A parallel projection method for overdetermined nonlinear systems of equations

We consider overdetermined nonlinear systems of equationsF(x)=0, whereF: ^{n m} ,mn. For this type of systems we define weighted least square distance (WLSD) solutions, which represent an alternative to classical least squares solutions and to other solutions based on residual normas. We introduce a generalization of the classical method of Cimmino for linear systems and we prove local convergence results. We introduce a practical strategy for improving the global convergence properties of the method. Finally, numerical experiments are presented.Work supported by FAPESP (Grant 90/3724/6), FINEP, CNPq and FAEP-UNICAMP.     

A confidence interval for the slope of a truncated regression

Summary Bhattacharya, Chernoff and Yang (1983) proposed a nonparametric estimate for the slope of a regression lineY = _o X + V subjected to the truncationYy ₀. The estimate corresponds to the zero-crossing of a random functionS _n (). In this paper an estimate for the asymptotic variance of the estimate of the slope is proposed and the rate of convergence is given. The proofs rest heavily on the local behavior ofS _n () in the neighborhood of the true value _o.     

Sur les algèbres formelles associées par déformation a une variété symplectique

Résumé Sur une varieté symplectique (W, F), on considère une algébre associative formelle (E(N;v),x_v) obtenue par déformation du produit usuel des fonctions et satisfaisant à des hypothèses générales concernant le crochet de Poisson. Cette algèbre est déterminée de manièr unique par l'algèbre de Lie qu'elle engendre. On détermine les dérivations et les automorphismes de l'algèbre associative.     

Lower Bounds for the Lp-Norm in Terms of the Mellin Transform

Given a measurable function f on (0, ) with Mellin transformF(s), let |f|_p denote the L^p-norm of f with respect to the measuredx/x. We prove that under certain assumptions, for instanceif f is real and non-negative and F() converges for in an openinterval and F() 0, then wherec_p (2e)^–1. We derive similar inequalities for complex-valuedf, for the L^p-norm of the derivative of f, and for the supremumof real-valued f and of its derivative. The lower bounds areeminently applicable when f is a convolution product.     

Designing a majorization scheme for the recourse function in two-stage stochastic linear programming

We discuss issues pertaining to the domination from above of the second-stage recourse function of a stochastic linear program and we present a scheme to majorize this function using a simpler sublinear function. This majorization is constructed using special geometrical attributes of the recourse function. The result is a proper, simplicial function with a simple characterization which is well-suited for calculations of its expectation as required in the computation of stochastic programs. Experiments indicate that the majorizing function is well-behaved and stable.     

An Iterative Procedure for Evaluating Digraph Competitions

A competition which is based on the results of (partial) pairwise comparisons can be modelled by means of a directed graph. Given initial weights on the nodes in such digraph competitions, we view the measurement of the importance (i.e., the cardinal ranking) of the nodes as an allocation problem where we redistribute the initial weights on the basis of insights from cooperative game theory. After describing the resulting procedure of redistributing the initial weights, an iterative process is described that repeats this procedure: at each step the allocation obtained in the previous step determines the new input weights. Existence and uniqueness of the limit is established for arbitrary digraphs. Applications to the evaluation of, e.g., sport competitions and paired comparison experiments are discussed.     

A Characterization of Cosmological Time Functions

A characterization of time functions on a spacetime is made by using theMöbius equation. It is shown that a time function characterized in this wayyields past timelike geodesic incompleteness and local Lorentzian warpedproduct decomposition of spacetime, provided that the stress-energy tensoris a fluid. Also, by imposing additional assumptions on the stress-energytensor and global analytic structure of the spacetime, more restrictivedecompositions closer to Robertson–Walker spacetimes are obtained.     

Generalized One-Sided Laws for the Larger Observations of a Triangular Array

Consider independent and identically distributed random variables {X,X _nj , 1jn,n1} with density f(x)=px ^–p–1 I(x1), where p>0. We show that there exist unusual generalized Laws of the Iterated Logarithm involving the larger order statistics from our array.     

Geometric Algebra in Linear Algebra and Geometry

This article explores the use of geometric algebra in linear and multilinear algebra, and in affine, projective and conformal geometries. Our principal objective is to show how the rich algebraic tools of geometric algebra are fully compatible with and augment the more traditional tools of matrix algebra. The novel concept of an h-twistor makes possible a simple new proof of the striking relationship between conformal transformations in a pseudo-Euclidean space to isometries in a pseudo-Euclidean space of two higher dimensions. The utility of the h-twistor concept, which is a generalization of the idea of a Penrose twistor to a pseudo-Euclidean space of arbitrary signature, is amply demonstrated in a new treatment of the Schwarzian derivative.     

Weak-type normal families of holomorphic mappings in Banach spaces and characterization of the Hilbert ball by its automorphism group

We present a characterization of the open unit ball in a separable infinite dimensional Hilbert space by the property of automorphism orbits among the domains that are not necessarily bounded. This generalizes the recent work of Kim and Krantz [6]. Key new features of this article include: a lower bound estimate of the Kobayashi metric and distance near a pluri-subharmonic peak boundary point of the domains in Banach spaces, an effective localization argument, and an improvement of weak-type convergence of sequences of biholomorphic mappings of domains in Banach spaces.