Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes

Let X ₁,..., X _n, n > 1, be nondegenerate independent chronologically ordered realvalued observables with finite means. Consider the “no-change in the mean” null hypothesis H ₀: X ₁,..., X _n is a randomsample on X with Var X <∞. We revisit the problem of nonparametric testing for H ₀ versus the “at most one change (AMOC) in the mean” alternative hypothesis H _A: there is an integer k*, 1 ≤ k* < n, such that EX ₁ = · · · = EX_k* ≠ EX_k*+1 = ··· = EX _n. A natural way of testing for H ₀ versus H _A is via comparing the sample mean of the first k observables to the sample mean of the last n - k observables, for all possible times k of AMOC in the mean, 1 ≤ k < n. In particular, a number of such tests in the literature are based on test statistics that are maximums in k of the appropriately individually normalized absolute deviations Δ_k = |S _k/k - (S _n - S _k)/(n - k)|, where S _k:= X ₁ + ··· + X _k. Asymptotic distributions of these test statistics under H ₀ as n → ∞ are obtained via establishing convergence in distribution of supfunctionals of respectively weighted |Z _n(t)|, where {Z _n(t), 0 ≤ t ≤ 1}_n≥1 are the tied-down partial sums processes such that

$${Z_n}\left( t \right): = \left( {{S_{\left\lceil {\left( {n + 1} \right)t} \right\rceil }} - \left[ {\left( {n + 1} \right)t} \right]{S_n}/n} \right)/\sqrt n $$

if 0 ≤ t < 1, and Z _n(t):= 0 if t = 1. In the present paper, we propose an alternative route to nonparametric testing for H ₀ versus H _A via sup-functionals of appropriately weighted |Z _n(t)|. Simply considering max_1?k<n Δk as a prototype test statistic leads us to establishing convergence in distribution of special sup-functionals of |Z _n(t)|/(t(1 - t)) under H ₀ and assuming also that E|X|^r < ∞ for some r > 2. We believe the weight function t(1 - t) for sup-functionals of |Z _n(t)| has not been considered before.

     

The Number of <Emphasis Type="Italic">k</Emphasis>-Sumsets in an Abelian Group

Let G be an abelian group of order n. The sum of subsets A₁,...,A_k of G is defined as the collection of all sums of k elements from A₁,...,A_k; i.e., A₁ + A₂ + · · · + A_k = {a₁ + · · · + a_k | a₁ ∈ A₁,..., a_k ∈ A_k}. A subset representable as the sum of k subsets of G is a k-sumset. We consider the problem of the number of k-sumsets in an abelian group G. It is obvious that each subset A in G is a k-sumset since A is representable as A = A₁ + · · · + A_k, where A₁ = A and A₂ = · · · = A_k = {0}. Thus, the number of k-sumsets is equal to the number of all subsets of G. But, if we introduce a constraint on the size of the summands A₁,...,A_k then the number of k-sumsets becomes substantially smaller. A lower and upper asymptotic bounds of the number of k-sumsets in abelian groups are obtained provided that there exists a summand A_i such that |A_i| = n log^qn and |A₁ +· · ·+ A_i-1 + A_i+1 + · · ·+A_k| = n log^qn, where q = -1/8 and i ∈ {1,..., k}.     

