q-transformation theory

We obtain the complete set of states of theq-oscillator in both configuration space and momentum space as well as the transformation between these spaces. The states as well as the matrix elements lie in the SU _q (2) algebra. To obtain transition probabilities, one must take the Woronowicz square.     

Relationship between tetrahedron shape measures

Tetrahedron shape measures are used for evaluating the quality of tetrahedra in finite element meshes. Three shape measures, theminimum solid angle _min theradius ratio , and themean ratio , are discussed in this paper. A new formula for the computation of a solid angle of tetrahedron is derived. For different shape measures andv (with values 1), we establish a relationship between andv of the form wherec ₀,c ₁,e ₀, ande ₁ are positive constants. This means that if one measure approaches zero for a poorly-shaped tetrahedron, so does the other. Combined with the property that each measure attains a maximum value only for the regular tetrahedron, this means that the shape measures are equivalent.This work was partially supported by a grant from the Natural Sciences and Engineering Research Council of Canada.     

Right distributive quasigroups on algebraic varieties

In this paper we develop a structure theory of algebraic right distributive quasigroups which correspond to closed and connected conjugacy classes generating algebraic Fischer groups (in the sense of [6]) such that the mappingx x ^–1 ax, fora , is an automorphism of (as variety). We also give examples of algebraic Fischer groups where this does not happen. It becomes clear that the class of algebraic right distributive quasigroups has nice properties concerning subquasigroups, normal subquasigroups and direct product.We give a complete classification of one- and two-dimensional as well as of minimal algebraic right distributive quasigroups.     

Dimension and entropy of a non-ergodic Markovian process and its relation to Rademacher Riesz Products

Given a Markov chain (not necessarily stationary or homogeneous) with finite state space and an initial distribution, we can construct a measure on the unit interval [0, 1]. In this work we examine the equality (up to a constant) of the Hausdorff dimension of and of a suitably defined entropy for the Markovian process. The results are applied to the so-called Rademacher-Riesz Products.     

New elliptic potentials

We construct all tangential covers as zeroes of a particular set of polynomials. The resulting pointed curves give rise, through the Krichever dictionary, to elliptic KP solitons. We then give a criterion to detect the so-called hyperelliptic-tangential covers, which give rise to elliptic KdV solitons. Finally we construct new examples of the latter covers and write down the corresponding (doubly periodic finite-gap) source potentials.Dedicated to the memory of J.-L. Verdier     

Rates of convergence and optimal spectral bandwidth for long range dependence

Summary For a realization of lengthn from a covariance stationary discrete time process with spectral density which behaves like ^1–2H as 0+ for 1/2<H<1 (apart from a slowly varying factor which may be of unknown form), we consider a discrete average of the periodogram across the frequencies 2j/n,j=1,..., m, wherem andm/n0 asn. We study the rate of convergence of an analogue of the mean squared error of smooth spectral density estimates, and deduce an optimal choice ofm.     

Minimax risk overl p -balls forl p -error

Summary Consider estimating the mean vector from dataN _n (, ² I) withl _q norm loss,q1, when is known to lie in ann-dimensionall _p ball,p(0, ). For largen, the ratio of minimaxlinear risk to minimax risk can bearbitrarily large ifp. Obvious exceptions aside, the limiting ratio equals 1 only ifp=q=2. Our arguments are mostly indirect, involving a reduction to a univariate Bayes minimax problem. Whenp, simple non-linear co-ordinatewise threshold rules are asymptotically minimax at small signal-to-noise ratios, and within a bounded factor of asymptotic minimaxity in general. We also give asymptotic evaluations of the minimax linear risk. Our results are basic to a theory of estimation in Besov spaces using wavelet bases (to appear elsewhere).     

On Toeplitz type quadratic functionals of stationary Gaussian processes

Summary A central limit theorem for Toeplitz type quadratic functionals of a stationary Gaussian processX(t),t, is proved, generalizing the result of Avram [1] for discrete time processes. The result is applied to the problem of nonparametric estimation of linear functionals of an unknown spectral density function. We give some upper bounds for the minimax mean square risk of the nonparametric estimators, similar to those by Ibragimov and Has'minskii [12] for a probability density function.     

The invertibility of the product of unbounded Toeplitz operators

In this note I give necessary and sufficient conditions on outer functionsf andg for the operator to be bounded and invertible on H². I also discuss the relationship of this question to two open questions in operator theory and weighted norm inequalities.