<Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript> linear interpolator for missing values in time series

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.     

B(A)CKLUND TRANSFORMATION ON SURFACES WITH CONSTANT MEAN CURVATURE IN R2'1

In this paper,the authors obtain the Backlund transformation on time-like surfaces with constant mean curvature in R2,1.Using this transformation,families of surfaces with constant mean curvature from known ones can be constructed.     

Stein's idea and minimax admissible estimation of a multivariate normal mean

We consider estimation of a multivariate normal mean vector under sum of squared error loss.We propose a new class of minimax admissible estimator which are generalized Bayes with respect to a prior distribution which is a mixture of a point prior at the origin and a continuous hierarchical type prior. We also study conditions under which these generalized Bayes minimax estimators improve on the James–Stein estimator and on the positive-part James–Stein estimator.     

A general Hsu-Robbins-Erdős Type estimate of tail probabilities of sums of independent identically distributed random variables

Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%...     

Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution

The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author.     

Lattice path combinatorics and asymptotics of multiplicities of weights in tensor powers

We give asymptotic formulas for the multiplicities of weights and irreducible summands in high-tensor powers V_λ^⊗N of an irreducible representation V_λ of a compact connected Lie group G. The weights are allowed to depend on N, and we obtain several regimes of pointwise asymptotics, ranging from a central limit region to a large deviations region. We use a complex steepest descent method that applies to general asymptotic counting problems for lattice paths with steps in a convex polytope.     

The modified characteristic finite difference fractional steps method for the coupled system of fluid dynamics in porous media and its analysis

For the coupled system of multilayer fluid dynamics in porous media, the modified characteristic finite difference fractional steps method applicable to parallel arithmetic is put forward and two‐dimensional and three‐dimensional schemes are used to form a complete set. Some techniques, such as calculus of variations, energy method, piecewise biquadratic interpolation, multiplicative commutation rule of difference operators, decomposition of high order difference operators and prior estimates are adopted. Optimal order estimates in L² norm are derived to determine the error in the approximate solution. This method has already been applied to the numerical simulation of multilayer fluid dynamics in porous media. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 665–681, 2003.     

Determination of styrene in olive oil by an automatic purge-and-trap system coupled to gas chromatography-mass spectrometry

Summary A new gas chromatographic method using an automatic purge-and-trap system coupled to a GC with mass selective detection to analyze styrene at the parts-per-trillions (ng kg^–1) level is described. The method shows a good sensitivity and the detection limit is 10 ng kg^–1 with a relative standard deviation (RSD) of 4.7% for 164 ng kg^–1 styrene in olive oil. This analytical method has been successfully applied to the analysis of styrene in extra-virgin olive oil from the European market.     

A general converse theorem for mean‐value theorems in linear elasticity

We prove a rather general mean‐value formula in the theory of elasticity, which expresses the value of the displacement at the centre of a sphere in terms of certain combinations of integral averages over the sphere itself of the traction and the displacement. We also establish the corresponding converse to this mean‐value formula under minimal smoothness assumptions on the displacement. Copyright © 2006 John Wiley & Sons, Ltd.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.