An extended class of stabilizable uncertain systems

The system of equations \(\frac{{dx}}{{dt}} = A\left( \cdot \right)x + B\left( \cdot \right)u\), where A(·) ∈ ?^{n × n}, B(·) ∈ ?^{n × m}, S(·) ∈ R^{n × m}, is considered. The elements of the matrices A(·), B(·), S(·) are uniformly bounded and are functionals of an arbitrary nature. It is assumed that there exist k elements \({\alpha _{{i_i}{j_l}}}\left( \cdot \right)\left( {l \in \overline {1,k} } \right)\) of fixed sign above the main diagonal of the matrix A(·), and each of them is the only significant element in its row and column. The other elements above the main diagonal are sufficiently small. It is assumed that m = n ?k, and the elements β_ij(·) of the matrix B(·) possess the property \(\left| {{\beta _{{i_s}s}}\left( \cdot \right)} \right| = {\beta _0} > 0\;at\;{i_s}\; \in \;\overline {1,n} \backslash \left\{ {{i_1}, \ldots ,{i_k}} \right\}\). The other elements of the matrix B(·) are zero. The positive definite matrix H = {h_ij} of the following form is constructed. The main diagonal is occupied by the positive numbers h_ii = h_i, \({h_{{i_l}}}_{{j_l}}\, = \,{h_{{j_l}{i_l}}}\, = \, - 0.5\sqrt {{h_{{i_l}}}_{{j_l}}} \,\operatorname{sgn} \,{\alpha _{{i_l}}}_{{j_l}}\left( \cdot \right)\). The other elements of the matrix H are zero. The analysis of the derivative of the Lyapunov function V(x) = x*H^–1x yields h_i\(\left( {i \in \overline {1,n} } \right)\) and λ_i ≤ 0 \(\left( {i \in \overline {1,n} } \right)\) such that for S(·) = H^?1ΛB(·), Λ = diag(λ₁, ..., λ_n), the system of the considered equations becomes globally exponentially stable. The control is robust with respect to the elements of the matrix A(·).     

A limit theorem for continuous selectors

Any (measurable) function K from Rⁿ to R defines an operator K acting on random variables X by K(X) = K(X₁,..., X_n), where the X_j are independent copies of X. The main result of this paper concerns continuous selectors H, continuous functions defined in Rn and such that H(x₁, x₂,..., x_n) ∈ {x₁, x₂,..., x_n}. For each such continuous selector H (except for projections onto a single coordinate) there is a unique point ω_H in the interval (0, 1) so that, for any random variable X, the iterates H^(N) acting on X converge in distribution as N → ∞ to the ωH-quantile of X.     

On the number of nonstationary bounded trajectories of a class of autonomous systems on the plane

We study the number of nonstationary bounded trajectories of autonomous systems of the form z′ = \(\overline {P_n (z)} \), z = x + iy ∈ C, where P _n (z) is a polynomial of degree n with complex coefficients that has k distinct roots, n, k > 1. We prove that the number N of nonstationary bounded trajectories of this system satisfies the following assertions (Theorem 1): (a) N = n + k ? N ₊, N ₊ = N _?, n + 1 ≤ N ₊ ≤ n + k, where N ₊ and N _? are the numbers of system trajectories unbounded as t → +∞ and t → ?∞, respectively; (b) if some r distinct roots \(c_{j_1 } \), ..., \(c_{j_r } \) of the polynomial P _n satisfy the relations V _n+1 (\(c_{j_1 } \)) = ··· = V _n+1 (\(c_{j_r } \)), where V _n+1 is the imaginary part of the indeterminate integral of P _n , then N ≥ \(m_{j_1 } \) + ··· + \(m_{j_r } \) + r ? n ? 1; (c) if k = 2, then the conditions N = 1 and V _n+1 (c ₁) = V _n+1 (c ₂) are equivalent. For n = k = 3, we derive a formula for the number of nonstationary bounded trajectories (Theorem 2).     

Equicontinuity of maps on a dendrite with finite branch points

Let(T, d) be a dendrite with finite branch points and f be a continuous map from T to T. Denote byω(x,f) and P(f) the ω-limit set of x under f and the set of periodic points of,respectively. Write Ω(x,f) = {y| there exist a sequence of points x_k E T and a sequence of positive integers n_1 n_2 … such that lim_(k→∞)x_k=x and lim_(k→∞)f~(n_k)(x_k) =y}. In this paper, we show that the following statements are equivalent:(1) f is equicontinuous.(2) ω(x, f) = Ω(x,f) for any x∈T.(3) ∩_(n=1)~∞f~n(T) = P(f),and ω(x,f)is a periodic orbit for every x ∈ T and map h : x→ω(x,f)(x ET)is continuous.(4) Ω(x,f) is a periodic orbit for any x∈T.     

