Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Lyapunov-type inequalities for nonlinear systems

In this paper, by using elementary analysis, we establish some new Lyapunov-type inequalities for nonlinear systems of differential equations, special cases of which contain the well-known equations such as Emden-Fowler-type and half-linear equations. The inequalities obtained here can be used as handy tools in the study of qualitative behaviour of solutions of the associated equations.     

Fifty years of the Siberian Division of the Russian Academy of Sciences

This is a write-up on the foundation of the Sobolev Institute of Mathematics in 1957.     

Output-feedback control robust stabilization of nonlinear pulse systems

A nonlinear pulse systems with a time-variant continuous linear part is considered. A method for synthesizing an output-feedback robust stabilizing control is suggested.     

Stress monitoring in a Guinness 10-day scuba dive

Nowadays, there is high demand for sensitive gas sensors both for human and environmental monitoring. This paper deals with a high-resolution (0.2 ppb) laser-based photoacoustic spectroscopic system realized at ENEA Frascati, Italy, applied for monitoring stress in scuba divers during sustained immersion by analyzing breath samples. Blood tests and psychometric tests for scuba divers were performed at Catholic University in Rome. Results will be reported and discussed.