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.     

Ihara zeta functions of digraphs

After defining and exploring some of the properties of Ihara zeta functions of digraphs, we improve upon Kotani and Sunada’s bounds on the poles of Ihara zeta functions of undirected graphs by considering digraphs whose adjacency matrices are directed edge matrices.     

Thermal degradation of two liquid fuels and detonation tests for pulse detonation engine studies

The use of liquid fuels such as kerosene is of interest for the pulse detonation engine (PDE). Within this context, the aim of this work, which is a preliminary study, was to show the feasibility to initiate a detonation in air with liquid-fuel pyrolysis products, using energies and dimensions of test facility similars to those of PDEs. Therefore, two liquids fuels have been compared, JP10, which is a synthesis fuel generally used in the field of missile applications, and decane, which is one of the major components of standard kerosenes (F-34, Jet A1, ...). The thermal degradation of these fuels was studied with two pyrolysis processes, a batch reactor and a flow reactor. The temperatures varied from 600°C to 1,000°C and residence times for the batch reactor and the flow reactor were, respectively, between 10–30 s and 0.1–2 s. Subsequently, the detonability of synthetic gaseous mixtures, which was a schematisation of the decomposition state after the pyrolysis process, has been studied. The detonability study, regarding nitrogen dilution and equivalence ratio, was investigated in a 50 mm-diameter, 2.5 m-long detonation tube. These dimensions are compatible with applications in the aircraft industry and, more particularly, in PDEs. Therefore, JP10 and decane were compared to choose the best candidate for liquid-fuel PDE studies. This paper was based on work that was presented at the 20th International Colloquium on the Dynamics of Explosions and Reactive Systems, Montreal, Canada, July 31 – August 5, 2005.     

Semi-implicit complementary volume scheme for solving level set like equations in image processing and curve evolution

Summary. We introduce linear semi-implicit complementary volume numerical scheme for solving level set like nonlinear degenerate diffusion equations arising in image processing and curve evolution problems. We study discretization of image selective smoothing equation of mean curvature flow type given by Alvarez, Lions and Morel ([3]). Solution of the level set equation of Osher and Sethian ([26], \[30]) is also included in the study. We prove and estimates for the proposed scheme and give existence of its (generalized) solution in every discrete time-scale step. Efficiency of the scheme is given by its linearity and stability. Preconditioned iterative solvers are used for computing arising linear systems. We present computational results related to image processing and plane curve evolution. Received April 25, 2000 / Revised version received June 11, 2001 / Published online November 15, 2001     

Buchsbaum homogeneous algebras with minimal multiplicity

In this paper we first give a lower bound on multiplicities for Buchsbaum homogeneous k-algebras A in terms of the dimension d, the codimension c, the initial degree q, and the length of the local cohomology modules of A. Next, we introduce the notion of Buchsbaum k-algebras with minimal multiplicity of degree q, and give several characterizations for those rings. In particular, we will show that those algebras have linear free resolutions. Further, we will give many examples of those algebras.     

Metric marginal problems for set-valued or non-measurable variables

Summary In a separable metric space, if two Borel probability measures (laws) are nearby in a suitable metric, then there exist random variables with those laws which are nearby in probability. Specifically, by a well-known theorem of Strassen, the Prohorov distance between two laws is the infimum of Ky Fan distances of random variables with those laws. The present paper considers possible extensions of Strassen's theorem to two random elements one of which may be (compact) set-valued and/or non-measurable. There are positive results in finite-dimensional spaces, but with factors depending on the dimension. Examples show that such factors cannot entirely be avoided, so that the extension of Strassen's theorem to the present situation fails in infinite dimensions.This research was partially supported by a Guggenheim Fellowship, by National Science Foundation grant DMS 8505550 at MSRI-Berkeley, and other NSF grants     

Some characterisations of supported algebras

We give several equivalent characterisations of left (and hence, by duality, also of right) supported algebras. These characterisations are in terms of properties of the left and the right parts of the module category, or in terms of the classes L₀ and R₀ which consist respectively of the predecessors of the projective modules, and of the successors of the injective modules.     

On bimeasurings II

We answer some questions posed in [L. Grunenfelder, M. Mastnak, On bimeasurings, J. Pure Appl. Algebra 204 (2006) 258-269] concerning the universal bimeasuring bialgebra via a construction of suitable subcoalgebras of the universal measuring coalgebra.     

The σ<Emphasis Type="Italic">g</Emphasis>-Drazin Inverse and the Generalized Mbekhta Decomposition

In this paper we define and study an extension of the g-Drazin for elements of a Banach algebra and for bounded linear operators based on an isolated spectral set rather than on an isolated spectral point. We investigate salient properties of the new inverse and its continuity, and illustrate its usefulness with an application to differential equations. Generalized Mbekhta subspaces are introduced and the corresponding extended Mbekhta decomposition gives a characterization of circularly isolated spectral sets.