Paranormal Elements in Normed Algebra

For a normed algebra A and natural numbers k we introduce and investigate the ∥ · ∥ closed classes P _k (A). We show that P₁(A) is a subset of P _k (A) for all k. If T in P₁(A), then Tⁿ lies in P₁(A) for all natural n. If A is unital, U, V ∈ A are such that ∥U∥ = ∥V∥ = 1, VU = I and T lies in P _k (A), then UTV lies in P _k (A) for all natural k. Let A be unital, then 1) if an element T in P₁(A) is right invertible, then any right inverse element T^?1 lies in P₁(A); 2) for ßßIßß = 1 the class P₁(A) consists of normaloid elements; 3) if the spectrum of an element T, T ∈ P₁(A) lies on the unit circle, then ∥TX∥ = ∥X∥ for all X ∈ A. If A = B(H), then the class P₁(A) coincides with the set of all paranormal operators on a Hilbert space H.     

The maximum and minimum degree of the random <Emphasis Type="Italic">r</Emphasis>-uniform <Emphasis Type="Italic">r</Emphasis>-partite hypergraphs

In this paper we consider the random r-uniform r-partite hypergraph model H(n ₁, n ₂, ···, n _r; n, p) which consists of all the r-uniform r-partite hypergraphs with vertex partition {V ₁, V ₂, ···, V _r} where |V _i| = n _i = n _i(n) (1 ≤ i ≤ r) are positive integer-valued functions on n with n ₁ +n ₂ +···+n _r = n, and each r-subset containing exactly one element in V _i (1 ≤ i ≤ r) is chosen to be a hyperedge of H _p ∈ H (n ₁, n ₂, ···, n _r; n, p) with probability p = p(n), all choices being independent. Let

$${\Delta _{{V_1}}} = {\Delta _{{V_1}}}\left( H \right)$$

and

$${\delta _{{V_1}}} = {\delta _{{V_1}}}\left( H \right)$$

be the maximum and minimum degree of vertices in V ₁ of H, respectively;

$${X_{d,{V_1}}} = {X_{d,{V_1}}}\left( H \right),{Y_{d,{V_1}}} = {Y_{d,{V_1}}}\left( H \right)$$

,

$${Z_{d,{V_1}}} = {Z_{d,{V_1}}}\left( H \right)and{Z_{c,d,{V_1}}} = {Z_{c,d,{V_1}}}\left( H \right)$$

be the number of vertices in V ₁ of H with degree d, at least d, at most d, and between c and d, respectively. In this paper we obtain that in the space H(n ₁, n ₂, ···, n _r; n, p),

$${X_{d,{V_1}}},{Y_{d,{V_1}}},{Z_{d,{V_1}}}and{Z_{c,d,{V_1}}}$$

all have asymptotically Poisson distributions. We also answer the following two questions. What is the range of p that there exists a function D(n) such that in the space H(n ₁, n ₂, ···, n _r; n, p),

$$\mathop {\lim }\limits_{n \to \infty } P\left( {{\Delta _{{V_1}}} = D\left( n \right)} \right) = 1$$

? What is the range of p such that a.e., H _p ∈ H (n ₁, n ₂, ···, n _r; n, p) has a unique vertex in V ₁ with degree

$${\Delta _{{V_1}}}\left( {{H_p}} \right)$$

? Both answers are p = o (log n ₁/N), where

$$N = \mathop \prod \limits_{i = 2}^r {n_i}$$

. The corresponding problems on

$${\delta _{{V_i}}}\left( {{H_p}} \right)$$

also are considered, and we obtained the answers are p ≤ (1 + o(1))(log n ₁/N) and p = o (log n ₁/N), respectively.

     

Extrapolation in Grand Lebesgue Spaces with <Emphasis Type="Italic">A</Emphasis>∞ Weights

Results on extrapolation withA∞ weights in grand Lebesgue spaces are obtained. Generally, these spaces are defined with respect to the productmeasure μ₁ ×· · ·×μ_n onX₁ ×· · ·×X_n, where (X_i, d_i, μ_i), i = 1,..., n, are spaces of homogeneous type. As applications of the obtained results, new one-weight estimates with A_∞ weights for operators of harmonic analysis are derived.     

On Functional Versions of the Arc-Sine Law

Let X ₁,X ₂,… be a sequence of random variables. Let S _k =X ₁+???+X _k and assume that S _k /b _k converges in distribution for some numerical sequence (b _k ). We study the weak convergence of the random processes {Λ _n (z), z∈?}, where

$\Lambda_{n}(z)=\frac{1}{n}\sum_{k=1}^{n}I\left\{\frac{S_{k}}{b_{k}}\leq z\right\}.$

We consider the same problem when the normalized partial sums S _k /b _k are replaced by other functionals of the sequence (X _n ). In particular, we investigate the case of sample extremes in detail.

