QUADRATIC ESTIMATORS OF QUADRATIC FUNCTIONS WITH PARAMETERS IN NORMAL LINEAR MODELS

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The Busy Period of the M/GI/∞ Queue

An equation for the distribution Z() of the duration T of the busy period in a stationary M/GI/ service system is constructed from first principles. Two scenarios are examined, being distinguished by the half-plane Re()>₀ for some ₀0 in which the generic service time random variable S, always assumed to have a finite mean E(S), has an analytic Laplace–Stieltjes transform E(e^–S ). If ₀<0 then E(e^–T ) is analytic in a half-plane (₁,), where ₀₁<0 and ₁ is determined by the distribution of S; then for any 0<s<|₁|.When ₀=0, E(e^–T ) is analytic in (0,), and now more is known about T. Inequalities on the tail () are used to show that for any 1, E(T ) is finite if and only if E(S ) is finite. It follows that the point process consisting of the starting epochs of busy periods is long range dependent if and only if E(S ²)=, in which case it has Hurst index equal to [frac12](3–), where is the moment index of S.If also the tail (x)=Pr{Sx} of the service time distribution satisfies the subexponential density condition ₀ ^x (x–u) (u)du/ (x)2E(S) as x, then (x)/ (x)e^E(S), where is the arrival rate.     

On the speed of convergence in the central limit theorem of log-likelihood ratio processes

Let , the parameter space, be an open subset ofR ^k ,k1. For each , let the r.v.'sX _n ,n=1, 2,... be defined on the probability space (X, P ) and take values in (S,S,L) whereS is a Borel subset of a Euclidean space andL is the -field of Borel subsets ofS. ForhR _k and a sequence of p.d. normalizing matrices _n = _n ^{k × k} (₀ set _n ^* = ^* = ₀ + _n h, where ₀ is the true value of , such that ^*, . Let _n (^*, _*)( be the log-likelihood ratio of the probability measure with respect to the probability measure , whereP _n is the restriction ofP over _n = (X ₁,X ₂,...,X _n . In this paper we, under a very general dependence setup obtain a rate of convergence of the normalized log-likelihood ratio statistic to Standard Normal Variable. Two examples are taken into account.     

M-estimators of structural parameters in pseudolinear models

Real valued M-estimators in a statistical model 1 with observations are replaced by -valued M-estimators in a new model with observations where are regressors, is a structural parameter and a structural function of the new model. Sufficient conditions for the consistency of are derived, motivated by the sufficiency conditions for the simpler parent estimator The result is a general method of consistent estimation in a class of nonlinear (pseudolinear) statistical problems. If F has a natural exponential density e^{x–b( x )} then our pseudolinear model with u = (g o )^–1 reduces to the well known generalized linear model, provided () = db()/d and g is the so-called link function of the generalized linear model. General results are illustrated for special pairs and leading to some classical M-estimators of mathematical statistics, as well as to a new class of generalized -quantile estimators.     

Décroissance rapide de la distribution fλ

Let X be an open subset of ⁿ and (f₁, ...,f_p): X ^p be a holomorphic mapping. We prove that if (x⁰,0, ⁰) T^* × ^p does not belong to the characteristic variety of the _X []-module _X[]f, then there exists a conic neighborhood V × of (x⁰, ⁰) such the function is rapidely decreasing in | Im | for with Re bounded, for any (n,n)-form of class C with compact support in V. The following partial converse of this result is also established: if for all (n,n)-forms of class C with compact support in X, then .     

An existence theorem for generalized quasi-variational inequalities

In this paper, we deal with the following generalized quasi-variational inequality problem: given a closed convex subsetX ⁿ , a multifunction :X 2 ⁿ and a multifunction :X 2 ^X , find a point ( ) X × ⁿ such that We prove an existence theorem in which, in particular, the multifunction is not supposed to be upper semicontinuous.     

On square-full numbers in short intervals

It is shown that the number of square-full numbers in the interval is asymptotically equal to for every in the range 1/6>0.14254, which extends P.Shiu's range 1/6>0.1526.     

