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61.
We propose a minimum mean absolute error linear interpolator (MMAELI), based on theL
1 approach. A linear functional of the observed time series due to non-normal innovations is derived. The solution equation
for the coefficients of this linear functional is established in terms of the innovation series. It is found that information
implied in the innovation series is useful for the interpolation of missing values. The MMAELIs of the AR(1) model with innovations
following mixed normal andt distributions are studied in detail. The MMAELI also approximates the minimum mean squared error linear interpolator (MMSELI)
well in mean squared error but outperforms the MMSELI in mean absolute error. An application to a real series is presented.
Extensions to the general ARMA model and other time series models are discussed.
This research was supported by a CityU Research Grant and Natural Science Foundation of China. 相似文献
62.
63.
Ben Morris 《Probability Theory and Related Fields》2003,125(2):259-265
We show that a.s. all of the connected components of the Wired Spanning Forest are recurrent, proving a conjecture of Benjamini,
Lyons, Peres and Schramm. Our analysis relies on a simple martingale involving the effective conductance between the endpoints
of an edge in a uniform spanning tree. We believe that this martingale is of independent interest and will find further applications
in the study of uniform spanning trees and forests.
Received: 20 April 2001 / Revised version: 23 July 2002 / Published online: 14 November 相似文献
64.
Masato Shinoda 《Probability Theory and Related Fields》2003,125(3):447-456
A percolation problem on Sierpinski carpet lattices is considered. It is obtained that the critical probability of oriented percolation is equal to 1. In contrast it was already shown that the critical probability p
c
of percolation is strictly less than 1 in Kumagai [9]. This result shows a difference between fractal-like lattice and ℤ
d
lattice.
Received: 15 May 2002 / Revised version: 11 October 2002 / Published online: 21 February 2003
Mathematics Subject Classification (2000): Primary: 60K35, 82B43; Secondary: 82B26 相似文献
65.
Zheng Yu 《manuscripta mathematica》2003,111(2):163-186
In this paper, the negative gradient flow for the L
2-integral of Ricci curvature on a 3-manifold is considered. It is not known whether the solution to this fourth order geometric
evolution equation exists, and whether it will develop singularities in finite time. Based on the trick of De Turck and the
idea of Hamilton on the flow of Ricci curvature, the local existence on any compact Riemannian manifold is obtained. In addition,
the conditions for the occurences of singularities in finite time during the evolution and the asymptotic behavior of the
flow on a 3-manifold are discussed.
Received: 22 April 2002 / Revised version: 5 January 2003
Published online: 24 April 2003
This work is partially supported by the Foundations of NNSF of China, the Foundation for University Key Teacher by MEC and
Shanghai Priority Academic Discipline. 相似文献
66.
We consider biased random walk on supercritical percolation clusters in ℤ2. We show that the random walk is transient and that there are two speed regimes: If the bias is large enough, the random
walk has speed zero, while if the bias is small enough, the speed of the random walk is positive.
Received: 20 November 2002 / Revised version: 17 January 2003
Published online: 15 April 2003
Research supported by Microsoft Research graduate fellowship.
Research partially supported by the DFG under grant SPP 1033.
Research partially supported by NSF grant #DMS-0104073 and by a Miller Professorship at UC Berkeley.
Mathematics Subject Classification (2000): 60K37; 60K35; 60G50
Key words or phrases: Percolation – Random walk 相似文献
67.
Wolfgang Staubach 《Journal d'Analyse Mathématique》2003,91(1):389-400
In this paper, we present an explicit calculation of the heat kernel, fundamental solution and Schwartz kernel of the resolvent
for the Heisenberg Laplacian using Wiener path integrals and their realizations via the Trotter product formula. This also
gives another derivation of mehler’s formula. 相似文献
68.
69.
Marco Andreatta 《manuscripta mathematica》2003,110(4):505-512
We consider some conditions under which a smooth projective variety X is actually the projective space. We also extend to the case of positive characteristic some results in the theory of vector
bundle adjunction. We use methods and techniques of the so called Mori theory, in particular the study of rational curves
on projective manifolds.
Received: 16 May 2002 / Revised version: 18 November 2002 Published online: 3 March 2003
Mathematics Subject Classification (2000): 14E30, 14J40, 14J45 相似文献
70.