Nonuniform estimates of the stability of the normal law under random perturbations of the scale parameter and some of their applications

Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 84–92.     

Boundary-value problem for the nonlinear Schrödinger equation

A mixed boundary-value problem for the nonlinear Schrödinger equation and its generalization is studied by the method used for the inverse scattering problem. A connection is established between conservation laws and boundary conditions in integrable boundary-value problems for higher nonlinear Schrödinger equations. It is shown that the generalized boundary-value problem requires a joint consideration of regular and singular solutions for the nonlinear Schrödinger equation with repulsion.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 169, pp. 151–165, 1988.     

Recursive partition and amalgamation with the exponential family: Theory and applications

The theory of tree-growing (RECPAM approach) is developed for outcome variables which are distributed as the canonical exponential family. The general RECPAM approach (consisting of three steps: recursive partition, pruning and amalgamation), is reviewed. This is seen as constructing a partition with maximal information content about a parameter to be predicted, followed by simplification by the elimination of ‘negligible’ information. The measure of information is defined for an exponential family outcome as a deviance difference, and appropriate modifications of pruning and amalgamation rules are discussed. It is further shown how the proposed approach makes it possible to develop tree-growing for situations usually treated by generalized linear models (GLIM). In particular, Poisson and logistic regression can be tree-structured. Moreover, censored survival data can be treated, as in GLIM, by observing a formal equivalence of the likelihood under random censoring and an appropriate Poisson model. Three examples are given of application to Poisson, binary and censored survival data.     

Reducing systems of linear differential equations to a passive form

In this paper, an application of the Riquer-Thomas-Janet theory is described for the problem of transforming a system of partial differential equations into a passive form, i.e., to a special form which contains explicitly both the equations of the initial system and all their nontrivial differential consequences. This special representation of a system markedly facilitates the subsequent integration of the corresponding differential equations. In this paper, the modern approach to the indicated problem is presented. This is the approach adopted in the Knuth-Bendix procedure [13] for critical-pair/completion and then Buchberger's algorithm for completion of polynomial ideal bases [13] (or, alternatively, for the construction of Groebner bases for ideals in a differential operator ring [14]). The algorithm of reduction to the passive form for linear system of partial differential equations and its implementation in the algorithmic language REFAL, as well as the capabilities of the corresponding program, are outlined. Examples illustrating the power and efficiency of the system are presented.     

Principe d'Oka-Grauert dansA ∞

Sans résumé