     

NA误差下半参数回归模型估计的相合性

对半参数回归模型:Y(xin,tin)=tinb+g(xin)+e(xin),1≤j≤m,1≤i≤n,本文在NA相依样本下讨论了g的加权估计及b的最小二乘估计的强相合性与r(>2)阶平均相合性,使得文献犤2犦在独立样本下的相应结果得到推广     

NA样本部分线性模型估计的强相合性

考虑回归模型:Y~((j))(x_(in),t_(in))=t_(in)β+g(x_(in))+σ_(in)e~((j))(x_(in)),1≤j≤m,1≤i≤n,其中σ_(in)~2=f(u_(in)),(x_(in),t_(in),u_(in))为固定非随机设计点列,β是未知待估参数,g(·)和f(·)是未知函数,误差{e~((j))(x_(in))}是均值为零的NA变量.给出基于g(·)和f(·)一类非参数估计的β的最小二乘估计和加权最小二乘估计,并在适当条件下得到了它们的强相合性.     

The Consistency for the Estimators of Semiparametric Regression Model with Dependent Samples

For the semiparametric regression model:Y^(j)(x_in,t_in)=t_inβ+g(x_in)+e^(j)(x_in),1≤j≤k,1≤i≤n,where t_in∈R and x(in)∈Rpare known to be nonrandom,g is an unknown continuous function on a compact set A in R^p,e^j(x_in)are m-extended negatively dependent random errors with mean zero,Y^(j)(x_in,t_in)represent the j-th response variables which are observable at points xin,tin.In this paper,we study the strong consistency,complete consistency and r-th(r>1)mean consistency for the estimatorsβ_k,nand g__k,nofβand g,respectively.The results obtained in this paper markedly improve and extend the corresponding ones for independent random variables,negatively associated random variables and other mixing random variables.Moreover,we carry out a numerical simulation for our main results.     

Boundedness of generalized higher commutators of Marcinkiewicz integrals

Let (b) ＝ (b1,…,bm) be a finite family of locally integrable functions. Then,we introduce generalized higher commutator of Marcinkiwicz integral as follows:μ(b)Ω=(∫∞o|F(b)Ω,t(f)(x)|2et/t)1/2,whereF(b)Ω(f)(x)＝1/t∫|x-y|≤tΩ(x-y)/|x-y|n-1m∏j=1(bj(x)-bj(y))f(y)dy.When bj ∈(A)βj, 1≤j≤m, 0＜βj＜1,m∑j=1βj =β＜n, and Ω is homogeneous of degree zero and satisfies the cancelation condition, we prove that μ(b)Ω is bounded from Lp(Rn)to Ls(Rn), where 1 ＜ p ＜ n/β and 1/s = 1/p -β/n. Moreover, if Ω also satisfies some Lq-Dini condition, then μ(b)Ω is bounded from Lp(Rn) to (F)β,∞p(Rn) and on certain Hardy spaces. The article extends some known results.     

固定设计的时间序列半参数回归

考虑如下的半参数回归模型Yi=xTiβ+g(ti)+εi(0≤i≤n),其中{εi,0≤i≤n}和{εt,0≤t≤n}有相同的联合分布,{εt,-∞＜t＜∞}是具有零均值和有限方差σ2的严平稳α-混合时间序列.本文构造了上述模型中β,g(t)和σ2的局部多项式估计,在适当的条件下,得到了估计的渐近正态性和收敛速度.在一定的假设下,β的估计是自适应的,而且g(υ)(t)(g(t)的第υ阶导数)的估计的收敛速度是最优的.     

The generalized Roper-Suffridge extension operator on bounded complete Reinhardt domains

The generalized Roper-Suffridge extension operator Ф(f) on the bounded complete Reinhardt domain Ω in Cn with n ≥ 2 is defined by Φrn,β2,γ2,…,βn,γn(f)(z)=(rf(z1/r),(rf(z1/r)/z1)β2(f'(z1/r))γ2z2,…,(rf(z1/r)/z1)βn(f'(z1/r)γnzn) for (z1,z2,…,zn) ∈Ω, where r = r(Ω) = sup{|z1| (z1,z2,…,zn) ∈ Ω},0 ≤ γj ≤ 1 -βj,0 ≤ βj ≤ 1,and we choose the branch of the power functions such that (f(z1)/z1)βj |z1=0 = 1 and (f′(z1))γj |z1=0 =1,j = 2,…,n. In this paper, we prove that the operator Фrn,β2,γ2,…,βn,γn(f) is from the subset of S*α(U) to S*α(Ω)(0 ≤ α ＜ 1) on Ω and the operator Фrn,β2,γ2,…, βn,γn(f) preserves the starlikeness of order α or the spirallikeness of type β on Dp for some suitable constantsβj,γj,pj, where Dp ={(z1,z2,…,zn) ∈ Cn ∑nj=1|zj|pj ＜ 1} (pj ＞ 0, j = 1,2,…,n), U is the unit disc in the complex plane C, and Sα* (Ω) is the class of all normalized starlike mappings of order α on Ω. We also obtain that Φrn,β2,γ2,…,γn(f) ∈ S*α(Dp) if and only if f ∈ S*a(U) for 0 ≤ α ＜ 1 and some suitable constants βj,γj,pj.     

有理插值算子的连续性

1.引言 设m,n为给定的非负整数,X={z_i:z_i∈C,0≤i≤s},且z_i彼此互异。所谓有理插值问题,就是对于给定的,寻求有理函数R=P/Q∈R(m,n)(即?(P)≤m,?(Q)≤n)使得 R~(j)(z_i)=y_i~(j),j=0,1,…,k_i;i=0,1,…,s。 (1.1)而与此对应的“线性化”的问题是求P/Q∈R(m,n),使得     

带随机消费的经济模型

本文探讨了非生产性消费对生产发展的影响，在假设{Λ^-(n)(ω)}n≥1为独立随机向量族的条件下，给出了最大产出Y^(n)(ω)分布由{Λ^(j)(ω)}1≤j≤n的分布决定的结论。     

广义周期样条类的极值问题和广义Bernoulli核的宽度

本文研究由实系数线性系微分算子 P_r(D)=(D~2-2α_8D α_8~2 β_8~2)(D-λ_i)(α_8、β_8、λ∈R,β_8>0)定义的2π周期函数类={f:f~((r-1))绝对连续.f_(j)(0)=f~(j)(2π),j=0,1…,r-1,P_r(D)f(t)dt=0}当 p=1,2,∞,n>N(N 为某一确定的自然数)或0≤<1/4,1≤p≤∞,n=1,2,3,…时,我们求得了 d_n(,L)、d′_2n(,L)、d~2n(,L)d_2n(,L_p)、d′_2n(,L_p)、d_n(,L_p)等宽度的精确估计.我们还讨论了用广义周期样条的最佳逼近,从而找到了相当广泛的一类广义周期样条做为 d_2n(,L)的极子空间.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].