     

Schrödinger operators with δ′-interactions and the Krein-Stieltjes string

We investigate one dimensional symmetric Schrödinger operator H _{X, β} with δ′-interactions of strength β = “β _n ” _{n = 1} ^∞ ? ? on a discrete set X = “x _n ” _{n = 1} ^∞ ? [0, b), b ≤ +∞ (x _n ↑ b). We consider H _{X, β} as an extension of the minimal operator H _min:= ?d ²/dx ²?W ₀ ^2.2 (?\X) and study its spectral properties in the frame-work of the extension theory by using the technique of boundary triplets and the corresponding Weyl functions. The construction of a boundary triplet for H _min ^* is given in the case d _*:= inf_{n ∈ ?}\x _n ? x _{n ? 1}\ = 0. We show that spectral properties like self-adjointness, lower semiboundedness, nonnegativity, and discreteness of the spectrum of the operator H _{X, β} correlate with the corresponding properties of a certain Jacobi matrix. In the case β _n > 0, n ∈ ?, these matrices form a subclass of Jacobi matrices generated by the Krein-Stieltjes strings. The connection discovered enables us to obtain simple conditions for the operator H _{X, β} to be self-adjoint, lower semibounded and discrete. These conditions depend significantly not only on β but also on X. Moreover, as distinct from the case d _* > 0, the spectral properties of Hamiltonians with δ- and δ′-interactions in the case d _* = 0 substantially differ.     

Output stabilization for a class of uncertain systems

The system

$$\frac{{dx}}{{dt}} = A\left( \cdot \right)x + B\left( \cdot \right)u,{\kern 1pt} \frac{{dy}}{{dt}} = A\left( \cdot \right)y + B\left( \cdot \right)u + D\left( {C*y - v} \right)$$

where v = C*x is an output, u = S*y is a control, A(·) ∈ R ^{n × n} , B(·) ∈ R ^{n × (n–p)}, C ∈ R ^{n × (n–p)}, and D ∈ R ^{n × (n–p)}, is considered. The elements α_ij(·) and β_ij(·) of the matrices A(·) and B(·) are arbitrary functionals satisfying the conditions

$$\mathop {\sup }\limits_{\left( \cdot \right)} |{\alpha _{ij}}\left( \cdot \right)| < \infty \left( {i,j \in 1,n} \right),\mathop {\sup }\limits_{\left( \cdot \right)} |{\beta _{ij}}\left( \cdot \right)| < \infty \left( {i \in 1,n,j \in 1,n - p} \right).$$

It is assumed that A(·) ∈ Z ₁ ∪ Z ₃ and A*(·) ∈ Z ₁ ∪ Z ₃, where Z ₁ is the class of matrices in which the first p elements of the kth superdiagonal are sign-definite and the elements above them are sufficiently small. The class Z ₃ differs from Z _t1 in that the elements between this superdiagonal and the (k + 1)th row are sufficiently small. If k > p, then the elements of the p × p square in the upper left corner of the matrix are sufficiently small as well. By using special quadratic Lyapunov functions, a matrix D for which y(t)–x(t) → 0 exponentially as t → ∞ is first found, and then a matrix S for which the vectors x(t) and y(t) have the same property is constructed.

     

Polynomial dynamical systems and the Korteweg—de Vries equation

We explicitly construct polynomial vector fields L_k, k = 0, 1, 2, 3, 4, 6, on the complex linear space C⁶ with coordinates X = (x₂, x₃, x₄) and Z = (z₄, z₅, z₆). The fields L_k are linearly independent outside their discriminant variety Δ ? C⁶ and are tangent to this variety. We describe a polynomial Lie algebra of the fields L_k and the structure of the polynomial ring C[X,Z] as a graded module with two generators x₂ and z₄ over this algebra. The fields L₁ and L₃ commute. Any polynomial P(X,Z) ∈ C[X,Z] determines a hyperelliptic function P(X,Z)(u₁, u₃) of genus 2, where u₁ and u₃ are the coordinates of trajectories of the fields L₁ and L₃. The function 2x₂(u₁, u₃) is a two-zone solution of the Korteweg–de Vries hierarchy, and ?z₄(u₁, u₃)/?u₁ = ?x₂(u₁, u₃)/?u₃.     

