Global stability of the Armstrong-Frederick model with periodic biaxial inputs

The paper is concerned with the study of plasticity models described by differential equations with stop and play operators. We suggest sufficient conditions for the global stability of a unique periodic solution for the scalar models and for the vector models with biaxial inputs of a particular form, namely the sum of a uniaxial function and a constant term. For another class of simple biaxial inputs, we present an example of the existence of unstable periodic solutions. The paper was written during the research stay of D. Rachinskii at the Technical University Munich supported by the research fellowship from the Alexander von Humboldt Foundation. His work was partially supported by the Russian Science Support Foundation, Russian Foundation for Basic Research (Grant No. 01-01-00146, 03-01-00258), and the Grants of the President of Russia (Grant No. MD-87.2003.01, NS-1532.2003.1). The support is gratefully acknowledged.     

Conditional independence models for seemingly unrelated regressions with incomplete data

We consider normal ≡ Gaussian seemingly unrelated regressions (SUR) with incomplete data (ID). Imposing a natural minimal set of conditional independence constraints, we find a restricted SUR/ID model whose likelihood function and parameter space factor into the product of the likelihood functions and the parameter spaces of standard complete data multivariate analysis of variance models. Hence, the restricted model has a unimodal likelihood and permits explicit likelihood inference. In the development of our methodology, we review and extend existing results for complete data SUR models and the multivariate ID problem.     

On a conjecture of Cox and Katz

This note shows that a certain toric quotient of the quintic Calabi-Yau threefold in provides a counterexample to a recent conjecture of Cox and Katz concerning nef cones of toric hypersurfaces. Received: 8 February 2001; in final form: 17 September 2001 / Published online: 1 February 2002     

Symmetries and conservation laws of partial differential equations: Basic notions and results

The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed.     

Compatible relations on filters and stability of local topological properties under supremum and product

An abstract scheme using particular types of relations on filters leads to general unifying results on stability under supremum and product of local topological properties. We present applications for Fréchetness, strong Fréchetness, countable tightness and countable fan-tightness, some of which recover or refine classical results, some of which are new. The reader may find other applications as well.     

Operations in A-theory

A construction for Segal operations for K-theory of categories with cofibrations, weak equivalences and a biexact pairing is given and coherence properties of the operations are studied. The model for K-theory, which is used, allows coherence to be studied by means of (symmetric) monoidal functors. In the case of Waldhausen A-theory it is shown how to recover the operations used in Waldhausen (Lecture Notes in Mathematics, Vol. 967, Springer, Berlin, 1982, pp. 390-409) for the A-theory Kahn-Priddy theorem. The total Segal operation for A-theory, which assembles exterior power operations, is shown to carry a natural infinite loop map structure. The basic input is the un-delooped model for K-theory, which has been developed from a construction by Grayson and Gillet for exact categories in Gunnarsson et al. (J. Pure Appl. Algebra 79 (1992) 255), and Grayson's setup for operations in Grayson (K-theory (1989) 247). The relevant material from these sources is recollected followed by observations on equivariant objects and pairings. Grayson's conditions are then translated to the context of categories with cofibrations and weak equivalences. The power operations are shown to be well behaved w.r.t. suspension and are extended to algebraic K-theory of spaces. Staying close with the philosophy of Waldhausen (1982) Waldhausen's maps are found. The Kahn-Priddy theorem follows from splitting the “free part” off the equivariant theory. The treatment of coherence of the total operation in A-theory involves results from Laplaza (Lecture Notes in Mathematics, Vol. 281, Springer, Berlin, 1972, pp. 29-65) and restriction to spherical objects in the source of the operation.     

Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.     

Analysis of two-sample truncated data using generalized logistic models

Parallel to Cox's [JRSS B34 (1972) 187-230] proportional hazards model, generalized logistic models have been discussed by Anderson [Bull. Int. Statist. Inst. 48 (1979) 35-53] and others. The essential assumption is that the two densities ratio has a known parametric form. A nice property of this model is that it naturally relates to the logistic regression model for categorical data. In astronomic, demographic, epidemiological, and other studies the variable of interest is often truncated by an associated variable. This paper studies generalized logistic models for the two-sample truncated data problem, where the two lifetime densities ratio is assumed to have the form exp{α+φ(x;β)}. Here φ is a known function of x and β, and the baseline density is unspecified. We develop a semiparametric maximum likelihood method for the case where the two samples have a common truncation distribution. It is shown that inferences for β do not depend the nonparametric components. We also derive an iterative algorithm to maximize the semiparametric likelihood for the general case where different truncation distributions are allowed. We further discuss how to check goodness of fit of the generalized logistic model. The developed methods are illustrated and evaluated using both simulated and real data.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.