On the Integrability of Strong Maximal Functions Corresponding to Different Frames

For the frame in ⁿ, let B₂()()( ⁿ) be a family of all n-dimensional rectangles containing x and having edges parallel to the straight lines of , and let M_{B 2()} be a maximal operator corresponding to B ₂(). The main result of the paper is the following Theorem. For any function fL(1+1n⁺ L)( ⁿ ) (n2) there exists a measure preserving and invertible mapping ^{n n} such that

Lattice points in a circle and divisors in arithmetic progressions

Let A(x) denote the number of lattice points in the circle u²+v²x and define as the infimum of all reals for which . The objective of this paper is to show that 35/108 which improves upon all previously known results. This estimate is an immediate consequence of a surprisingly easy generalization of KOLESNIK's work on Dirichlet's divisor problem to divisor functions with respect to arithmetic progressions.     

Superlinear convergence of Broyden's boundedθ-class of methods

In this paper the so-called Broyden's bounded-class of methods is considered. It contains as a subclass Broyden's restricted-class of methods, in which the updating matrices retain symmetry and positive definiteness. These iteration methods are used for solving unconstrained minimization problems of the following form: It is assumed that the step-size coefficient _k = 1 in each iteration and the functionalf : R ⁿ R¹ satisfies the standard assumptions, viz.f is twice continuously differentiable and the Hessian matrix is uniformly positive definite and bounded (there exist constantsm, M > 0 such that my² y, for ally R ⁿ) and satisfies a Lipschitz-like condition at the optimal point , the gradient vanishes at Under these assumptions the local convergence of Broyden's methods is proved. Furthermore, the Q-superlinear convergence is shown.     

Spherical elastic-plastic waves

Zusammenfassung Es wird die Fortpflanzung elastisch-plastischer Spannungswellen in einem unendlichen Medium betrachtet, welches einer idealen Spannungs-Verformungs-Kurve folgt, Trescas Fliesskriterium unterworfen ist und einen sphärischen Hohlraum enthält, wobei an der Fläche des Hohlraumes ein Stoss angenommen wird. Ein rechnerisches Verfahren, basiert auf endliche Differenzen, wird entwickelt and ein Beispiel gegeben.

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Notation radial stress - tangential stress - K yield stress - _rr non-dimensional radial stress ( /K) - non-dimensional tangential stress ( /K) - , Lame's constants - K _b Bulk constant (=(3+2)/3) - v Poisson's constant - Material density - C Elastic wave velocity (=((+2)/)^1/2) - C _p Plastic wave velocity (=(K _b /)^1/2) - distance from center of cavity - r ₀ cavity radius - v non-dimensional radial co-ordinate (= /r ₀) - time - t non-dimensional time (=C /r ₀) - radial displacement - u non-dimensional radial displacement (=/r ₀) - particle velocity - v non-dimensional particle velocity (= /C) - pressure - P(t) non-dimensional pressure (= /K)     

Decay rates of solutions to dissipative nonlinear evolution equations with ellipticity

In this paper, we study the global existence and the asymptotic behavior of the solutions to the Cauchy problem for the following nonlinear evolution equations with ellipticity and dissipative effects

The quality of the Diophantine approximations found by the Jacobi-Perron algorithm and related algorithms

Given a vector of real numbers=(₁,... _d ) ^d , the Jacobi-Perron algorithm and related algorithms, such as Brun's algorithm and Selmer's algorithm, produce a sequence of (d+1)×(d+1) convergent matrices {C⁽ⁿ⁾():n1} whose rows provide Diophantine approximations to . Such algorithms are specified by two mapsT:[0, 1] ^d [0, 1] ^d and A:[0,1] ^d GL(d+1,), which compute convergent matrices C⁽ⁿ⁾())...A(T())A(). The quality of the Diophantine approximations these algorithms find can be measured in two ways. The best approximation exponent is the upper bound of those values of for which there is some row of the convergent matrices such that for infinitely many values ofn that row of C⁽ⁿ⁾() has . The uniform approximation exponent is the upper bound of those values of such that for all sufficiently large values ofn and all rows of C⁽ⁿ⁾⁽⁾ one has . The paper applies Oseledec's multiplicative ergodic theorem to show that for a large class of such algorithms and take constant values and on a set of Lebesgue measure one. It establishes the formula where are the two largest Lyapunov exponents attached by Oseledec's multiplicative ergodic theorem to the skew-product (T, A,d), whered is aT-invariant measure, absolutely continuous with respect to Lebesgue measure. We conjecture that holds for a large class of such algorithms. These results apply to thed-dimensional Jacobi-Perron algorithm and Selmer's algorithm. We show that; experimental evidence of Baldwin (1992) indicates (nonrigorously) that. We conjecture that holds for alld2.     

