Generalized One-Sided Laws for the Larger Observations of a Triangular Array

Consider independent and identically distributed random variables {X,X _nj , 1jn,n1} with density f(x)=px ^–p–1 I(x1), where p>0. We show that there exist unusual generalized Laws of the Iterated Logarithm involving the larger order statistics from our array.     

Frames with Transitive Structures

A classical result in the theory of uniform spaces is that any topological space with a base of clopen sets admits a uniformity with a transitive base and the uniform topology of such a space has a base of clopen sets. This paper presents a pointfree generalization of this, both to uniform and quasi-uniform frames, together with various properties concerning total boundedness, compactifications and completions.     

Stability of the C *-Algebra Associated with Twisted CCR

The universal enveloping C ^*-algebra A of twisted canonical commutation relations is considered. It is shown that, for any (–1,1), the C ^*-algebra A is isomorphic to the C ^*-algebra A ₀ generated by partial isometries t _i ,t _i ^*,i=1,¨,d satisfying the relations t _i ^* t _j = _ij (1– _k<i t _k t _k ^*), t _j t _i =0, ij and it is proved that the Fock representation of A is faithful.     

Boundary Bias Correction for Nonparametric Deconvolution

In this paper we consider the deconvolution problem in nonparametric density estimation. That is, one wishes to estimate the unknown density of a random variable X, say f _X , based on the observed variables Y's, where Y = X + with being the error. Previous results on this problem have considered the estimation of f _X at interior points. Here we study the deconvolution problem for boundary points. A kernel-type estimator is proposed, and its mean squared error properties, including the rates of convergence, are investigated for supersmooth and ordinary smooth error distributions. Results of a simulation study are also presented.     

一类高维Riccati方程的解

研究了一类具有指数型二分性的高维Riccati方程存在有界解、周期解的充分条件,得到一些结论。     

On Tensor Products of l-Operators and bo-Operators

It is proved that the tensor product of two linear operators is a cone summing operator (respectively, order bounded operator) if and only if both operators are cone summing (respectively, order bounded).     

Some remarks on the operator of Foias and Williams

In this paper we study the Foias-Williams operator

where , and is a Hankel operator with symbol . We exhibit a relationship between the similarity of to a contraction and the rate of decay of , the absolute values of the Fourier coefficients of the symbol .

     

变量有广义界线性规划的直接对偶单纯形法

本文讨论变量有广义界线性规划问题借助标准形线性规划同单纯形法技术，建立问题的一个直接对偶单纯形法。分析了方法的性质，给出了初始对偶可行基的计算方法，并用实例说明方法的具体操作。     

有界变量线性规划的基线算法

本文对有界变量线性规划的算法进行了研究，得到了一种解此问题的新算法。文中根据基线算法的算法原理，通过对BL表的旋转，在各变量满足界约束的条件下，使目标函数值不断增大，直至得到有界硬上界，从而得到问题的最优解。文中给出了有界变量线性规划基线算法的计算步骤，并给出了一个例子。与单纯形法相比，采用基线算法解有界变量线性规划操作更简单。迭代次数少，解题速度更快。     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.