A New Distribution Function for Risk Analysis

This paper presents an alternative to the beta continuous probability distribution for risk analysis. Particular attention has been given to two major applications of distributions, namely project management risk and critical path analysis (PERT). In conjunction with the beta, the triangular and normal distributions are frequently employed in order to give sufficient robustness to risk analysis. The beta distribution, as used in PERT, has a major theoretical implementation flaw. The new distribution was developed to give a possible alternative method of assessing risk. It is shown that the requirement to estimate the most pessimistic variate may be replaced by the probability to exceed the mode. Proposals for other simplifications in risk analysis are discussed. Practical means to validate the most appropriate distributions for risk analysis are outlined, and a cost-data case study is included.     

Principe d'Oka-Grauert dansA ∞

Sans résumé     

A statistical approach to the solution of ill-posed problems in geophysics

The article surveys the main results of the statistical approach to the solution of ill-posed problems of mathematical physics, in application to specific ill-posed inverse problems in geophysics.Invited paper presented at the International Seminar on Mathematical Foundations of the Interpretation of Geophysical Fields, Moscow, May–June 1972.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 79, pp. 67–81, 1978.     

Van der Waerden continuity theorem for semisimple lie groups

As was proved by van der Waerden in 1933, every finite-dimensional locally bounded representation of a semisimple compact Lie group is continuous. This is the famous “van der Waerden continuity theorem,” and it motivated a vast literature. In particular, relationships between the assertion of the theorem (and of the inverse, in a sense, to this theorem) and some properties of the Bohr compactifications of topological groups were established, which led to the introduction and the study of certain classes of the so-called van der Waerden groups and algebras. Until now, after more than 70 years have passed, the van der Waerden theorem appears in monographs and surveys in diverse forms; new proofs were found and then simplified in important special cases. In this paper, we prove that the statement of the van der Waerden theorem remains valid for all (not necessarily compact) real semisimple Lie groups, i.e., any given finite-dimensional representation of a real semisimple Lie group is continuous if and only if this representation is locally bounded. More subtle results are also obtained. The main theorem contains several conditions equivalent to the continuity condition for a finite-dimensional representation. In particular, it is proved that every finite-dimensional representation of a real semisimple Lie group is continuous if and only if the restriction of this representation to the “compact” part, to the Abelian part, or to the nilpotent part of the Iwasawa decomposition is locally bounded, and the original van der Waerden theorem is also somewhat refined. For instance, the following assertion holds: every finite-dimensional representation of a compact semisimple Lie group is continuous if and only if the restriction of this representation to some maximal torus is locally bounded. Dedicated to the memory of George Mackey (1916–2006) Partially supported by the Russian Foundation for Basic Research under grant no. 02-01-00574, by the Program of Supporting the Leading Scientific Schools under grant no. NSh 619.203.1, and by the INTAS grant.     

Logarithmic L 2-Small Ball Asymptotics with Respect to a Self-Similar Measure for Some Gaussian Processes

We find logarithmic small ball asymptotics for the L₂-norm with respect to self-similar measures for a certain class of Gaussian processes including Brownian motion, Ornstein-Uhlenbeck process, and their integrated counterparts. Bibliography: 46 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 190–213.