A quasi-variational problem in nonlinear elasticity

Summary R³ and R² are bounded, connected, Lipschitz open sets. v: R is the vertical displacement of an elastic membrane stretched on and fixed at the boundary. The condition is imposed on the admissible deformations :R³ of a hyperelastic body whose reference configuration is . The additional constraint ³(x)v(^1,2(x)), forcing the body to stay above the membrane, is relaxed in order to show the existence of a minimizer of total energy of the mechanical sistem.     

On a Family of Hyperplane Arrangements Related to the Affine Weyl Groups

Let be an irreducible crystallographic rootsystem in a Euclidean space V, with ⁺ theset of positive roots. For , , let be the hyperplane . We define a set of hyperplanes . This hyperplane arrangement is significant inthe study of the affine Weyl groups. In this paper it is shown that thePoincaré polynomial of is , where n is the rank of and h is the Coxeter number of the finiteCoxeter group corresponding to .     

A Delocalization Property for Assembly Maps and an Application in Algebraic K-Theory of Group Rings

Let be a group, F the free -module on the set of finite order elements in , with acting by conjugation, and the ring extension of by % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeaacaGaaiaabeqaamaabaabaaGcbaWaaiWaaeaada% WcaaqaaiaaigdaaeaatCvAUfKttLearyGqLXgBG0evaGqbciab-5ga% UbaaieaacaGFLbGaaGOmaiaabc8acqWFPbqAcaqGVaGae8NBa42aaq% qaaeaacqGHdicjcqaHZoWzcqGHiiIZcqqHtoWrcaqGGaGaae4Baiaa% bAgacaqGGaGaae4BaiaabkhacaqGKbGaaeyzaiaabkhacaqGGaGae8% NBa4gacaGLhWoaaiaawUhacaGL9baaaaa!563E!\[\left\{ {\frac{1}{n}e2{\text{\pi }}i{\text{/}}n\left| {\exists \gamma \in \Gamma {\text{ of order }}n} \right.} \right\}\]. For a ring R with , we build an injective assembly map , detected by the Dennis trace map. This is proved by establishing a delocalization property for the assembly map in Hochschild homology, namely providing a gluing of simpler assembly maps (i.e. localized at the identity of ) to build , and by delocalizing a known assembly map in K-theory to define . We also prove the delocalization property in cyclic homology and in related theories.     

A Radial Derivative with Boundary Values of the Spherical Poisson Integral

A formula of a radial derivative is obtained with the aid of derivatives with respect to and to of the functions closely connected with the spherical Poisson integral and the boundary values are determined for . The boundary values are also found for partial derivatives with respect to the Cartesian coordinates .     

Nilpotent shifts on manifolds

On the lattice of manifolds of all algebras L we study the operator of nilpotent closure , where is a nilpotent manifold of -algebras. With a given system of identities defining, we construct a system ^*, giving the manifold It is proved that if does not contain , then the lattice of submanifolds of is the double of the lattice of submanifolds of. We describe the free and subdirect indecomposable manifolds of algebras . Let and A be adense retract of B. We denote by (B) the lattice of congruences on B. The theorem is proved: (B) is a complemented lattice if and only if (A) is a complemented lattice.Translated from Matematicheskie Zametki, Vol. 14, No. 5, pp. 703–712, November, 1973.     

The normal subgroup lattice of 2-transitive automorphism groups of linearly ordered sets

Using combinatorial and model-theoretic means, we examine the structure of normal subgroup lattices N(A()) of 2-transitive automorphism groups A() of infinite linearly ordered sets (, ). Certain natural sublattices of N(A()) are shown to be Stone algebras, and several first order properties of their dense and dually dense elements are characterized within the Dedekind-completion of (, ). As a consequence, A() has either precisely 5 or at least 2²¹ (even maximal) normal subgroups, and various other group- and lattice-theoretic results follow.     

On the Neumann-Poincaré operator

Let be a rectifiable Jordan curve in the finite complex plane which is regular in the sense of Ahlfors and David. Denote by L _C ² () the space of all complex-valued functions on which are square integrable w.r. to the arc-length on . Let L ²() stand for the space of all real-valued functions in L _C ² () and put Since the Cauchy singular operator is bounded on L _C ² (), the Neumann-Poincaré operator C ₁ sending each h L ²() into , is bounded on L ²(). We show that the inclusion characterizes the circle in the class of all AD-regular Jordan curves .