Confidence regions in a multivariate regression model with constraints II

The multivariate model, where not only parameters of the mean value of the observation matrix, but also some other parameters occur in constraints, is considered in the paper. Some basic inference is presented under the condition that the covariance matrix is either unknown, or partially unknown, or known. Supported by the grant of the Council of Czech Republic MSM 6 198 959 214.     

Problems of an additional experiment

In some situations estimates of unknown parameters must be corrected by additional measurements. It is in principle no problem to calculate the corrected estimates, however, it is of more interest to find formulae for correction itself. The formulae enable us to design an additional experiment and to judge its usefulness. The aim of the paper is to find such formulae for several situations. Supported by the grant of the Council of Czech Government MSM 6 198 959 214.     

The Green–Kubo Formula for Locally Interacting Fermionic Open Systems

We consider a model describing finitely many free Fermi gas reservoirs coupled by local interactions and prove the Green–Kubo formulas and the Onsager reciprocity relations for heat and charge fluxes generated by temperature and chemical potential differentials. Submitted: September 2, 2006. Accepted: November 21, 2006.     

Homomorphism-Homogeneous Partially Ordered Sets

A structure is called homogeneous if every isomorphism between finite substructures of the structure extends to an automorphism of the structure. Recently, P. J. Cameron and J. Nešetřil introduced a relaxed version of homogeneity: we say that a structure is homomorphism-homogeneous if every homomorphism between finite substructures of the structure extends to an endomorphism of the structure. In this paper we characterize homomorphism-homogeneous partially ordered sets (where a homomorphism between partially ordered sets A and B is a mapping f : A →B satisfying ). We show that there are five types of homomorphism-homogeneous partially ordered sets: partially ordered sets whose connected components are chains; trees; dual trees; partially ordered sets which split into a tree and a dual tree; and X ₅-dense locally bounded partially ordered sets. Supported by the Ministry od Science and Environmental Protection of the Republic of Serbia, Grant No. 144017.     

On Nash Equilibria for Noncooperative Games Governed by the Burgers Equation

Existence of a Nash equilibrium in a noncooperative game governed by the one-dimensional Burgers equation, proposed in the case of pointwise controls in Ref. 1, is proved under data qualifications that guarantee the diffusion term in the Burgers’ equation to be dominant enough with respect to the uniform convexity of the payoffs. This work was partly supported by Grants 201/03/0934 (GA čR) and MSM 0021620839 (MšMT čR). Inspiring discussions with Angel M. Ramos are acknowledged.     

Nonlinear second-order equations with functional implicit impulses and nonlinear functional boundary conditions

In this paper we deal with nonlinear second-order boundary value problems with impulses. The impulsive functions depend implicitly on the different considered variables and the boundary value conditions are nonlinear. In both cases functional dependence on the solution is allowed. The existence results follow from the existence of a pair of well-ordered lower and upper solutions.     

Propagation of Reactions in Inhomogeneous Media

Consider reaction‐diffusion equation u _t =Δ u + f (x,u ) with and general inhomogeneous ignition reaction f ≥ 0 vanishing at u = 0,1. Typical solutions 0 ≤ u ≤ 1 transition from 0 to 1 as time progresses, and we study them in the region where this transition occurs. Under fairly general qualitative hypotheses on f we show that in dimensions d ≤ 3, the Hausdorff distance of the superlevel sets {u ≥ ε } and {u ≥ 1‐ε} remains uniformly bounded in time for each ε ? (0,1). Thus, u remains uniformly in time close to the characteristic function of in the sense of Hausdorff distance of superlevel sets. We also show that each {u ≥ ε} expands with average speed (over any long enough time interval) between the two spreading speeds corresponding to any x ‐independent lower and upper bounds on f . On the other hand, these results turn out to be false in dimensions d ≥ 4, at least without further quantitative hypotheses on f . The proof for d ≤ 3 is based on showing that as the solution propagates, small values of u cannot escape far ahead of values close to 1. The proof for d ≥ 4 is via construction of a counterexample for which this fails. Such results were before known for d =1 but are new for general non‐periodic media in dimensions d ≥ 2 (some are also new for homogeneous and periodic media). They extend in a somewhat weaker sense to monostable, bistable, and mixed reaction types, as well as to transitions between general equilibria of the PDE and to solutions not necessarily satisfying . © 2016 Wiley Periodicals, Inc.     

The intermediate disorder regime for a directed polymer model on a hierarchical lattice

We study a directed polymer model defined on a hierarchical diamond lattice, where the lattice is constructed recursively through a recipe depending on a branching number $b\in \mathbb{N}$ and a segment number $s\in \mathbb{N}$. When $b\le s$ it is known that the model exhibits strong disorder for all positive values of the inverse temperature $\beta$, and thus weak disorder reigns only for $\beta =0$ (infinite temperature). Our focus is on the so-called intermediate disorder regime in which the inverse temperature $\beta \equiv {\beta }_n$ vanishes at an appropriate rate as the size $n$ of the system grows. Our analysis requires separate treatment for the cases $b<s$ and $b=s$. In the case $b<s$ we prove that when the inverse temperature is taken to be of the form ${\beta }_n=\stackrel{?}{\beta }{(b/s)}^{n/2}$ for $\stackrel{?}{\beta }>0$, the normalized partition function of the system converges weakly as $n\to \infty$ to a distribution $L\left(\stackrel{?}{\beta }\right)$ and does so universally with respect to the initial weight distribution. We prove the convergence using renormalization group type ideas rather than the standard Wiener chaos analysis. In the case $b=s$ we find a critical point in the behavior of the model when the inverse temperature is scaled as ${\beta }_n=\stackrel{?}{\beta }/n$; for an explicitly computable critical value ${\kappa }_b>0$ the variance of the normalized partition function converges to zero with large $n$ when $\stackrel{?}{\beta }\le {\kappa }_b$ and grows without bound when $\stackrel{?}{\beta }>{\kappa }_b$. Finally, we prove a central limit theorem for the normalized partition function when $\stackrel{?}{\beta }\le {\kappa }_b$.     

A fuzzy extension of Analytic Hierarchy Process based on the constrained fuzzy arithmetic

The aim of the paper is to highlight the necessity of applying the concept of constrained fuzzy arithmetic instead of the concept of standard fuzzy arithmetic in a fuzzy extension of Analytic Hierarchy Process (AHP). Emphasis is put on preserving the reciprocity of pairwise comparisons during the computations. For deriving fuzzy weights from a fuzzy pairwise comparison matrix, we consider a fuzzy extension of the geometric mean method and simplify the formulas proposed by Enea and Piazza (Fuzzy Optim Decis Mak 3:39–62, 2004). As for the computation of the overall fuzzy weights of alternatives, we reveal the inappropriateness of applying the concept of standard fuzzy arithmetic and propose the proper formulas where the interactions among the fuzzy weights are taken into account. The advantage of our approach is elimination of the false increase of uncertainty of the overall fuzzy weights. Finally, we advocate the validity of the proposed fuzzy extension of AHP; we show by an illustrative example that by neglecting the information about uncertainty of intensity of preferences we lose an important part of knowledge about the decision making problem which can cause the change in ordering of alternatives.     

Extremes of Gaussian processes with smooth random expectation and smooth random variance

Let ξ(t), t ∈ [0, T],T > 0, be a Gaussian stationary process with expectation 0 and variance 1, and let η(t) and μ(t) be other sufficiently smooth random processes independent of ξ(t). In this paper, we obtain an asymptotic exact result for P(sup _t∈[0,T](η(t)ξ(t) + μ(t)) > u) as u→∞.