Wavelet-Based Estimation for Univariate Stable Laws

Stable distributions are characterized by four parameters which can be estimated via a number of methods, and although approximate maximum likelihood estimation techniques have been proposed, they are computationally intensive and difficult to implement. This article describes a fast, wavelet-based, regression-type method for estimating the parameters of a stable distribution. Fourier domain representations, combined with a wavelet multiresolution approach, are shown to be effective and highly efficient tools for inference in stable law families. Our procedures are illustrated and compared with other estimation methods using simulated data, and an application to a real data example is explored. One novel aspect of this work is that here wavelets are being used to solve a parametric problem, rather than a nonparametric one, which is the more typical context in wavelet applications.     

A relaxed constant positive linear dependence constraint qualification and applications

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie’s constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.     

Wavelet-based dynamic time warping

Dynamic Time Warping (DTW), a pattern matching technique traditionally used for restricted vocabulary speech recognition, is based on a temporal alignment of the input signal with the template models. The principal drawback of DTW is its high computational cost as the lengths of the signals increase. This paper shows extended results over our previously published conference paper, which introduces an optimized version of the DTW that is based on the Discrete Wavelet Transform (DWT).     

Existence and Regularity of Periodic Solutions to Certain First-Order Partial Differential Equations

We present conditions on the coefficients of a class of vector fields on the torus which yield a characterization of global solvability as well as global hypoellipticity, in other words, the existence and regularity of periodic solutions. Diophantine conditions and connectedness of certain sublevel sets appear in a natural way in our results.     

On the approximate solution to an initial boundary valued problem for the Cahn–Hilliard equation

The particular approximate solution of the initial boundary valued problem to the Cahn–Hilliard equation is provided. The Fourier Method is combined with the Adomian’s decomposition method in order to provide an approximate solution that satisfy the initial and the boundary conditions. The approximate solution also satisfies the mass conservation principle.     

Analysis of effective service time with age dependent interruptions and its application to optimal rollback policy for database management

A stochastic model is developed describing a service system subject to inhomogeneous Poisson interruptions with age dependent interruption periods. By studying the probabilistic flow of the underlying multivariate Markov process, the Laplace transform of the effective service time is explicitly obtained. For general renewal interruptions, only the expected effective service time is derived. As an application, an optimal checkpoint policy is examined for database management. It is shown that an optimal policy maximizing the ergodic availability of the database is to implement a checkpoint as soon as the cumulative uptime of the database reaches a prespecified constantk ^*. A computational procedure is then developed for findingk ^* and numerical results are exhibited.This work was supported in part by the National Science Foundation under Grant No. ECS-8600992 and by the IBM Program of Support for Education in the Management of Information Systems.     

Trivial and simple spectrum for SL(d, ℝ) cocycles with free base and fiber dynamics

Let AC_D(M,SL(d,R)) denote the pairs (f,A) so that f ∈ A ⊂ Diff¹(M) is a C¹-Anosov transitive diffeomorphisms and A is an SL(d,R) cocycle dominated with respect to f. We prove that open and densely in AC_D(M,SL(d,R)), in appropriate topologies, the pair (f,A) has simple spectrum with respect to the unique maximal entropy measure μ_f. Then, we prove prevalence of trivial spectrum near the dynamical cocycle of an area-preserving map and also for generic cocycles in AutLeb(M) × L^p(M,SL(d,R)).     

On the Herbrand functional interpretation

We show that the types of the witnesses in the Herbrand functional interpretation can be simplified, avoiding the use of “sets of functionals” in the interpretation of implication and universal quantification. This is done by presenting an alternative formulation of the Herbrand functional interpretation, which we show to be equivalent to the original presentation. As a result of this investigation we also strengthen the monotonicity property of the original presentation, and prove a monotonicity property for our alternative definition.