Rearranged series by Haar system

For the orthonormal Haar system {X _n} the paper proves that for each 0 < ? < 1 there exist a measurable set E ? [0, 1] with measure | E | > 1 ? ? and a series of the form Σ _n=1 ^∞ a _n X _n with a _i ↘ 0, such that for every function f ∈ L ¹(0, 1) one can find a function \(\tilde f\) ∈ L ¹(0, 1) coinciding with f on E, and a series of the form

$\sum\limits_{i = 1}^\infty {\delta _i a_i \chi _i } where \delta _i = 0 or 1$

, that would converge to \(\tilde f\) in L ¹(0, 1).

     

Tensor convolutions and Hankel tensors

Let A be an mth order n-dimensional tensor, where m, n are some positive integers and N:= m(n?1). Then A is called a Hankel tensor associated with a vector v ∈ ?^N+1 if A_σ = v _k for each k = 0, 1,...,N whenever σ = (i₁,..., i_m) satisfies i₁ +· · ·+i_m = m+k. We introduce the elementary Hankel tensors which are some special Hankel tensors, and present all the eigenvalues of the elementary Hankel tensors for k = 0, 1, 2. We also show that a convolution can be expressed as the product of some third-order elementary Hankel tensors, and a Hankel tensor can be decomposed as a convolution of two Vandermonde matrices following the definition of the convolution of tensors. Finally, we use the properties of the convolution to characterize Hankel tensors and (0,1) Hankel tensors.     

CR deformations for rational homogeneous surface singularities

In this paper, we will present a CR-construction of the versal deformations of the singularitiesV _n ? ?²/? _n ,n ∈ {2,3,4,?} defined by the immersions of ?² into ? ⁿ⁺¹ X ⁿ : (z, w) → (z ⁿ ,z ^n?1 w, ?,zw ^n?1 ,w ⁿ )     

Fekete-Szegö problem for close-to-convex functions with respect to a certain convex function dependent on a real parameter

Given α ∈ [0, 1], let h _α (z):= z/(1 - αz), z ∈ D:= {z ∈ D: |z| < 1}. An analytic standardly normalized function f in D is called close-to-convex with respect to h _α if there exists δ ∈ (-π/2, π/2) such that Re{e^iδ zf′(z)/h _α (z)} > 0, z ∈ D. For the class ? (h _α ) of all close-to-convex functions with respect to h _α , the Fekete-Szegö problem is studied.     

Hereditary normality of a space of the form ℱ(<Emphasis Type="Italic">X</Emphasis>)

Assuming the continuum hypothesis we construct an example of a nonmetrizable compact set X with the following properties(1) X ⁿ is hereditarily separable for all n ∈ ?(2) X ⁿ \ Δ _n is perfectly normal for every n ∈ ?, where Δ _n is the generalized diagonal of X ⁿ , i.e., the set of points with at least two equal coordinates(3) for every seminormal functor ? that preserves weights and the points of bijectivity the space ? _k (X) is hereditarily normal, where k is the second smallest element of the power spectrum of the functor ?; in particular, X ² and λ ₃ X are hereditarily normal.Our example of a space of this type strengthens the well-known example by Gruenhage of a nonmetrizable compact set whose square is hereditarily normal and hereditarily separable.     

On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries

The semi-Markov walk (X(t)) with two boundaries at the levels 0 and β > 0 is considered. The characteristic function of the ergodic distribution of the processX(t) is expressed in terms of the characteristics of the boundary functionals N(z) and S _N(z), where N(z) is the firstmoment of exit of the random walk {Sn}, n ≥ 1, from the interval (?z, β ? z), z ∈ [0, β]. The limiting behavior of the characteristic function of the ergodic distribution of the process W _β (t) = 2X(t)/β ? 1 as β → ∞ is studied for the case in which the components of the walk (η _i) have a two-sided exponential distribution.