Testing for the Mean of Random Curves: A Penalization Approach

Let X ₁,...,X _n be an i.i.d. sample of random curves, viewed as Hilbert space valued random elements, with mean curve m. An asymptotic test of m = m ₀ vs m ≠ m ₀ is proposed, when m ₀ is a fixed known function. The test statistics converges under very mild assumptions and relies on the pseudo-inversion of the covariance operator (leading to a non standard inverse problem). The power against local alternatives is investigated. In final form November 2004     

The theory of concentrated Langevin distributions

The density of the Langevin (or Fisher-Von Mises) distribution is proportional to exp κμ′x, where x and the modal vector μ are unit vectors in $\text{R}$^q. κ (≥0) is called the concentration parameter. The distribution of statistics for testing hypotheses about the modal vectors of m distributions simplify greatly as the concentration parameters tend to infinity. The non-null distributions are obtained for statistics appropriate when κ₁,…,κ_m are known but tend to infinity, and are unknown but equal to κ which tends to infinity. The three null hypotheses are H₀₁:μ = μ₀(m=1), H₀₂:μ₁ = … =μ_m, H₀₃:μ_i?V, i=1,…,m In each case a sequence of alternatives is taken tending to the null hypothesis.     

Zermelo and the Heidelberg Congress 1904

At the Third International Congress of Mathematicians Julius König gave a flawed refutation of Cantor's continuum hypothesis and the well-ordering theorem. A newly discovered postcard of Zermelo to Max Dehn supports the view that Zermelo quickly detected the gap in König's argument. This is in contrast to more recent views that attribute this role exclusively to Hausdorff.     

k组多元自相关数据服从同一模型的假设检验

本文考虑了ｋ个多元同类自相关线性模型的回归系数和协方差阵相等的同时检验问题，得到了似然比检验统计量，统计量的矩及渐近中心分布。     

F_q[x]上的素数定理和Dirichlet定理及最小范数不可约多项式

讨论了F_q[x]上的zeta函数和L函数的解析性质,并在不假定黎曼猜想的情况下,导出了F_q[x]上的多项式环及其算术级数中不可约多项式的分布.然后,通过一系列的技术性处理,给出了算术级数中不可约多项式的最小范数的估计.成功地把素数定理及Dirichlet定理推广到了F_q[x]中,最重要的是,对应于最小素数问题,得到的最小范数的估计值本质上要比有理整数环上假定黎曼猜想情况下所推得的结果还好.     

一个除数问题的推广

本文推广了Ｒ．Ａ．Ｓｍｉｔｈ，Ｍ．Ｖ．Ｓｕｂｂａｒａｏ和Ｇ．Ｎｏｗａｋ所考虑的一个除数问题．令Ｓ＝｛（ａｉ，ｑｉ）｜ａｉ≤ｑｉ｝（ｒ≥３）．定义ｄ（ｎ；Ｓ）＝Σ（１）１，Σ（１）表示对满足ｎ＝ｍ１…ｍｒ，ｍｊ≡ａｊ（ｍｏｄｑｊ），ｊ＝１，２，…，ｒ的诸ｍｊ求和．我们求出了Σｎ≤ｘｄ（ｎ；Ｓ）的渐近公式，并得到了余项估计．     

Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk

In banking, the default behaviour of the counterpart is not only of interest for the pricing of transactions under credit risk but also for the assessment of a portfolio credit risk. We develop a test against the hypothesis that default intensities are chronologically constant within a group of similar counterparts, e.g. a rating class. The Kolmogorov–Smirnov‐type test builds up on the asymptotic normality of counting processes in event history analysis. The right censoring accommodates for Markov processes with more than one no‐absorbing state. A simulation study and two examples of rating systems demonstrate that partial homogeneity can be assumed, however occasionally, certain migrations must be modelled and estimated inhomogeneously. Copyright © 2007 John Wiley & Sons, Ltd.     

Testing for the maximum cell probabilities in multinomial distributions

This paper investigates one-sided hypotheses testing for p, the largest cell probability of multinomial distribution. A small sample test of Ethier (1982) is extended to the general cases. Based on an estimator of p, a kind of large sample tests is proposed. The asymptotic power of the above tests under local alternatives is derived. An example is presented at the end of this paper.     

New equipartition results for normal mode energies of anharmonic chains

The canonical and microcanonical distributions of energy among the normal modes of an anharmonic chain with nearest-neighbor interactions and free ends are examined. If the interparticle potential is an even function, then energy is distributed uniformly among the normal modes at all energy densities. If the interparticle potential is not an even function but includes quadratic, cubic, and quartic terms, then the energy sharing among the normal modes is also uniform in both the small- and large-energy density limits. At large energies, in this latter case the energy per normal mode scales as the square root of the energy density. Thus we find equipartition of energy among the normal modes of an anharmonic chain. The sum of the normal mode energies is less than the total energy of the chain.